feat: implement AI-driven dynamic leverage calculator
- Under k: Use 100% of available balance for maximum growth - Over k: Use 50% balance for controlled risk management - AI calculates optimal leverage maintaining safe liquidation distance - Liquidation price stays safely below stop loss (10% buffer) New Features: - AILeverageCalculator class with sophisticated risk assessment - Dynamic position sizing based on account value and market conditions - Liquidation price calculation and safety validation - Risk assessment levels (LOW/MEDIUM/HIGH) with reasoning - Support for both long and short positions with AI leverage - Enhanced automation-service-simple.ts with AI leverage - Position sizing now returns leverage + risk metrics - Trade execution uses AI-calculated leverage values - Database storage includes AI leverage metadata - Comprehensive logging for leverage decisions - Safety buffer prevents liquidation near stop loss - Maximum leverage limited by platform constraints (20x) - Account-based strategy (aggressive <k, conservative >k) - Real-time balance and position validation This enables maximum profit potential while maintaining strict risk controls.
This commit is contained in:
mindesbunister
251
lib/ai-leverage-calculator.ts
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251
lib/ai-leverage-calculator.ts
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@@ -0,0 +1,251 @@
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/**
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* AI-Driven Dynamic Leverage Calculator
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*
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* Calculates optimal leverage to maximize profits while maintaining safe liquidation distance
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* Strategy: Use maximum leverage possible without liquidation price being too close to stop loss
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*/
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interface LeverageCalculationParams {
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accountValue: number
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availableBalance: number
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entryPrice: number
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stopLossPrice: number
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side: 'long' | 'short'
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maxLeverageAllowed: number // Platform maximum (e.g., 20x for Drift)
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safetyBuffer: number // Distance between liquidation and SL (default: 10%)
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}
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interface LeverageResult {
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recommendedLeverage: number
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positionSize: number
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liquidationPrice: number
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marginRequired: number
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maxPossibleLeverage: number
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riskAssessment: 'LOW' | 'MEDIUM' | 'HIGH'
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reasoning: string
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}
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export class AILeverageCalculator {
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/**
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* Calculate optimal leverage for maximum profit with safe liquidation distance
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*/
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static calculateOptimalLeverage(params: LeverageCalculationParams): LeverageResult {
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const {
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accountValue,
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availableBalance,
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entryPrice,
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stopLossPrice,
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side,
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maxLeverageAllowed,
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safetyBuffer = 0.10 // 10% safety buffer by default
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} = params
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console.log('🧮 AI Leverage Calculation:', {
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accountValue: accountValue.toFixed(2),
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availableBalance: availableBalance.toFixed(2),
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entryPrice,
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stopLossPrice,
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side,
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maxLeverageAllowed
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})
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// Strategy 1: Under $1k - Use 100% of available balance
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const useFullBalance = accountValue < 1000
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const baseAmount = useFullBalance ? availableBalance : availableBalance * 0.5 // 50% for accounts over $1k
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console.log(`💰 Balance Strategy: ${useFullBalance ? 'AGGRESSIVE (100%)' : 'CONSERVATIVE (50%)'} - Using $${baseAmount.toFixed(2)}`)
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// Calculate stop loss distance as percentage
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const stopLossDistance = Math.abs(entryPrice - stopLossPrice) / entryPrice
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console.log(`📊 Stop Loss Distance: ${(stopLossDistance * 100).toFixed(2)}%`)
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// Calculate maximum safe leverage based on liquidation distance
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const maxSafeLeverage = this.calculateMaxSafeLeverage(
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entryPrice,
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stopLossPrice,
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side,
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safetyBuffer
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)
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// Determine final leverage (limited by platform max and safety calculations)
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const finalLeverage = Math.min(maxSafeLeverage, maxLeverageAllowed)
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// Calculate position size and margin
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const positionSize = baseAmount * finalLeverage
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const marginRequired = positionSize / finalLeverage
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// Calculate liquidation price for verification
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const liquidationPrice = this.calculateLiquidationPrice(
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entryPrice,
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finalLeverage,
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side,
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marginRequired,
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positionSize
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)
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// Risk assessment
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const riskAssessment = this.assessRisk(finalLeverage, stopLossDistance, useFullBalance)
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// Generate AI reasoning
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const reasoning = this.generateLeverageReasoning(
