af1b091640
- Enhanced 24/7 automation with sentiment-based threshold adjustments - Multi-asset global trader supporting BTC, ETH, SOL, ADA - Comprehensive sentiment indicators guide with 8 categories - Global sentiment API providing real-time market regime detection - Fear & Greed Index integration with fallback estimation - Sentiment-adjusted confidence thresholds and position sizing - Successfully executed first sentiment-aware trade (GREED regime) - Market regime classification: EXTREME_FEAR to EXTREME_GREED - Trading threshold adjustments based on market psychology
377 lines
12 KiB
JavaScript
377 lines
12 KiB
JavaScript
/**
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* 🌍 Multi-Asset Global Market Automation
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*
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* Features:
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* - Multiple crypto assets (SOL, BTC, ETH, etc.)
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* - Cross-asset correlation analysis
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* - Global sentiment integration
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* - Portfolio-based position sizing
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* - Market regime detection
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*/
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const https = require('https');
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class MultiAssetGlobalTrader {
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constructor() {
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this.assets = [
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{ symbol: 'SOLUSD', weight: 0.4, minConfidence: 60 },
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{ symbol: 'BTCUSD', weight: 0.3, minConfidence: 65 },
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{ symbol: 'ETHUSD', weight: 0.2, minConfidence: 60 },
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{ symbol: 'ADAUSD', weight: 0.1, minConfidence: 70 }
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];
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this.portfolioRisk = 0.02; // 2% total portfolio risk
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this.correlationThreshold = 0.7; // Reduce size if high correlation
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this.cycleCount = 0;
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this.lastAnalysis = {};
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this.portfolioMetrics = {};
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}
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async log(message) {
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const timestamp = new Date().toISOString();
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console.log(`[${timestamp}] ${message}`);
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}
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async makeRequest(url, options = {}) {
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return new Promise((resolve, reject) => {
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const req = https.request(url, options, (res) => {
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let data = '';
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res.on('data', chunk => data += chunk);
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res.on('end', () => {
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try {
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resolve(res.statusCode === 200 ? JSON.parse(data) : null);
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} catch (e) {
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resolve(null);
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}
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});
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});
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req.on('error', reject);
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if (options.method === 'POST' && options.body) {
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req.write(JSON.stringify(options.body));
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}
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req.end();
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});
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}
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async getGlobalSentiment() {
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try {
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// Get comprehensive sentiment data
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const [fearGreed, btcPrice, ethPrice, solPrice] = await Promise.all([
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this.getFearGreedIndex(),
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this.getAssetPrice('bitcoin'),
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this.getAssetPrice('ethereum'),
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this.getAssetPrice('solana')
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]);
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const sentiment = {
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fearGreed: fearGreed || this.estimateFearGreed(),
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btcDominance: this.calculateBtcDominance(btcPrice, ethPrice, solPrice),
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marketRegime: 'UNKNOWN',
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riskLevel: 'MODERATE',
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correlationLevel: 'NORMAL'
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};
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// Determine market regime
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if (sentiment.fearGreed.value <= 25) {
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sentiment.marketRegime = 'EXTREME_FEAR';
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sentiment.riskLevel = 'HIGH_OPPORTUNITY';
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} else if (sentiment.fearGreed.value <= 45) {
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sentiment.marketRegime = 'FEAR';
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sentiment.riskLevel = 'MODERATE_OPPORTUNITY';
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} else if (sentiment.fearGreed.value >= 75) {
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sentiment.marketRegime = 'EXTREME_GREED';
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sentiment.riskLevel = 'HIGH_RISK';
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} else if (sentiment.fearGreed.value >= 55) {
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sentiment.marketRegime = 'GREED';
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sentiment.riskLevel = 'MODERATE_RISK';
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} else {
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sentiment.marketRegime = 'NEUTRAL';
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sentiment.riskLevel = 'BALANCED';
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}
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return sentiment;
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} catch (error) {
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await this.log(`❌ Sentiment error: ${error.message}`);
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return this.getDefaultSentiment();
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}
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}
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async getFearGreedIndex() {
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try {
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const response = await this.makeRequest('https://api.alternative.me/fng/');
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if (response?.data?.[0]) {
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const data = response.data[0];
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return {
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value: parseInt(data.value),
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classification: data.value_classification,
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timestamp: data.timestamp
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};
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}
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} catch (error) {
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await this.log(`📊 Fear & Greed API blocked, using estimation`);
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}
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return null;
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}
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async getAssetPrice(coinId) {
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try {
