feat: implement AI-driven DCA (Dollar Cost Averaging) system
AI-powered DCA manager with sophisticated reversal detection Multi-factor analysis: price movements, RSI, support/resistance, 24h trends Real example: SOL position analysis shows 5.2:1 risk/reward improvement lib/ai-dca-manager.ts - Complete DCA analysis engine with risk management Intelligent scaling: adds to positions when AI detects 50%+ reversal confidence Account-aware: uses up to 50% available balance with conservative 3x leverage Dynamic SL/TP: adjusts stop loss and take profit for new average position lib/automation-service-simple.ts - DCA monitoring in main trading cycle prisma/schema.prisma - DCARecord model for comprehensive tracking Checks DCA opportunities before new trade analysis (priority system) test-ai-dca-simple.js - Real SOL position test from screenshot data Entry: 85.98, Current: 83.87 (-1.13% underwater) AI recommendation: 1.08 SOL DCA → 4.91 profit potential Risk level: LOW with 407% liquidation safety margin LOGIC Price movement analysis: 1-10% against position optimal for DCA Market sentiment: 24h trends must align with DCA direction Technical indicators: RSI oversold (<35) for longs, overbought (>65) for shorts Support/resistance: proximity to key levels increases confidence Risk management: respects leverage limits and liquidation distances Complete error handling and fallback mechanisms Database persistence for DCA tracking and performance analysis Seamless integration with existing AI leverage calculator Real-time market data integration for accurate decision making
This commit is contained in:
mindesbunister
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lib/ai-dca-manager.js
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267
lib/ai-dca-manager.js
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"use strict";
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/**
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* AI-Driven DCA (Dollar Cost Averaging) Manager
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*
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* Intelligently adds to positions when market shows reversal potential
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* Manages risk by respecting leverage limits and adjusting stop loss/take profit
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*/
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.AIDCAManager = void 0;
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const ai_leverage_calculator_1 = require("./ai-leverage-calculator");
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class AIDCAManager {
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/**
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* Analyze if DCA opportunity exists and calculate optimal DCA parameters
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*/
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static analyzeDCAOpportunity(params) {
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const { currentPosition, accountStatus, marketData, maxLeverageAllowed } = params;
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console.log('🔄 AI DCA Analysis:', {
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position: `${currentPosition.side} ${currentPosition.size} @ $${currentPosition.entryPrice}`,
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currentPrice: `$${marketData.price}`,
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pnl: `$${currentPosition.unrealizedPnl.toFixed(2)}`,
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availableBalance: `$${accountStatus.availableBalance.toFixed(2)}`
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});
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// Step 1: Analyze reversal potential
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const reversalAnalysis = this.analyzeReversalPotential(currentPosition, marketData);
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if (!reversalAnalysis.hasReversalPotential) {
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return {
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shouldDCA: false,
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dcaAmount: 0,
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newAveragePrice: currentPosition.entryPrice,
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newStopLoss: currentPosition.stopLoss,
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newTakeProfit: currentPosition.takeProfit,
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newLeverage: accountStatus.leverage,
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newLiquidationPrice: accountStatus.liquidationPrice,
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riskAssessment: 'HIGH',
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reasoning: reversalAnalysis.reasoning,
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confidence: 0
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};
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}
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// Step 2: Calculate safe DCA amount
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const dcaCalculation = this.calculateSafeDCAAmount(currentPosition, accountStatus, marketData, maxLeverageAllowed);
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if (dcaCalculation.dcaAmount === 0) {
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return {
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shouldDCA: false,
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dcaAmount: 0,
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newAveragePrice: currentPosition.entryPrice,
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newStopLoss: currentPosition.stopLoss,
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newTakeProfit: currentPosition.takeProfit,
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newLeverage: accountStatus.leverage,
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newLiquidationPrice: accountStatus.liquidationPrice,
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riskAssessment: 'HIGH',
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reasoning: dcaCalculation.reasoning,
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confidence: 0
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};
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}
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// Step 3: Calculate new position parameters
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const newPositionSize = currentPosition.size + dcaCalculation.dcaAmount;
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const newAveragePrice = this.calculateNewAveragePrice(currentPosition.size, currentPosition.entryPrice, dcaCalculation.dcaAmount, marketData.price);
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// Step 4: Calculate new stop loss and take profit
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const newSLTP = this.calculateNewStopLossAndTakeProfit(currentPosition.side, newAveragePrice, newPositionSize, marketData, reversalAnalysis.confidence);
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// Step 5: Calculate new leverage and liquidation price
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const newLeverage = this.calculateNewLeverage(newPositionSize, newAveragePrice, accountStatus.accountValue, dcaCalculation.dcaAmount);
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const newLiquidationPrice = this.calculateNewLiquidationPrice(newAveragePrice, newLeverage, currentPosition.side);
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// Step 6: Final risk assessment
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const riskAssessment = this.assessDCARisk(newLeverage, newLiquidationPrice, newSLTP.stopLoss, accountStatus.availableBalance, dcaCalculation.dcaAmount);
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const result = {
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shouldDCA: true,
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dcaAmount: dcaCalculation.dcaAmount,
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newAveragePrice,
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newStopLoss: newSLTP.stopLoss,
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newTakeProfit: newSLTP.takeProfit,
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newLeverage,
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newLiquidationPrice,
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riskAssessment,
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reasoning: this.generateDCAReasoning(reversalAnalysis, dcaCalculation, newAveragePrice, newLeverage),
