feat: Complete live trading decisions visibility system
LIVE TRADING ANALYSIS PANEL - Real-time decision tracking - Live decisions API endpoint (/api/automation/live-decisions) - Complete automation-v2 page with enhanced AI trading analysis - Real-time visibility into AI's trading decisions and reasoning - Block reason display showing why trades are prevented - Execution details with entry, SL, TP, leverage, and reasoning - Auto-refreshing decision history (30-second intervals) - Enhanced risk management integration MANDATORY RISK MANAGEMENT SYSTEM - Mandatory risk manager with strict validation - Emergency position protection system - Stop loss direction validation (below entry for BUY, above for SELL) - Integration with automation system for real-time blocking AUTOMATION PAGE ENHANCEMENT - All original automation-v2 features preserved - Multi-timeframe selection with presets - Trading configuration controls - Account balance and position monitoring - Enhanced AI Learning Panel integration - Live status indicators and feedback COMPREHENSIVE TESTING - Live decisions API testing harness - Risk management validation tests - Sample decision data for development The system now provides complete transparency into: - ✅ Trade execution decisions with full reasoning - ✅ Risk management blocks with specific reasons - ✅ AI analysis and confidence levels - ✅ Real-time decision tracking and history - ✅ Entry, stop loss, take profit details - ✅ Leverage calculations and risk assessment Tested and working on development container (port 9001:3000)
This commit is contained in:
mindesbunister
197
lib/mandatory-risk-manager.js
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197
lib/mandatory-risk-manager.js
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/**
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* Mandatory Risk Management System
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*
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* This system ensures NO TRADE is executed without proper stop-loss and take-profit orders.
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* It acts as a safety layer to prevent unprotected positions.
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*/
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class MandatoryRiskManager {
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constructor() {
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this.maxRiskPerTradePercent = 5; // Maximum 5% risk per trade (more realistic)
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this.minRiskRewardRatio = 1.2; // Minimum 1:1.2 risk/reward (less strict)
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this.fallbackStopLossPercent = 2; // 2% stop-loss if not provided (tighter)
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this.fallbackTakeProfitPercent = 4; // 4% take-profit if not provided (better ratio)
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}
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/**
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* Validates and ensures every trade has proper risk management
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* @param {Object} tradeParams - The trade parameters
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* @returns {Object} - Validated trade with mandatory SL/TP
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*/
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async enforceRiskManagement(tradeParams) {
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const { symbol, side, amount, currentPrice, stopLoss, takeProfit, leverage = 1 } = tradeParams;
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console.log('🛡️ MANDATORY RISK MANAGEMENT: Validating trade safety...');
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// 1. Validate basic parameters
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if (!symbol || !side || !amount || !currentPrice) {
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throw new Error('Missing required trade parameters');
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}
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const normalizedSide = side.toUpperCase();
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if (!['BUY', 'SELL', 'LONG', 'SHORT'].includes(normalizedSide)) {
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throw new Error('Invalid trade side');
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}
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// 2. Calculate or validate stop-loss
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let finalStopLoss = stopLoss;
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if (!finalStopLoss) {
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console.log('⚠️ NO STOP-LOSS PROVIDED - Calculating mandatory stop-loss...');
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finalStopLoss = this.calculateMandatoryStopLoss(currentPrice, normalizedSide);
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console.log(`🛑 AUTO-CALCULATED Stop-Loss: $${finalStopLoss.toFixed(2)}`);
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}
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// 3. Calculate or validate take-profit
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let finalTakeProfit = takeProfit;
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if (!finalTakeProfit) {
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console.log('⚠️ NO TAKE-PROFIT PROVIDED - Calculating mandatory take-profit...');
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finalTakeProfit = this.calculateMandatoryTakeProfit(currentPrice, normalizedSide);
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console.log(`🎯 AUTO-CALCULATED Take-Profit: $${finalTakeProfit.toFixed(2)}`);
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}
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// 4. Validate risk levels
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const riskValidation = this.validateRiskLevels({
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currentPrice,
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stopLoss: finalStopLoss,
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takeProfit: finalTakeProfit,
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side: normalizedSide,
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amount,
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leverage
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});
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if (!riskValidation.isValid) {
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throw new Error(`Risk validation failed: ${riskValidation.reason}`);
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}
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// 5. Log safety confirmation
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console.log('✅ RISK MANAGEMENT VALIDATION PASSED:');
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console.log(` Entry Price: $${currentPrice.toFixed(2)}`);
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console.log(` Stop-Loss: $${finalStopLoss.toFixed(2)} (${riskValidation.stopLossPercent.toFixed(2)}%)`);
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console.log(` Take-Profit: $${finalTakeProfit.toFixed(2)} (${riskValidation.takeProfitPercent.toFixed(2)}%)`);
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console.log(` Risk/Reward Ratio: 1:${riskValidation.riskRewardRatio.toFixed(2)}`);
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console.log(` Max Loss: $${riskValidation.maxLossUSD.toFixed(2)} (${riskValidation.maxLossPercent.toFixed(2)}% of trade)`);
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return {
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...tradeParams,
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stopLoss: finalStopLoss,
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takeProfit: finalTakeProfit,
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riskValidation: riskValidation,
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riskManagementApplied: true
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};
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}
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/**
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* Calculate mandatory stop-loss if not provided
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*/
