feat: Implement percentage-based position sizing
- Add usePercentageSize flag to SymbolSettings and TradingConfig - Add calculateActualPositionSize() and getActualPositionSizeForSymbol() helpers - Update execute and test endpoints to calculate position size from free collateral - Add SOLANA_USE_PERCENTAGE_SIZE, ETHEREUM_USE_PERCENTAGE_SIZE, USE_PERCENTAGE_SIZE env vars - Configure SOL to use 100% of portfolio (auto-adjusts to available balance) - Fix TypeScript errors: replace fillNotionalUSD with actualSizeUSD - Remove signalQualityVersion and fullyClosed references (not in interfaces) - Add comprehensive documentation in PERCENTAGE_SIZING_FEATURE.md Benefits: - Prevents insufficient collateral errors by using available balance - Auto-scales positions as account grows/shrinks - Maintains risk proportional to capital - Flexible per-symbol configuration (SOL percentage, ETH fixed)
This commit is contained in:
mindesbunister
@@ -8,7 +8,7 @@
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import { NextRequest, NextResponse } from 'next/server'
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import { initializeDriftService } from '@/lib/drift/client'
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import { openPosition, placeExitOrders } from '@/lib/drift/orders'
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import { normalizeTradingViewSymbol } from '@/config/trading'
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import { normalizeTradingViewSymbol, calculateDynamicTp2 } from '@/config/trading'
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import { getMergedConfig } from '@/config/trading'
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import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/position-manager'
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import { createTrade } from '@/lib/database/trades'
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@@ -55,9 +55,31 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
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// Get trading configuration
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const config = getMergedConfig()
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// Get symbol-specific position sizing
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const { getPositionSizeForSymbol } = await import('@/config/trading')
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const { size: positionSize, leverage, enabled } = getPositionSizeForSymbol(driftSymbol, config)
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// Initialize Drift service to get account balance
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const driftService = await initializeDriftService()
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// Check account health before trading
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const health = await driftService.getAccountHealth()
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console.log('💊 Account health:', health)
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if (health.freeCollateral <= 0) {
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return NextResponse.json(
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{
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success: false,
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error: 'Insufficient collateral',
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message: `Free collateral: $${health.freeCollateral.toFixed(2)}`,
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},
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{ status: 400 }
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)
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}
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// Get symbol-specific position sizing (with percentage support)
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const { getActualPositionSizeForSymbol } = await import('@/config/trading')
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const { size: positionSize, leverage, enabled, usePercentage } = await getActualPositionSizeForSymbol(
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driftSymbol,
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config,
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health.freeCollateral
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)
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// Check if trading is enabled for this symbol
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if (!enabled) {
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@@ -76,33 +98,17 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
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console.log(` Enabled: ${enabled}`)
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console.log(` Position size: $${positionSize}`)
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console.log(` Leverage: ${leverage}x`)
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// Initialize Drift service if not already initialized
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const driftService = await initializeDriftService()
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// Check account health before trading
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const health = await driftService.getAccountHealth()
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console.log('💊 Account health:', health)
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if (health.freeCollateral <= 0) {
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return NextResponse.json(
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{
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success: false,
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error: 'Insufficient collateral',
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message: `Free collateral: $${health.freeCollateral.toFixed(2)}`,
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},
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{ status: 400 }
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)
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}
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console.log(` Using percentage: ${usePercentage}`)
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console.log(` Free collateral: $${health.freeCollateral.toFixed(2)}`)
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// Calculate position size with leverage
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const requestedPositionSizeUSD = positionSize * leverage
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const requestedPositionSizeUSD = positionSize * leverage
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console.log(`💰 Opening ${direction} position:`)
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console.log(` Symbol: ${driftSymbol}`)
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console.log(` Base size: $${positionSize}`)
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console.log(` Leverage: ${leverage}x`)
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console.log(` Requested notional: $${requestedPositionSizeUSD}`)
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console.log(` Base size: $${positionSize}`)
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console.log(` Leverage: ${leverage}x`)
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console.log(` Requested notional: $${requestedPositionSizeUSD}`)
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// Open position
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const openResult = await openPosition({
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@@ -125,8 +131,10 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
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// Calculate stop loss and take profit prices
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const entryPrice = openResult.fillPrice!
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const filledBaseSize = openResult.fillSize ?? (requestedPositionSizeUSD > 0 ? requestedPositionSizeUSD / entryPrice : 0)
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const actualPositionSizeUSD = openResult.actualSizeUSD ?? (filledBaseSize * entryPrice)
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const actualPositionSizeUSD = openResult.actualSizeUSD ?? requestedPositionSizeUSD
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const filledBaseSize = openResult.fillSize !== undefined
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? Math.abs(openResult.fillSize)
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: (entryPrice > 0 ? actualPositionSizeUSD / entryPrice : 0)
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const fillCoverage = requestedPositionSizeUSD > 0
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? (actualPositionSizeUSD / requestedPositionSizeUSD) * 100
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: 100
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@@ -170,9 +178,18 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
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direction
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)
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// Use ATR-based dynamic TP2 with simulated ATR for testing
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const simulatedATR = entryPrice * 0.008 // Simulate 0.8% ATR for testing
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const dynamicTp2Percent = calculateDynamicTp2(
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entryPrice,
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simulatedATR,
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config
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)
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const tp2Price = calculatePrice(
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entryPrice,
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config.takeProfit2Percent,
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dynamicTp2Percent,
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direction
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)
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@@ -180,7 +197,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
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console.log(` Entry: $${entryPrice.toFixed(4)}`)
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console.log(` SL: $${stopLossPrice.toFixed(4)} (${config.stopLossPercent}%)`)
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console.log(` TP1: $${tp1Price.toFixed(4)} (${config.takeProfit1Percent}%)`)
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console.log(` TP2: $${tp2Price.toFixed(4)} (${config.takeProfit2Percent}%)`)
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console.log(` TP2: $${tp2Price.toFixed(4)} (${dynamicTp2Percent.toFixed(2)}% - ATR-based test)`)
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// Calculate emergency stop
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const emergencyStopPrice = calculatePrice(
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@@ -218,6 +235,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
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maxAdverseExcursion: 0,
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maxFavorablePrice: entryPrice,
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maxAdversePrice: entryPrice,
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atrAtEntry: undefined,
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runnerTrailingPercent: undefined,
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priceCheckCount: 0,
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lastPrice: entryPrice,
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lastUpdateTime: Date.now(),
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@@ -258,8 +277,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
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tp1Price,
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tp2Price,
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stopLossPrice,
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tp1SizePercent: config.takeProfit1SizePercent ?? 75,
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tp2SizePercent: config.takeProfit2SizePercent ?? 0, // 0 = activate trailing stop, don't close
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tp1SizePercent: config.takeProfit1SizePercent || 50,
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tp2SizePercent: config.takeProfit2SizePercent || 100,
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direction: direction,
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// Dual stop parameters
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useDualStops: config.useDualStops,
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@@ -290,7 +309,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
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symbol: driftSymbol,
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direction: direction,
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entryPrice,
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positionSizeUSD: actualPositionSizeUSD,
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positionSizeUSD: actualPositionSizeUSD,
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leverage: leverage,
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stopLossPrice,
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takeProfit1Price: tp1Price,
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