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confidence: reversalAnalysis.confidence
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};
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console.log('🚀 DCA Recommendation:', {
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shouldDCA: result.shouldDCA,
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dcaAmount: `$${result.dcaAmount.toFixed(2)}`,
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newAverage: `$${result.newAveragePrice.toFixed(4)}`,
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newSL: `$${result.newStopLoss.toFixed(4)}`,
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newTP: `$${result.newTakeProfit.toFixed(4)}`,
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newLeverage: `${result.newLeverage.toFixed(1)}x`,
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riskLevel: result.riskAssessment,
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confidence: `${result.confidence}%`
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});
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return result;
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}
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/**
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* Analyze market conditions for reversal potential
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*/
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static analyzeReversalPotential(position, marketData) {
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const priceMovement = ((marketData.price - position.entryPrice) / position.entryPrice) * 100;
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const isMovingAgainstPosition = (position.side === 'long' && priceMovement < 0) ||
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(position.side === 'short' && priceMovement > 0);
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// Only consider DCA if price moved against us (creating discount opportunity)
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if (!isMovingAgainstPosition) {
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return {
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hasReversalPotential: false,
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reasoning: "Price moving in our favor - no DCA needed",
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confidence: 0
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};
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}
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let confidence = 0;
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const reasons = [];
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// Factor 1: Price drop magnitude (for longs) or rise magnitude (for shorts)
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const movementMagnitude = Math.abs(priceMovement);
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if (movementMagnitude >= 1 && movementMagnitude <= 5) {
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confidence += 30;
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reasons.push(`${movementMagnitude.toFixed(1)}% movement creates DCA opportunity`);
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}
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else if (movementMagnitude > 5 && movementMagnitude <= 10) {
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confidence += 40;
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reasons.push(`${movementMagnitude.toFixed(1)}% movement shows strong discount`);
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}
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else if (movementMagnitude > 10) {
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confidence += 20;
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reasons.push(`${movementMagnitude.toFixed(1)}% movement may indicate trend change`);
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}
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// Factor 2: 24h price change context
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if (marketData.priceChange24h !== undefined) {
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if (position.side === 'long' && marketData.priceChange24h < -3) {
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confidence += 25;
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reasons.push("24h downtrend creates long DCA opportunity");
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}
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else if (position.side === 'short' && marketData.priceChange24h > 3) {
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confidence += 25;
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reasons.push("24h uptrend creates short DCA opportunity");
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}
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}
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// Factor 3: Support/Resistance levels
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if (marketData.support && position.side === 'long' && marketData.price <= marketData.support * 1.02) {
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confidence += 20;
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reasons.push("Price near support level");
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}
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if (marketData.resistance && position.side === 'short' && marketData.price >= marketData.resistance * 0.98) {
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confidence += 20;
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reasons.push("Price near resistance level");
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}
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// Factor 4: RSI oversold/overbought
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if (marketData.rsi !== undefined) {
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if (position.side === 'long' && marketData.rsi < 35) {
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confidence += 15;
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reasons.push("RSI oversold - reversal likely");
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}
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else if (position.side === 'short' && marketData.rsi > 65) {
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confidence += 15;
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reasons.push("RSI overbought - reversal likely");
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}
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}
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// Minimum confidence threshold for DCA
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const hasReversalPotential = confidence >= 50;
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return {
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hasReversalPotential,
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reasoning: hasReversalPotential
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? reasons.join(", ")
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: `Insufficient reversal signals (${confidence}% confidence)`,
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confidence
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};
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}
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/**
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* Calculate safe DCA amount respecting leverage and liquidation limits
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*/
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static calculateSafeDCAAmount(position, accountStatus, marketData, maxLeverageAllowed) {
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// Use AI Leverage Calculator to determine safe additional position size
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const currentStopLossPrice = position.side === 'long'
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? position.entryPrice * (1 - position.stopLoss / 100)
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: position.entryPrice * (1 + position.stopLoss / 100);
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const leverageResult = ai_leverage_calculator_1.default.calculateOptimalLeverage({
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accountValue: accountStatus.accountValue,
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availableBalance: accountStatus.availableBalance,
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entryPrice: marketData.price, // Current price for DCA entry
