diff --git a/.env b/.env index 607a54d..e6b3b6f 100644 --- a/.env +++ b/.env @@ -393,7 +393,7 @@ TRAILING_STOP_PERCENT=0.5 TRAILING_STOP_ACTIVATION=0.4 MIN_SIGNAL_QUALITY_SCORE=91 MIN_SIGNAL_QUALITY_SCORE_LONG=90 -MIN_SIGNAL_QUALITY_SCORE_SHORT=80 +MIN_SIGNAL_QUALITY_SCORE_SHORT=95 # Adaptive Leverage System (Nov 24, 2025) # ENABLED Dec 1, 2025: 10x for high-quality signals, 5x for borderline # Direction-specific thresholds: LONG ≥95, SHORT ≥90 diff --git a/.github/copilot-instructions.md b/.github/copilot-instructions.md index 5659b5f..b5fc2e9 100644 --- a/.github/copilot-instructions.md +++ b/.github/copilot-instructions.md @@ -1997,6 +1997,237 @@ const { size, leverage } = getActualPositionSizeForSymbol(driftSymbol, config, q // leverage is now 15x for quality ≥95, or 10x for quality 90-94 ``` +## Environment Variable Reference + +**Purpose:** Centralized reference for all environment variables used in the trading bot system. This table provides quick lookup for AI agents and developers without needing to read the entire 482-line .env file or search multiple documentation sections. + +**Source:** `.env` file with comprehensive inline documentation. Variables organized by functional category matching .env structure. + +**Configuration Priority:** +1. **Per-symbol ENV vars** (highest priority): `SOLANA_*`, `ETHEREUM_*` +2. **Market-specific config**: From `MARKET_CONFIGS` in config/trading.ts +3. **Global ENV vars**: Fallback for BTC and other symbols +4. **Default config**: Lowest priority in `DEFAULT_TRADING_CONFIG` + +### Required - Drift Protocol Trading + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `DRIFT_WALLET_PRIVATE_KEY` | - | Private key for Drift Protocol wallet | String (JSON array or base58) | **REQUIRED** - Supports both formats from Phantom wallet | +| `API_SECRET_KEY` | - | Authentication token for trading endpoints | String | **REQUIRED** - Used in `Authorization: Bearer` header | + +### Required - Solana RPC Endpoint + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `SOLANA_RPC_URL` | - | Primary Solana RPC endpoint URL | URL | **REQUIRED** - Use Helius for reliability (NOT Alchemy - see Common Pitfall #2) | +| `BACKUP_RPC_URL` | - | Fallback RPC endpoint | URL | Optional - Used if primary fails | + +### Required - Pyth Network + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `PYTH_HERMES_URL` | `https://hermes.pyth.network` | Pyth price feed endpoint | URL | **REQUIRED** - Real-time price data for position monitoring | + +### Trading Configuration - Signal Quality + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `MIN_SIGNAL_QUALITY_SCORE` | `60` | Global minimum quality threshold | Integer (0-100) | **DEPRECATED** - Use direction-specific thresholds | +| `MIN_SIGNAL_QUALITY_SCORE_LONG` | `90` | Minimum quality for LONG signals | Integer (0-100) | **PRODUCTION** - Raised Nov 28, 2025 | +| `MIN_SIGNAL_QUALITY_SCORE_SHORT` | `80` | Minimum quality for SHORT signals | Integer (0-100) | **PRODUCTION** - Lower threshold due to baseline difficulty | + +### Trading Configuration - Adaptive Leverage + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `USE_ADAPTIVE_LEVERAGE` | `true` | Enable quality-based leverage adjustment | Boolean | **ACTIVE** - Dec 1, 2025 production config | +| `HIGH_QUALITY_LEVERAGE` | `10` | Leverage for high-quality signals | Integer | Applied when quality ≥ threshold | +| `LOW_QUALITY_LEVERAGE` | `5` | Leverage for borderline signals | Integer | Applied when quality < threshold but ≥ minimum | +| `QUALITY_LEVERAGE_THRESHOLD` | `95` | Global quality threshold for high leverage | Integer (0-100) | **DEPRECATED** - Use direction-specific | +| `QUALITY_LEVERAGE_THRESHOLD_LONG` | `95` | LONG quality threshold for 10x leverage | Integer (0-100) | **PRODUCTION** - Independent control | +| `QUALITY_LEVERAGE_THRESHOLD_SHORT` | `90` | SHORT quality threshold for 10x leverage | Integer (0-100) | **PRODUCTION** - Lower threshold for SHORTs | + +### Trading Configuration - Position Sizing + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `MAX_POSITION_SIZE_USD` | `100` | Global position size fallback | Integer (USD) | Used for BTC and other symbols | +| `LEVERAGE` | `1` | Global leverage fallback | Integer | Used for BTC and other symbols | +| `SOLANA_ENABLED` | `true` | Enable SOL-PERP trading | Boolean | Independent on/off toggle | +| `SOLANA_POSITION_SIZE` | `100` | SOL position size percentage | Integer (1-100) | 100% = use all free collateral | +| `SOLANA_LEVERAGE` | `15` | SOL leverage multiplier | Integer | **PRODUCTION** - Higher risk, higher reward | +| `ETHEREUM_ENABLED` | `false` | Enable ETH-PERP trading | Boolean | Typically disabled (SOL primary) | +| `ETHEREUM_POSITION_SIZE` | `100` | ETH position size percentage | Integer (1-100) | | +| `ETHEREUM_LEVERAGE` | `1` | ETH leverage multiplier | Integer | Lower leverage for data collection | + +### ATR-Based TP/SL System + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `USE_ATR_BASED_TARGETS` | `true` | Enable ATR-based TP/SL calculation | Boolean | **ACTIVE** - Regime-agnostic system | +| `ATR_MULTIPLIER_TP1` | `2.0` | ATR multiplier for TP1 target | Float | Typically ~0.86% for SOL (ATR 0.43) | +| `ATR_MULTIPLIER_TP2` | `4.0` | ATR multiplier for TP2 target | Float | Typically ~1.72% for SOL | +| `ATR_MULTIPLIER_SL` | `3.0` | ATR multiplier for stop loss | Float | Typically ~1.29% for SOL | +| `MIN_TP1_PERCENT` | `0.5` | Safety floor for TP1 | Float (%) | Prevents too-tight targets | +| `MAX_TP1_PERCENT` | `1.5` | Safety ceiling for TP1 | Float (%) | Prevents extreme targets | +| `MIN_TP2_PERCENT` | `1.0` | Safety floor for TP2 | Float (%) | | +| `MAX_TP2_PERCENT` | `3.0` | Safety ceiling for TP2 | Float (%) | | +| `MIN_SL_PERCENT` | `0.8` | Safety floor for SL | Float (%) | | +| `MAX_SL_PERCENT` | `2.0` | Safety ceiling for SL | Float (%) | | +| `TRAILING_STOP_ATR_MULTIPLIER` | `1.5` | ATR multiplier for trailing stop distance | Float | **Phase 7.3** - Adaptive with ADX | +| `MIN_TRAILING_STOP_PERCENT` | `0.25` | Minimum trailing distance | Float (%) | Prevents too-tight trailing | +| `MAX_TRAILING_STOP_PERCENT` | `0.9` | Maximum trailing distance | Float (%) | | + +### ATR-Based TP/SL - Legacy Fallback + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `STOP_LOSS_PERCENT` | `-1.5` | Fixed stop loss (when ATR unavailable) | Float (%) | Legacy fallback only | +| `TAKE_PROFIT_1_PERCENT` | `0.8` | Fixed TP1 (when ATR unavailable) | Float (%) | Less optimal than ATR-based | +| `TAKE_PROFIT_2_PERCENT` | `0.7` | Fixed TP2 (when ATR unavailable) | Float (%) | | + +### Trading Configuration - Runner System + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `TAKE_PROFIT_1_SIZE_PERCENT` | `60` | Percentage to close at TP1 | Integer (1-100) | Runner = 100 - this value (40% default) | +| `TRAILING_STOP_PERCENT` | `0.3` | Fixed trailing stop distance | Float (%) | **DEPRECATED** - Use ATR-based | +| `PROFIT_LOCK_TRIGGER_PERCENT` | `1.2` | Profit level to move SL to breakeven | Float (%) | Risk-free point | +| `PROFIT_LOCK_SL_PERCENT` | `0.5` | Where to move SL after profit lock | Float (%) | Small profit protection | +| `TRAILING_STOP_ACTIVATION_PERCENT` | `0.5` | When to start trailing stop | Float (%) | After TP2 trigger | +| `SOFT_STOP_PERCENT` | `-1.5` | Dual stop system - trigger limit | Float (%) | Avoids wicks | +| `HARD_STOP_PERCENT` | `-2.5` | Dual stop system - trigger market | Float (%) | Guarantees exit | + +### Trading Configuration - Dual Stop System + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `USE_DUAL_STOPS` | `true` | Enable dual stop loss orders | Boolean | Soft (limit) + hard (market) | +| `SOFT_STOP_PERCENT` | `-1.5` | Soft stop trigger (limit order) | Float (%) | Avoids wick stops | +| `HARD_STOP_PERCENT` | `-2.5` | Hard stop trigger (market order) | Float (%) | Guarantees exit | + +### Smart Entry Timing System + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `SMART_ENTRY_ENABLED` | `true` | Enable pullback detection system | Boolean | Wait for better entry prices | +| `SMART_ENTRY_MAX_WAIT_MS` | `300000` | Maximum wait time for pullback | Integer (ms) | 5 minutes default | +| `SMART_ENTRY_PULLBACK_MIN` | `0.5` | Minimum pullback to wait for | Float (%) | | +| `SMART_ENTRY_PULLBACK_MAX` | `2.0` | Maximum pullback to wait for | Float (%) | | + +### Risk Limits & Execution + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `EMERGENCY_STOP_PERCENT` | `-2.0` | Emergency market close trigger | Float (%) | Immediate exit at any price | +| `MAX_DAILY_DRAWDOWN` | `-5.0` | Daily loss limit | Float (%) | Stops trading for 24h | +| `MAX_TRADES_PER_HOUR` | `10` | Hourly trade limit | Integer | Prevents overtrading | +| `COOLDOWN_PERIOD_MS` | `300000` | Cooldown between trades | Integer (ms) | Per-symbol, 5 minutes default | + +### N8N Workflow Integration + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `N8N_WEBHOOK_URL` | - | N8N workflow webhook endpoint | URL | Optional - For workflow automation | +| `N8N_ENABLED` | `false` | Enable n8n integration | Boolean | | + +### Notifications - Telegram + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `TELEGRAM_BOT_TOKEN` | - | Telegram bot authentication token | String | **REQUIRED** for notifications | +| `TELEGRAM_CHAT_ID` | - | Telegram chat ID for notifications | String | **REQUIRED** - Get from @userinfobot | + +### Database Configuration + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `DATABASE_URL` | - | PostgreSQL connection string | String | **REQUIRED** - Format: postgresql://user:pass@host:port/db | +| `POSTGRES_USER` | `postgres` | Database username | String | Used in docker-compose | +| `POSTGRES_PASSWORD` | - | Database password | String | **REQUIRED** - Generate secure password | +| `POSTGRES_DB` | `trading_bot_v4` | Database name | String | | + +### Security & Access Control + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `JWT_SECRET` | - | JWT token signing secret | String | **REQUIRED** - Generate random string | +| `ENCRYPTION_KEY` | - | Data encryption key | String | **REQUIRED** - For sensitive data | + +### Development & Debugging + +| Variable | Default | Purpose | Type | Notes | +|----------|---------|---------|------|-------| +| `NODE_ENV` | `production` | Runtime environment | String | `development` \| `production` \| `test` | +| `LOG_LEVEL` | `info` | Logging verbosity | String | `debug` \| `info` \| `warn` \| `error` | +| `DRY_RUN` | `false` | Test mode without real trades | Boolean | **CRITICAL** - Test changes safely | +| `PORT` | `3000` | Internal Next.js port | Integer | Container port, not exposed | +| `NEXT_PUBLIC_API_URL` | `http://localhost:3001` | Public API base URL | URL | For frontend API calls | + +### Usage Examples + +**CORRECT: Use merged config (always)** +```typescript +import { getMergedConfig } from '@/config/trading' +const config = getMergedConfig() + +// Access values through config object +const minQuality = config.minSignalQualityScore +const leverage = config.leverage +``` + +**WRONG: Never read ENV directly in business logic** +```typescript +// ❌ DON'T DO THIS +const minQuality = process.env.MIN_SIGNAL_QUALITY_SCORE +const leverage = parseInt(process.env.LEVERAGE || '1') +``` + +**Per-Symbol Position Sizing:** +```typescript +import { getPositionSizeForSymbol } from '@/config/trading' + +// Returns { size, leverage, enabled } for symbol +const { size, leverage, enabled } = getPositionSizeForSymbol('SOL-PERP', config) + +if (!enabled) { + return NextResponse.json({ error: 'Symbol trading disabled' }, { status: 400 }) +} + +// Use symbol-specific values +console.log(`Opening ${size} USD position at ${leverage}x leverage`) +``` + +**Adaptive Leverage Integration:** +```typescript +import { getLeverageForQualityScore } from '@/config/trading' + +// Calculate quality score first +const qualityResult = scoreSignalQuality({ atr, adx, rsi, volumeRatio, pricePosition, timeframe }) + +// Get adaptive leverage based on quality +const leverage = getLeverageForQualityScore(qualityResult.score, config) +// Returns: 10x for quality ≥95 (LONG) or ≥90 (SHORT), 5x for borderline + +// Use in position sizing +const { size } = getActualPositionSizeForSymbol(driftSymbol, config, qualityResult.score) +``` + +**Symbol Normalization:** +```typescript +import { normalizeTradingViewSymbol } from '@/config/trading' + +// TradingView sends: "SOLUSDT", "ETHUSDT", "BTCUSDT" +const tvSymbol = body.symbol // "SOLUSDT" + +// Normalize to Drift format +const driftSymbol = normalizeTradingViewSymbol(tvSymbol) // Returns: "SOL-PERP" + +// Use Drift format in all trading operations +const position = await driftService.getPosition(driftSymbol) +``` + ## API Endpoints Architecture **Authentication:** All `/api/trading/*` endpoints (except `/test`) require `Authorization: Bearer API_SECRET_KEY` diff --git a/app/api/cluster/status/route.ts b/app/api/cluster/status/route.ts index 2e26011..07b6222 100644 --- a/app/api/cluster/status/route.ts +++ b/app/api/cluster/status/route.ts @@ -84,25 +84,27 @@ async function getExplorationData() { driver: sqlite3.Database }) - // Get total combos and chunk statistics - const totalCombosRow = await db.get('SELECT SUM(total_combos) as total FROM chunks') + // UPDATED (Dec 3, 2025): Track comprehensive v9_advanced sweep (1,693 chunks, 1.693M combos) + // Get total combos and chunk statistics from v9_advanced tables + // NOTE: v9_advanced_chunks uses start_combo/end_combo (not chunk_start/chunk_end) + const totalCombosRow = await db.get('SELECT SUM(total_combos) as total FROM v9_advanced_chunks') const totalCombos = totalCombosRow?.total || 0 - const chunks = await db.all('SELECT * FROM chunks ORDER BY chunk_start') + const chunks = await db.all('SELECT * FROM v9_advanced_chunks ORDER BY start_combo') const completedChunks = chunks.filter(c => c.status === 'completed').length const runningChunks = chunks.filter(c => c.status === 'running').length const pendingChunks = chunks.filter(c => c.status === 'pending').length - // Try to get strategies (table may not exist yet) + // Try to get strategies from v9_advanced_strategies table let strategies: any[] = [] let testedCombos = 0 try { - const strategiesCount = await db.get('SELECT COUNT(*) as count FROM strategies') + const strategiesCount = await db.get('SELECT COUNT(*) as count FROM v9_advanced_strategies') testedCombos = strategiesCount?.count || 0 strategies = await db.all(` - SELECT * FROM strategies + SELECT * FROM v9_advanced_strategies WHERE total_trades >= 700 ORDER BY pnl_per_1k DESC LIMIT 10 diff --git a/app/cluster/page.tsx b/app/cluster/page.tsx index 3a01145..f0ff850 100644 --- a/app/cluster/page.tsx +++ b/app/cluster/page.tsx @@ -282,30 +282,38 @@ export default function ClusterPage() { {/* Exploration Progress */}

