feat: Complete Smart Entry Validation System with Telegram notifications
Implementation: - Smart validation queue monitors quality 50-89 signals - Block & Watch strategy: queue → validate → enter if confirmed - Validation thresholds: LONG +0.3% confirms / -0.4% abandons - Validation thresholds: SHORT -0.3% confirms / +0.4% abandons - Monitoring: Every 30 seconds for 10 minute window - Auto-execution via API when price confirms direction Telegram Notifications: - ⏰ Queued: Alert when signal enters validation queue - ✅ Confirmed: Alert when price validates entry (with slippage) - ❌ Abandoned: Alert when price invalidates (saved from loser) - ⏱️ Expired: Alert when 10min window passes without confirmation - ✅ Executed: Alert when validated trade opens (with delay time) Files: - lib/trading/smart-validation-queue.ts (NEW - 460+ lines) - lib/notifications/telegram.ts (added sendValidationNotification) - app/api/trading/check-risk/route.ts (await async addSignal) Integration: - check-risk endpoint already queues signals (lines 433-452) - Startup initialization already exists - Market data cache provides 1-min price updates Expected Impact: - Recover 77% of moves from quality 50-89 false negatives - Example: +1.79% move → entry at +0.41% → capture +1.38% - Protect from weak signals that fail validation - User visibility into validation activity via Telegram Status: READY FOR DEPLOYMENT
This commit is contained in:
mindesbunister
@@ -14,6 +14,7 @@
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import { getMarketDataCache } from './market-data-cache'
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import { getMergedConfig } from '../../config/trading'
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import { getPrismaClient } from '../database/client'
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import { sendValidationNotification } from '../notifications/telegram'
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interface QueuedSignal {
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id: string
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@@ -55,7 +56,7 @@ class SmartValidationQueue {
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/**
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* Add a blocked signal to validation queue
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*/
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addSignal(params: {
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async addSignal(params: {
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blockReason: string
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symbol: string
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direction: 'long' | 'short'
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@@ -68,7 +69,7 @@ class SmartValidationQueue {
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pricePosition?: number
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indicatorVersion?: string
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timeframe?: string
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}): QueuedSignal | null {
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}): Promise<QueuedSignal | null> {
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const config = getMergedConfig()
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// Only queue signals blocked for quality (not cooldown, rate limits, etc.)
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@@ -113,6 +114,15 @@ class SmartValidationQueue {
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console.log(`⏰ Smart validation queued: ${params.symbol} ${params.direction.toUpperCase()} @ $${params.originalPrice.toFixed(2)} (quality: ${params.qualityScore})`)
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console.log(` Watching for ${queuedSignal.entryWindowMinutes}min: +${queuedSignal.confirmationThreshold}% confirms, ${queuedSignal.maxDrawdown}% abandons`)
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// Send Telegram notification
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await sendValidationNotification({
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event: 'queued',
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symbol: params.symbol,
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direction: params.direction,
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originalPrice: params.originalPrice,
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qualityScore: params.qualityScore,
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})
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// Start monitoring if not already running
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if (!this.isMonitoring) {
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this.startMonitoring()
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@@ -187,6 +197,17 @@ class SmartValidationQueue {
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if (ageMinutes > signal.entryWindowMinutes) {
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signal.status = 'expired'
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console.log(`⏰ Signal expired: ${signal.symbol} ${signal.direction} (${ageMinutes.toFixed(1)}min old)`)
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// Send Telegram notification
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await sendValidationNotification({
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event: 'expired',
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symbol: signal.symbol,
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direction: signal.direction,
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originalPrice: signal.originalPrice,
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qualityScore: signal.qualityScore,
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validationTime: (now - signal.blockedAt) / 1000,
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})
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return
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}
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@@ -194,12 +215,12 @@ class SmartValidationQueue {
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const marketDataCache = getMarketDataCache()
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const cachedData = marketDataCache.get(signal.symbol)
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if (!cachedData || !cachedData.price) {
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if (!cachedData || !cachedData.currentPrice) {
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console.log(`⚠️ No price data for ${signal.symbol}, skipping validation`)
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return
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}
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const currentPrice = cachedData.price
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const currentPrice = cachedData.currentPrice
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const priceChange = ((currentPrice - signal.originalPrice) / signal.originalPrice) * 100
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// Update price extremes
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@@ -220,6 +241,18 @@ class SmartValidationQueue {
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console.log(`✅ LONG CONFIRMED: ${signal.symbol} moved +${priceChange.toFixed(2)}% ($${signal.originalPrice.toFixed(2)} → $${currentPrice.toFixed(2)})`)
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console.log(` Validation time: ${ageMinutes.toFixed(1)} minutes, executing trade...`)
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// Send Telegram notification
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await sendValidationNotification({
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event: 'confirmed',
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symbol: signal.symbol,
