feat: Implement re-entry analytics system with fresh TradingView data

- Add market data cache service (5min expiry) for storing TradingView metrics
- Create /api/trading/market-data webhook endpoint for continuous data updates
- Add /api/analytics/reentry-check endpoint for validating manual trades
- Update execute endpoint to auto-cache metrics from incoming signals
- Enhance Telegram bot with pre-execution analytics validation
- Support --force flag to override analytics blocks
- Use fresh ADX/ATR/RSI data when available, fallback to historical
- Apply performance modifiers: -20 for losing streaks, +10 for winning
- Minimum re-entry score 55 (vs 60 for new signals)
- Fail-open design: proceeds if analytics unavailable
- Show data freshness and source in Telegram responses
- Add comprehensive setup guide in docs/guides/REENTRY_ANALYTICS_QUICKSTART.md

Phase 1 implementation for smart manual trade validation.
This commit is contained in:
mindesbunister
2025-11-07 20:40:07 +01:00
parent 6d5991172a
commit 9b767342dc
14 changed files with 1150 additions and 568 deletions

View File

@@ -8,7 +8,7 @@
import { NextRequest, NextResponse } from 'next/server'
import { initializeDriftService } from '@/lib/drift/client'
import { openPosition, placeExitOrders } from '@/lib/drift/orders'
import { normalizeTradingViewSymbol, calculateDynamicTp2 } from '@/config/trading'
import { normalizeTradingViewSymbol } from '@/config/trading'
import { getMergedConfig } from '@/config/trading'
import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/position-manager'
import { createTrade } from '@/lib/database/trades'
@@ -96,13 +96,13 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
}
// Calculate position size with leverage
const requestedPositionSizeUSD = positionSize * leverage
const requestedPositionSizeUSD = positionSize * leverage
console.log(`💰 Opening ${direction} position:`)
console.log(` Symbol: ${driftSymbol}`)
console.log(` Base size: $${positionSize}`)
console.log(` Leverage: ${leverage}x`)
console.log(` Requested notional: $${requestedPositionSizeUSD}`)
console.log(` Base size: $${positionSize}`)
console.log(` Leverage: ${leverage}x`)
console.log(` Requested notional: $${requestedPositionSizeUSD}`)
// Open position
const openResult = await openPosition({
@@ -125,10 +125,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
// Calculate stop loss and take profit prices
const entryPrice = openResult.fillPrice!
const actualPositionSizeUSD = openResult.fillNotionalUSD ?? requestedPositionSizeUSD
const filledBaseSize = openResult.fillSize !== undefined
? Math.abs(openResult.fillSize)
: (entryPrice > 0 ? actualPositionSizeUSD / entryPrice : 0)
const filledBaseSize = openResult.fillSize ?? (requestedPositionSizeUSD > 0 ? requestedPositionSizeUSD / entryPrice : 0)
const actualPositionSizeUSD = openResult.actualSizeUSD ?? (filledBaseSize * entryPrice)
const fillCoverage = requestedPositionSizeUSD > 0
? (actualPositionSizeUSD / requestedPositionSizeUSD) * 100
: 100
@@ -172,18 +170,9 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
direction
)
// Use ATR-based dynamic TP2 with simulated ATR for testing
const simulatedATR = entryPrice * 0.008 // Simulate 0.8% ATR for testing
const dynamicTp2Percent = calculateDynamicTp2(
entryPrice,
simulatedATR,
config
)
const tp2Price = calculatePrice(
entryPrice,
dynamicTp2Percent,
config.takeProfit2Percent,
direction
)
@@ -191,7 +180,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
console.log(` Entry: $${entryPrice.toFixed(4)}`)
console.log(` SL: $${stopLossPrice.toFixed(4)} (${config.stopLossPercent}%)`)
console.log(` TP1: $${tp1Price.toFixed(4)} (${config.takeProfit1Percent}%)`)
console.log(` TP2: $${tp2Price.toFixed(4)} (${dynamicTp2Percent.toFixed(2)}% - ATR-based test)`)
console.log(` TP2: $${tp2Price.toFixed(4)} (${config.takeProfit2Percent}%)`)
// Calculate emergency stop
const emergencyStopPrice = calculatePrice(
@@ -229,8 +218,6 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
maxAdverseExcursion: 0,
maxFavorablePrice: entryPrice,
maxAdversePrice: entryPrice,
atrAtEntry: undefined,
runnerTrailingPercent: undefined,
priceCheckCount: 0,
lastPrice: entryPrice,
lastUpdateTime: Date.now(),
@@ -303,7 +290,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
symbol: driftSymbol,
direction: direction,
entryPrice,
positionSizeUSD: actualPositionSizeUSD,
positionSizeUSD: actualPositionSizeUSD,
leverage: leverage,
stopLossPrice,
takeProfit1Price: tp1Price,