trading_bot_v3/lib/mandatory-risk-manager.js

/**
 * Mandatory Risk Management System
 * 
 * This system ensures NO TRADE is executed without proper stop-loss and take-profit orders.
 * It acts as a safety layer to prevent unprotected positions.
 */

class MandatoryRiskManager {
  constructor() {
    this.maxRiskPerTradePercent = 6; // Maximum 6% risk per trade (slightly more realistic for leveraged trades)
    this.minRiskRewardRatio = 1.2;   // Minimum 1:1.2 risk/reward (less strict)
    this.fallbackStopLossPercent = 2; // 2% stop-loss if not provided (tighter)
    this.fallbackTakeProfitPercent = 4; // 4% take-profit if not provided (better ratio)
  }

  /**
   * Validates and ensures every trade has proper risk management
   * @param {Object} tradeParams - The trade parameters
   * @returns {Object} - Validated trade with mandatory SL/TP
   */
  async enforceRiskManagement(tradeParams) {
    const { symbol, side, amount, currentPrice, stopLoss, takeProfit, leverage = 1 } = tradeParams;
    
    console.log('🛡️ MANDATORY RISK MANAGEMENT: Validating trade safety...');
    
    // 1. Validate basic parameters
    if (!symbol || !side || !amount || !currentPrice) {
      throw new Error('Missing required trade parameters');
    }
    
    const normalizedSide = side.toUpperCase();
    if (!['BUY', 'SELL', 'LONG', 'SHORT'].includes(normalizedSide)) {
      throw new Error('Invalid trade side');
    }
    
    // 2. Calculate or validate stop-loss
    let finalStopLoss = stopLoss;
    if (!finalStopLoss) {
      console.log('⚠️ NO STOP-LOSS PROVIDED - Calculating mandatory stop-loss...');
      finalStopLoss = this.calculateMandatoryStopLoss(currentPrice, normalizedSide);
      console.log(`🛑 AUTO-CALCULATED Stop-Loss: $${finalStopLoss.toFixed(2)}`);
    }
    
    // 3. Calculate or validate take-profit
    let finalTakeProfit = takeProfit;
    if (!finalTakeProfit) {
      console.log('⚠️ NO TAKE-PROFIT PROVIDED - Calculating mandatory take-profit...');
      finalTakeProfit = this.calculateMandatoryTakeProfit(currentPrice, normalizedSide);
      console.log(`🎯 AUTO-CALCULATED Take-Profit: $${finalTakeProfit.toFixed(2)}`);
    }
    
    // 4. Validate risk levels
    const riskValidation = this.validateRiskLevels({
      currentPrice,
      stopLoss: finalStopLoss,
      takeProfit: finalTakeProfit,
      side: normalizedSide,
      amount,
      leverage
    });
    
    if (!riskValidation.isValid) {
      throw new Error(`Risk validation failed: ${riskValidation.reason}`);
    }
    
    // 5. Log safety confirmation
    console.log('✅ RISK MANAGEMENT VALIDATION PASSED:');
    console.log(`   Entry Price: $${currentPrice.toFixed(2)}`);
    console.log(`   Stop-Loss: $${finalStopLoss.toFixed(2)} (${riskValidation.stopLossPercent.toFixed(2)}%)`);
    console.log(`   Take-Profit: $${finalTakeProfit.toFixed(2)} (${riskValidation.takeProfitPercent.toFixed(2)}%)`);
    console.log(`   Risk/Reward Ratio: 1:${riskValidation.riskRewardRatio.toFixed(2)}`);
    console.log(`   Max Loss: $${riskValidation.maxLossUSD.toFixed(2)} (${riskValidation.maxLossPercent.toFixed(2)}% of trade)`);
    
    return {
      ...tradeParams,
      stopLoss: finalStopLoss,
      takeProfit: finalTakeProfit,
      riskValidation: riskValidation,
      riskManagementApplied: true
    };
  }
  