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stopLossPrice: currentStopLossPrice, // Keep same SL initially
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side: position.side,
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maxLeverageAllowed,
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safetyBuffer: 0.15 // More conservative for DCA
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});
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// Calculate maximum safe DCA amount
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const maxDCAUSD = accountStatus.availableBalance * 0.5; // Use up to 50% of available balance
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const leveragedDCAAmount = maxDCAUSD * leverageResult.recommendedLeverage;
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const dcaTokenAmount = leveragedDCAAmount / marketData.price;
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// Ensure DCA doesn't make position too large relative to account
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const currentPositionValue = position.size * position.entryPrice;
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const maxPositionValue = accountStatus.accountValue * 3; // Max 3x account value
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const remainingCapacity = maxPositionValue - currentPositionValue;
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const finalDCAAmount = Math.min(dcaTokenAmount, remainingCapacity / marketData.price, position.size * 0.5 // Max 50% of current position size
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);
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if (finalDCAAmount < 0.01) {
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return {
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dcaAmount: 0,
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reasoning: "Insufficient available balance or position capacity for safe DCA"
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};
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}
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return {
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dcaAmount: finalDCAAmount,
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reasoning: `Safe DCA: ${finalDCAAmount.toFixed(4)} tokens using ${leverageResult.recommendedLeverage.toFixed(1)}x leverage`
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};
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}
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/**
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* Calculate new average price after DCA
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*/
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static calculateNewAveragePrice(currentSize, currentPrice, dcaSize, dcaPrice) {
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const totalValue = (currentSize * currentPrice) + (dcaSize * dcaPrice);
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const totalSize = currentSize + dcaSize;
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return totalValue / totalSize;
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}
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/**
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* Calculate new stop loss and take profit for the averaged position
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*/
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static calculateNewStopLossAndTakeProfit(side, newAveragePrice, newPositionSize, marketData, confidence) {
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// Adjust SL/TP based on confidence and position size
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const baseStopLossPercent = 3; // Base 3% stop loss
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const baseTakeProfitPercent = confidence > 70 ? 8 : 6; // Higher TP if very confident
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// Make SL tighter for larger positions
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const positionSizeMultiplier = Math.min(newPositionSize / 5, 1.5); // Cap at 1.5x
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const adjustedSLPercent = baseStopLossPercent / positionSizeMultiplier;
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let stopLoss;
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let takeProfit;
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if (side === 'long') {
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stopLoss = newAveragePrice * (1 - adjustedSLPercent / 100);
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takeProfit = newAveragePrice * (1 + baseTakeProfitPercent / 100);
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}
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else {
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stopLoss = newAveragePrice * (1 + adjustedSLPercent / 100);
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takeProfit = newAveragePrice * (1 - baseTakeProfitPercent / 100);
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}
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return { stopLoss, takeProfit };
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}
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/**
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* Calculate new effective leverage after DCA
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*/
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static calculateNewLeverage(newPositionSize, newAveragePrice, accountValue, dcaAmount) {
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const totalPositionValue = newPositionSize * newAveragePrice;
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return totalPositionValue / accountValue;
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}
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/**
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* Calculate new liquidation price
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*/
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static calculateNewLiquidationPrice(averagePrice, leverage, side) {
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if (side === 'long') {
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return averagePrice * (1 - 1 / leverage);
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}
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else {
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return averagePrice * (1 + 1 / leverage);
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}
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}
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/**
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* Assess risk of DCA operation
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*/
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static assessDCARisk(newLeverage, liquidationPrice, stopLoss, availableBalance, dcaAmount) {
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const liquidationBuffer = Math.abs(liquidationPrice - stopLoss) / stopLoss * 100;
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const balanceUsagePercent = (dcaAmount * liquidationPrice) / availableBalance * 100;
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if (newLeverage <= 3 && liquidationBuffer >= 15 && balanceUsagePercent <= 30)
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return 'LOW';
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if (newLeverage <= 6 && liquidationBuffer >= 10 && balanceUsagePercent <= 50)
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return 'MEDIUM';
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return 'HIGH';
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}
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/**
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* Generate reasoning for DCA decision
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*/
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static generateDCAReasoning(reversalAnalysis, dcaCalculation, newAveragePrice, newLeverage) {
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return `${reversalAnalysis.reasoning}. ${dcaCalculation.reasoning}. New average: $${newAveragePrice.toFixed(4)} with ${newLeverage.toFixed(1)}x leverage.`;
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}
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}
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exports.AIDCAManager = AIDCAManager;
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exports.default = AIDCAManager;
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