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finalLeverage,
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maxSafeLeverage,
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maxLeverageAllowed,
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liquidationPrice,
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stopLossPrice,
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useFullBalance,
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side
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)
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const result: LeverageResult = {
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recommendedLeverage: finalLeverage,
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positionSize,
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liquidationPrice,
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marginRequired,
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maxPossibleLeverage: maxSafeLeverage,
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riskAssessment,
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reasoning
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}
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console.log('🎯 AI Leverage Result:', {
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recommendedLeverage: `${finalLeverage.toFixed(1)}x`,
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positionSize: `$${positionSize.toFixed(2)}`,
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liquidationPrice: `$${liquidationPrice.toFixed(4)}`,
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riskAssessment,
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reasoning
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})
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return result
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}
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/**
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* Calculate maximum safe leverage where liquidation price maintains safety buffer from stop loss
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*/
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private static calculateMaxSafeLeverage(
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entryPrice: number,
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stopLossPrice: number,
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side: 'long' | 'short',
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safetyBuffer: number
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): number {
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// Calculate where liquidation should be (beyond stop loss + safety buffer)
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let maxLiquidationPrice: number
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if (side === 'long') {
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// For longs: liquidation should be below stop loss
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maxLiquidationPrice = stopLossPrice * (1 - safetyBuffer)
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} else {
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// For shorts: liquidation should be above stop loss
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maxLiquidationPrice = stopLossPrice * (1 + safetyBuffer)
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}
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console.log(`🛡️ Max Safe Liquidation Price: $${maxLiquidationPrice.toFixed(4)} (${side} position)`)
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// Calculate max leverage that keeps liquidation at safe distance
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// Simplified liquidation formula: For longs: liq = entry * (1 - 1/leverage)
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let maxLeverage: number
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if (side === 'long') {
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// entry * (1 - 1/leverage) = maxLiquidationPrice
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// 1 - 1/leverage = maxLiquidationPrice / entry
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// 1/leverage = 1 - maxLiquidationPrice / entry
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// leverage = 1 / (1 - maxLiquidationPrice / entry)
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maxLeverage = 1 / (1 - maxLiquidationPrice / entryPrice)
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} else {
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// For shorts: liq = entry * (1 + 1/leverage)
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// entry * (1 + 1/leverage) = maxLiquidationPrice
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// 1 + 1/leverage = maxLiquidationPrice / entry
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// 1/leverage = maxLiquidationPrice / entry - 1
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// leverage = 1 / (maxLiquidationPrice / entry - 1)
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maxLeverage = 1 / (maxLiquidationPrice / entryPrice - 1)
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}
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// Ensure reasonable bounds
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maxLeverage = Math.max(1, Math.min(maxLeverage, 50)) // Between 1x and 50x
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console.log(`⚖️ Max Safe Leverage: ${maxLeverage.toFixed(2)}x`)
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return maxLeverage
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}
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/**
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* Calculate liquidation price for given position parameters
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*/
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private static calculateLiquidationPrice(
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entryPrice: number,
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leverage: number,
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side: 'long' | 'short',
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marginRequired: number,
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positionSize: number
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): number {
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// Simplified liquidation calculation
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// In reality, this would need to account for fees, funding, etc.
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if (side === 'long') {
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// Long liquidation: entry * (1 - 1/leverage)
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return entryPrice * (1 - 1/leverage)
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} else {
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// Short liquidation: entry * (1 + 1/leverage)
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return entryPrice * (1 + 1/leverage)
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}
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}
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/**
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* Assess risk level based on leverage and position parameters
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*/
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private static assessRisk(
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leverage: number,
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stopLossDistance: number,
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useFullBalance: boolean
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): 'LOW' | 'MEDIUM' | 'HIGH' {
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if (leverage <= 2 && stopLossDistance >= 0.05) return 'LOW'
