feat: Add direction-specific quality thresholds and dynamic collateral display

- Split QUALITY_LEVERAGE_THRESHOLD into separate LONG and SHORT variants - Added /api/drift/account-health endpoint for real-time collateral data - Updated settings UI to show separate controls for LONG/SHORT thresholds - Position size calculations now use dynamic collateral from Drift account - Updated .env and docker-compose.yml with new environment variables - LONG threshold: 95, SHORT threshold: 90 (configurable independently) Files changed: - app/api/drift/account-health/route.ts (NEW) - Account health API endpoint - app/settings/page.tsx - Added collateral state, separate threshold inputs - app/api/settings/route.ts - GET/POST handlers for LONG/SHORT thresholds - .env - Added QUALITY_LEVERAGE_THRESHOLD_LONG/SHORT variables - docker-compose.yml - Added new env vars with fallback defaults Impact: - Users can now configure quality thresholds independently for LONG vs SHORT signals - Position size display dynamically updates based on actual Drift account collateral - More flexible risk management with direction-specific leverage tiers
2025-12-01 09:09:30 +01:00
parent a294f44a06
commit 67ef5b1ac6
7 changed files with 90 additions and 19 deletions
--- a/.env
+++ b/.env
@@ -395,11 +395,14 @@ MIN_SIGNAL_QUALITY_SCORE=91
 MIN_SIGNAL_QUALITY_SCORE_LONG=90
 MIN_SIGNAL_QUALITY_SCORE_SHORT=80
 # Adaptive Leverage System (Nov 24, 2025)
-# ENABLED Dec 1, 2025: 10x for high-quality signals (Q≥95 LONGs, Q≥90 SHORTs), 5x for borderline
+# ENABLED Dec 1, 2025: 10x for high-quality signals, 5x for borderline
+# Direction-specific thresholds: LONG ≥95, SHORT ≥90
 USE_ADAPTIVE_LEVERAGE=true
 HIGH_QUALITY_LEVERAGE=10
 LOW_QUALITY_LEVERAGE=5
-QUALITY_LEVERAGE_THRESHOLD=95
+QUALITY_LEVERAGE_THRESHOLD_LONG=95
+QUALITY_LEVERAGE_THRESHOLD_SHORT=90
+QUALITY_LEVERAGE_THRESHOLD=95  # Kept for backward compatibility
 SOLANA_ENABLED=true
 SOLANA_POSITION_SIZE=100
 SOLANA_LEVERAGE=5
--- a/app/api/drift/account-health/route.ts
+++ b/app/api/drift/account-health/route.ts
@@ -0,0 +1,36 @@
+import { NextResponse } from 'next/server'
+import { initializeDriftService } from '@/lib/drift/client'
+
+/**
+ * GET /api/drift/account-health
+ * 
+ * Returns current account health metrics from Drift Protocol
+ * Used by settings UI to dynamically display collateral and calculate position sizes
+ */
+export async function GET() {
+  try {
+    const driftService = await initializeDriftService()
+    
+    if (!driftService) {
+      return NextResponse.json(
+        { error: 'Drift service not initialized' },
+        { status: 503 }
+      )
+    }
+
+    const health = await driftService.getAccountHealth()
+
+    return NextResponse.json({
+      totalCollateral: health.totalCollateral,
+      freeCollateral: health.freeCollateral,
+      totalLiability: health.totalLiability,
+      marginRatio: health.marginRatio,
+    })
+  } catch (error: any) {
+    console.error('❌ Error fetching account health:', error)
+    return NextResponse.json(
+      { error: 'Failed to fetch account health', details: error.message },
+      { status: 500 }
+    )
+  }
+}
--- a/app/api/settings/route.ts
+++ b/app/api/settings/route.ts
@@ -132,7 +132,8 @@ export async function GET() {
      USE_ADAPTIVE_LEVERAGE: env.USE_ADAPTIVE_LEVERAGE === 'true',
      HIGH_QUALITY_LEVERAGE: parseFloat(env.HIGH_QUALITY_LEVERAGE || '5'),
      LOW_QUALITY_LEVERAGE: parseFloat(env.LOW_QUALITY_LEVERAGE || '1'),
-      QUALITY_LEVERAGE_THRESHOLD: parseInt(env.QUALITY_LEVERAGE_THRESHOLD || '95'),
+      QUALITY_LEVERAGE_THRESHOLD_LONG: parseInt(env.QUALITY_LEVERAGE_THRESHOLD_LONG || env.QUALITY_LEVERAGE_THRESHOLD || '95'),
+      QUALITY_LEVERAGE_THRESHOLD_SHORT: parseInt(env.QUALITY_LEVERAGE_THRESHOLD_SHORT || '90'),
    }
    