📊 Parameter Exploration

-
-
-
Total Combinations
-
{status.exploration.totalCombinations.toLocaleString()}
+ + {/* Main Stats Grid */} +
+
+
Total Combinations
+
+ {status.exploration.totalCombinations.toLocaleString()} +
+
v9 comprehensive sweep
-
-
Tested
-
{status.exploration.testedCombinations.toLocaleString()}
+ +
+
Tested
+
+ {status.exploration.testedCombinations.toLocaleString()} +
+
strategies evaluated
-
-
Chunks
-
- {status.exploration.chunks.completed} / {status.exploration.chunks.total} - {status.exploration.chunks.running > 0 && ( - ({status.exploration.chunks.running} running) - )} - {status.exploration.chunks.pending > 0 && status.exploration.chunks.running === 0 && ( - ({status.exploration.chunks.pending} pending) - )} + +
+
Chunks Progress
+
+ {status.exploration.chunks.completed} +
+
+ of {status.exploration.chunks.total.toLocaleString()} completed
-
-
Status
-
+ +
+
Status
+
{status.exploration.chunks.running > 0 ? ( ⚡ Processing ) : status.exploration.chunks.pending > 0 ? ( @@ -316,19 +324,61 @@ export default function ClusterPage() { ⏸️ Idle )}
+
+ {status.exploration.chunks.running > 0 && `${status.exploration.chunks.running} chunks running`} + {status.exploration.chunks.running === 0 && status.exploration.chunks.pending > 0 && `${status.exploration.chunks.pending.toLocaleString()} chunks pending`} +
-
-
+ + {/* Chunk Status Breakdown */} +
+
+
+ {status.exploration.chunks.completed} +
+
✓ Completed
+
+
+
+ {status.exploration.chunks.running} +
+
⏳ Running
+
+
+
+ {status.exploration.chunks.pending.toLocaleString()} +
+
⏸️ Pending
+
-
- {status.exploration.progress.toFixed(2)}% complete - {status.exploration.testedCombinations > 0 && ( - ({status.exploration.testedCombinations.toLocaleString()} strategies tested) - )} + + {/* Progress Bar */} +
+
+ Overall Progress + + {status.exploration.progress > 0 ? status.exploration.progress.toFixed(2) : '0.00'}% + +
+
+
+ {status.exploration.progress > 2 && ( + + {status.exploration.progress.toFixed(1)}% + + )} +
+
+
+ {status.exploration.chunks.completed.toLocaleString()} / {status.exploration.chunks.total.toLocaleString()} chunks processed + {status.exploration.testedCombinations > 0 && ( + • {status.exploration.testedCombinations.toLocaleString()} strategies evaluated + )} +
diff --git a/cluster/exploration.db b/cluster/exploration.db index c736014..f923611 100644 Binary files a/cluster/exploration.db and b/cluster/exploration.db differ diff --git a/TRADING_GOALS.md b/docs/TRADING_GOALS.md similarity index 100% rename from TRADING_GOALS.md rename to docs/TRADING_GOALS.md diff --git a/ANALYTICS_STATUS_AND_NEXT_STEPS.md b/docs/analysis/ANALYTICS_STATUS_AND_NEXT_STEPS.md similarity index 100% rename from ANALYTICS_STATUS_AND_NEXT_STEPS.md rename to docs/analysis/ANALYTICS_STATUS_AND_NEXT_STEPS.md diff --git a/BLOCKED_SIGNALS_TRACKING.md b/docs/analysis/BLOCKED_SIGNALS_TRACKING.md similarity index 100% rename from BLOCKED_SIGNALS_TRACKING.md rename to docs/analysis/BLOCKED_SIGNALS_TRACKING.md diff --git a/BLOCKED_SIGNAL_ANALYSIS_DEC2.md b/docs/analysis/BLOCKED_SIGNAL_ANALYSIS_DEC2.md similarity index 100% rename from BLOCKED_SIGNAL_ANALYSIS_DEC2.md rename to docs/analysis/BLOCKED_SIGNAL_ANALYSIS_DEC2.md diff --git a/BLOCKED_SIGNAL_CORRECTED_ANALYSIS_DEC2.md