- Integrated SimplifiedStopLossLearner into automation - Every AI decision now recorded for learning (stop loss, take profit, confidence) - Trade outcomes tracked and compared to AI predictions - Learning patterns improve future AI decisions - Enhanced status dashboard with learning insights - Proper DCA: increase position size + adjust existing SL/TP (not create new) - AI-calculated optimal levels for scaled positions - Prevents order fragmentation (fixes 24+ order problem) - Unified risk management for entire scaled position TIMEFRAME-AWARE INTERVALS: - Scalping (5m/15m): 5-15 minute analysis intervals - Day Trading (1h/4h): 10-30 minute intervals - Swing Trading (4h/1d): 23-68 minute intervals - Perfect for 5-minute scalping with DCA protection - 2-hour DCA cooldown prevents order spam - Position existence checks before new trades - Direction matching validation - Learning-based decision improvements - AI calculates ALL levels (entry, SL, TP, leverage, scaling) - Every calculation recorded and learned from - Position scaling uses AI intelligence - Timeframe-appropriate analysis frequency - Professional order management - Continuous learning and improvement ADDRESSES ALL USER CONCERNS: - 5-minute scalping compatibility ✅ - Position scaling DCA (adjust existing SL/TP) ✅ - AI calculations being learned from ✅ - No order fragmentation ✅ - Intelligent automation with learning ✅ Files: automation, consolidation APIs, learning integration, tests, documentation
258 lines
10 KiB
JavaScript
258 lines
10 KiB
JavaScript
/**
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* Position Scaling DCA API - Proper DCA Implementation
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*
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* This API increases existing position size and adjusts SL/TP levels
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* instead of creating multiple fragmented orders.
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*/
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import { NextResponse } from 'next/server';
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import { Connection, Keypair } from '@solana/web3.js';
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import { Wallet } from '@project-serum/anchor';
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import {
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DriftClient,
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PositionDirection,
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OrderType,
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OrderTriggerCondition,
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MarketType
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} from '@drift-labs/sdk';
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import { BN } from '@project-serum/anchor';
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import { initialize } from '@drift-labs/sdk';
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export async function POST(request) {
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try {
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const {
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dcaAmount, // Additional amount to add (in USD)
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analysis = null // Optional AI analysis for optimal levels
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} = await request.json();
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console.log('🎯 POSITION SCALING DCA STARTED');
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console.log(`💰 Adding $${dcaAmount} to existing position`);
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// 1. Get current position
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const positionResponse = await fetch(`${process.env.INTERNAL_API_URL || 'http://localhost:9001'}/api/drift/positions`);
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const positionData = await positionResponse.json();
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if (!positionData.success || positionData.positions.length === 0) {
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return NextResponse.json({
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success: false,
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error: 'No existing position found to scale'
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}, { status: 400 });
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}
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const currentPosition = positionData.positions[0];
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console.log(`📊 Current position: ${currentPosition.side} ${currentPosition.size} ${currentPosition.symbol} @ $${currentPosition.entryPrice}`);
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// 2. Initialize Drift client
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const connection = new Connection(process.env.HELIUS_RPC_URL);
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const privateKeyArray = JSON.parse(process.env.SOLANA_PRIVATE_KEY);
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const keypair = Keypair.fromSecretKey(new Uint8Array(privateKeyArray));
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const wallet = new Wallet(keypair);
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const sdkConfig = initialize({ env: 'mainnet-beta' });
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const driftClient = new DriftClient({
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connection,
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wallet,
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programID: sdkConfig.DRIFT_PROGRAM_ID,
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opts: {
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commitment: 'confirmed',
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skipPreflight: false,
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preflightCommitment: 'confirmed'
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}
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});
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await driftClient.subscribe();
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console.log('✅ Connected to Drift Protocol');
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// 3. Get current market price and calculate DCA parameters
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const marketIndex = 0; // SOL-PERP
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const perpMarketAccount = driftClient.getPerpMarketAccount(marketIndex);
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const currentPrice = Number(perpMarketAccount.amm.lastMarkPriceTwap) / 1e6;
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console.log(`📈 Current market price: $${currentPrice.toFixed(4)}`);
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// 4. Calculate new averaged position
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const currentPositionValue = currentPosition.size * currentPosition.entryPrice;
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const dcaPositionSize = dcaAmount / currentPrice;
