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root
c80a62ed26 security: .env und .env.* aus Git-Tracking entfernen
.env enthielt Private Keys und API Secrets im Klartext.
.gitignore aktualisiert: alle .env-Dateien ignorieren, nur .env.example behalten.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-30 14:46:44 +01:00
root
da5bddddc8 docs: copilot-instructions.md von .github/ in Projekt-Root verschieben
Claude Code liest automatisch copilot-instructions.md aus dem Root.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
2026-01-30 14:46:34 +01:00
4 changed files with 3 additions and 501 deletions

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.env
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# Trading Bot v4 - Environment Variables Template
# Copy this file to .env.local and fill in your values
#
# IMPORTANT: Never commit .env.local to git!
# ================================
# REQUIRED - DRIFT PROTOCOL TRADING
# ================================
# Your Solana wallet private key (base58 format)
# ⚠️ SECURITY: Use a dedicated trading wallet with limited funds
# Get from: Phantom → Settings → Export Private Key
# Or: solana-keygen new --outfile ~/trading-wallet.json
DRIFT_WALLET_PRIVATE_KEY=[91,24,199,66,154,166,231,159,121,123,20,165,118,229,96,114,145,170,28,1,59,164,186,37,170,234,46,107,26,119,205,206,39,1,96,252,82,190,199,68,182,144,131,53,153,66,255,138,238,57,28,249,224,239,172,252,157,230,171,224,154,252,142,171]
# Drift environment
# Options: mainnet-beta (production), devnet (testing)
DRIFT_ENV=mainnet-beta
# Drift Program ID (default - don't change unless using custom program)
DRIFT_PROGRAM_ID=dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH
# API secret key for authenticating n8n webhook requests
# Generate with: openssl rand -hex 32
# Or: node -e "console.log(require('crypto').randomBytes(32).toString('hex'))"
# API authentication secret for endpoints
# Generate with: openssl rand -hex 32
API_SECRET_KEY=2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb
# Public API key for frontend (must start with NEXT_PUBLIC_)
# This is safe to expose to the browser - it's for authenticated endpoints only
NEXT_PUBLIC_API_SECRET_KEY=2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb
# ================================
# REQUIRED - SOLANA RPC ENDPOINT
# ================================
# Solana RPC URL (Required for blockchain access)
#
# PRIMARY: Helius (ONLY PROVIDER THAT WORKS RELIABLY)
# Drift SDK REQUIRES WebSocket subscriptions - Alchemy doesn't support this
# Alchemy "working" state was temporary - always breaks after first trade or shortly after init
SOLANA_RPC_URL=https://mainnet.helius-rpc.com/?api-key=5e236449-f936-4af7-ae38-f15e2f1a3757
# Alternative RPC providers (reference):
#
# QuickNode: https://solana-mainnet.quiknode.pro/YOUR_ENDPOINT/
# Alchemy: https://solana-mainnet.g.alchemy.com/v2/YOUR_ALCHEMY_KEY
# Ankr: https://rpc.ankr.com/solana
# Public (not recommended): https://api.mainnet-beta.solana.com
# ================================
# REQUIRED - PYTH NETWORK (Price Feeds)
# ================================
# Pyth Hermes WebSocket endpoint (for real-time prices)
# Default: https://hermes.pyth.network (no API key needed)
PYTH_HERMES_URL=https://hermes.pyth.network
# Alternative Pyth endpoints:
# Stable: https://hermes-beta.pyth.network
# Devnet: https://hermes-dev.pyth.network
# ================================
# TRADING CONFIGURATION (Optional - Override defaults)
# ================================
# Position sizing
# Base position size in USD (default: 50 for safe testing)
# Example: 50 with 10x leverage = $500 notional position
MAX_POSITION_SIZE_USD=210
# Leverage multiplier (1-20, default: 10)
# Higher leverage = bigger gains AND bigger losses
# Updated Jan 2, 2026: 10x leverage justified by 82% WR, 2.18 PF, 6.19% DD
LEVERAGE=10