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calculateMandatoryStopLoss(currentPrice, side) {
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const isLong = ['BUY', 'LONG'].includes(side);
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if (isLong) {
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// For LONG: stop-loss BELOW current price
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return currentPrice * (1 - this.fallbackStopLossPercent / 100);
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} else {
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// For SHORT: stop-loss ABOVE current price
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return currentPrice * (1 + this.fallbackStopLossPercent / 100);
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}
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}
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/**
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* Calculate mandatory take-profit if not provided
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*/
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calculateMandatoryTakeProfit(currentPrice, side) {
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const isLong = ['BUY', 'LONG'].includes(side);
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if (isLong) {
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// For LONG: take-profit ABOVE current price
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return currentPrice * (1 + this.fallbackTakeProfitPercent / 100);
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} else {
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// For SHORT: take-profit BELOW current price
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return currentPrice * (1 - this.fallbackTakeProfitPercent / 100);
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}
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}
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/**
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* Validate risk levels and calculate risk metrics
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*/
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validateRiskLevels({ currentPrice, stopLoss, takeProfit, side, amount, leverage }) {
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const isLong = ['BUY', 'SELL'].includes(side);
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// Calculate percentages
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let stopLossPercent, takeProfitPercent;
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if (isLong) {
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stopLossPercent = Math.abs((currentPrice - stopLoss) / currentPrice * 100);
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takeProfitPercent = Math.abs((takeProfit - currentPrice) / currentPrice * 100);
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} else {
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stopLossPercent = Math.abs((stopLoss - currentPrice) / currentPrice * 100);
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takeProfitPercent = Math.abs((currentPrice - takeProfit) / currentPrice * 100);
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}
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// Calculate risk/reward ratio
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const riskRewardRatio = takeProfitPercent / stopLossPercent;
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// Calculate maximum loss in USD
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const positionValue = amount * leverage;
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const maxLossUSD = positionValue * (stopLossPercent / 100);
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const maxLossPercent = stopLossPercent * leverage;
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// Validation checks
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const validations = [];
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// Check stop-loss direction
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if (isLong && stopLoss >= currentPrice) {
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validations.push('Stop-loss for LONG position must be BELOW current price');
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}
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if (!isLong && stopLoss <= currentPrice) {
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validations.push('Stop-loss for SHORT position must be ABOVE current price');
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}
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// Check take-profit direction
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if (isLong && takeProfit <= currentPrice) {
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validations.push('Take-profit for LONG position must be ABOVE current price');
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}
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if (!isLong && takeProfit >= currentPrice) {
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validations.push('Take-profit for SHORT position must be BELOW current price');
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}
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// Check risk levels
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if (maxLossPercent > this.maxRiskPerTradePercent) {
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validations.push(`Risk too high: ${maxLossPercent.toFixed(2)}% exceeds ${this.maxRiskPerTradePercent}% limit`);
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}
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if (riskRewardRatio < this.minRiskRewardRatio) {
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validations.push(`Poor risk/reward ratio: 1:${riskRewardRatio.toFixed(2)} below minimum 1:${this.minRiskRewardRatio}`);
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}
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return {
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isValid: validations.length === 0,
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reason: validations.join('; '),
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stopLossPercent,
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takeProfitPercent,
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riskRewardRatio,
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maxLossUSD,
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maxLossPercent,
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validations
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};
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}
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/**
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* Emergency stop for unprotected positions
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*/
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async emergencyProtectPosition(position) {
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console.log('🚨 EMERGENCY: Protecting unprotected position...');
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const { side, size, entryPrice } = position;
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const stopLoss = this.calculateMandatoryStopLoss(entryPrice, side);
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const takeProfit = this.calculateMandatoryTakeProfit(entryPrice, side);
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return {
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stopLoss,
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takeProfit,
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urgency: 'CRITICAL',
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message: `Position requires immediate protection: SL: $${stopLoss.toFixed(2)}, TP: $${takeProfit.toFixed(2)}`
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};
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}
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}
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module.exports = { MandatoryRiskManager };
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@@ -891,6 +891,71 @@ class SimpleAutomation {
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console.warn('⚠️ Pre-trade cleanup error:', cleanupError.message);
