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
435
lib/trading/position-manager.ts
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435
lib/trading/position-manager.ts
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/**
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* Position Manager
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*
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* Tracks active trades and manages automatic exits
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*/
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import { getDriftService } from '../drift/client'
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import { closePosition } from '../drift/orders'
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import { getPythPriceMonitor, PriceUpdate } from '../pyth/price-monitor'
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import { getMergedConfig, TradingConfig } from '../../config/trading'
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export interface ActiveTrade {
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id: string
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positionId: string // Transaction signature
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symbol: string
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direction: 'long' | 'short'
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// Entry details
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entryPrice: number
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entryTime: number
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positionSize: number
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leverage: number
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// Targets
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stopLossPrice: number
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tp1Price: number
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tp2Price: number
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emergencyStopPrice: number
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// State
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currentSize: number // Changes after TP1
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tp1Hit: boolean
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slMovedToBreakeven: boolean
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slMovedToProfit: boolean
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// P&L tracking
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realizedPnL: number
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unrealizedPnL: number
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peakPnL: number
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// Monitoring
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priceCheckCount: number
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lastPrice: number
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lastUpdateTime: number
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}
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export interface ExitResult {
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success: boolean
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reason: 'TP1' | 'TP2' | 'SL' | 'emergency' | 'manual' | 'error'
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closePrice?: number
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closedSize?: number
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realizedPnL?: number
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transactionSignature?: string
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error?: string
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}
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export class PositionManager {
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private activeTrades: Map<string, ActiveTrade> = new Map()
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private config: TradingConfig
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private isMonitoring: boolean = false
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constructor(config?: Partial<TradingConfig>) {
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this.config = getMergedConfig(config)
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console.log('✅ Position manager created')
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}
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/**
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* Add a new trade to monitor
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*/
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async addTrade(trade: ActiveTrade): Promise<void> {
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console.log(`📊 Adding trade to monitor: ${trade.symbol} ${trade.direction}`)
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this.activeTrades.set(trade.id, trade)
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console.log(`✅ Trade added. Active trades: ${this.activeTrades.size}`)
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// Start monitoring if not already running
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if (!this.isMonitoring && this.activeTrades.size > 0) {
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await this.startMonitoring()
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}
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}
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/**
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* Remove a trade from monitoring
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*/
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removeTrade(tradeId: string): void {
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const trade = this.activeTrades.get(tradeId)
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if (trade) {
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console.log(`🗑️ Removing trade: ${trade.symbol}`)
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this.activeTrades.delete(tradeId)
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// Stop monitoring if no more trades
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if (this.activeTrades.size === 0 && this.isMonitoring) {
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this.stopMonitoring()
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}
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}
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}
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/**
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* Get all active trades
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*/
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getActiveTrades(): ActiveTrade[] {
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return Array.from(this.activeTrades.values())
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}
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/**
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* Get specific trade
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*/
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getTrade(tradeId: string): ActiveTrade | null {
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return this.activeTrades.get(tradeId) || null
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}
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/**
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* Start price monitoring for all active trades
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*/
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private async startMonitoring(): Promise<void> {
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if (this.isMonitoring) {
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return
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}
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// Get unique symbols from active trades
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const symbols = [...new Set(
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Array.from(this.activeTrades.values()).map(trade => trade.symbol)
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)]
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if (symbols.length === 0) {
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return
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}
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console.log('🚀 Starting price monitoring for:', symbols)
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const priceMonitor = getPythPriceMonitor()
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await priceMonitor.start({
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symbols,
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onPriceUpdate: async (update: PriceUpdate) => {
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await this.handlePriceUpdate(update)
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},
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onError: (error: Error) => {
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console.error('❌ Price monitor error:', error)
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},
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})
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this.isMonitoring = true
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console.log('✅ Position monitoring active')
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}
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/**
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* Stop price monitoring
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*/
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private async stopMonitoring(): Promise<void> {
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if (!this.isMonitoring) {
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return
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}
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console.log('🛑 Stopping position monitoring...')
