Files
trading_bot_v3/v4/lib/drift/orders.ts
mindesbunister 1345a35680 feat: Complete Phase 2 - Autonomous Trading System
- Add Pyth Network price monitoring (WebSocket + polling fallback)
- Add Position Manager with automatic exit logic (TP1/TP2/SL)
- Implement dynamic stop-loss adjustment (breakeven + profit lock)
- Add real-time P&L tracking and multi-position support
- Create comprehensive test suite (3 test scripts)
- Add 5 detailed documentation files (2500+ lines)
- Update configuration to $50 position size for safe testing
- All Phase 2 features complete and tested

Core Components:
- v4/lib/pyth/price-monitor.ts - Real-time price monitoring
- v4/lib/trading/position-manager.ts - Autonomous position management
- v4/app/api/trading/positions/route.ts - Query positions endpoint
- v4/test-*.ts - Comprehensive testing suite

Documentation:
- PHASE_2_COMPLETE_REPORT.md - Implementation summary
- v4/PHASE_2_SUMMARY.md - Detailed feature overview
- v4/TESTING.md - Testing guide
- v4/QUICKREF_PHASE2.md - Quick reference
- install-phase2.sh - Automated installation script
2025-10-23 14:40:29 +02:00

281 lines
8.2 KiB
TypeScript

/**
* Drift Order Execution
*
* Handles opening and closing positions with market orders
*/
import { getDriftService } from './client'
import { getMarketConfig } from '../../config/trading'
import {
MarketType,
PositionDirection,
OrderType,
OrderParams,
} from '@drift-labs/sdk'
export interface OpenPositionParams {
symbol: string // e.g., 'SOL-PERP'
direction: 'long' | 'short'
sizeUSD: number // USD notional size
slippageTolerance: number // Percentage (e.g., 1.0 for 1%)
}
export interface OpenPositionResult {
success: boolean
transactionSignature?: string
fillPrice?: number
fillSize?: number
slippage?: number
error?: string
}
export interface ClosePositionParams {
symbol: string
percentToClose: number // 0-100
slippageTolerance: number
}
export interface ClosePositionResult {
success: boolean
transactionSignature?: string
closePrice?: number
closedSize?: number
realizedPnL?: number
error?: string
}
/**
* Open a position with a market order
*/
export async function openPosition(
params: OpenPositionParams
): Promise<OpenPositionResult> {
try {
console.log('📊 Opening position:', params)
const driftService = getDriftService()
const marketConfig = getMarketConfig(params.symbol)
const driftClient = driftService.getClient()
// Get current oracle price
const oraclePrice = await driftService.getOraclePrice(marketConfig.driftMarketIndex)
console.log(`💰 Current ${params.symbol} price: $${oraclePrice.toFixed(4)}`)
// Calculate position size in base asset
const baseAssetSize = params.sizeUSD / oraclePrice
// Validate minimum order size
if (baseAssetSize < marketConfig.minOrderSize) {
throw new Error(
`Order size ${baseAssetSize.toFixed(4)} is below minimum ${marketConfig.minOrderSize}`
)
}
// Calculate worst acceptable price (with slippage)
const slippageMultiplier = params.direction === 'long'
? 1 + (params.slippageTolerance / 100)
: 1 - (params.slippageTolerance / 100)
const worstPrice = oraclePrice * slippageMultiplier
console.log(`📝 Order details:`)
console.log(` Size: ${baseAssetSize.toFixed(4)} ${params.symbol.split('-')[0]}`)
console.log(` Notional: $${params.sizeUSD.toFixed(2)}`)
console.log(` Oracle price: $${oraclePrice.toFixed(4)}`)
console.log(` Worst price (${params.slippageTolerance}% slippage): $${worstPrice.toFixed(4)}`)
// Prepare order parameters
const orderParams: OrderParams = {
orderType: OrderType.MARKET,
marketIndex: marketConfig.driftMarketIndex,
marketType: MarketType.PERP,
direction: params.direction === 'long'
? PositionDirection.LONG
: PositionDirection.SHORT,
baseAssetAmount: BigInt(Math.floor(baseAssetSize * 1e9)), // 9 decimals
// Optional: add price limit for protection
// price: BigInt(Math.floor(worstPrice * 1e6)), // 6 decimals
}
// Place market order
console.log('🚀 Placing market order...')
const txSig = await driftClient.placeAndTakePerpOrder(orderParams)
console.log(`✅ Order placed! Transaction: ${txSig}`)
// Wait for confirmation
await driftClient.txSender.confirmTransaction(txSig)
console.log('✅ Transaction confirmed')
// Get actual fill price from position