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}
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// 🛡️ MANDATORY RISK MANAGEMENT - NO TRADE WITHOUT PROPER SL/TP
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console.log('🛡️ ENFORCING MANDATORY RISK MANAGEMENT...');
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try {
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const { MandatoryRiskManager } = require('./mandatory-risk-manager');
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const riskManager = new MandatoryRiskManager();
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// Get current price for risk calculations
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const currentPrice = analysis.entry?.price || analysis.currentPrice || 185; // fallback
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// Enforce mandatory risk management
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const validatedTrade = await riskManager.enforceRiskManagement({
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symbol: this.config.symbol,
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side: side,
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amount: this.config.tradingAmount || 49,
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currentPrice: currentPrice,
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stopLoss: stopLoss,
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takeProfit: takeProfit,
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leverage: optimalLeverage
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});
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// Update with validated/calculated SL/TP
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stopLoss = validatedTrade.stopLoss;
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takeProfit = validatedTrade.takeProfit;
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console.log('✅ MANDATORY RISK MANAGEMENT PASSED');
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console.log(` Final SL: $${stopLoss.toFixed(2)}`);
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console.log(` Final TP: $${takeProfit.toFixed(2)}`);
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} catch (riskError) {
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console.error('🚫 TRADE BLOCKED BY RISK MANAGEMENT:', riskError.message);
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// Log the blocked decision for live analysis panel
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try {
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const baseUrl = process.env.INTERNAL_API_URL || 'http://localhost:3000';
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await fetch(`${baseUrl}/api/automation/live-decisions`, {
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method: 'POST',
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headers: { 'Content-Type': 'application/json' },
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body: JSON.stringify({
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type: 'TRADE_BLOCKED',
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action: side?.toUpperCase() || 'UNKNOWN',
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symbol: this.config.symbol,
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blocked: true,
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blockReason: riskError.message,
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confidence: analysis.confidence || 0,
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entryPrice: analysis.entry?.price || analysis.currentPrice || 0,
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stopLoss: analysis.exit?.stopLoss || null,
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takeProfit: analysis.exit?.takeProfit || null,
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leverage: optimalLeverage,
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reasoning: analysis.reasoning || 'No reasoning provided',
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timestamp: new Date().toISOString(),
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cycle: this.stats.totalCycles
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})
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});
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} catch (logError) {
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console.warn('⚠️ Failed to log blocked decision:', logError.message);
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}
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return {
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success: false,
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error: 'Trade blocked by mandatory risk management',
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details: riskError.message,
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riskManagementBlocked: true
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};
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}
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// Use the trading API with proper fields for Drift
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const tradePayload = {
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symbol: this.config.symbol,
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@@ -918,6 +983,35 @@ class SimpleAutomation {
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this.stats.totalTrades = (this.stats.totalTrades || 0) + 1;
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this.stats.successfulTrades = (this.stats.successfulTrades || 0) + 1;
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// Log the successful trade for live analysis panel
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try {
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const baseUrl = process.env.INTERNAL_API_URL || 'http://localhost:3000';
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await fetch(`${baseUrl}/api/automation/live-decisions`, {
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method: 'POST',
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headers: { 'Content-Type': 'application/json' },
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body: JSON.stringify({
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type: 'TRADE_EXECUTED',
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action: side?.toUpperCase() || 'UNKNOWN',
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symbol: this.config.symbol,
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blocked: false,
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executed: true,
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confidence: analysis.confidence || 0,
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entryPrice: analysis.entry?.price || analysis.currentPrice || 0,
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stopLoss: stopLoss,
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takeProfit: takeProfit,
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leverage: optimalLeverage,
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amount: tradePayload.amount,
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reasoning: analysis.reasoning || 'No reasoning provided',
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aiLeverageReasoning: leverageResult ? leverageResult.reasoning : 'AI leverage calculation not available',
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txId: result.transactionId || result.signature,
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timestamp: new Date().toISOString(),
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cycle: this.stats.totalCycles
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})
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});
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} catch (logError) {
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console.warn('⚠️ Failed to log executed trade:', logError.message);
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}
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// Update DCA timestamp to prevent over-execution
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this.lastDCATime = Date.now();
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console.log(`⏰ DCA cooldown activated - Next DCA possible in ${this.dcaCooldownHours} hours`);
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