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
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mindesbunister
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test-ai-dca-simple.js
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340
test-ai-dca-simple.js
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/**
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* Simple DCA Test - Direct Implementation
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* Tests DCA logic without TypeScript compilation issues
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*/
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// Simplified DCA analysis logic (extracted from TypeScript version)
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function 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 = 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 = 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 = calculateNewAveragePrice(
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currentPosition.size,
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currentPosition.entryPrice,
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dcaCalculation.dcaAmount,
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marketData.price
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)
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// Step 4: Calculate new stop loss and take profit
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const newSLTP = calculateNewStopLossAndTakeProfit(
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currentPosition.side,
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newAveragePrice,
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newPositionSize,
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marketData,
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reversalAnalysis.confidence
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)
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// Step 5: Calculate new leverage and liquidation price
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const newLeverage = calculateNewLeverage(newPositionSize, newAveragePrice, accountStatus.accountValue, dcaCalculation.dcaAmount)
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const newLiquidationPrice = calculateNewLiquidationPrice(newAveragePrice, newLeverage, currentPosition.side)
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// Step 6: Final risk assessment
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const riskAssessment = assessDCARisk(newLeverage, newLiquidationPrice, newSLTP.stopLoss, accountStatus.availableBalance, dcaCalculation.dcaAmount)
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return {
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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: `${reversalAnalysis.reasoning}. ${dcaCalculation.reasoning}. New average: $${newAveragePrice.toFixed(4)} with ${newLeverage.toFixed(1)}x leverage.`,
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confidence: reversalAnalysis.confidence
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}
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}
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function 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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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
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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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} 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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} 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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} 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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} 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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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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function calculateSafeDCAAmount(position, accountStatus, marketData, maxLeverageAllowed) {
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// Simple leverage calculation (using basic 3x leverage for DCA)
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const maxDCAUSD = accountStatus.availableBalance * 0.3 // Use 30% of available balance
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const leveragedDCAAmount = maxDCAUSD * 3 // 3x leverage for safety
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const dcaTokenAmount = leveragedDCAAmount / marketData.price
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// Ensure DCA doesn't make position too large
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const currentPositionValue = position.size * position.entryPrice
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const maxPositionValue = accountStatus.accountValue * 2 // Max 2x account value
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const remainingCapacity = maxPositionValue - currentPositionValue
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const finalDCAAmount = Math.min(
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dcaTokenAmount,
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remainingCapacity / marketData.price,
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position.size * 0.4 // Max 40% 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 3x leverage`
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}
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}
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function 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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function calculateNewStopLossAndTakeProfit(side, newAveragePrice, newPositionSize, marketData, confidence) {
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const baseStopLossPercent = 2.5 // Base 2.5% stop loss
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const baseTakeProfitPercent = confidence > 70 ? 7 : 5 // Higher TP if very confident
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let stopLoss, takeProfit
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if (side === 'long') {
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stopLoss = newAveragePrice * (1 - baseStopLossPercent / 100)
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takeProfit = newAveragePrice * (1 + baseTakeProfitPercent / 100)
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} else {
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stopLoss = newAveragePrice * (1 + baseStopLossPercent / 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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function 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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function calculateNewLiquidationPrice(averagePrice, leverage, side) {
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if (side === 'long') {
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return averagePrice * (1 - 1/leverage)
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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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function 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 <= 4 && liquidationBuffer >= 15 && balanceUsagePercent <= 30) return 'LOW'
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if (newLeverage <= 8 && liquidationBuffer >= 10 && balanceUsagePercent <= 50) return 'MEDIUM'
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return 'HIGH'
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}
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// Test the DCA system with SOL screenshot data
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async function testSOLDCA() {
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console.log('🧪 Testing AI DCA Manager with SOL Position Data')
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console.log('=' .repeat(60))
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// Real data from the screenshot
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const testParams = {
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currentPosition: {
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side: 'long',
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size: 2.69, // SOL amount from screenshot
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entryPrice: 185.98,
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currentPrice: 183.87,
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unrealizedPnl: -6.73, // From screenshot (red, losing position)
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stopLoss: 181.485, // From screenshot
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takeProfit: 187.12 // From screenshot
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},
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accountStatus: {
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accountValue: 2789.44, // Max amount from screenshot
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availableBalance: 1200, // Estimated available (conservative)
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leverage: 15.2, // Current leverage from screenshot
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liquidationPrice: 177.198 // From screenshot
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},
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marketData: {
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price: 183.87,
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priceChange24h: -6.75, // From screenshot (red, declining)
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volume: 245000000,
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rsi: 30, // Oversold territory (estimated)
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support: 180.0, // Support level estimate
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resistance: 189.0 // Resistance level estimate
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},
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maxLeverageAllowed: 20
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}
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console.log('📊 Current SOL Position Analysis:')
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console.log(` Position: ${testParams.currentPosition.side.toUpperCase()} ${testParams.currentPosition.size} SOL`)
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console.log(` Entry Price: $${testParams.currentPosition.entryPrice}`)
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console.log(` Current Price: $${testParams.currentPosition.currentPrice}`)
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console.log(` Price Drop: ${(((testParams.currentPosition.currentPrice - testParams.currentPosition.entryPrice) / testParams.currentPosition.entryPrice) * 100).toFixed(2)}%`)
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console.log(` Unrealized PnL: $${testParams.currentPosition.unrealizedPnl.toFixed(2)} 📉`)
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console.log(` Current Leverage: ${testParams.accountStatus.leverage}x`)
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console.log(` Available Balance: $${testParams.accountStatus.availableBalance}`)
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console.log(` 24h Change: ${testParams.marketData.priceChange24h}% 📉`)
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console.log()
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// Run DCA analysis
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console.log('🔍 Running AI DCA Analysis...')
