docs: Major documentation reorganization + ENV variable reference
**Documentation Structure:** - Created docs/ subdirectory organization (analysis/, architecture/, bugs/, cluster/, deployments/, roadmaps/, setup/, archived/) - Moved 68 root markdown files to appropriate categories - Root directory now clean (only README.md remains) - Total: 83 markdown files now organized by purpose **New Content:** - Added comprehensive Environment Variable Reference to copilot-instructions.md - 100+ ENV variables documented with types, defaults, purpose, notes - Organized by category: Required (Drift/RPC/Pyth), Trading Config (quality/ leverage/sizing), ATR System, Runner System, Risk Limits, Notifications, etc. - Includes usage examples (correct vs wrong patterns) **File Distribution:** - docs/analysis/ - Performance analyses, blocked signals, profit projections - docs/architecture/ - Adaptive leverage, ATR trailing, indicator tracking - docs/bugs/ - CRITICAL_*.md, FIXES_*.md bug reports (7 files) - docs/cluster/ - EPYC setup, distributed computing docs (3 files) - docs/deployments/ - *_COMPLETE.md, DEPLOYMENT_*.md status (12 files) - docs/roadmaps/ - All *ROADMAP*.md strategic planning files (7 files) - docs/setup/ - TradingView guides, signal quality, n8n setup (8 files) - docs/archived/2025_pre_nov/ - Obsolete verification checklist (1 file) **Key Improvements:** - ENV variable reference: Single source of truth for all configuration - Common Pitfalls #68-71: Already complete, verified during audit - Better findability: Category-based navigation vs 68 files in root - Preserves history: All files git mv (rename), not copy/delete - Zero broken functionality: Only documentation moved, no code changes **Verification:** - 83 markdown files now in docs/ subdirectories - Root directory cleaned: 68 files → 0 files (except README.md) - Git history preserved for all moved files - Container running: trading-bot-v4 (no restart needed) **Next Steps:** - Create README.md files in each docs subdirectory - Add navigation index - Update main README.md with new structure - Consolidate duplicate deployment docs - Archive truly obsolete files (old SQL backups) See: docs/analysis/CLEANUP_PLAN.md for complete reorganization strategy
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mindesbunister
231
.github/copilot-instructions.md
vendored
231
.github/copilot-instructions.md
vendored
@@ -1997,6 +1997,237 @@ const { size, leverage } = getActualPositionSizeForSymbol(driftSymbol, config, q
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// leverage is now 15x for quality ≥95, or 10x for quality 90-94
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```
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## Environment Variable Reference
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**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.
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**Source:** `.env` file with comprehensive inline documentation. Variables organized by functional category matching .env structure.
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**Configuration Priority:**
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1. **Per-symbol ENV vars** (highest priority): `SOLANA_*`, `ETHEREUM_*`
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2. **Market-specific config**: From `MARKET_CONFIGS` in config/trading.ts
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3. **Global ENV vars**: Fallback for BTC and other symbols
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4. **Default config**: Lowest priority in `DEFAULT_TRADING_CONFIG`
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### Required - Drift Protocol Trading
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `DRIFT_WALLET_PRIVATE_KEY` | - | Private key for Drift Protocol wallet | String (JSON array or base58) | **REQUIRED** - Supports both formats from Phantom wallet |
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| `API_SECRET_KEY` | - | Authentication token for trading endpoints | String | **REQUIRED** - Used in `Authorization: Bearer` header |
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### Required - Solana RPC Endpoint
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `SOLANA_RPC_URL` | - | Primary Solana RPC endpoint URL | URL | **REQUIRED** - Use Helius for reliability (NOT Alchemy - see Common Pitfall #2) |
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| `BACKUP_RPC_URL` | - | Fallback RPC endpoint | URL | Optional - Used if primary fails |
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### Required - Pyth Network
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `PYTH_HERMES_URL` | `https://hermes.pyth.network` | Pyth price feed endpoint | URL | **REQUIRED** - Real-time price data for position monitoring |
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### Trading Configuration - Signal Quality
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `MIN_SIGNAL_QUALITY_SCORE` | `60` | Global minimum quality threshold | Integer (0-100) | **DEPRECATED** - Use direction-specific thresholds |
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| `MIN_SIGNAL_QUALITY_SCORE_LONG` | `90` | Minimum quality for LONG signals | Integer (0-100) | **PRODUCTION** - Raised Nov 28, 2025 |