b/docs/analysis/BLOCKED_SIGNAL_CORRECTED_ANALYSIS_DEC2.md similarity index 100% rename from BLOCKED_SIGNAL_CORRECTED_ANALYSIS_DEC2.md rename to docs/analysis/BLOCKED_SIGNAL_CORRECTED_ANALYSIS_DEC2.md diff --git a/CLEANUP_PLAN.md b/docs/analysis/CLEANUP_PLAN.md similarity index 100% rename from CLEANUP_PLAN.md rename to docs/analysis/CLEANUP_PLAN.md diff --git a/DIAGNOSTIC_RESULTS_SUMMARY.md b/docs/analysis/DIAGNOSTIC_RESULTS_SUMMARY.md similarity index 100% rename from DIAGNOSTIC_RESULTS_SUMMARY.md rename to docs/analysis/DIAGNOSTIC_RESULTS_SUMMARY.md diff --git a/LONG_ADAPTIVE_LEVERAGE_VERIFICATION.md b/docs/analysis/LONG_ADAPTIVE_LEVERAGE_VERIFICATION.md similarity index 100% rename from LONG_ADAPTIVE_LEVERAGE_VERIFICATION.md rename to docs/analysis/LONG_ADAPTIVE_LEVERAGE_VERIFICATION.md diff --git a/PROFIT_PROJECTION_NOV24_2025.md b/docs/analysis/PROFIT_PROJECTION_NOV24_2025.md similarity index 100% rename from PROFIT_PROJECTION_NOV24_2025.md rename to docs/analysis/PROFIT_PROJECTION_NOV24_2025.md diff --git a/QUALITY_90_TP1_ONLY_ANALYSIS.md b/docs/analysis/QUALITY_90_TP1_ONLY_ANALYSIS.md similarity index 100% rename from QUALITY_90_TP1_ONLY_ANALYSIS.md rename to docs/analysis/QUALITY_90_TP1_ONLY_ANALYSIS.md diff --git a/RECOVERY_PLAN.md b/docs/analysis/RECOVERY_PLAN.md similarity index 100% rename from RECOVERY_PLAN.md rename to docs/analysis/RECOVERY_PLAN.md diff --git a/SAFETY_ANALYSIS.md b/docs/analysis/SAFETY_ANALYSIS.md similarity index 100% rename from SAFETY_ANALYSIS.md rename to docs/analysis/SAFETY_ANALYSIS.md diff --git a/SHORT_ADAPTIVE_LEVERAGE_IMPLEMENTED.md b/docs/analysis/SHORT_ADAPTIVE_LEVERAGE_IMPLEMENTED.md similarity index 100% rename from SHORT_ADAPTIVE_LEVERAGE_IMPLEMENTED.md rename to docs/analysis/SHORT_ADAPTIVE_LEVERAGE_IMPLEMENTED.md diff --git a/SIGNAL_QUALITY_TEST_RESULTS.md b/docs/analysis/SIGNAL_QUALITY_TEST_RESULTS.md similarity index 100% rename from SIGNAL_QUALITY_TEST_RESULTS.md rename to docs/analysis/SIGNAL_QUALITY_TEST_RESULTS.md diff --git a/ADAPTIVE_LEVERAGE_SYSTEM.md b/docs/architecture/ADAPTIVE_LEVERAGE_SYSTEM.md similarity index 100% rename from ADAPTIVE_LEVERAGE_SYSTEM.md rename to docs/architecture/ADAPTIVE_LEVERAGE_SYSTEM.md diff --git a/ATR_TRAILING_STOP_FIX.md b/docs/architecture/ATR_TRAILING_STOP_FIX.md similarity index 100% rename from ATR_TRAILING_STOP_FIX.md rename to docs/architecture/ATR_TRAILING_STOP_FIX.md diff --git a/INDICATOR_VERSION_TRACKING.md b/docs/architecture/INDICATOR_VERSION_TRACKING.md similarity index 100% rename from INDICATOR_VERSION_TRACKING.md rename to docs/architecture/INDICATOR_VERSION_TRACKING.md diff --git a/POSITION_SYNC_QUICK_REF.md b/docs/architecture/POSITION_SYNC_QUICK_REF.md similarity index 100% rename from POSITION_SYNC_QUICK_REF.md rename to docs/architecture/POSITION_SYNC_QUICK_REF.md diff --git a/VERIFICATION_CHECKLIST_NOV12.md b/docs/archived/2025_pre_nov/VERIFICATION_CHECKLIST_NOV12.md similarity index 100% rename from VERIFICATION_CHECKLIST_NOV12.md rename to docs/archived/2025_pre_nov/VERIFICATION_CHECKLIST_NOV12.md diff --git a/CRITICAL_FIX_POSITION_SIZE_BUG.md b/docs/bugs/CRITICAL_FIX_POSITION_SIZE_BUG.md similarity index 100% rename from CRITICAL_FIX_POSITION_SIZE_BUG.md rename to docs/bugs/CRITICAL_FIX_POSITION_SIZE_BUG.md diff --git a/CRITICAL_INCIDENT_UNPROTECTED_POSITION.md b/docs/bugs/CRITICAL_INCIDENT_UNPROTECTED_POSITION.md similarity index 100% rename from CRITICAL_INCIDENT_UNPROTECTED_POSITION.md rename to docs/bugs/CRITICAL_INCIDENT_UNPROTECTED_POSITION.md diff --git a/CRITICAL_ISSUES_FOUND.md b/docs/bugs/CRITICAL_ISSUES_FOUND.md similarity index 100% rename from CRITICAL_ISSUES_FOUND.md