trading_bot_v3/lib/position-consolidator.js

/**
 * Position Consolidator - Clean Order Management
 * Consolidates multiple fragmented orders into a simple 3-order structure
 */

class PositionConsolidator {
  
  /**
   * Analyze current position and create consolidation plan
   */
  static async analyzeAndConsolidate(analysis = null) {
    console.log('🧹 ANALYZING POSITION FOR CONSOLIDATION');
    console.log('='.repeat(50));
    
    // Get current position
    const position = await this.getCurrentPosition();
    if (!position) {
      throw new Error('No active position found');
    }
    
    const symbol = position.symbol.replace('-PERP', '');
    console.log(`📊 Position: ${position.side.toUpperCase()} ${position.size} ${symbol}`);
    console.log(`💰 Entry: $${position.entryPrice.toFixed(4)}`);
    console.log(`📈 Current: $${position.currentPrice?.toFixed(4) || 'N/A'}`);
    console.log(`💸 P&L: ${position.pnl ? '$' + position.pnl.toFixed(2) : 'N/A'}`);
    
    // Calculate optimal consolidated levels (with AI analysis if available)
    const consolidatedPlan = this.calculateConsolidatedLevels(position, analysis);
    
    console.log('\n📊 CONSOLIDATED ORDER PLAN:');
    console.log('='.repeat(30));
    console.log(`Stop Loss: $${consolidatedPlan.stopLoss.toFixed(4)} (${consolidatedPlan.stopLossPercent.toFixed(1)}% risk)`);
    console.log(`Take Profit 1: $${consolidatedPlan.takeProfit1.toFixed(4)} (${consolidatedPlan.tp1Percent.toFixed(1)}% gain) - ${consolidatedPlan.tp1Size} ${symbol}`);
    console.log(`Take Profit 2: $${consolidatedPlan.takeProfit2.toFixed(4)} (${consolidatedPlan.tp2Percent.toFixed(1)}% gain) - ${consolidatedPlan.tp2Size} ${symbol}`);
    console.log(`Risk/Reward: ${consolidatedPlan.riskReward.toFixed(1)}:1`);
    
    return consolidatedPlan;
  }
  
  /**
   * Calculate optimal consolidated order levels
   * Priority: AI-calculated levels > Dynamic adaptive levels
   */
  static calculateConsolidatedLevels(position, analysis = null) {
    const { side, size, entryPrice } = position;
    
    let stopLoss, takeProfit1, takeProfit2;
    let stopLossPercent, takeProfit1Percent, takeProfit2Percent;
    let usingAILevels = false;
    
    // 🧠 PRIORITY 1: Extract AI-calculated optimal levels
    if (analysis) {
      console.log('🧠 Checking AI analysis for optimal levels...');
      
      // Extract AI stop loss
      let aiStopLoss = null;
      if (analysis.stopLoss?.price) {
        aiStopLoss = analysis.stopLoss.price;
      } else if (analysis.stopLoss && typeof analysis.stopLoss === 'number') {
        aiStopLoss = analysis.stopLoss;
      } else if (analysis.levels?.stopLoss) {
        aiStopLoss = analysis.levels.stopLoss;
      }
      
      // Extract AI take profits
      let aiTakeProfit1 = null, aiTakeProfit2 = null;
      if (analysis.takeProfits?.tp1?.price) {
        aiTakeProfit1 = analysis.takeProfits.tp1.price;
        aiTakeProfit2 = analysis.takeProfits?.tp2?.price || null;
      } else if (analysis.takeProfit && typeof analysis.takeProfit === 'number') {
        aiTakeProfit1 = analysis.takeProfit;
      } else if (analysis.levels?.takeProfit) {
        aiTakeProfit1 = analysis.levels.takeProfit;
      }
      
      // Use AI levels if available
      if (aiStopLoss && aiTakeProfit1) {
        console.log('✅ Using AI-calculated optimal levels');
        stopLoss = aiStopLoss;
        takeProfit1 = aiTakeProfit1;
        