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const priceMonitor = getPythPriceMonitor()
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await priceMonitor.stop()
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this.isMonitoring = false
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console.log('✅ Position monitoring stopped')
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}
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/**
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* Handle price update for all relevant trades
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*/
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private async handlePriceUpdate(update: PriceUpdate): Promise<void> {
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// Find all trades for this symbol
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const tradesForSymbol = Array.from(this.activeTrades.values())
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.filter(trade => trade.symbol === update.symbol)
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for (const trade of tradesForSymbol) {
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try {
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await this.checkTradeConditions(trade, update.price)
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} catch (error) {
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console.error(`❌ Error checking trade ${trade.id}:`, error)
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}
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}
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}
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/**
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* Check if any exit conditions are met for a trade
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*/
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private async checkTradeConditions(
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trade: ActiveTrade,
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currentPrice: number
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): Promise<void> {
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// Update trade data
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trade.lastPrice = currentPrice
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trade.lastUpdateTime = Date.now()
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trade.priceCheckCount++
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// Calculate P&L
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const profitPercent = this.calculateProfitPercent(
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trade.entryPrice,
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currentPrice,
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trade.direction
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)
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const accountPnL = profitPercent * trade.leverage
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trade.unrealizedPnL = (trade.currentSize * profitPercent) / 100
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// Track peak P&L
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if (trade.unrealizedPnL > trade.peakPnL) {
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trade.peakPnL = trade.unrealizedPnL
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}
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// Log status every 10 checks (~20 seconds)
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if (trade.priceCheckCount % 10 === 0) {
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console.log(
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`📊 ${trade.symbol} | ` +
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`Price: ${currentPrice.toFixed(4)} | ` +
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`P&L: ${profitPercent.toFixed(2)}% (${accountPnL.toFixed(1)}% acct) | ` +
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`Unrealized: $${trade.unrealizedPnL.toFixed(2)} | ` +
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`Peak: $${trade.peakPnL.toFixed(2)}`
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)
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}
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// Check exit conditions (in order of priority)
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// 1. Emergency stop (-2%)
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if (this.shouldEmergencyStop(currentPrice, trade)) {
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console.log(`🚨 EMERGENCY STOP: ${trade.symbol}`)
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await this.executeExit(trade, 100, 'emergency', currentPrice)
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return
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}
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// 2. Stop loss
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if (!trade.tp1Hit && this.shouldStopLoss(currentPrice, trade)) {
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console.log(`🔴 STOP LOSS: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
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await this.executeExit(trade, 100, 'SL', currentPrice)
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return
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}
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// 3. Take profit 1 (50%)
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if (!trade.tp1Hit && this.shouldTakeProfit1(currentPrice, trade)) {
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console.log(`🎉 TP1 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
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await this.executeExit(trade, 50, 'TP1', currentPrice)
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// Move SL to breakeven
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trade.tp1Hit = true
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trade.currentSize = trade.positionSize * 0.5
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trade.stopLossPrice = this.calculatePrice(
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trade.entryPrice,
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0.15, // +0.15% to cover fees
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trade.direction
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)
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trade.slMovedToBreakeven = true
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console.log(`🔒 SL moved to breakeven: ${trade.stopLossPrice.toFixed(4)}`)
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return
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}
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// 4. Profit lock trigger
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if (
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trade.tp1Hit &&
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!trade.slMovedToProfit &&
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profitPercent >= this.config.profitLockTriggerPercent
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) {
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console.log(`🔐 Profit lock trigger: ${trade.symbol}`)
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trade.stopLossPrice = this.calculatePrice(
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trade.entryPrice,
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this.config.profitLockPercent,
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trade.direction
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)
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trade.slMovedToProfit = true
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console.log(`🎯 SL moved to +${this.config.profitLockPercent}%: ${trade.stopLossPrice.toFixed(4)}`)
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}
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// 5. Take profit 2 (remaining 50%)
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if (trade.tp1Hit && this.shouldTakeProfit2(currentPrice, trade)) {
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console.log(`🎊 TP2 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
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await this.executeExit(trade, 100, 'TP2', currentPrice)
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return
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}
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}
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/**
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* Execute exit (close position)
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*/
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private async executeExit(
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trade: ActiveTrade,
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percentToClose: number,
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reason: ExitResult['reason'],
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currentPrice: number
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): Promise<void> {
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try {
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console.log(`🔴 Executing ${reason} for ${trade.symbol} (${percentToClose}%)`)
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const result = await closePosition({