rename to docs/bugs/CRITICAL_ISSUES_FOUND.md diff --git a/CRITICAL_MISSING_TRADES_NOV19.md b/docs/bugs/CRITICAL_MISSING_TRADES_NOV19.md similarity index 100% rename from CRITICAL_MISSING_TRADES_NOV19.md rename to docs/bugs/CRITICAL_MISSING_TRADES_NOV19.md diff --git 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b/docs/cluster/EPYC_SETUP_COMPREHENSIVE.md similarity index 100% rename from EPYC_SETUP_COMPREHENSIVE.md rename to docs/cluster/EPYC_SETUP_COMPREHENSIVE.md diff --git a/CLUSTER_STOP_BUTTON_FIX_COMPLETE.md b/docs/deployments/CLUSTER_STOP_BUTTON_FIX_COMPLETE.md similarity index 100% rename from CLUSTER_STOP_BUTTON_FIX_COMPLETE.md rename to docs/deployments/CLUSTER_STOP_BUTTON_FIX_COMPLETE.md diff --git a/docs/deployments/DEPLOYMENT_SUCCESS_DEC3_2025.md b/docs/deployments/DEPLOYMENT_SUCCESS_DEC3_2025.md new file mode 100644 index 0000000..a201277 --- /dev/null +++ b/docs/deployments/DEPLOYMENT_SUCCESS_DEC3_2025.md @@ -0,0 +1,200 @@ +# 🎉 Deployment Success - Bug #1 and Bug #2 Fixes Live + +**Date:** December 3, 2025, 09:02 CET +**Status:** ✅ **BOTH FIXES DEPLOYED AND VERIFIED** + +--- + +## Timeline + +### Commits +- **08:11:24 CET** - Bug #2 committed (58f812f): Direction-specific leverage thresholds +- **08:16:27 CET** - Bug #1 committed (7d0d38a): Smart Entry signal price fix + +### Previous Deployment Attempts +- **07:16:42 CET** - Container started (old code, fixes not deployed) +- **08:16:42 CET** - Investigation revealed deployment never happened + +### Successful Deployment +- **09:02:45 CET** - Container rebuilt and restarted **WITH BOTH FIXES** ✅ + +--- + +## Verification Evidence + +### Container Timestamps +```bash +$ docker inspect trading-bot-v4 --format='{{.State.StartedAt}}' +2025-12-03T09:02:45.478178367Z ✅ AFTER both commits! + +$ git log --oneline --since="2025-12-03 08:00" +7d0d38a 2025-12-03 08:16:27 +0100 ✅ BEFORE container start +58f812f 2025-12-03 08:11:24 +0100 ✅ BEFORE container start +``` + +### Container Status +``` +trading-bot-v4: Up since 09:02:45 CET +Status: Healthy +Processing: Signals received and quality filtering working +``` + +### Recent Signal Evidence +``` +🎯 Trade execution request received +📊 Signal quality: 45 (BLOCKED) +``` +System is actively processing signals with quality filtering operational. + +--- + +## What Was Fixed + +### Bug #1: Smart Entry Using Wrong Signal Price ✅ DEPLOYED +**Problem:** Smart Entry used `body.pricePosition` (percentage like 70.8) as signal price instead of actual market price (~$142) + +**Impact:** +- Smart Entry calculated 97% pullbacks (impossible) +- Triggered "pullback too large - possible reversal" logic +- Resulted in $89 positions instead of $2,300 + +**Fix Location:** `app/api/trading/execute/route.ts` (lines 485-565) + +**Before:** +```typescript +const signalPrice = body.signalPrice // Was pricePosition (70.8) +``` + +**After:** +```typescript +// Get current market price from Pyth +const priceMonitor = getPythPriceMonitor() +const latestPrice = priceMonitor.getCachedPrice(driftSymbol) +const currentPrice = latestPrice?.price +const signalPrice = currentPrice // Actual market price (~$142) +``` + +--- + +### Bug #2: Direction-Specific Leverage Thresholds ✅ DEPLOYED +**Problem:** ENV variables for direction-specific thresholds not explicitly loaded + +**Fix Location:** `config/trading.ts` (lines 496-507) + +**Added:** +```typescript +// Direction-specific quality thresholds (Nov 28, 2025) +QUALITY_LEVERAGE_THRESHOLD_LONG: parseInt( + process.env.QUALITY_LEVERAGE_THRESHOLD_LONG || + process.env.QUALITY_LEVERAGE_THRESHOLD || + '95' +), +QUALITY_LEVERAGE_THRESHOLD_SHORT: parseInt( + process.env.QUALITY_LEVERAGE_THRESHOLD_SHORT || + process.env.QUALITY_LEVERAGE_THRESHOLD || + '90' +) +``` + +--- + +## Next Steps + +### 1. Wait for Quality 90+ Signal +Most signals are quality 70-85 (blocked). Need quality 90+ for actual execution. + +**Monitor command:** +```bash +docker logs -f trading-bot-v4 | grep -E "Signal quality|Opening.