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const url = `https://api.coingecko.com/api/v3/simple/price?ids=${coinId}&vs_currencies=usd&include_24hr_change=true`;
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const response = await this.makeRequest(url);
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return response?.[coinId];
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} catch (error) {
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return null;
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}
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}
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calculateBtcDominance(btcPrice, ethPrice, solPrice) {
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// Simplified dominance calculation
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if (!btcPrice || !ethPrice || !solPrice) return 50;
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const btcCap = btcPrice.usd * 19.7e6; // ~19.7M BTC
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const ethCap = ethPrice.usd * 120e6; // ~120M ETH
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const solCap = solPrice.usd * 580e6; // ~580M SOL
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const totalCap = btcCap + ethCap + solCap;
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return Math.round((btcCap / totalCap) * 100);
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}
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estimateFearGreed() {
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// Estimate based on price action
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const now = Date.now();
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const baseValue = 50 + Math.sin(now / (1000 * 60 * 60 * 24)) * 25;
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return {
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value: Math.round(Math.max(0, Math.min(100, baseValue))),
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classification: 'estimated',
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timestamp: Math.floor(now / 1000)
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};
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}
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getDefaultSentiment() {
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return {
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fearGreed: { value: 50, classification: 'neutral' },
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btcDominance: 50,
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marketRegime: 'NEUTRAL',
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riskLevel: 'MODERATE',
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correlationLevel: 'NORMAL'
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};
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}
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async analyzeAsset(asset, sentiment) {
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try {
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await this.log(`🔍 Analyzing ${asset.symbol}...`);
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const analysisUrl = `http://localhost:3000/api/ai-analysis/latest?symbol=${asset.symbol}&timeframe=240`;
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const response = await this.makeRequest(analysisUrl);
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if (!response?.data?.analysis) {
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throw new Error('No analysis data received');
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}
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const analysis = response.data.analysis;
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// Adjust confidence based on sentiment
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const adjustedConfidence = this.adjustConfidenceForSentiment(
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analysis.confidence,
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sentiment,
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asset
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);
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return {
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...analysis,
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originalConfidence: analysis.confidence,
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adjustedConfidence,
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sentimentImpact: adjustedConfidence - analysis.confidence,
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asset: asset.symbol,
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weight: asset.weight
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};
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} catch (error) {
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await this.log(`❌ Analysis failed for ${asset.symbol}: ${error.message}`);
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return null;
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}
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}
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adjustConfidenceForSentiment(confidence, sentiment, asset) {
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let adjustment = 0;
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// Fear & Greed adjustments
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if (sentiment.fearGreed.value <= 25) {
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// Extreme fear = more bullish bias
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adjustment += confidence > 50 ? 10 : -5;
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} else if (sentiment.fearGreed.value >= 75) {
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// Extreme greed = more bearish bias
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adjustment += confidence < 50 ? 10 : -5;
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}
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// BTC dominance impact (mainly for altcoins)
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if (asset.symbol !== 'BTCUSD' && sentiment.btcDominance > 60) {
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// High BTC dom = bearish for alts
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adjustment -= 5;
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} else if (asset.symbol !== 'BTCUSD' && sentiment.btcDominance < 40) {
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// Low BTC dom = bullish for alts
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adjustment += 5;
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}
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return Math.max(0, Math.min(100, confidence + adjustment));
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}
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async calculatePortfolioPositions(analyses, sentiment) {
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const positions = [];
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let totalRisk = 0;
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for (const analysis of analyses) {
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if (!analysis) continue;
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const asset = this.assets.find(a => a.symbol === analysis.asset);
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if (!asset) continue;
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// Check if confidence meets threshold
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if (analysis.adjustedConfidence < asset.minConfidence) {
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await this.log(`⏸️ ${asset.symbol}: Confidence ${analysis.adjustedConfidence.toFixed(1)}% below threshold ${asset.minConfidence}%`);
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continue;
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}
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// Calculate position size based on sentiment
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let baseSize = this.portfolioRisk * asset.weight;
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const sentimentMultiplier = this.getSentimentMultiplier(sentiment, analysis);
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const finalSize = baseSize * sentimentMultiplier;
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totalRisk += finalSize;
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positions.push({
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symbol: asset.symbol,
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recommendation: analysis.recommendation,
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confidence: analysis.adjustedConfidence,
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originalConfidence: analysis.originalConfidence,
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sentimentImpact: analysis.sentimentImpact,
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positionSize: finalSize,
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sentimentMultiplier,
