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.
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mindesbunister
251
lib/ai-leverage-calculator.ts
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251
lib/ai-leverage-calculator.ts
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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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