*position" +``` + +### 2. Verify Position Size in Database +After next trade executes: +```bash +docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c " +SELECT + direction, symbol, \"entryPrice\", \"positionSizeUSD\", + leverage, \"signalQualityScore\", + TO_CHAR(\"createdAt\", 'MM-DD HH24:MI:SS') as created +FROM \"Trade\" +WHERE symbol='SOL-PERP' +ORDER BY \"createdAt\" DESC +LIMIT 1; +" +``` + +**Expected:** +- positionSizeUSD ≈ **$2,300** (not $89!) +- entryPrice ≈ **$142-145** (current market) +- leverage = **5x** or **10x** (based on quality) + +### 3. Implement Bug #3 +After verification: Add Telegram entry notifications + +--- + +## Deployment Checklist (For Future Reference) + +✅ Code committed to git +✅ Container image rebuilt: `docker compose build trading-bot` +✅ Container restarted: `docker compose up -d trading-bot` +✅ Verified container start time > commit time +✅ Checked logs for signal processing +⏳ Awaiting quality 90+ signal for full verification + +--- + +## Lessons Learned + +### 1. Always Verify Deployment +**Never assume code is deployed just because it's committed!** + +Check sequence: +1. Commit code to git ✅ +2. **Rebuild container image** ✅ +3. **Restart container** ✅ +4. **Verify timestamps** ✅ +5. **Check logs for new behavior** ⏳ + +### 2. Container Timestamp Verification +```bash +# Get commit time +git log -1 --format='%ai' + +# Get container start time +docker inspect --format='{{.State.StartedAt}}' + +# Container MUST be newer than commit! +``` + +### 3. Deployment ≠ Commit +- Committing = Saves code to git +- Deployment = Rebuilding + Restarting container +- Both are required! + +--- + +## Current Status + +### System Health +- ✅ Container running with fixed code +- ✅ Quality filtering operational (blocked quality 45 signal) +- ✅ All services initialized correctly +- ✅ Ready for next quality 90+ signal + +### Waiting For +Next quality 90+ signal to verify: +- Signal price is ~$142 (actual market), not ~$70 (percentage) +- Smart Entry calculates reasonable pullback (<1%, not 97%) +- Position opens at ~$2,300 notional (not $89) +- Database shows correct size + +### Timeline Estimate +Quality 90+ signals are less frequent. Could be: +- Minutes (if market conditions align) +- Hours (more typical) +- Next trading session (most likely) + +--- + +**Deployment Status:** ✅ **SUCCESS - FIXES NOW LIVE IN PRODUCTION** diff --git a/MA_CROSSOVER_DETECTION_COMPLETE.md b/docs/deployments/MA_CROSSOVER_DETECTION_COMPLETE.md similarity index 100% rename from MA_CROSSOVER_DETECTION_COMPLETE.md rename to docs/deployments/MA_CROSSOVER_DETECTION_COMPLETE.md diff --git a/ONE_YEAR_RETENTION_DEPLOYMENT.md b/docs/deployments/ONE_YEAR_RETENTION_DEPLOYMENT.md similarity index 100% rename from ONE_YEAR_RETENTION_DEPLOYMENT.md rename to docs/deployments/ONE_YEAR_RETENTION_DEPLOYMENT.md diff --git a/PHASE_4_VERIFICATION_COMPLETE.md b/docs/deployments/PHASE_4_VERIFICATION_COMPLETE.md similarity index 100% rename from PHASE_4_VERIFICATION_COMPLETE.md rename to docs/deployments/PHASE_4_VERIFICATION_COMPLETE.md diff --git a/PHASE_7.3_ADAPTIVE_TRAILING_DEPLOYED.md b/docs/deployments/PHASE_7.3_ADAPTIVE_TRAILING_DEPLOYED.md similarity 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