# Risk parameters (LEGACY FALLBACK - used when ATR unavailable)
# Stop Loss: Close 100% of position when price drops this much
# Example: -1.5% on 10x = -15% account loss
STOP_LOSS_PERCENT=-1.3
# ================================
# DUAL STOP SYSTEM (Advanced)
# ================================
# Enable dual stop system to avoid wicks while guaranteeing exit
# When enabled, places TWO stop orders:
# 1. Soft Stop (TRIGGER_LIMIT) - Avoids false breakouts/wicks
# 2. Hard Stop (TRIGGER_MARKET) - Guarantees exit if price keeps falling
USE_DUAL_STOPS=false
# Soft Stop (Primary, Stop-Limit)
# Triggers first, tries to avoid wicks
SOFT_STOP_PERCENT=-1.5
SOFT_STOP_BUFFER=0.4 # Buffer between trigger and limit (0.4% = limit at -1.9%)
# Hard Stop (Backup, Stop-Market)
# Only triggers if soft stop doesn't fill
# Guarantees exit during strong breakdowns
HARD_STOP_PERCENT=-2.5
# Take Profit 1: Close X% of position at this profit level (FALLBACK)
# Example: +0.8% on 10x = +8% account gain
TAKE_PROFIT_1_PERCENT=1.45
# Take Profit 1 Size: What % of position to close at TP1
# 60 = close 60%, leave 40% for runner
TAKE_PROFIT_1_SIZE_PERCENT=100
# Take Profit 2: Trigger trailing stop at this profit level (FALLBACK)
# Example: +1.8% on 10x = +18% account gain
TAKE_PROFIT_2_PERCENT=1.8
# Take Profit 2 Size: What % of remaining position to close at TP2
# 0 = don't close at TP2, activate trailing stop on full remaining position
TAKE_PROFIT_2_SIZE_PERCENT=0
# ================================
# ATR-BASED TP/SL (PRIMARY SYSTEM - Nov 17, 2025)
# ================================
# Enable dynamic TP/SL based on market volatility (RECOMMENDED)
# ATR (Average True Range) adapts to current market conditions
# Bull market: Different ATR → Different targets automatically
# Bear market: Different ATR → Different targets automatically
# No manual intervention needed when market regime changes!
USE_ATR_BASED_TARGETS=true
# ATR multipliers for TP1, TP2, and SL
# Example with SOL ATR = 0.45% of price:
# TP1 = 0.45% × 2.0 = 0.90% target
# TP2 = 0.45% × 4.0 = 1.80% target
# SL = 0.45% × 3.0 = 1.35% distance
ATR_MULTIPLIER_TP1=2.0
ATR_MULTIPLIER_TP2=4.0
ATR_MULTIPLIER_SL=3.0
# Safety bounds (prevent extreme values)
# TP1 bounds
MIN_TP1_PERCENT=1.45 # Clamp TP1 to requested 1.1%
MAX_TP1_PERCENT=1.45 # Clamp TP1 to requested 1.1%
# TP2 bounds
MIN_TP2_PERCENT=1
MAX_TP2_PERCENT=3
# SL bounds
MIN_SL_PERCENT=1.3 # Clamp SL to requested 2.8%
MAX_SL_PERCENT=1.3 # Clamp SL to requested 2.8%
# Emergency Stop: Hard stop if this level is breached
# Example: -2.0% on 10x = -20% account loss (rare but protects from flash crashes)
EMERGENCY_STOP_PERCENT=-1.5
# Dynamic stop-loss adjustments
# Move SL to breakeven when profit reaches this level
PROFIT_LOCK_AFTER_TP1_PERCENT=-0.55 # Allow -0.55% drawdown on runner after TP1 (gives room for retracements while TP1 profit already banked)
# Lock in profit when price reaches this level
PROFIT_LOCK_TRIGGER_PERCENT=1
# How much profit to lock (move SL to this profit level)
PROFIT_LOCK_PERCENT=0.6
# Risk limits
# Stop trading if daily loss exceeds this amount (USD)
# Example: -150 = stop trading after losing $150 in a day
MAX_DAILY_DRAWDOWN=-1000
# Maximum number of trades allowed per hour (prevents overtrading)
MAX_TRADES_PER_HOUR=20
# ================================
# PYRAMIDING / POSITION STACKING
# ================================
# Stack positions when confirmation signals arrive within time window
# Data-driven: Signals ≤72 bars (6h) apart have 100% win rate
# Enable pyramiding feature
ENABLE_PYRAMIDING=true
# Leverage for first/base entry (e.g., 7x)
BASE_LEVERAGE=10
# Leverage for additional stack entries (e.g., 7x)
STACK_LEVERAGE=10
# Maximum combined leverage across all pyramid levels (e.g., 14x)
MAX_LEVERAGE_TOTAL=20
# Maximum pyramid levels (e.g., 2 = base + 1 stack)
MAX_PYRAMID_LEVELS=2
# Time window for stacking in minutes (e.g., 240 = 4 hours)
# Conservative setting vs 6h (360min) optimal from backtest
STACKING_WINDOW_MINUTES=240