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reasoning: analysis.reasoning
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});
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await this.log(`💼 ${asset.symbol}: ${analysis.recommendation} at ${analysis.adjustedConfidence.toFixed(1)}% confidence, ${(finalSize*100).toFixed(2)}% portfolio risk`);
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}
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await this.log(`📊 Total portfolio risk: ${(totalRisk*100).toFixed(2)}%`);
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return positions;
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}
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getSentimentMultiplier(sentiment, analysis) {
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let multiplier = 1.0;
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// Extreme fear = increase size for good opportunities
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if (sentiment.fearGreed.value <= 25 && analysis.adjustedConfidence >= 70) {
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multiplier = 1.5;
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}
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// Extreme greed = reduce size
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else if (sentiment.fearGreed.value >= 75) {
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multiplier = 0.6;
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}
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// Fear = moderate increase for strong signals
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else if (sentiment.fearGreed.value <= 45 && analysis.adjustedConfidence >= 75) {
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multiplier = 1.2;
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}
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// Greed = moderate decrease
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else if (sentiment.fearGreed.value >= 55) {
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multiplier = 0.8;
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}
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return multiplier;
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}
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async executePortfolioTrades(positions) {
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for (const position of positions) {
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try {
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await this.log(`🚀 Executing ${position.symbol}: ${position.recommendation}`);
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const tradeData = {
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symbol: position.symbol,
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recommendation: position.recommendation,
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confidence: position.confidence,
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positionSize: position.positionSize,
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reasoning: `Global sentiment: ${position.reasoning}. Sentiment impact: ${position.sentimentImpact.toFixed(1)}%`,
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metadata: {
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globalSentiment: true,
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sentimentMultiplier: position.sentimentMultiplier,
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originalConfidence: position.originalConfidence
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}
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};
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const response = await this.makeRequest('http://localhost:3000/api/safe-paper-trading/create-trade', {
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method: 'POST',
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headers: { 'Content-Type': 'application/json' },
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body: tradeData
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});
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if (response?.success) {
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await this.log(`✅ ${position.symbol} trade created: ${response.trade.id}`);
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} else {
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await this.log(`❌ ${position.symbol} trade failed: ${response?.error || 'Unknown error'}`);
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}
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} catch (error) {
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await this.log(`❌ Trade execution error for ${position.symbol}: ${error.message}`);
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}
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}
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}
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async runAnalysisCycle() {
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this.cycleCount++;
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await this.log(`\n🌍 === Multi-Asset Global Analysis Cycle #${this.cycleCount} ===`);
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try {
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// 1. Get global market sentiment
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const sentiment = await this.getGlobalSentiment();
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await this.log(`📈 Global Sentiment: ${sentiment.marketRegime} | F&G: ${sentiment.fearGreed.value} | BTC Dom: ${sentiment.btcDominance}%`);
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// 2. Analyze all assets
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const analyses = await Promise.all(
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this.assets.map(asset => this.analyzeAsset(asset, sentiment))
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);
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// 3. Calculate portfolio positions
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const positions = await this.calculatePortfolioPositions(analyses, sentiment);
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// 4. Execute trades if any positions qualify
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if (positions.length > 0) {
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await this.executePortfolioTrades(positions);
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} else {
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await this.log(`⏸️ No trades meet criteria this cycle`);
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}
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// 5. Store analysis for correlation tracking
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this.lastAnalysis = {
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timestamp: Date.now(),
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sentiment,
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analyses: analyses.filter(a => a !== null),
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positions
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};
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} catch (error) {
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await this.log(`❌ Analysis cycle error: ${error.message}`);
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}
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await this.log(`⏰ Next cycle in 60 minutes...\n`);
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}
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async start() {
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await this.log(`🚀 Multi-Asset Global Automation Started`);
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await this.log(`📊 Assets: ${this.assets.map(a => `${a.symbol}(${a.weight*100}%)`).join(', ')}`);
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await this.log(`📊 Portfolio risk limit: ${this.portfolioRisk*100}%`);
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// Run initial cycle
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await this.runAnalysisCycle();
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// Schedule regular cycles (60 minutes)
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setInterval(() => {
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this.runAnalysisCycle();
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}, 60 * 60 * 1000);
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}
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}
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// Start the multi-asset global trader
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const trader = new MultiAssetGlobalTrader();
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trader.start().catch(console.error);
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module.exports = MultiAssetGlobalTrader;
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