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
@@ -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,
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riskAssessment: leverageResult.riskAssessment
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}
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} catch (error) {
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console.error('Error calculating SELL position with leverage:', error)
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return {
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tokenAmount: 0.01, // Fallback small amount
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leverageUsed: 1,
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marginRequired: 0,
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liquidationPrice: 0,
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riskAssessment: 'HIGH'
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}
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}
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}
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private calculateStopLoss(analysis: any): number {
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// ✅ AI-FIRST: Use AI analysis stopLoss if available
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if (analysis.stopLoss?.price) {
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@@ -929,8 +1063,10 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
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}
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private async executeLiveTrade(decision: any): Promise<any> {
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// Execute real trade via Drift Protocol
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// Execute real trade via Drift Protocol with AI-calculated leverage
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console.log(`🌊 Executing Drift trade: ${decision.direction} ${this.config!.symbol}`)
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console.log(`🧠 AI Leverage: ${decision.leverageUsed.toFixed(1)}x (Risk: ${decision.riskAssessment})`)
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console.log(`💀 Liquidation Price: $${decision.liquidationPrice.toFixed(4)}`)
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// Calculate AI-generated stop loss and take profit from analysis
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const stopLossPercent = decision.stopLoss || this.calculateAIStopLoss(decision)
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@@ -950,12 +1086,19 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
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symbol: this.config!.symbol,
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amount: this.config!.tradingAmount,
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side: decision.direction.toLowerCase(),
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leverage: this.config!.maxLeverage || 2,
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leverage: decision.leverageUsed || this.config!.maxLeverage || 2, // Use AI-calculated leverage
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stopLoss: true,
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takeProfit: true,
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stopLossPercent: stopLossPercent,
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takeProfitPercent: takeProfitPercent,
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mode: this.config!.mode || 'SIMULATION'
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mode: this.config!.mode || 'SIMULATION',
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// Include AI leverage details for logging
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aiLeverageDetails: {
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calculatedLeverage: decision.leverageUsed,
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liquidationPrice: decision.liquidationPrice,
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riskAssessment: decision.riskAssessment,
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marginRequired: decision.marginRequired
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}
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})
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})
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@@ -970,7 +1113,9 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
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direction: decision.direction,
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status: 'COMPLETED',
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timestamp: new Date(),
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leverage: tradeResult.leverageUsed || this.config!.maxLeverage,
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leverage: decision.leverageUsed || tradeResult.leverageUsed || this.config!.maxLeverage,
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liquidationPrice: decision.liquidationPrice,
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riskAssessment: decision.riskAssessment,
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stopLoss: stopLossPercent,
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takeProfit: takeProfitPercent,
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tradingAmount: this.config!.tradingAmount,
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@@ -1015,11 +1160,22 @@ ${validResults.map(r => `• ${r.timeframe}: ${r.analysis?.recommendation} (${r.
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confidence: decision.confidence,
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marketSentiment: decision.marketSentiment,
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createdAt: new Date(),
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// Add AI leverage information
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leverage: result.leverage || decision.leverageUsed,
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// Add Drift-specific fields for live trades
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...(this.config!.mode === 'LIVE' && result.tradingAmount && {
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realTradingAmount: this.config!.tradingAmount,
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leverage: result.leverage,
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driftTxId: result.transactionId
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}),
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// Add AI leverage details in metadata
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metadata: JSON.stringify({
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aiLeverage: {
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calculatedLeverage: decision.leverageUsed,
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liquidationPrice: decision.liquidationPrice,
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riskAssessment: decision.riskAssessment,
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marginRequired: decision.marginRequired,
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balanceStrategy: result.accountValue < 1000 ? 'AGGRESSIVE_100%' : 'CONSERVATIVE_50%'
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}
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})
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}
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})
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