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| `MIN_SIGNAL_QUALITY_SCORE_SHORT` | `80` | Minimum quality for SHORT signals | Integer (0-100) | **PRODUCTION** - Lower threshold due to baseline difficulty |
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### Trading Configuration - Adaptive Leverage
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `USE_ADAPTIVE_LEVERAGE` | `true` | Enable quality-based leverage adjustment | Boolean | **ACTIVE** - Dec 1, 2025 production config |
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| `HIGH_QUALITY_LEVERAGE` | `10` | Leverage for high-quality signals | Integer | Applied when quality ≥ threshold |
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| `LOW_QUALITY_LEVERAGE` | `5` | Leverage for borderline signals | Integer | Applied when quality < threshold but ≥ minimum |
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| `QUALITY_LEVERAGE_THRESHOLD` | `95` | Global quality threshold for high leverage | Integer (0-100) | **DEPRECATED** - Use direction-specific |
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| `QUALITY_LEVERAGE_THRESHOLD_LONG` | `95` | LONG quality threshold for 10x leverage | Integer (0-100) | **PRODUCTION** - Independent control |
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| `QUALITY_LEVERAGE_THRESHOLD_SHORT` | `90` | SHORT quality threshold for 10x leverage | Integer (0-100) | **PRODUCTION** - Lower threshold for SHORTs |
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### Trading Configuration - Position Sizing
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `MAX_POSITION_SIZE_USD` | `100` | Global position size fallback | Integer (USD) | Used for BTC and other symbols |
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| `LEVERAGE` | `1` | Global leverage fallback | Integer | Used for BTC and other symbols |
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| `SOLANA_ENABLED` | `true` | Enable SOL-PERP trading | Boolean | Independent on/off toggle |
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| `SOLANA_POSITION_SIZE` | `100` | SOL position size percentage | Integer (1-100) | 100% = use all free collateral |
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| `SOLANA_LEVERAGE` | `15` | SOL leverage multiplier | Integer | **PRODUCTION** - Higher risk, higher reward |
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| `ETHEREUM_ENABLED` | `false` | Enable ETH-PERP trading | Boolean | Typically disabled (SOL primary) |
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| `ETHEREUM_POSITION_SIZE` | `100` | ETH position size percentage | Integer (1-100) | |
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| `ETHEREUM_LEVERAGE` | `1` | ETH leverage multiplier | Integer | Lower leverage for data collection |
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### ATR-Based TP/SL System
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `USE_ATR_BASED_TARGETS` | `true` | Enable ATR-based TP/SL calculation | Boolean | **ACTIVE** - Regime-agnostic system |
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| `ATR_MULTIPLIER_TP1` | `2.0` | ATR multiplier for TP1 target | Float | Typically ~0.86% for SOL (ATR 0.43) |
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| `ATR_MULTIPLIER_TP2` | `4.0` | ATR multiplier for TP2 target | Float | Typically ~1.72% for SOL |
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| `ATR_MULTIPLIER_SL` | `3.0` | ATR multiplier for stop loss | Float | Typically ~1.29% for SOL |
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| `MIN_TP1_PERCENT` | `0.5` | Safety floor for TP1 | Float (%) | Prevents too-tight targets |
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| `MAX_TP1_PERCENT` | `1.5` | Safety ceiling for TP1 | Float (%) | Prevents extreme targets |
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| `MIN_TP2_PERCENT` | `1.0` | Safety floor for TP2 | Float (%) | |
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| `MAX_TP2_PERCENT` | `3.0` | Safety ceiling for TP2 | Float (%) | |
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| `MIN_SL_PERCENT` | `0.8` | Safety floor for SL | Float (%) | |
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| `MAX_SL_PERCENT` | `2.0` | Safety ceiling for SL | Float (%) | |
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| `TRAILING_STOP_ATR_MULTIPLIER` | `1.5` | ATR multiplier for trailing stop distance | Float | **Phase 7.3** - Adaptive with ADX |
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| `MIN_TRAILING_STOP_PERCENT` | `0.25` | Minimum trailing distance | Float (%) | Prevents too-tight trailing |
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| `MAX_TRAILING_STOP_PERCENT` | `0.9` | Maximum trailing distance | Float (%) | |
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### ATR-Based TP/SL - Legacy Fallback
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `STOP_LOSS_PERCENT` | `-1.5` | Fixed stop loss (when ATR unavailable) | Float (%) | Legacy fallback only |
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| `TAKE_PROFIT_1_PERCENT` | `0.8` | Fixed TP1 (when ATR unavailable) | Float (%) | Less optimal than ATR-based |
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| `TAKE_PROFIT_2_PERCENT` | `0.7` | Fixed TP2 (when ATR unavailable) | Float (%) | |
