feat: Complete Trading Bot v4 with Drift Protocol integration
Features: - Autonomous trading system with Drift Protocol on Solana - Real-time position monitoring with Pyth price feeds - Dynamic stop-loss and take-profit management - n8n workflow integration for TradingView signals - Beautiful web UI for settings management - REST API for trade execution and monitoring - Next.js 15 with standalone output mode - TypeScript with strict typing - Docker containerization with multi-stage builds - PostgreSQL database for trade history - Singleton pattern for Drift client connection pooling - BN.js for BigNumber handling (Drift SDK requirement) - Configurable stop-loss and take-profit levels - Breakeven trigger and profit locking - Daily loss limits and trade cooldowns - Slippage tolerance controls - DRY_RUN mode for safe testing - Real-time risk calculator - Interactive sliders for all parameters - Live preview of trade outcomes - Position sizing and leverage controls - Beautiful gradient design with Tailwind CSS - POST /api/trading/execute - Execute trades - POST /api/trading/close - Close positions - GET /api/trading/positions - Monitor active trades - GET /api/trading/check-risk - Validate trade signals - GET /api/settings - View configuration - POST /api/settings - Update configuration - Fixed Borsh serialization errors (simplified order params) - Resolved RPC rate limiting with singleton pattern - Fixed BigInt vs BN type mismatches - Corrected order execution flow - Improved position state management - Complete setup guides - Docker deployment instructions - n8n workflow configuration - API reference documentation - Risk management guidelines - Runs on port 3001 (external), 3000 (internal) - Uses Helius RPC for optimal performance - Production-ready with error handling - Health monitoring and logging
This commit is contained in:
mindesbunister
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config/trading.ts
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config/trading.ts
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/**
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* Trading Bot v4 - Configuration
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*
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* Optimized for 5-minute scalping with 10x leverage on Drift Protocol
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*/
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export interface TradingConfig {
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// Position sizing
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positionSize: number // USD amount to trade
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leverage: number // Leverage multiplier
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// Risk management (as percentages of entry price)
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stopLossPercent: number // Negative number (e.g., -1.5)
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takeProfit1Percent: number // Positive number (e.g., 0.7)
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takeProfit2Percent: number // Positive number (e.g., 1.5)
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emergencyStopPercent: number // Hard stop (e.g., -2.0)
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// Dynamic adjustments
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breakEvenTriggerPercent: number // When to move SL to breakeven
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profitLockTriggerPercent: number // When to lock in profit
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profitLockPercent: number // How much profit to lock
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// DEX specific
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priceCheckIntervalMs: number // How often to check prices
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slippageTolerance: number // Max acceptable slippage (%)
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// Risk limits
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maxDailyDrawdown: number // USD stop trading threshold
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maxTradesPerHour: number // Limit overtrading
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minTimeBetweenTrades: number // Cooldown period (seconds)
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// Execution
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useMarketOrders: boolean // true = instant execution
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confirmationTimeout: number // Max time to wait for confirmation
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}
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export interface MarketConfig {
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symbol: string // e.g., 'SOL-PERP'
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driftMarketIndex: number
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pythPriceFeedId: string
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minOrderSize: number
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tickSize: number
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}
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// Default configuration for 5-minute scalping with $1000 capital and 10x leverage
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export const DEFAULT_TRADING_CONFIG: TradingConfig = {
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// Position sizing
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positionSize: 50, // $50 base capital (SAFE FOR TESTING)
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leverage: 10, // 10x leverage = $500 position size
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// Risk parameters (wider for DEX slippage/wicks)
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stopLossPercent: -1.5, // -1.5% price = -15% account loss (closes 100%)
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takeProfit1Percent: 0.7, // +0.7% price = +7% account gain (closes 50%)
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takeProfit2Percent: 1.5, // +1.5% price = +15% account gain (closes 50%)
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emergencyStopPercent: -2.0, // -2% hard stop = -20% account loss
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// Dynamic adjustments
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breakEvenTriggerPercent: 0.4, // Move SL to breakeven at +0.4%
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profitLockTriggerPercent: 1.0, // Lock profit at +1.0%
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profitLockPercent: 0.4, // Lock +0.4% profit
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// DEX settings
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priceCheckIntervalMs: 2000, // Check every 2 seconds
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slippageTolerance: 1.0, // 1% max slippage on market orders
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// Risk limits
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maxDailyDrawdown: -150, // Stop trading if daily loss exceeds $150 (-15%)
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maxTradesPerHour: 6, // Max 6 trades per hour
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minTimeBetweenTrades: 600, // 10 minutes cooldown
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// Execution
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useMarketOrders: true, // Use market orders for reliable fills
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confirmationTimeout: 30000, // 30 seconds max wait
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}
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// Supported markets on Drift Protocol
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export const SUPPORTED_MARKETS: Record<string, MarketConfig> = {
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'SOL-PERP': {
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symbol: 'SOL-PERP',
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driftMarketIndex: 0,