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direction: signal.direction,
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originalPrice: signal.originalPrice,
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currentPrice: currentPrice,
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qualityScore: signal.qualityScore,
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validationTime: (now - signal.blockedAt) / 1000,
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priceChange: priceChange,
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})
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// Execute the trade
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await this.executeTrade(signal, currentPrice)
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} else if (priceChange <= signal.maxDrawdown) {
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@@ -227,6 +260,18 @@ class SmartValidationQueue {
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signal.status = 'abandoned'
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console.log(`❌ LONG ABANDONED: ${signal.symbol} dropped ${priceChange.toFixed(2)}% ($${signal.originalPrice.toFixed(2)} → $${currentPrice.toFixed(2)})`)
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console.log(` Saved from potential loser after ${ageMinutes.toFixed(1)} minutes`)
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// Send Telegram notification
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await sendValidationNotification({
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event: 'abandoned',
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symbol: signal.symbol,
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direction: signal.direction,
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originalPrice: signal.originalPrice,
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currentPrice: currentPrice,
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qualityScore: signal.qualityScore,
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validationTime: (now - signal.blockedAt) / 1000,
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priceChange: priceChange,
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})
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} else {
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// Still pending, log progress
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console.log(`⏳ LONG watching: ${signal.symbol} at ${priceChange.toFixed(2)}% (need +${signal.confirmationThreshold}%, abandon at ${signal.maxDrawdown}%) - ${ageMinutes.toFixed(1)}min`)
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@@ -240,6 +285,18 @@ class SmartValidationQueue {
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console.log(`✅ SHORT CONFIRMED: ${signal.symbol} moved ${priceChange.toFixed(2)}% ($${signal.originalPrice.toFixed(2)} → $${currentPrice.toFixed(2)})`)
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console.log(` Validation time: ${ageMinutes.toFixed(1)} minutes, executing trade...`)
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// Send Telegram notification
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await sendValidationNotification({
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event: 'confirmed',
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symbol: signal.symbol,
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direction: signal.direction,
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originalPrice: signal.originalPrice,
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currentPrice: currentPrice,
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qualityScore: signal.qualityScore,
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validationTime: (now - signal.blockedAt) / 1000,
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priceChange: priceChange,
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})
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// Execute the trade
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await this.executeTrade(signal, currentPrice)
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} else if (priceChange >= -signal.maxDrawdown) {
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@@ -247,6 +304,18 @@ class SmartValidationQueue {
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signal.status = 'abandoned'
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console.log(`❌ SHORT ABANDONED: ${signal.symbol} rose +${priceChange.toFixed(2)}% ($${signal.originalPrice.toFixed(2)} → $${currentPrice.toFixed(2)})`)
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console.log(` Saved from potential loser after ${ageMinutes.toFixed(1)} minutes`)
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// Send Telegram notification
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await sendValidationNotification({
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event: 'abandoned',
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symbol: signal.symbol,
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direction: signal.direction,
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originalPrice: signal.originalPrice,
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currentPrice: currentPrice,
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qualityScore: signal.qualityScore,
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validationTime: (now - signal.blockedAt) / 1000,
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priceChange: priceChange,
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})
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} else {
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// Still pending, log progress
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console.log(`⏳ SHORT watching: ${signal.symbol} at ${priceChange.toFixed(2)}% (need ${-signal.confirmationThreshold}%, abandon at +${-signal.maxDrawdown}%) - ${ageMinutes.toFixed(1)}min`)
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@@ -302,6 +371,19 @@ class SmartValidationQueue {
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console.log(`✅ Trade executed successfully: ${signal.symbol} ${signal.direction}`)
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console.log(` Trade ID: ${signal.tradeId}`)
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console.log(` Entry: $${currentPrice.toFixed(2)}, Size: $${result.trade?.positionSizeUSD || 'unknown'}`)
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// Send execution notification
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const slippage = ((currentPrice - signal.originalPrice) / signal.originalPrice) * 100
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await sendValidationNotification({
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event: 'executed',
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symbol: signal.symbol,
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direction: signal.direction,
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originalPrice: signal.originalPrice,
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currentPrice: currentPrice,
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qualityScore: signal.qualityScore,
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validationTime: (signal.executedAt - signal.blockedAt) / 1000,
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priceChange: slippage,
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})
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} else {
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console.error(`❌ Trade execution failed: ${result.error || result.message}`)
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signal.status = 'abandoned' // Mark as abandoned if execution fails
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