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feat: Add per-symbol trading controls for SOL and ETH

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- Add SymbolSettings interface with enabled/positionSize/leverage fields
- Implement per-symbol ENV variables (SOLANA_*, ETHEREUM_*)
- Add SOL and ETH sections to settings UI with enable/disable toggles
- Add symbol-specific test buttons (SOL LONG/SHORT, ETH LONG/SHORT)
- Update execute and test endpoints to check symbol enabled status
- Add real-time risk/reward calculator per symbol
- Rename 'Position Sizing' to 'Global Fallback' for clarity
- Fix position manager P&L calculation for externally closed positions
- Fix zero P&L bug affecting 12 historical trades
- Add SQL scripts for recalculating historical P&L data
- Move archive TypeScript files to .archive to fix build

Defaults:
- SOL: 10 base × 10x leverage = 100 notional (profit trading)
- ETH:  base × 1x leverage =  notional (data collection)
- Global: 10 × 10x for BTC and other symbols

Configuration priority: Per-symbol ENV > Market config > Global ENV > Defaults
This commit is contained in:
mindesbunister
2025-11-03 10:28:48 +01:00
parent aa8e9f130a
commit 881a99242d
17 changed files with 1996 additions and 108 deletions
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138
app/api/trading/execute/route.ts
View File

@@ -13,6 +13,84 @@ import { getMergedConfig } from '@/config/trading'
import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/position-manager'
import { createTrade } from '@/lib/database/trades'
/**
* Calculate signal quality score (same logic as check-risk endpoint)
*/
function calculateQualityScore(params: {
atr?: number
adx?: number
rsi?: number
volumeRatio?: number
pricePosition?: number
direction: 'long' | 'short'
}): number | undefined {
// If no metrics provided, return undefined
if (!params.atr || params.atr === 0) {
return undefined
}
let score = 50 // Base score
// ATR check
if (params.atr < 0.6) {
score -= 15
} else if (params.atr > 2.5) {
score -= 20
} else {
score += 10
}
// ADX check
if (params.adx && params.adx > 0) {
if (params.adx > 25) {
score += 15
} else if (params.adx < 18) {
score -= 15
} else {
score += 5
}
}
// RSI check
if (params.rsi && params.rsi > 0) {
if (params.direction === 'long') {
if (params.rsi > 50 && params.rsi < 70) {
score += 10
} else if (params.rsi > 70) {
score -= 10
}
} else {
if (params.rsi < 50 && params.rsi > 30) {
score += 10
} else if (params.rsi < 30) {
score -= 10
}
}
}
// Volume check
if (params.volumeRatio && params.volumeRatio > 0) {
if (params.volumeRatio > 1.2) {
score += 10
} else if (params.volumeRatio < 0.8) {
score -= 10
}
}
// Price position check
if (params.pricePosition && params.pricePosition > 0) {
if (params.direction === 'long' && params.pricePosition > 90) {
score -= 15
} else if (params.direction === 'short' && params.pricePosition < 10) {
score -= 15
} else {
score += 5
}
}
return score
}
export interface ExecuteTradeRequest {
symbol: string // TradingView symbol (e.g., 'SOLUSDT')
direction: 'long' | 'short'
@@ -25,7 +103,6 @@ export interface ExecuteTradeRequest {
rsi?: number
volumeRatio?: number
pricePosition?: number
qualityScore?: number // Calculated by check-risk endpoint
}
export interface ExecuteTradeResponse {
@@ -44,7 +121,6 @@ export interface ExecuteTradeResponse {
tp2Percent?: number
entrySlippage?: number
timestamp?: string
qualityScore?: number // Signal quality score (0-100)
error?: string
message?: string
}
@@ -90,6 +166,28 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
// Get trading configuration
const config = getMergedConfig()
// Get symbol-specific position sizing
const { getPositionSizeForSymbol } = await import('@/config/trading')
const { size: positionSize, leverage, enabled } = getPositionSizeForSymbol(driftSymbol, config)
// Check if trading is enabled for this symbol
if (!enabled) {
console.log(`⛔ Trading disabled for ${driftSymbol}`)
return NextResponse.json(
{
success: false,
error: 'Symbol trading disabled',
message: `Trading is currently disabled for ${driftSymbol}. Enable it in settings.`,
},
{ status: 400 }
)
}
console.log(`📐 Symbol-specific sizing for ${driftSymbol}:`)
console.log(` Enabled: ${enabled}`)
console.log(` Position size: $${positionSize}`)
console.log(` Leverage: ${leverage}x`)
// Initialize Drift service if not already initialized
const driftService = await initializeDriftService()
@@ -141,12 +239,12 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
}
// Calculate position size with leverage
const positionSizeUSD = config.positionSize * config.leverage
const positionSizeUSD = positionSize * leverage
console.log(`💰 Opening ${body.direction} position:`)
console.log(` Symbol: ${driftSymbol}`)
console.log(` Base size: $${config.positionSize}`)
console.log(` Leverage: ${config.leverage}x`)
console.log(` Base size: $${positionSize}`)
console.log(` Leverage: ${leverage}x`)
console.log(` Total position: $${positionSizeUSD}`)
// Open position
@@ -246,6 +344,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
unrealizedPnL: 0,
peakPnL: 0,
peakPrice: entryPrice,
// MAE/MFE tracking
maxFavorableExcursion: 0,
maxAdverseExcursion: 0,
maxFavorablePrice: entryPrice,
@@ -287,6 +386,11 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
console.error('❌ Unexpected error placing exit orders:', err)
}
// Add to position manager for monitoring AFTER orders are placed
await positionManager.addTrade(activeTrade)
console.log('✅ Trade added to position manager for monitoring')
// Create response object
const response: ExecuteTradeResponse = {
success: true,
@@ -304,7 +408,6 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
tp2Percent: config.takeProfit2Percent,
entrySlippage: openResult.slippage,
timestamp: new Date().toISOString(),
qualityScore: body.qualityScore, // Include quality score in response
}
// Attach exit order signatures to response
@@ -314,6 +417,16 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
// Save trade to database
try {
// Calculate quality score if metrics available
const qualityScore = calculateQualityScore({
atr: body.atr,
adx: body.adx,
rsi: body.rsi,
volumeRatio: body.volumeRatio,
pricePosition: body.pricePosition,
direction: body.direction,
})
await createTrade({
positionId: openResult.transactionSignature!,
symbol: driftSymbol,
@@ -343,20 +456,19 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
rsiAtEntry: body.rsi,
volumeAtEntry: body.volumeRatio,
pricePositionAtEntry: body.pricePosition,
signalQualityScore: body.qualityScore,
signalQualityScore: qualityScore,
})
console.log('💾 Trade saved to database')
if (qualityScore !== undefined) {
console.log(`💾 Trade saved with quality score: ${qualityScore}/100`)
} else {
console.log('💾 Trade saved to database')
}
} catch (dbError) {
console.error('❌ Failed to save trade to database:', dbError)
// Don't fail the trade if database save fails
}
// NOW add to position manager for monitoring (after database save)
await positionManager.addTrade(activeTrade)
console.log('✅ Trade added to position manager for monitoring')
console.log('✅ Trade executed successfully!')
return NextResponse.json(response)