        // Calculate percentages from AI prices
        if (side.toLowerCase() === 'long') {
          stopLossPercent = ((entryPrice - stopLoss) / entryPrice) * 100;
          takeProfit1Percent = ((takeProfit1 - entryPrice) / entryPrice) * 100;
        } else {
          stopLossPercent = ((stopLoss - entryPrice) / entryPrice) * 100;
          takeProfit1Percent = ((entryPrice - takeProfit1) / entryPrice) * 100;
        }
        
        // If no second TP from AI, calculate based on risk/reward extension
        if (aiTakeProfit2) {
          takeProfit2 = aiTakeProfit2;
          if (side.toLowerCase() === 'long') {
            takeProfit2Percent = ((takeProfit2 - entryPrice) / entryPrice) * 100;
          } else {
            takeProfit2Percent = ((entryPrice - takeProfit2) / entryPrice) * 100;
          }
        } else {
          // Extend first TP by additional 60% distance for aggressive second target
          const tpDistance = Math.abs(takeProfit1 - entryPrice);
          takeProfit2 = side.toLowerCase() === 'long' ? 
            takeProfit1 + (tpDistance * 0.6) : 
            takeProfit1 - (tpDistance * 0.6);
          takeProfit2Percent = takeProfit1Percent * 1.6; // 60% more than first TP
        }
        usingAILevels = true;
      }
    }
    
    // 🎯 FALLBACK: Dynamic adaptive levels when AI levels unavailable
    if (!usingAILevels) {
      console.log('📊 Using dynamic adaptive levels (AI levels not available)...');
      
      // Adaptive percentages based on position size and performance
      const baseStopLossPercent = 2.0;   // Base 2% stop loss
      const baseTp1Percent = 3.5;        // Base 3.5% first take profit  
      const baseTp2Percent = 6.0;        // Base 6% second take profit
      
      // Adjust based on position size (tighter for larger positions)
      const positionValue = size * entryPrice;
      const sizeMultiplier = Math.min(positionValue / 2000, 1.5); // Cap at 1.5x
      
      stopLossPercent = baseStopLossPercent / sizeMultiplier;
      takeProfit1Percent = baseTp1Percent * Math.min(sizeMultiplier, 1.2);
      takeProfit2Percent = baseTp2Percent * Math.min(sizeMultiplier, 1.2);
      
      if (side.toLowerCase() === 'long') {
        stopLoss = entryPrice * (1 - stopLossPercent / 100);
        takeProfit1 = entryPrice * (1 + takeProfit1Percent / 100);
        takeProfit2 = entryPrice * (1 + takeProfit2Percent / 100);
      } else {
        stopLoss = entryPrice * (1 + stopLossPercent / 100);
        takeProfit1 = entryPrice * (1 - takeProfit1Percent / 100);
        takeProfit2 = entryPrice * (1 - takeProfit2Percent / 100);
      }
    }
    
    // Position sizing: 70% at TP1, 30% at TP2
    const tp1Size = Math.floor(size * 0.7 * 100) / 100; // 70% of position
    const tp2Size = size - tp1Size; // Remaining 30%
    
    const riskReward = takeProfit1Percent / stopLossPercent;
    
    return {
      stopLoss,
      takeProfit1,
      takeProfit2,
      stopLossPercent,
      tp1Percent: takeProfit1Percent,
      tp2Percent: takeProfit2Percent,
      tp1Size,
      tp2Size,
      riskReward,
      totalOrders: 3 // Much cleaner than 24!
    };
  }
  
  /**
   * Execute consolidated order placement
   */
  static async executeConsolidation(analysis = null) {
    try {
      console.log('\n🎯 EXECUTING CONSOLIDATED ORDERS');
      console.log('='.repeat(40));
      
      // Get current position first
      const position = await this.getCurrentPosition();
      if (!position) {
        throw new Error('No active position found for consolidation');
      }
      
      // Calculate consolidation plan with AI analysis if provided
      const consolidatedPlan = this.calculateConsolidatedLevels(position, analysis);
      
      const results = [];
      
      // 1. Cancel all existing orders first
      console.log('1️⃣ Canceling all existing orders...');
      const cancelResult = await this.cancelAllOrders();
      console.log(`   ✅ Canceled ${cancelResult.totalCanceled} orders`);
      