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const dcaPositionValue = dcaPositionSize * currentPrice;
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const newTotalSize = currentPosition.size + dcaPositionSize;
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const newAveragePrice = (currentPositionValue + dcaPositionValue) / newTotalSize;
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console.log('🧮 Position scaling calculation:');
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console.log(` Current: ${currentPosition.size.toFixed(4)} @ $${currentPosition.entryPrice.toFixed(4)} = $${currentPositionValue.toFixed(2)}`);
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console.log(` DCA Add: ${dcaPositionSize.toFixed(4)} @ $${currentPrice.toFixed(4)} = $${dcaPositionValue.toFixed(2)}`);
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console.log(` New Total: ${newTotalSize.toFixed(4)} @ $${newAveragePrice.toFixed(4)} = $${(newTotalSize * newAveragePrice).toFixed(2)}`);
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// 5. Cancel existing stop loss and take profit orders
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console.log('🧹 Canceling existing SL/TP orders...');
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try {
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const ordersResponse = await fetch(`${process.env.INTERNAL_API_URL || 'http://localhost:9001'}/api/drift/orders`);
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const ordersData = await ordersResponse.json();
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if (ordersData.success && ordersData.orders.length > 0) {
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// Find and cancel reduce-only orders (SL/TP)
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const reduceOnlyOrders = ordersData.orders.filter(order =>
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order.reduceOnly && order.status === 'OPEN'
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);
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console.log(` Found ${reduceOnlyOrders.length} existing SL/TP orders to cancel`);
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for (const order of reduceOnlyOrders) {
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try {
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await driftClient.cancelOrder(order.orderId);
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console.log(` ✅ Canceled order: ${order.orderType} @ $${order.triggerPrice}`);
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} catch (cancelError) {
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console.warn(` ⚠️ Failed to cancel order ${order.orderId}:`, cancelError.message);
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}
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}
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}
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} catch (ordersError) {
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console.warn('⚠️ Error fetching/canceling orders:', ordersError.message);
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}
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// 6. Place DCA order to increase position
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const dcaBaseAssetAmount = Math.floor(dcaPositionSize * 1e9); // Convert to base units
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const direction = currentPosition.side.toLowerCase() === 'long' ? PositionDirection.LONG : PositionDirection.SHORT;
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console.log(`📈 Placing DCA order: ${direction === PositionDirection.LONG ? 'LONG' : 'SHORT'} ${dcaPositionSize.toFixed(4)} SOL`);
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const dcaOrderParams = {
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orderType: OrderType.MARKET,
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marketType: MarketType.PERP,
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direction,
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baseAssetAmount: new BN(dcaBaseAssetAmount),
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marketIndex,
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};
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const dcaTxSig = await driftClient.placeAndTakePerpOrder(dcaOrderParams);
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console.log('✅ DCA position increase executed:', dcaTxSig);
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// Wait for order to settle
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await new Promise(resolve => setTimeout(resolve, 3000));
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// 7. Calculate new stop loss and take profit levels
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let newStopLoss, newTakeProfit;
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if (analysis && analysis.stopLoss && analysis.takeProfits) {
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// Use AI-calculated levels if available
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console.log('🧠 Using AI-calculated optimal levels');
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newStopLoss = analysis.stopLoss.price || analysis.stopLoss;
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newTakeProfit = analysis.takeProfits.tp1?.price || analysis.takeProfits.tp1 || analysis.takeProfit;
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} else {
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// Calculate adaptive levels based on new average price
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console.log('📊 Calculating adaptive levels for new average price');
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const stopLossPercent = 2.0; // 2% stop loss
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const takeProfitPercent = 4.0; // 4% take profit
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if (direction === PositionDirection.LONG) {
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newStopLoss = newAveragePrice * (1 - stopLossPercent / 100);
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newTakeProfit = newAveragePrice * (1 + takeProfitPercent / 100);
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} else {
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newStopLoss = newAveragePrice * (1 + stopLossPercent / 100);
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newTakeProfit = newAveragePrice * (1 - takeProfitPercent / 100);
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}
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}
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console.log('🎯 New risk management levels:');
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console.log(` Stop Loss: $${newStopLoss.toFixed(4)}`);
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console.log(` Take Profit: $${newTakeProfit.toFixed(4)}`);
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// 8. Place new stop loss order for entire scaled position
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let stopLossTx = null;
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if (newStopLoss) {
