feat: Phase 2 Smart Entry Timing - COMPLETE
Implementation of 1-minute data enhancements Phase 2: - Queue signals when price not at favorable pullback level - Monitor every 15s for 0.15-0.5% pullback (LONG=dip, SHORT=bounce) - Validate ADX hasn't dropped >2 points (trend still strong) - Timeout at 2 minutes → execute at current price - Expected improvement: 0.2-0.5% per trade = ,600-4,000 over 100 trades Files: - lib/trading/smart-entry-timer.ts (616 lines, zero TS errors) - app/api/trading/execute/route.ts (integrated smart entry check) - .env (SMART_ENTRY_* configuration, disabled by default) Next steps: - Test with SMART_ENTRY_ENABLED=true in development - Monitor first 5-10 trades for improvement verification - Enable in production after successful testing
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@@ -16,6 +16,7 @@ import { scoreSignalQuality } from '@/lib/trading/signal-quality'
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import { getMarketDataCache } from '@/lib/trading/market-data-cache'
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import { getPythPriceMonitor } from '@/lib/pyth/price-monitor'
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import { logCriticalError, logTradeExecution } from '@/lib/utils/persistent-logger'
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import { getSmartEntryTimer } from '@/lib/trading/smart-entry-timer'
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export interface ExecuteTradeRequest {
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symbol: string // TradingView symbol (e.g., 'SOLUSDT')
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@@ -427,6 +428,73 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
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console.log(` Leverage: ${leverage}x`)
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console.log(` Total position: $${positionSizeUSD}`)
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// 🎯 SMART ENTRY TIMING - Check if we should wait for better entry (Phase 2 - Nov 27, 2025)
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const smartEntryTimer = getSmartEntryTimer()
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if (smartEntryTimer.isEnabled() && body.signalPrice) {
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console.log(`🎯 Smart Entry: Evaluating entry timing...`)
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// Get current price to check if already at favorable level
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const priceMonitor = getPythPriceMonitor()
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const latestPrice = priceMonitor.getCachedPrice(driftSymbol)
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const currentPrice = latestPrice?.price || body.signalPrice
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const priceChange = ((currentPrice - body.signalPrice) / body.signalPrice) * 100
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const isPullbackDirection = body.direction === 'long' ? priceChange < 0 : priceChange > 0
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const pullbackMagnitude = Math.abs(priceChange)
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const pullbackMin = parseFloat(process.env.SMART_ENTRY_PULLBACK_MIN || '0.15')
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const pullbackMax = parseFloat(process.env.SMART_ENTRY_PULLBACK_MAX || '0.50')
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console.log(` Signal Price: $${body.signalPrice.toFixed(2)}`)
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console.log(` Current Price: $${currentPrice.toFixed(2)} (${priceChange >= 0 ? '+' : ''}${priceChange.toFixed(2)}%)`)
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if (isPullbackDirection && pullbackMagnitude >= pullbackMin && pullbackMagnitude <= pullbackMax) {
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// Already at favorable entry - execute immediately!
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console.log(`✅ Smart Entry: Already at favorable level (${pullbackMagnitude.toFixed(2)}% pullback)`)
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console.log(` Executing immediately - no need to wait`)
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} else if (!isPullbackDirection || pullbackMagnitude < pullbackMin) {
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// Not favorable yet - queue for smart entry
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console.log(`⏳ Smart Entry: Queuing signal for optimal entry timing`)
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console.log(` Waiting for ${body.direction === 'long' ? 'dip' : 'bounce'} of ${pullbackMin}-${pullbackMax}%`)
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// Queue the signal with full context
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const queuedSignal = smartEntryTimer.queueSignal({
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symbol: driftSymbol,
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direction: body.direction,
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signalPrice: body.signalPrice,
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atr: body.atr,
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adx: body.adx,
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rsi: body.rsi,
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volumeRatio: body.volumeRatio,
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pricePosition: body.pricePosition,
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indicatorVersion: body.indicatorVersion,
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qualityScore: qualityResult.score,
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})
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// Return success immediately (n8n workflow continues)
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return NextResponse.json({
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success: true,
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message: 'Signal queued for smart entry timing',
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smartEntry: {
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enabled: true,
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queuedAt: new Date().toISOString(),
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signalId: queuedSignal.id,
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targetPullback: `${pullbackMin}-${pullbackMax}%`,
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maxWait: `${parseInt(process.env.SMART_ENTRY_MAX_WAIT_MS || '120000') / 1000}s`,
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currentPullback: `${priceChange.toFixed(2)}%`,
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},
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positionId: `queued-${queuedSignal.id}`,
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symbol: driftSymbol,
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direction: body.direction,
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qualityScore: qualityResult.score,
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}, { status: 200 })
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} else if (pullbackMagnitude > pullbackMax) {
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// Pullback too large - might be reversal, execute with caution
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console.log(`⚠️ Smart Entry: Pullback too large (${pullbackMagnitude.toFixed(2)}% > ${pullbackMax}%)`)
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console.log(` Possible reversal - executing at current price with caution`)
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}
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}
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// Helper function for rate limit spacing
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const rpcDelay = (ms: number) => new Promise(resolve => setTimeout(resolve, ms))
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