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symbol: trade.symbol,
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percentToClose,
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slippageTolerance: this.config.slippageTolerance,
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})
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if (!result.success) {
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console.error(`❌ Failed to close ${trade.symbol}:`, result.error)
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return
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}
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// Update trade state
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if (percentToClose >= 100) {
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// Full close - remove from monitoring
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trade.realizedPnL += result.realizedPnL || 0
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this.removeTrade(trade.id)
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console.log(`✅ Position closed | P&L: $${trade.realizedPnL.toFixed(2)} | Reason: ${reason}`)
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} else {
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// Partial close (TP1)
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trade.realizedPnL += result.realizedPnL || 0
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trade.currentSize -= result.closedSize || 0
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console.log(`✅ 50% closed | Realized: $${result.realizedPnL?.toFixed(2)} | Remaining: ${trade.currentSize}`)
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}
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// TODO: Save to database
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// TODO: Send notification
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} catch (error) {
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console.error(`❌ Error executing exit for ${trade.symbol}:`, error)
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}
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}
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/**
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* Decision helpers
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*/
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private shouldEmergencyStop(price: number, trade: ActiveTrade): boolean {
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if (trade.direction === 'long') {
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return price <= trade.emergencyStopPrice
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} else {
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return price >= trade.emergencyStopPrice
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}
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}
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private shouldStopLoss(price: number, trade: ActiveTrade): boolean {
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if (trade.direction === 'long') {
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return price <= trade.stopLossPrice
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} else {
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return price >= trade.stopLossPrice
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}
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}
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private shouldTakeProfit1(price: number, trade: ActiveTrade): boolean {
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if (trade.direction === 'long') {
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return price >= trade.tp1Price
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} else {
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return price <= trade.tp1Price
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}
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}
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private shouldTakeProfit2(price: number, trade: ActiveTrade): boolean {
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if (trade.direction === 'long') {
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return price >= trade.tp2Price
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} else {
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return price <= trade.tp2Price
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}
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}
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/**
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* Calculate profit percentage
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*/
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private calculateProfitPercent(
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entryPrice: number,
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currentPrice: number,
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direction: 'long' | 'short'
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): number {
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if (direction === 'long') {
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return ((currentPrice - entryPrice) / entryPrice) * 100
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} else {
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return ((entryPrice - currentPrice) / entryPrice) * 100
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}
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}
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/**
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* Calculate price based on percentage
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*/
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private calculatePrice(
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entryPrice: number,
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percent: number,
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direction: 'long' | 'short'
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): number {
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if (direction === 'long') {
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return entryPrice * (1 + percent / 100)
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} else {
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return entryPrice * (1 - percent / 100)
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}
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}
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/**
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* Emergency close all positions
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*/
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async closeAll(): Promise<void> {
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console.log('🚨 EMERGENCY: Closing all positions')
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const trades = Array.from(this.activeTrades.values())
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for (const trade of trades) {
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await this.executeExit(trade, 100, 'emergency', trade.lastPrice)
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}
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console.log('✅ All positions closed')
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}
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/**
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* Get monitoring status
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*/
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getStatus(): {
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isMonitoring: boolean
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activeTradesCount: number
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symbols: string[]
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} {
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const symbols = [...new Set(
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Array.from(this.activeTrades.values()).map(t => t.symbol)
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)]
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return {
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isMonitoring: this.isMonitoring,
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activeTradesCount: this.activeTrades.size,
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symbols,
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}
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}
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}
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// Singleton instance
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let positionManagerInstance: PositionManager | null = null
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export function getPositionManager(): PositionManager {
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if (!positionManagerInstance) {
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positionManagerInstance = new PositionManager()
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}
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return positionManagerInstance
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}
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