const position = await driftService.getPosition(marketConfig.driftMarketIndex)
if (!position) {
throw new Error('Position not found after order execution')
}
const fillPrice = position.entryPrice
const slippage = Math.abs((fillPrice - oraclePrice) / oraclePrice) * 100
console.log(`💰 Fill details:`)
console.log(` Fill price: $${fillPrice.toFixed(4)}`)
console.log(` Slippage: ${slippage.toFixed(3)}%`)
return {
success: true,
transactionSignature: txSig,
fillPrice,
fillSize: baseAssetSize,
slippage,
}
} catch (error) {
console.error('❌ Failed to open position:', error)
return {
success: false,
error: error instanceof Error ? error.message : 'Unknown error',
}
}
}
/**
* Close a position (partially or fully) with a market order
*/
export async function closePosition(
params: ClosePositionParams
): Promise<ClosePositionResult> {
try {
console.log('📊 Closing position:', params)
const driftService = getDriftService()
const marketConfig = getMarketConfig(params.symbol)
const driftClient = driftService.getClient()
// Get current position
const position = await driftService.getPosition(marketConfig.driftMarketIndex)
if (!position || position.side === 'none') {
throw new Error(`No active position for ${params.symbol}`)
}
// Calculate size to close
const sizeToClose = position.size * (params.percentToClose / 100)
console.log(`📝 Close order details:`)
console.log(` Current position: ${position.size.toFixed(4)} ${position.side}`)
console.log(` Closing: ${params.percentToClose}% (${sizeToClose.toFixed(4)})`)
console.log(` Entry price: $${position.entryPrice.toFixed(4)}`)
console.log(` Unrealized P&L: $${position.unrealizedPnL.toFixed(2)}`)
// Get current oracle price
const oraclePrice = await driftService.getOraclePrice(marketConfig.driftMarketIndex)
console.log(` Current price: $${oraclePrice.toFixed(4)}`)
// Prepare close order (opposite direction)
const orderParams: OrderParams = {
orderType: OrderType.MARKET,
marketIndex: marketConfig.driftMarketIndex,
marketType: MarketType.PERP,
direction: position.side === 'long'
? PositionDirection.SHORT
: PositionDirection.LONG,
baseAssetAmount: BigInt(Math.floor(sizeToClose * 1e9)), // 9 decimals
reduceOnly: true, // Important: only close existing position
}
// Place market close order
console.log('🚀 Placing market close order...')
const txSig = await driftClient.placeAndTakePerpOrder(orderParams)
console.log(`✅ Close order placed! Transaction: ${txSig}`)
// Wait for confirmation
await driftClient.txSender.confirmTransaction(txSig)
console.log('✅ Transaction confirmed')
// Calculate realized P&L
const pnlPerUnit = oraclePrice - position.entryPrice
const realizedPnL = pnlPerUnit * sizeToClose * (position.side === 'long' ? 1 : -1)
console.log(`💰 Close details:`)
console.log(` Close price: $${oraclePrice.toFixed(4)}`)
console.log(` Realized P&L: $${realizedPnL.toFixed(2)}`)
return {
success: true,
transactionSignature: txSig,
closePrice: oraclePrice,
closedSize: sizeToClose,
realizedPnL,
}
} catch (error) {
console.error('❌ Failed to close position:', error)
return {
success: false,
error: error instanceof Error ? error.message : 'Unknown error',
}
}
}
/**
* Close entire position for a market
*/
export async function closeEntirePosition(
symbol: string,
slippageTolerance: number = 1.0
): Promise<ClosePositionResult> {
return closePosition({
symbol,
percentToClose: 100,
slippageTolerance,
})
}
/**
* Emergency close all positions
*/
export async function emergencyCloseAll(): Promise<{
success: boolean
results: Array<{
symbol: string
result: ClosePositionResult
}>
}> {
console.log('🚨 EMERGENCY: Closing all positions')
try {
const driftService = getDriftService()
const positions = await driftService.getAllPositions()
if (positions.length === 0) {
console.log('✅ No positions to close')
return { success: true, results: [] }
}
const results = []
for (const position of positions) {
console.log(`🔴 Emergency closing ${position.symbol}...`)
const result = await closeEntirePosition(position.symbol, 2.0) // Allow 2% slippage
results.push({
symbol: position.symbol,
result,
})
}
console.log('✅ Emergency close complete')
return {
success: true,
results,
}
} catch (error) {
console.error('❌ Emergency close failed:', error)
return {
success: false,
results: [],
}
}
}