  /**
   * Calculate mandatory stop-loss if not provided
   */
  calculateMandatoryStopLoss(currentPrice, side) {
    const isLong = ['BUY', 'LONG'].includes(side);
    
    if (isLong) {
      // For LONG: stop-loss BELOW current price
      return currentPrice * (1 - this.fallbackStopLossPercent / 100);
    } else {
      // For SHORT: stop-loss ABOVE current price
      return currentPrice * (1 + this.fallbackStopLossPercent / 100);
    }
  }
  
  /**
   * Calculate mandatory take-profit if not provided
   */
  calculateMandatoryTakeProfit(currentPrice, side) {
    const isLong = ['BUY', 'LONG'].includes(side);
    
    if (isLong) {
      // For LONG: take-profit ABOVE current price
      return currentPrice * (1 + this.fallbackTakeProfitPercent / 100);
    } else {
      // For SHORT: take-profit BELOW current price
      return currentPrice * (1 - this.fallbackTakeProfitPercent / 100);
    }
  }
  
  /**
   * Validate risk levels and calculate risk metrics
   */
  validateRiskLevels({ currentPrice, stopLoss, takeProfit, side, amount, leverage }) {
    const isLong = ['BUY', 'LONG'].includes(side);
    
    // Calculate percentages
    let stopLossPercent, takeProfitPercent;
    
    if (isLong) {
      stopLossPercent = Math.abs((currentPrice - stopLoss) / currentPrice * 100);
      takeProfitPercent = Math.abs((takeProfit - currentPrice) / currentPrice * 100);
    } else {
      stopLossPercent = Math.abs((stopLoss - currentPrice) / currentPrice * 100);
      takeProfitPercent = Math.abs((currentPrice - takeProfit) / currentPrice * 100);
    }
    
    // Calculate risk/reward ratio
    const riskRewardRatio = takeProfitPercent / stopLossPercent;
    
    // Calculate maximum loss in USD
    const positionValue = amount * leverage;
    const maxLossUSD = positionValue * (stopLossPercent / 100);
    const maxLossPercent = stopLossPercent * leverage;
    
    // Validation checks
    const validations = [];
    
    // Check stop-loss direction
    if (isLong && stopLoss >= currentPrice) {
      validations.push('Stop-loss for LONG position must be BELOW current price');
    }
    if (!isLong && stopLoss <= currentPrice) {
      validations.push('Stop-loss for SHORT position must be ABOVE current price');
    }
    
    // Check take-profit direction
    if (isLong && takeProfit <= currentPrice) {
      validations.push('Take-profit for LONG position must be ABOVE current price');
    }
    if (!isLong && takeProfit >= currentPrice) {
      validations.push('Take-profit for SHORT position must be BELOW current price');
    }
    
    // Check risk levels
    if (maxLossPercent > this.maxRiskPerTradePercent) {
      validations.push(`Risk too high: ${maxLossPercent.toFixed(2)}% exceeds ${this.maxRiskPerTradePercent}% limit`);
    }
    
    if (riskRewardRatio < this.minRiskRewardRatio) {
      validations.push(`Poor risk/reward ratio: 1:${riskRewardRatio.toFixed(2)} below minimum 1:${this.minRiskRewardRatio}`);
    }
    
    return {
      isValid: validations.length === 0,
      reason: validations.join('; '),
      stopLossPercent,
      takeProfitPercent,
      riskRewardRatio,
      maxLossUSD,
      maxLossPercent,
      validations
    };
  }
  
  /**
   * Emergency stop for unprotected positions
   */
  async emergencyProtectPosition(position) {
    console.log('🚨 EMERGENCY: Protecting unprotected position...');
    
    const { side, size, entryPrice } = position;
    const stopLoss = this.calculateMandatoryStopLoss(entryPrice, side);
    const takeProfit = this.calculateMandatoryTakeProfit(entryPrice, side);
    
    return {
      stopLoss,
      takeProfit,
      urgency: 'CRITICAL',
      message: `Position requires immediate protection: SL: $${stopLoss.toFixed(2)}, TP: $${takeProfit.toFixed(2)}`
    };
  }
}

module.exports = { MandatoryRiskManager };