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try {
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console.log('🛡️ Placing new stop loss for scaled position...');
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const stopLossParams = {
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orderType: OrderType.TRIGGER_LIMIT,
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marketType: MarketType.PERP,
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direction: direction === PositionDirection.LONG ? PositionDirection.SHORT : PositionDirection.LONG,
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baseAssetAmount: new BN(Math.floor(newTotalSize * 1e9)), // Full position size
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price: new BN(Math.floor(newStopLoss * 0.995 * 1e6)), // 0.5% slippage buffer
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marketIndex,
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triggerPrice: new BN(Math.floor(newStopLoss * 1e6)),
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triggerCondition: direction === PositionDirection.LONG ? OrderTriggerCondition.BELOW : OrderTriggerCondition.ABOVE,
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reduceOnly: true,
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};
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stopLossTx = await driftClient.placePerpOrder(stopLossParams);
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console.log('✅ New stop loss placed:', stopLossTx);
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} catch (slError) {
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console.warn('⚠️ Stop loss placement failed:', slError.message);
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}
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}
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// 9. Place new take profit order for entire scaled position
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let takeProfitTx = null;
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if (newTakeProfit) {
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try {
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console.log('🎯 Placing new take profit for scaled position...');
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const takeProfitParams = {
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orderType: OrderType.TRIGGER_LIMIT,
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marketType: MarketType.PERP,
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direction: direction === PositionDirection.LONG ? PositionDirection.SHORT : PositionDirection.LONG,
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baseAssetAmount: new BN(Math.floor(newTotalSize * 1e9)), // Full position size
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price: new BN(Math.floor(newTakeProfit * 1.005 * 1e6)), // 0.5% slippage buffer
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marketIndex,
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triggerPrice: new BN(Math.floor(newTakeProfit * 1e6)),
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triggerCondition: direction === PositionDirection.LONG ? OrderTriggerCondition.ABOVE : OrderTriggerCondition.BELOW,
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reduceOnly: true,
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};
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takeProfitTx = await driftClient.placePerpOrder(takeProfitParams);
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console.log('✅ New take profit placed:', takeProfitTx);
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} catch (tpError) {
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console.warn('⚠️ Take profit placement failed:', tpError.message);
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}
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}
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await driftClient.unsubscribe();
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// 10. Return success result
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return NextResponse.json({
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success: true,
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message: 'Position successfully scaled with DCA',
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scalingResult: {
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dcaTxId: dcaTxSig,
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stopLossTxId: stopLossTx,
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takeProfitTxId: takeProfitTx,
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// Original position
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originalSize: currentPosition.size,
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originalEntryPrice: currentPosition.entryPrice,
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originalValue: currentPositionValue,
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// DCA addition
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dcaSize: dcaPositionSize,
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dcaPrice: currentPrice,
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dcaValue: dcaPositionValue,
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// New scaled position
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newTotalSize: newTotalSize,
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newAveragePrice: newAveragePrice,
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newTotalValue: newTotalSize * newAveragePrice,
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// New risk management
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newStopLoss: newStopLoss,
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newTakeProfit: newTakeProfit,
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// AI data
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usedAILevels: !!(analysis && analysis.stopLoss && analysis.takeProfits),
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aiAnalysis: analysis ? {
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confidence: analysis.confidence,
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reasoning: analysis.reasoning || analysis.summary
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} : null
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}
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});
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} catch (error) {
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console.error('❌ Position scaling DCA failed:', error.message);
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return NextResponse.json({
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success: false,
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error: `Position scaling failed: ${error.message}`,
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details: error.stack
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}, { status: 500 });
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}
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}
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