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### Trading Configuration - Runner System
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `TAKE_PROFIT_1_SIZE_PERCENT` | `60` | Percentage to close at TP1 | Integer (1-100) | Runner = 100 - this value (40% default) |
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| `TRAILING_STOP_PERCENT` | `0.3` | Fixed trailing stop distance | Float (%) | **DEPRECATED** - Use ATR-based |
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| `PROFIT_LOCK_TRIGGER_PERCENT` | `1.2` | Profit level to move SL to breakeven | Float (%) | Risk-free point |
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| `PROFIT_LOCK_SL_PERCENT` | `0.5` | Where to move SL after profit lock | Float (%) | Small profit protection |
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| `TRAILING_STOP_ACTIVATION_PERCENT` | `0.5` | When to start trailing stop | Float (%) | After TP2 trigger |
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| `SOFT_STOP_PERCENT` | `-1.5` | Dual stop system - trigger limit | Float (%) | Avoids wicks |
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| `HARD_STOP_PERCENT` | `-2.5` | Dual stop system - trigger market | Float (%) | Guarantees exit |
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### Trading Configuration - Dual Stop System
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `USE_DUAL_STOPS` | `true` | Enable dual stop loss orders | Boolean | Soft (limit) + hard (market) |
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| `SOFT_STOP_PERCENT` | `-1.5` | Soft stop trigger (limit order) | Float (%) | Avoids wick stops |
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| `HARD_STOP_PERCENT` | `-2.5` | Hard stop trigger (market order) | Float (%) | Guarantees exit |
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### Smart Entry Timing System
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `SMART_ENTRY_ENABLED` | `true` | Enable pullback detection system | Boolean | Wait for better entry prices |
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| `SMART_ENTRY_MAX_WAIT_MS` | `300000` | Maximum wait time for pullback | Integer (ms) | 5 minutes default |
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| `SMART_ENTRY_PULLBACK_MIN` | `0.5` | Minimum pullback to wait for | Float (%) | |
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| `SMART_ENTRY_PULLBACK_MAX` | `2.0` | Maximum pullback to wait for | Float (%) | |
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### Risk Limits & Execution
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `EMERGENCY_STOP_PERCENT` | `-2.0` | Emergency market close trigger | Float (%) | Immediate exit at any price |
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| `MAX_DAILY_DRAWDOWN` | `-5.0` | Daily loss limit | Float (%) | Stops trading for 24h |
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| `MAX_TRADES_PER_HOUR` | `10` | Hourly trade limit | Integer | Prevents overtrading |
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| `COOLDOWN_PERIOD_MS` | `300000` | Cooldown between trades | Integer (ms) | Per-symbol, 5 minutes default |
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### N8N Workflow Integration
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `N8N_WEBHOOK_URL` | - | N8N workflow webhook endpoint | URL | Optional - For workflow automation |
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| `N8N_ENABLED` | `false` | Enable n8n integration | Boolean | |
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### Notifications - Telegram
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `TELEGRAM_BOT_TOKEN` | - | Telegram bot authentication token | String | **REQUIRED** for notifications |
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| `TELEGRAM_CHAT_ID` | - | Telegram chat ID for notifications | String | **REQUIRED** - Get from @userinfobot |
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### Database Configuration
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `DATABASE_URL` | - | PostgreSQL connection string | String | **REQUIRED** - Format: postgresql://user:pass@host:port/db |
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| `POSTGRES_USER` | `postgres` | Database username | String | Used in docker-compose |
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| `POSTGRES_PASSWORD` | - | Database password | String | **REQUIRED** - Generate secure password |
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| `POSTGRES_DB` | `trading_bot_v4` | Database name | String | |
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### Security & Access Control
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `JWT_SECRET` | - | JWT token signing secret | String | **REQUIRED** - Generate random string |
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| `ENCRYPTION_KEY` | - | Data encryption key | String | **REQUIRED** - For sensitive data |
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### Development & Debugging
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| Variable | Default | Purpose | Type | Notes |
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|----------|---------|---------|------|-------|
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| `NODE_ENV` | `production` | Runtime environment | String | `development` \| `production` \| `test` |