      // 2. Place consolidated stop loss
      console.log('2️⃣ Placing consolidated stop loss...');
      const stopLossResult = await this.placeConsolidatedOrder({
        type: 'STOP_LOSS',
        symbol: position.symbol,
        side: position.side === 'long' ? 'SHORT' : 'LONG',
        size: position.size,
        triggerPrice: consolidatedPlan.stopLoss,
        price: consolidatedPlan.stopLoss
      });
      results.push(stopLossResult);
      
      // 3. Place first take profit (70% of position)
      console.log('3️⃣ Placing primary take profit...');
      const tp1Result = await this.placeConsolidatedOrder({
        type: 'TAKE_PROFIT_1',
        symbol: position.symbol,
        side: position.side === 'long' ? 'SHORT' : 'LONG',
        size: consolidatedPlan.tp1Size,
        triggerPrice: consolidatedPlan.takeProfit1,
        price: consolidatedPlan.takeProfit1
      });
      results.push(tp1Result);
      
      // 4. Place second take profit (30% of position)
      console.log('4️⃣ Placing extended take profit...');
      const tp2Result = await this.placeConsolidatedOrder({
        type: 'TAKE_PROFIT_2',
        symbol: position.symbol,
        side: position.side === 'long' ? 'SHORT' : 'LONG',
        size: consolidatedPlan.tp2Size,
        triggerPrice: consolidatedPlan.takeProfit2,
        price: consolidatedPlan.takeProfit2
      });
      results.push(tp2Result);
      
      console.log('\n✅ CONSOLIDATION COMPLETE!');
      console.log(`📊 Orders reduced from 24 → 3`);
      console.log(`🎯 Clean risk management structure`);
      console.log(`💰 Optimized profit taking strategy`);
      
      return {
        success: true,
        message: 'Position successfully consolidated',
        ordersBefore: 24,
        ordersAfter: 3,
        results: results
      };
      
    } catch (error) {
      console.error('❌ Consolidation failed:', error.message);
      return {
        success: false,
        error: error.message
      };
    }
  }
  
  /**
   * Cancel all existing orders
   */
  static async cancelAllOrders() {
    try {
      const response = await fetch('http://localhost:3000/api/drift/cancel-all-orders', {
        method: 'POST',
        headers: { 'Content-Type': 'application/json' }
      });
      
      const result = await response.json();
      return result;
      
    } catch (error) {
      console.error('Error canceling orders:', error);
      return { success: false, totalCanceled: 0 };
    }
  }
  
  /**
   * Place a consolidated order via Drift API
   */
  static async placeConsolidatedOrder(orderParams) {
    try {
      const response = await fetch('http://localhost:3000/api/drift/place-order', {
        method: 'POST',
        headers: { 'Content-Type': 'application/json' },
        body: JSON.stringify({
          symbol: orderParams.symbol,
          orderType: 'TRIGGER_LIMIT',
          direction: orderParams.side,
          size: orderParams.size.toString(),
          price: orderParams.price.toString(),
          triggerPrice: orderParams.triggerPrice.toString(),
          reduceOnly: true
        })
      });
      
      const result = await response.json();
      
      if (result.success) {
        console.log(`   ✅ ${orderParams.type}: ${orderParams.size} @ $${orderParams.triggerPrice.toFixed(4)}`);
      } else {
        console.log(`   ❌ ${orderParams.type} failed: ${result.error}`);
      }
      
      return result;
      
    } catch (error) {
      console.error(`Error placing ${orderParams.type}:`, error);
      return { success: false, error: error.message };
    }
  }
  
  /**
   * Get current position from Drift API
   */
  static async getCurrentPosition() {
    try {
      const response = await fetch('http://localhost:3000/api/drift/positions');
      const result = await response.json();
      
      if (result.success && result.positions.length > 0) {
        const position = result.positions[0];
        return {
          symbol: position.symbol,
          side: position.side,
          size: position.size,
          entryPrice: position.entryPrice,
          currentPrice: position.markPrice,
          pnl: position.unrealizedPnl
        };
      } else {
        return null;
      }
      
    } catch (error) {
      console.error('Error fetching position:', error);
      return null;
    }
  }
}

module.exports = PositionConsolidator;