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:
@@ -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,
|
||||
},
|
||||
})
|
||||
|
||||
|
||||
Reference in New Issue
Block a user