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pythPriceFeedId: '0xef0d8b6fda2ceba41da15d4095d1da392a0d2f8ed0c6c7bc0f4cfac8c280b56d',
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minOrderSize: 0.1, // 0.1 SOL minimum
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tickSize: 0.0001,
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},
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'BTC-PERP': {
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symbol: 'BTC-PERP',
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driftMarketIndex: 1,
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pythPriceFeedId: '0xe62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43',
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minOrderSize: 0.001, // 0.001 BTC minimum
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tickSize: 0.01,
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},
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'ETH-PERP': {
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symbol: 'ETH-PERP',
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driftMarketIndex: 2,
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pythPriceFeedId: '0xff61491a931112ddf1bd8147cd1b641375f79f5825126d665480874634fd0ace',
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minOrderSize: 0.01, // 0.01 ETH minimum
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tickSize: 0.01,
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},
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}
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// Map TradingView symbols to Drift markets
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export function normalizeTradingViewSymbol(tvSymbol: string): string {
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const upper = tvSymbol.toUpperCase()
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if (upper.includes('SOL')) return 'SOL-PERP'
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if (upper.includes('BTC')) return 'BTC-PERP'
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if (upper.includes('ETH')) return 'ETH-PERP'
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// Default to SOL if unknown
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console.warn(`Unknown symbol ${tvSymbol}, defaulting to SOL-PERP`)
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return 'SOL-PERP'
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}
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// Get market configuration
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export function getMarketConfig(symbol: string): MarketConfig {
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const config = SUPPORTED_MARKETS[symbol]
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if (!config) {
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throw new Error(`Unsupported market: ${symbol}`)
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}
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return config
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}
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// Validate trading configuration
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export function validateTradingConfig(config: TradingConfig): void {
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if (config.positionSize <= 0) {
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throw new Error('Position size must be positive')
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}
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if (config.leverage < 1 || config.leverage > 20) {
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throw new Error('Leverage must be between 1 and 20')
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}
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if (config.stopLossPercent >= 0) {
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throw new Error('Stop loss must be negative')
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}
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if (config.takeProfit1Percent <= 0 || config.takeProfit2Percent <= 0) {
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throw new Error('Take profit values must be positive')
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}
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if (config.takeProfit1Percent >= config.takeProfit2Percent) {
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throw new Error('TP2 must be greater than TP1')
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}
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if (config.slippageTolerance < 0 || config.slippageTolerance > 10) {
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throw new Error('Slippage tolerance must be between 0 and 10%')
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}
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}
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// Environment-based configuration
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export function getConfigFromEnv(): Partial<TradingConfig> {
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return {
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positionSize: process.env.MAX_POSITION_SIZE_USD
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? parseFloat(process.env.MAX_POSITION_SIZE_USD)
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: undefined,
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leverage: process.env.LEVERAGE
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? parseInt(process.env.LEVERAGE)
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: undefined,
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stopLossPercent: process.env.STOP_LOSS_PERCENT
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? parseFloat(process.env.STOP_LOSS_PERCENT)
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: undefined,
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takeProfit1Percent: process.env.TAKE_PROFIT_1_PERCENT
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? parseFloat(process.env.TAKE_PROFIT_1_PERCENT)
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: undefined,
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takeProfit2Percent: process.env.TAKE_PROFIT_2_PERCENT
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? parseFloat(process.env.TAKE_PROFIT_2_PERCENT)
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: undefined,
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maxDailyDrawdown: process.env.MAX_DAILY_DRAWDOWN
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? parseFloat(process.env.MAX_DAILY_DRAWDOWN)
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: undefined,
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maxTradesPerHour: process.env.MAX_TRADES_PER_HOUR
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? parseInt(process.env.MAX_TRADES_PER_HOUR)
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: undefined,
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}
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}
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// Merge configurations
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export function getMergedConfig(
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overrides?: Partial<TradingConfig>
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): TradingConfig {
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const envConfig = getConfigFromEnv()
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const config = {
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...DEFAULT_TRADING_CONFIG,
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...envConfig,
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...overrides,
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}
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validateTradingConfig(config)
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return config
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}
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