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const dcaResult = analyzeDCAOpportunity(testParams)
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console.log()
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console.log('📈 AI DCA Decision:')
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console.log('=' .repeat(30))
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console.log(` Should DCA: ${dcaResult.shouldDCA ? '✅ YES' : '❌ NO'}`)
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console.log(` Confidence: ${dcaResult.confidence}%`)
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console.log(` Risk Level: ${dcaResult.riskAssessment}`)
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console.log(` AI Reasoning: ${dcaResult.reasoning}`)
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console.log()
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if (dcaResult.shouldDCA) {
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console.log('💰 DCA Execution Plan:')
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console.log('=' .repeat(25))
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console.log(` DCA Amount: ${dcaResult.dcaAmount?.toFixed(4)} SOL`)
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console.log(` DCA Price: $${testParams.currentPosition.currentPrice} (current market)`)
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console.log(` New Average Price: $${dcaResult.newAveragePrice?.toFixed(4)}`)
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console.log(` New Stop Loss: $${dcaResult.newStopLoss?.toFixed(4)}`)
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console.log(` New Take Profit: $${dcaResult.newTakeProfit?.toFixed(4)}`)
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console.log(` New Leverage: ${dcaResult.newLeverage?.toFixed(1)}x`)
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console.log(` New Liquidation: $${dcaResult.newLiquidationPrice?.toFixed(4)}`)
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console.log()
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// Calculate impact
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const originalLoss = testParams.currentPosition.unrealizedPnl
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const totalPositionAfterDCA = testParams.currentPosition.size + dcaResult.dcaAmount
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const breakEvenMove = ((dcaResult.newAveragePrice - testParams.currentPosition.currentPrice) / testParams.currentPosition.currentPrice * 100)
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const potentialProfitAtTP = ((dcaResult.newTakeProfit - dcaResult.newAveragePrice) * totalPositionAfterDCA)
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console.log('📊 Impact Analysis:')
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console.log('=' .repeat(20))
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console.log(` Original Loss: $${originalLoss.toFixed(2)}`)
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console.log(` Total Position After DCA: ${totalPositionAfterDCA.toFixed(4)} SOL`)
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console.log(` Break-Even Price: $${dcaResult.newAveragePrice?.toFixed(4)}`)
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console.log(` Price Move Needed: +${breakEvenMove.toFixed(2)}% from current`)
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console.log(` Potential Profit at TP: $${potentialProfitAtTP.toFixed(2)}`)
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console.log(` Risk/Reward: ${(potentialProfitAtTP / Math.abs(originalLoss)).toFixed(1)}:1`)
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const liquidationBuffer = Math.abs(dcaResult.newLiquidationPrice - dcaResult.newStopLoss) / dcaResult.newStopLoss * 100
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console.log(` Liquidation Buffer: ${liquidationBuffer.toFixed(1)}% safety margin`)
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}
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console.log('\n🧠 Market Context Analysis:')
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console.log('=' .repeat(30))
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console.log(` SOL down ${Math.abs(testParams.marketData.priceChange24h)}% in 24h (oversold conditions)`)
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console.log(` Current price near estimated support at $${testParams.marketData.support}`)
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console.log(` RSI at ${testParams.marketData.rsi} indicates oversold (DCA opportunity)`)
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console.log(` Position is ${((testParams.currentPosition.entryPrice - testParams.currentPosition.currentPrice) / testParams.currentPosition.entryPrice * 100).toFixed(1)}% underwater`)
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console.log('\n✅ DCA Analysis Complete')
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console.log(' This represents a sophisticated AI-driven position scaling strategy')
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console.log(' that could turn the current losing position into a profitable one!')
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}
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testSOLDCA().catch(console.error)
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