    return NextResponse.json(settings)
@@ -207,7 +208,8 @@ export async function POST(request: NextRequest) {
      USE_ADAPTIVE_LEVERAGE: settings.USE_ADAPTIVE_LEVERAGE.toString(),
      HIGH_QUALITY_LEVERAGE: settings.HIGH_QUALITY_LEVERAGE.toString(),
      LOW_QUALITY_LEVERAGE: settings.LOW_QUALITY_LEVERAGE.toString(),
-      QUALITY_LEVERAGE_THRESHOLD: settings.QUALITY_LEVERAGE_THRESHOLD.toString(),
+      QUALITY_LEVERAGE_THRESHOLD_LONG: settings.QUALITY_LEVERAGE_THRESHOLD_LONG.toString(),
+      QUALITY_LEVERAGE_THRESHOLD_SHORT: settings.QUALITY_LEVERAGE_THRESHOLD_SHORT.toString(),
    }
    
    const success = updateEnvFile(updates)
--- a/app/settings/page.tsx
+++ b/app/settings/page.tsx
@@ -59,7 +59,8 @@ interface TradingSettings {
  USE_ADAPTIVE_LEVERAGE: boolean
  HIGH_QUALITY_LEVERAGE: number
  LOW_QUALITY_LEVERAGE: number
-  QUALITY_LEVERAGE_THRESHOLD: number
+  QUALITY_LEVERAGE_THRESHOLD_LONG: number  // Quality threshold for LONG signals
+  QUALITY_LEVERAGE_THRESHOLD_SHORT: number // Quality threshold for SHORT signals

  // Safety
  MAX_DAILY_DRAWDOWN: number
@@ -79,11 +80,30 @@ export default function SettingsPage() {
  const [restarting, setRestarting] = useState(false)
  const [testing, setTesting] = useState(false)
  const [message, setMessage] = useState<{ type: 'success' | 'error', text: string } | null>(null)
+  const [collateral, setCollateral] = useState<number>(560) // Dynamic collateral from Drift account

  useEffect(() => {
    loadSettings()
+    loadCollateral()
  }, [])