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if (leverage <= 5 && stopLossDistance >= 0.03) return 'MEDIUM'
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if (leverage <= 10 && stopLossDistance >= 0.02) return 'MEDIUM'
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return 'HIGH'
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}
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/**
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* Generate AI reasoning for leverage decision
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*/
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private static generateLeverageReasoning(
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finalLeverage: number,
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maxSafeLeverage: number,
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maxPlatformLeverage: number,
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liquidationPrice: number,
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stopLossPrice: number,
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useFullBalance: boolean,
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side: 'long' | 'short'
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): string {
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const reasons = []
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// Balance strategy reasoning
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if (useFullBalance) {
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reasons.push("Account <$1k: Using 100% available balance for maximum growth")
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} else {
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reasons.push("Account >$1k: Using 50% balance for controlled risk")
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}
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// Leverage limitation reasoning
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if (finalLeverage === maxSafeLeverage) {
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reasons.push(`Max safe leverage ${finalLeverage.toFixed(1)}x maintains liquidation safely beyond stop loss`)
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} else if (finalLeverage === maxPlatformLeverage) {
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reasons.push(`Platform limit ${maxPlatformLeverage}x reached (could use ${maxSafeLeverage.toFixed(1)}x safely)`)
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}
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// Liquidation safety reasoning
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const liquidationBuffer = side === 'long'
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? (stopLossPrice - liquidationPrice) / stopLossPrice * 100
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: (liquidationPrice - stopLossPrice) / stopLossPrice * 100
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reasons.push(`Liquidation $${liquidationPrice.toFixed(4)} is ${liquidationBuffer.toFixed(1)}% beyond stop loss`)
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return reasons.join('. ')
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}
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}
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export default AILeverageCalculator
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@@ -7,7 +7,8 @@ import aggressiveCleanup from './aggressive-cleanup'
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import { analysisCompletionFlag } from './analysis-completion-flag'
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import priceMonitorService from './price-monitor'
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const prisma = new PrismaClient()
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import prisma from '../lib/prisma'
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import AILeverageCalculator from './ai-leverage-calculator'
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export interface AutomationConfig {
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userId: string
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@@ -634,13 +635,17 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
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console.log('📈 BUY signal detected')
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}
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// Calculate position size based on risk percentage
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const positionSize = await this.calculatePositionSize(analysis)
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// Calculate AI-driven position size with optimal leverage
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const positionResult = await this.calculatePositionSize(analysis)
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return {
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direction: analysis.recommendation,
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confidence: analysis.confidence,
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positionSize,
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positionSize: positionResult.tokenAmount,
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leverageUsed: positionResult.leverageUsed,
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marginRequired: positionResult.marginRequired,
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liquidationPrice: positionResult.liquidationPrice,
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riskAssessment: positionResult.riskAssessment,
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stopLoss: this.calculateStopLoss(analysis),
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takeProfit: this.calculateTakeProfit(analysis),
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marketSentiment: analysis.marketSentiment,
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@@ -687,39 +692,92 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
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}
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}
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private async calculatePositionSize(analysis: any): Promise<number> {
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const baseAmount = this.config!.tradingAmount // This is the USD amount to invest
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const riskAdjustment = this.config!.riskPercentage / 100
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const confidenceAdjustment = analysis.confidence / 100
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private async calculatePositionSize(analysis: any): Promise<{
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tokenAmount: number
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leverageUsed: number
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marginRequired: number
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liquidationPrice: number
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riskAssessment: string
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}> {
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console.log('🧠 AI Position Sizing with Dynamic Leverage Calculation...')
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// ✅ ENHANCED: Handle both BUY and SELL position sizing
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// ✅ ENHANCED: Handle SELL positions with AI leverage for shorting
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if (analysis.recommendation === 'SELL') {
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// For SELL orders, calculate how much SOL to sell based on current holdings
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return await this.calculateSellAmount(analysis)
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return await this.calculateSellPositionWithLeverage(analysis)