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| `LOG_LEVEL` | `info` | Logging verbosity | String | `debug` \| `info` \| `warn` \| `error` |
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| `DRY_RUN` | `false` | Test mode without real trades | Boolean | **CRITICAL** - Test changes safely |
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| `PORT` | `3000` | Internal Next.js port | Integer | Container port, not exposed |
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| `NEXT_PUBLIC_API_URL` | `http://localhost:3001` | Public API base URL | URL | For frontend API calls |
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### Usage Examples
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**CORRECT: Use merged config (always)**
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```typescript
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import { getMergedConfig } from '@/config/trading'
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const config = getMergedConfig()
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// Access values through config object
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const minQuality = config.minSignalQualityScore
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const leverage = config.leverage
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```
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**WRONG: Never read ENV directly in business logic**
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```typescript
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// ❌ DON'T DO THIS
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const minQuality = process.env.MIN_SIGNAL_QUALITY_SCORE
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const leverage = parseInt(process.env.LEVERAGE || '1')
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```
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**Per-Symbol Position Sizing:**
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```typescript
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import { getPositionSizeForSymbol } from '@/config/trading'
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// Returns { size, leverage, enabled } for symbol
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const { size, leverage, enabled } = getPositionSizeForSymbol('SOL-PERP', config)
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if (!enabled) {
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return NextResponse.json({ error: 'Symbol trading disabled' }, { status: 400 })
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}
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// Use symbol-specific values
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console.log(`Opening ${size} USD position at ${leverage}x leverage`)
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```
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**Adaptive Leverage Integration:**
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```typescript
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import { getLeverageForQualityScore } from '@/config/trading'
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// Calculate quality score first
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const qualityResult = scoreSignalQuality({ atr, adx, rsi, volumeRatio, pricePosition, timeframe })
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// Get adaptive leverage based on quality
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const leverage = getLeverageForQualityScore(qualityResult.score, config)
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// Returns: 10x for quality ≥95 (LONG) or ≥90 (SHORT), 5x for borderline
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// Use in position sizing
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const { size } = getActualPositionSizeForSymbol(driftSymbol, config, qualityResult.score)
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```
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**Symbol Normalization:**
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```typescript
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import { normalizeTradingViewSymbol } from '@/config/trading'
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// TradingView sends: "SOLUSDT", "ETHUSDT", "BTCUSDT"
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const tvSymbol = body.symbol // "SOLUSDT"
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// Normalize to Drift format
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const driftSymbol = normalizeTradingViewSymbol(tvSymbol) // Returns: "SOL-PERP"
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// Use Drift format in all trading operations
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const position = await driftService.getPosition(driftSymbol)
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```
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## API Endpoints Architecture
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**Authentication:** All `/api/trading/*` endpoints (except `/test`) require `Authorization: Bearer API_SECRET_KEY`
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