trading_bot_v3/lib/ai-leverage-calculator.js

"use strict";
/**
 * AI-Driven Dynamic Leverage Calculator
 *
 * Calculates optimal leverage to maximize profits while maintaining safe liquidation distance
 * Strategy: Use maximum leverage possible without liquidation price being too close to stop loss
 */
Object.defineProperty(exports, "__esModule", { value: true });
exports.AILeverageCalculator = void 0;
class AILeverageCalculator {
    /**
     * Calculate optimal leverage for maximum profit with safe liquidation distance
     */
    static calculateOptimalLeverage(params) {
        const { accountValue, availableBalance, entryPrice, stopLossPrice, side, maxLeverageAllowed, safetyBuffer = 0.10 // 10% safety buffer by default
         } = params;
        console.log('🧮 AI Leverage Calculation:', {
            accountValue: accountValue.toFixed(2),
            availableBalance: availableBalance.toFixed(2),
            entryPrice,
            stopLossPrice,
            side,
            maxLeverageAllowed
        });
        // Strategy 1: Under $1k - Use 100% of available balance
        const useFullBalance = accountValue < 1000;
        const baseAmount = useFullBalance ? availableBalance : availableBalance * 0.5; // 50% for accounts over $1k
        console.log(`💰 Balance Strategy: ${useFullBalance ? 'AGGRESSIVE (100%)' : 'CONSERVATIVE (50%)'} - Using $${baseAmount.toFixed(2)}`);
        // Calculate stop loss distance as percentage
        const stopLossDistance = Math.abs(entryPrice - stopLossPrice) / entryPrice;
        console.log(`📊 Stop Loss Distance: ${(stopLossDistance * 100).toFixed(2)}%`);
        // Calculate maximum safe leverage based on liquidation distance
        const maxSafeLeverage = this.calculateMaxSafeLeverage(entryPrice, stopLossPrice, side, safetyBuffer);
        // Determine final leverage (limited by platform max and safety calculations)
        const finalLeverage = Math.min(maxSafeLeverage, maxLeverageAllowed);
        // Calculate position size and margin
        const positionSize = baseAmount * finalLeverage;
        const marginRequired = positionSize / finalLeverage;
        // Calculate liquidation price for verification
        const liquidationPrice = this.calculateLiquidationPrice(entryPrice, finalLeverage, side, marginRequired, positionSize);
        // Risk assessment
        const riskAssessment = this.assessRisk(finalLeverage, stopLossDistance, useFullBalance);
        // Generate AI reasoning
        const reasoning = this.generateLeverageReasoning(finalLeverage, maxSafeLeverage, maxLeverageAllowed, liquidationPrice, stopLossPrice, useFullBalance, side);
        const result = {
            recommendedLeverage: finalLeverage,
            positionSize,
            liquidationPrice,
            marginRequired,
            maxPossibleLeverage: maxSafeLeverage,
            riskAssessment,
            reasoning
        };
        console.log('🎯 AI Leverage Result:', {
            recommendedLeverage: `${finalLeverage.toFixed(1)}x`,
            positionSize: `$${positionSize.toFixed(2)}`,
            liquidationPrice: `$${liquidationPrice.toFixed(4)}`,
            riskAssessment,
            reasoning
        });
        return result;
    }
    /**
     * Calculate maximum safe leverage where liquidation price maintains safety buffer from stop loss
     */
    static calculateMaxSafeLeverage(entryPrice, stopLossPrice, side, safetyBuffer) {
        // Calculate where liquidation should be (beyond stop loss + safety buffer)
        let maxLiquidationPrice;
        if (side === 'long') {
            // For longs: liquidation should be below stop loss
            maxLiquidationPrice = stopLossPrice * (1 - safetyBuffer);
        }
        else {
            // For shorts: liquidation should be above stop loss  