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}
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// For BUY orders, calculate USD amount to invest
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const usdAmount = baseAmount * riskAdjustment * confidenceAdjustment
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// Get account balance
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const balanceResponse = await fetch(`${process.env.NEXT_PUBLIC_API_URL || 'http://localhost:3000'}/api/drift/balance`)
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const balanceData = await balanceResponse.json()
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// Get current price to convert USD to token amount
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if (!balanceData.success) {
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throw new Error('Could not fetch account balance for position sizing')
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}
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const accountValue = balanceData.accountValue || balanceData.totalCollateral
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const availableBalance = balanceData.availableBalance
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console.log(`💰 Account Status: Value=$${accountValue.toFixed(2)}, Available=$${availableBalance.toFixed(2)}`)
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// Get current price for entry
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let currentPrice = analysis.entry?.price || analysis.currentPrice
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if (!currentPrice) {
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try {
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const { default: PriceFetcher } = await import('./price-fetcher')
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currentPrice = await PriceFetcher.getCurrentPrice(this.config?.symbol || 'SOLUSD')
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console.log(`📊 Using current ${this.config?.symbol || 'SOLUSD'} price for position size: $${currentPrice}`)
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console.log(`📊 Using current ${this.config?.symbol || 'SOLUSD'} price: $${currentPrice}`)
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} catch (error) {
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console.error('Error fetching price for position size, using fallback:', error)
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console.error('Error fetching price for position sizing, using fallback:', error)
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currentPrice = this.config?.symbol === 'SOLUSD' ? 189 : 100
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}
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}
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// Calculate stop loss price from analysis
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const stopLossPercent = this.calculateAIStopLoss(analysis) / 100
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const direction = analysis.recommendation === 'BUY' ? 'long' : 'short'
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// Calculate token amount: USD investment / token price
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const tokenAmount = usdAmount / currentPrice
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console.log(`💰 BUY Position calculation: $${usdAmount} ÷ $${currentPrice} = ${tokenAmount.toFixed(4)} tokens`)
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return tokenAmount
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let stopLossPrice: number
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if (direction === 'long') {
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stopLossPrice = currentPrice * (1 - stopLossPercent)
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} else {
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stopLossPrice = currentPrice * (1 + stopLossPercent)
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}
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console.log(`🎯 Position Parameters: Entry=$${currentPrice}, StopLoss=$${stopLossPrice.toFixed(4)}, Direction=${direction}`)
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// Use AI Leverage Calculator for optimal leverage
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const leverageResult = AILeverageCalculator.calculateOptimalLeverage({
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accountValue,
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availableBalance,
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entryPrice: currentPrice,
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stopLossPrice,
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side: direction,
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maxLeverageAllowed: this.config!.maxLeverage || 20, // Platform max leverage
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safetyBuffer: 0.10 // 10% safety buffer between liquidation and stop loss
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})
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// Calculate final position size
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const baseAmount = accountValue < 1000 ? availableBalance : availableBalance * 0.5
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const leveragedAmount = baseAmount * leverageResult.recommendedLeverage
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const tokenAmount = leveragedAmount / currentPrice
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console.log(`<EFBFBD> AI Position Result:`, {
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baseAmount: `$${baseAmount.toFixed(2)}`,
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leverage: `${leverageResult.recommendedLeverage.toFixed(1)}x`,
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leveragedAmount: `$${leveragedAmount.toFixed(2)}`,
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tokenAmount: tokenAmount.toFixed(4),
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riskLevel: leverageResult.riskAssessment,
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reasoning: leverageResult.reasoning
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})
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return {
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tokenAmount,
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leverageUsed: leverageResult.recommendedLeverage,
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marginRequired: leverageResult.marginRequired,
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liquidationPrice: leverageResult.liquidationPrice,
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riskAssessment: leverageResult.riskAssessment
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}
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}
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// ✅ NEW: Calculate SOL amount to sell for SELL orders
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@@ -756,6 +814,82 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
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}
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}
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// ✅ NEW: Calculate leveraged short position for SELL orders
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private async calculateSellPositionWithLeverage(analysis: any): Promise<{
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tokenAmount: number
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leverageUsed: number
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marginRequired: number
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liquidationPrice: number
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riskAssessment: string
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}> {