+  const loadCollateral = async () => {
+    try {
+      const response = await fetch('/api/drift/account-health')
+      if (response.ok) {
+        const data = await response.json()
+        setCollateral(data.freeCollateral)
+        console.log('✅ Loaded collateral from Drift:', data.freeCollateral)
+      } else {
+        console.warn('⚠️ Failed to load collateral, using fallback: 560')
+        setCollateral(560) // Fallback if API fails
+      }
+    } catch (error) {
+      console.error('❌ Error loading collateral:', error)
+      setCollateral(560) // Fallback on error
+    }
+  }
+
  const loadSettings = async () => {
    try {
      const response = await fetch('/api/settings')
@@ -508,7 +528,7 @@ export default function SettingsPage() {
              min={1}
              max={20}
              step={1}
-              description={`Leverage for exceptional signals (Quality ${settings.QUALITY_LEVERAGE_THRESHOLD}+ LONG, 90+ SHORT). Current: ${settings.HIGH_QUALITY_LEVERAGE}x leverage.`}
+              description={`Leverage for exceptional signals (Quality ${settings.QUALITY_LEVERAGE_THRESHOLD_LONG}+ LONG, ${settings.QUALITY_LEVERAGE_THRESHOLD_SHORT}+ SHORT). Current: ${settings.HIGH_QUALITY_LEVERAGE}x leverage.`}
            />
            <Setting
              label="Low Quality Leverage"
@@ -517,27 +537,36 @@ export default function SettingsPage() {
              min={1}
              max={20}
              step={1}
-              description={`Leverage for borderline signals (Quality 90-${settings.QUALITY_LEVERAGE_THRESHOLD-1} LONG, 80-89 SHORT). Current: ${settings.LOW_QUALITY_LEVERAGE}x leverage.`}
+              description={`Leverage for borderline signals (Quality 90-${settings.QUALITY_LEVERAGE_THRESHOLD_LONG-1} LONG, 80-${settings.QUALITY_LEVERAGE_THRESHOLD_SHORT-1} SHORT). Current: ${settings.LOW_QUALITY_LEVERAGE}x leverage.`}
            />
            <Setting
-              label="Quality Threshold"
-              value={settings.QUALITY_LEVERAGE_THRESHOLD}
-              onChange={(v) => updateSetting('QUALITY_LEVERAGE_THRESHOLD', v)}
+              label="Quality Threshold (LONG)"
+              value={settings.QUALITY_LEVERAGE_THRESHOLD_LONG}
+              onChange={(v) => updateSetting('QUALITY_LEVERAGE_THRESHOLD_LONG', v)}
              min={80}
              max={100}
              step={1}
-              description="Minimum quality score for high-quality leverage tier (applies to LONG signals, SHORT uses 90+)."
+              description="Minimum quality score for high-quality leverage tier on LONG signals."
+            />
+            <Setting
+              label="Quality Threshold (SHORT)"
+              value={settings.QUALITY_LEVERAGE_THRESHOLD_SHORT}
+              onChange={(v) => updateSetting('QUALITY_LEVERAGE_THRESHOLD_SHORT', v)}
+              min={80}
+              max={100}
+              step={1}
+              description="Minimum quality score for high-quality leverage tier on SHORT signals."
            />
            <div className="p-4 bg-slate-700/50 rounded-lg">
-              <div className="text-sm text-slate-300 mb-2">Leverage Tiers (with $560 collateral)</div>
+              <div className="text-sm text-slate-300 mb-2">Leverage Tiers (with ${collateral.toFixed(0)} collateral)</div>
              <div className="space-y-2 text-xs">
                <div className="flex justify-between">
-                  <span className="text-slate-400">🔥 High Quality (Q{settings.QUALITY_LEVERAGE_THRESHOLD}+ LONG, Q90+ SHORT):</span>
-                  <span className="text-green-400 font-bold">{settings.HIGH_QUALITY_LEVERAGE}x = ${(560 * settings.HIGH_QUALITY_LEVERAGE).toFixed(0)} position</span>
+                  <span className="text-slate-400">🔥 High Quality (Q{settings.QUALITY_LEVERAGE_THRESHOLD_LONG}+ LONG, Q{settings.QUALITY_LEVERAGE_THRESHOLD_SHORT}+ SHORT):</span>
+                  <span className="text-green-400 font-bold">{settings.HIGH_QUALITY_LEVERAGE}x = ${(collateral * settings.HIGH_QUALITY_LEVERAGE).toFixed(0)} position</span>
                </div>
                <div className="flex justify-between">
-                  <span className="text-slate-400">📊 Low Quality (Q90-{settings.QUALITY_LEVERAGE_THRESHOLD-1} LONG, Q80-89 SHORT):</span>
-                  <span className="text-yellow-400 font-bold">{settings.LOW_QUALITY_LEVERAGE}x = ${(560 * settings.LOW_QUALITY_LEVERAGE).toFixed(0)} position</span>
+                  <span className="text-slate-400">📊 Low Quality (Q90-{settings.QUALITY_LEVERAGE_THRESHOLD_LONG-1} LONG, Q80-{settings.QUALITY_LEVERAGE_THRESHOLD_SHORT-1} SHORT):</span>
+                  <span className="text-yellow-400 font-bold">{settings.LOW_QUALITY_LEVERAGE}x = ${(collateral * settings.LOW_QUALITY_LEVERAGE).toFixed(0)} position</span>
                </div>
                <div className="flex justify-between">
                  <span className="text-slate-400">❌ Below Threshold:</span>
--- a/cluster/exploration.db
+++ b/cluster/exploration.db
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -49,7 +49,9 @@ services:
      USE_ADAPTIVE_LEVERAGE: ${USE_ADAPTIVE_LEVERAGE:-true}
      HIGH_QUALITY_LEVERAGE: ${HIGH_QUALITY_LEVERAGE:-5}
      LOW_QUALITY_LEVERAGE: ${LOW_QUALITY_LEVERAGE:-1}
-      QUALITY_LEVERAGE_THRESHOLD: ${QUALITY_LEVERAGE_THRESHOLD:-95}
+      QUALITY_LEVERAGE_THRESHOLD_LONG: ${QUALITY_LEVERAGE_THRESHOLD_LONG:-95}
+      QUALITY_LEVERAGE_THRESHOLD_SHORT: ${QUALITY_LEVERAGE_THRESHOLD_SHORT:-90}
+      QUALITY_LEVERAGE_THRESHOLD: ${QUALITY_LEVERAGE_THRESHOLD:-95}  # Backward compatibility
      
      # Database (if using PostgreSQL)
      DATABASE_URL: ${DATABASE_URL:-postgresql://postgres:postgres@postgres:5432/trading_bot_v4}
--- a/lib/trading/smart-validation-queue.ts
+++ b/lib/trading/smart-validation-queue.ts
@@ -13,7 +13,6 @@

 import { getMarketDataCache } from './market-data-cache'
 import { getMergedConfig } from '../../config/trading'
-import { getPrismaClient } from '../database/client'
 import { sendValidationNotification } from '../notifications/telegram'

 interface QueuedSignal {