            maxLiquidationPrice = stopLossPrice * (1 + safetyBuffer);
        }
        console.log(`🛡️ Max Safe Liquidation Price: $${maxLiquidationPrice.toFixed(4)} (${side} position)`);
        // Calculate max leverage that keeps liquidation at safe distance
        // Simplified liquidation formula: For longs: liq = entry * (1 - 1/leverage)
        let maxLeverage;
        if (side === 'long') {
            // entry * (1 - 1/leverage) = maxLiquidationPrice
            // 1 - 1/leverage = maxLiquidationPrice / entry
            // 1/leverage = 1 - maxLiquidationPrice / entry
            // leverage = 1 / (1 - maxLiquidationPrice / entry)
            maxLeverage = 1 / (1 - maxLiquidationPrice / entryPrice);
        }
        else {
            // For shorts: liq = entry * (1 + 1/leverage)
            // entry * (1 + 1/leverage) = maxLiquidationPrice
            // 1 + 1/leverage = maxLiquidationPrice / entry
            // 1/leverage = maxLiquidationPrice / entry - 1
            // leverage = 1 / (maxLiquidationPrice / entry - 1)
            maxLeverage = 1 / (maxLiquidationPrice / entryPrice - 1);
        }
        // Ensure reasonable bounds
        maxLeverage = Math.max(1, Math.min(maxLeverage, 50)); // Between 1x and 50x
        console.log(`⚖️ Max Safe Leverage: ${maxLeverage.toFixed(2)}x`);
        return maxLeverage;
    }
    /**
     * Calculate liquidation price for given position parameters
     */
    static calculateLiquidationPrice(entryPrice, leverage, side, marginRequired, positionSize) {
        // Simplified liquidation calculation
        // In reality, this would need to account for fees, funding, etc.
        if (side === 'long') {
            // Long liquidation: entry * (1 - 1/leverage)
            return entryPrice * (1 - 1 / leverage);
        }
        else {
            // Short liquidation: entry * (1 + 1/leverage)
            return entryPrice * (1 + 1 / leverage);
        }
    }
    /**
     * Assess risk level based on leverage and position parameters
     */
    static assessRisk(leverage, stopLossDistance, useFullBalance) {
        if (leverage <= 2 && stopLossDistance >= 0.05)
            return 'LOW';
        if (leverage <= 5 && stopLossDistance >= 0.03)
            return 'MEDIUM';
        if (leverage <= 10 && stopLossDistance >= 0.02)
            return 'MEDIUM';
        return 'HIGH';
    }
    /**
     * Generate AI reasoning for leverage decision
     */
    static generateLeverageReasoning(finalLeverage, maxSafeLeverage, maxPlatformLeverage, liquidationPrice, stopLossPrice, useFullBalance, side) {
        const reasons = [];
        // Balance strategy reasoning
        if (useFullBalance) {
            reasons.push("Account <$1k: Using 100% available balance for maximum growth");
        }
        else {
            reasons.push("Account >$1k: Using 50% balance for controlled risk");
        }
        // Leverage limitation reasoning
        if (finalLeverage === maxSafeLeverage) {
            reasons.push(`Max safe leverage ${finalLeverage.toFixed(1)}x maintains liquidation safely beyond stop loss`);
        }
        else if (finalLeverage === maxPlatformLeverage) {
            reasons.push(`Platform limit ${maxPlatformLeverage}x reached (could use ${maxSafeLeverage.toFixed(1)}x safely)`);
        }
        // Liquidation safety reasoning
        const liquidationBuffer = side === 'long'
            ? (stopLossPrice - liquidationPrice) / stopLossPrice * 100
            : (liquidationPrice - stopLossPrice) / stopLossPrice * 100;
        reasons.push(`Liquidation $${liquidationPrice.toFixed(4)} is ${liquidationBuffer.toFixed(1)}% beyond stop loss`);
        return reasons.join('. ');
    }
}
exports.AILeverageCalculator = AILeverageCalculator;
exports.default = AILeverageCalculator;