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try {
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console.log('📉 Calculating SELL position with AI leverage...')
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// Get account balance for leverage calculation
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const balanceResponse = await fetch(`${process.env.NEXT_PUBLIC_API_URL || 'http://localhost:3000'}/api/drift/balance`)
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const balanceData = await balanceResponse.json()
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const accountValue = balanceData.accountValue || balanceData.totalCollateral
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const availableBalance = balanceData.availableBalance
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// Get current price
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let currentPrice = analysis.entry?.price || analysis.currentPrice
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if (!currentPrice) {
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const { default: PriceFetcher } = await import('./price-fetcher')
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currentPrice = await PriceFetcher.getCurrentPrice(this.config?.symbol || 'SOLUSD')
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}
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// Calculate stop loss for short position (above entry price)
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const stopLossPercent = this.calculateAIStopLoss(analysis) / 100
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const stopLossPrice = currentPrice * (1 + stopLossPercent)
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console.log(`🎯 SHORT Position Parameters: Entry=$${currentPrice}, StopLoss=$${stopLossPrice.toFixed(4)}`)
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// Use AI leverage for short position
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const leverageResult = AILeverageCalculator.calculateOptimalLeverage({
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accountValue,
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availableBalance,
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entryPrice: currentPrice,
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stopLossPrice,
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side: 'short',
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maxLeverageAllowed: this.config!.maxLeverage || 20,
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safetyBuffer: 0.10
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})
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// Calculate leveraged short amount
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const baseAmount = accountValue < 1000 ? availableBalance : availableBalance * 0.5
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const leveragedAmount = baseAmount * leverageResult.recommendedLeverage
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const tokenAmount = leveragedAmount / currentPrice
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console.log(`📉 SELL Position with AI Leverage:`, {
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baseAmount: `$${baseAmount.toFixed(2)}`,
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leverage: `${leverageResult.recommendedLeverage.toFixed(1)}x`,
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leveragedAmount: `$${leveragedAmount.toFixed(2)}`,
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tokenAmount: tokenAmount.toFixed(4),
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riskLevel: leverageResult.riskAssessment,
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reasoning: leverageResult.reasoning
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})
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return {
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tokenAmount,
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leverageUsed: leverageResult.recommendedLeverage,
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marginRequired: leverageResult.marginRequired,
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liquidationPrice: leverageResult.liquidationPrice,
|
||||
riskAssessment: leverageResult.riskAssessment
|
||||
}
|
||||
|
||||
} catch (error) {
|
||||
console.error('Error calculating SELL position with leverage:', error)
|
||||
return {
|
||||
tokenAmount: 0.01, // Fallback small amount
|
||||
leverageUsed: 1,
|
||||
marginRequired: 0,
|
||||
liquidationPrice: 0,
|
||||
riskAssessment: 'HIGH'
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private calculateStopLoss(analysis: any): number {
|
||||
// ✅ AI-FIRST: Use AI analysis stopLoss if available
|
||||
if (analysis.stopLoss?.price) {
|
||||
@@ -929,8 +1063,10 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
|
||||
}
|
||||
|
||||
private async executeLiveTrade(decision: any): Promise<any> {
|
||||
// Execute real trade via Drift Protocol
|
||||
// Execute real trade via Drift Protocol with AI-calculated leverage
|
||||
console.log(`🌊 Executing Drift trade: ${decision.direction} ${this.config!.symbol}`)
|
||||
console.log(`🧠 AI Leverage: ${decision.leverageUsed.toFixed(1)}x (Risk: ${decision.riskAssessment})`)
|
||||
console.log(`💀 Liquidation Price: $${decision.liquidationPrice.toFixed(4)}`)
|
||||
|
||||
// Calculate AI-generated stop loss and take profit from analysis
|
||||
const stopLossPercent = decision.stopLoss || this.calculateAIStopLoss(decision)
|
||||
@@ -950,12 +1086,19 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
|
||||
symbol: this.config!.symbol,
|
||||
amount: this.config!.tradingAmount,
|
||||
side: decision.direction.toLowerCase(),
|
||||
leverage: this.config!.maxLeverage || 2,
|
||||
leverage: decision.leverageUsed || this.config!.maxLeverage || 2, // Use AI-calculated leverage
|
||||
stopLoss: true,
|
||||
takeProfit: true,
|
||||
stopLossPercent: stopLossPercent,
|
||||
takeProfitPercent: takeProfitPercent,
|
||||
mode: this.config!.mode || 'SIMULATION'
|
||||
mode: this.config!.mode || 'SIMULATION',
|
||||
// Include AI leverage details for logging
|
||||
aiLeverageDetails: {
|
||||
calculatedLeverage: decision.leverageUsed,
|
||||
liquidationPrice: decision.liquidationPrice,
|
||||
riskAssessment: decision.riskAssessment,
|
||||
marginRequired: decision.marginRequired
|
||||
}
|
||||
})
|
||||
})
|
||||
|
||||
@@ -970,7 +1113,9 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
|
||||
direction: decision.direction,
|
||||
status: 'COMPLETED',
|
||||
timestamp: new Date(),
|
||||
leverage: tradeResult.leverageUsed || this.config!.maxLeverage,
|
||||
leverage: decision.leverageUsed || tradeResult.leverageUsed || this.config!.maxLeverage,
|
||||
liquidationPrice: decision.liquidationPrice,
|
||||
riskAssessment: decision.riskAssessment,
|
||||
stopLoss: stopLossPercent,
|
||||
takeProfit: takeProfitPercent,
|
||||
tradingAmount: this.config!.tradingAmount,
|
||||
@@ -1015,11 +1160,22 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
|
||||
confidence: decision.confidence,
|
||||
marketSentiment: decision.marketSentiment,
|
||||
createdAt: new Date(),
|
||||
// Add AI leverage information
|
||||
leverage: result.leverage || decision.leverageUsed,
|
||||
// Add Drift-specific fields for live trades
|
||||
...(this.config!.mode === 'LIVE' && result.tradingAmount && {
|
||||
realTradingAmount: this.config!.tradingAmount,
|
||||
leverage: result.leverage,
|
||||
driftTxId: result.transactionId
|
||||
}),
|
||||
// Add AI leverage details in metadata
|
||||
metadata: JSON.stringify({
|
||||
aiLeverage: {
|
||||
calculatedLeverage: decision.leverageUsed,
|
||||
liquidationPrice: decision.liquidationPrice,
|
||||
riskAssessment: decision.riskAssessment,
|
||||
marginRequired: decision.marginRequired,
|
||||
balanceStrategy: result.accountValue < 1000 ? 'AGGRESSIVE_100%' : 'CONSERVATIVE_50%'
|
||||
}
|
||||
})
|
||||
}
|
||||
})
|
||||
|
||||
Reference in New Issue
Block a user