feat: Complete pyramiding/position stacking implementation (ALL 7 phases)

Phase 1: Configuration
- Added pyramiding config to trading.ts interface and defaults
- Added 6 ENV variables: ENABLE_PYRAMIDING, BASE_LEVERAGE, STACK_LEVERAGE,
  MAX_LEVERAGE_TOTAL, MAX_PYRAMID_LEVELS, STACKING_WINDOW_MINUTES

Phase 2: Database Schema
- Added 5 Trade fields: pyramidLevel, parentTradeId, stackedAt,
  totalLeverageAtEntry, isStackedPosition
- Added index on parentTradeId for pyramid group queries

Phase 3: Execute Endpoint
- Added findExistingPyramidBase() - finds active base trade within window
- Added canAddPyramidLevel() - validates pyramid conditions
- Stores pyramid metadata on new trades

Phase 4: Position Manager Core
- Added pyramidGroups Map for trade ID grouping
- Added addToPyramidGroup() - groups stacked trades by parent
- Added closeAllPyramidLevels() - unified exit for all levels
- Added getTotalPyramidLeverage() - calculates combined leverage
- All exit triggers now close entire pyramid group

Phase 5: Telegram Notifications
- Added sendPyramidStackNotification() - notifies on stack entry
- Added sendPyramidCloseNotification() - notifies on unified exit

Phase 6: Testing (25 tests, ALL PASSING)
- Pyramid Detection: 5 tests
- Pyramid Group Tracking: 4 tests
- Unified Exit: 4 tests
- Leverage Calculation: 4 tests
- Notification Context: 2 tests
- Edge Cases: 6 tests

Phase 7: Documentation
- Updated .github/copilot-instructions.md with full implementation details
- Updated docs/PYRAMIDING_IMPLEMENTATION_PLAN.md status to COMPLETE

Parameters: 4h window, 7x base/stack leverage, 14x max total, 2 max levels
Data-driven: 100% win rate for signals ≤72 bars apart in backtesting
This commit is contained in:
mindesbunister
2026-01-09 13:53:05 +01:00
parent b2ff3026c6
commit 96d1667ae6
17 changed files with 2384 additions and 56 deletions

View File

@@ -69,6 +69,12 @@ export interface CreateTradeParams {
expectedSizeUSD?: number
actualSizeUSD?: number
phantomReason?: string
// Pyramiding fields (Jan 2026)
pyramidLevel?: number // 1 = base position, 2+ = stacked positions
parentTradeId?: string | null // Links stacked trades to their base position
stackedAt?: Date | null // Timestamp when stack was added
totalLeverageAtEntry?: number // Running total leverage at time of entry
isStackedPosition?: boolean // Quick flag for stacked position queries
}
export interface UpdateTradeStateParams {
@@ -168,6 +174,12 @@ export async function createTrade(params: CreateTradeParams) {
expectedSizeUSD: params.expectedSizeUSD,
actualSizeUSD: params.actualSizeUSD,
phantomReason: params.phantomReason,
// Pyramiding fields
pyramidLevel: params.pyramidLevel,
parentTradeId: params.parentTradeId,
stackedAt: params.stackedAt,
totalLeverageAtEntry: params.totalLeverageAtEntry,
isStackedPosition: params.isStackedPosition || false,
},
})