# Minimum time between trades in minutes (cooldown period)
# Example: 10 = 10 minutes between trades
MIN_TIME_BETWEEN_TRADES=1
# DEX execution settings
# Maximum acceptable slippage on market orders (percentage)
# Example: 1.0 = accept up to 1% slippage
SLIPPAGE_TOLERANCE=0.1
# How often to check prices (milliseconds)
# Example: 2000 = check every 2 seconds
PRICE_CHECK_INTERVAL_MS=2000
# Order confirmation timeout (milliseconds)
# Example: 30000 = wait up to 30 seconds for order confirmation
CONFIRMATION_TIMEOUT_MS=30000
# ================================
# N8N WORKFLOW INTEGRATION (Optional but recommended)
# ================================
# n8n instance URL (for workflow automation)
# Get from: https://n8n.io (cloud) or self-hosted
# Example: https://your-username.app.n8n.cloud
N8N_WEBHOOK_URL=https://flow.egonetix.de/webhook/3371ad7c-0866-4161-90a4-f251de4aceb8
# n8n API key (if using n8n API directly)
N8N_API_KEY=your_n8n_api_key
# TradingView webhook secret (for validating incoming alerts)
# Must match the secret in your TradingView alert URL
# Generate with: openssl rand -hex 16
TRADINGVIEW_WEBHOOK_SECRET=your_tradingview_webhook_secret
# ================================
# NOTIFICATIONS (Optional - for trade alerts)
# ================================
# Telegram Bot (recommended for mobile alerts)
# 1. Create bot: Message @BotFather on Telegram, send /newbot
# 2. Get token from BotFather
# 3. Get chat ID: Message @userinfobot or your bot, it will show your chat ID
TELEGRAM_BOT_TOKEN=8240234365:AAEm6hg_XOm54x8ctnwpNYreFKRAEvWU3uY
TELEGRAM_CHAT_ID=579304651
# Discord Webhook (good for team channels)
# 1. Go to Discord channel settings
# 2. Integrations → Webhooks → New Webhook
# 3. Copy webhook URL
DISCORD_WEBHOOK_URL=https://discord.com/api/webhooks/YOUR_WEBHOOK_ID/YOUR_WEBHOOK_TOKEN
# Email (SMTP) - for important alerts
# Gmail setup:
# 1. Enable 2FA on your Google account
# 2. Generate App Password: https://myaccount.google.com/apppasswords
# 3. Use the 16-character app password below
EMAIL_SMTP_HOST=smtp.gmail.com
EMAIL_SMTP_PORT=587
EMAIL_SMTP_SECURE=false
EMAIL_FROM=your-email@gmail.com
EMAIL_TO=notification-email@gmail.com
EMAIL_USER=your-email@gmail.com
EMAIL_PASSWORD=your_16_character_app_password
# Other SMTP providers:
# Outlook: smtp-mail.outlook.com:587
# Yahoo: smtp.mail.yahoo.com:587
# SendGrid: smtp.sendgrid.net:587
# ================================
# DATABASE (Optional - Phase 3 feature)
# ================================
# PostgreSQL connection string
# Format: postgresql://username:password@host:port/database
#
# IMPORTANT: Use different URLs for different environments:
# - Docker container (runtime): trading-bot-postgres (container name)
# - Local development (Prisma CLI): localhost:5432
#
# The URL below is for Docker runtime. For Prisma migrations from host:
# DATABASE_URL="postgresql://postgres:postgres@localhost:5432/trading_bot_v4" npx prisma migrate dev
#
# PostgreSQL Database (for trade history and analytics)
DATABASE_URL=postgresql://postgres:postgres@trading-bot-postgres:5432/trading_bot_v4
# Cloud PostgreSQL providers:
# - Supabase: https://supabase.com (free tier available)
# - Neon: https://neon.tech (serverless, free tier)
# - Railway: https://railway.app
# - Heroku Postgres
# Database connection pool settings (optional)
DATABASE_POOL_MIN=2
DATABASE_POOL_MAX=10
# ================================
# SECURITY & ACCESS CONTROL
# ================================
# JWT secret for API authentication (if implementing auth)
# Generate with: openssl rand -hex 64
JWT_SECRET=your_jwt_secret_here
# Allowed origins for CORS (comma-separated)
# Example: http://localhost:3000,https://yourdomain.com
ALLOWED_ORIGINS=http://localhost:3000
# Rate limiting (requests per minute)
RATE_LIMIT_PER_MINUTE=60
# IP whitelist (comma-separated, leave empty to allow all)
# Example: 192.168.1.100,10.0.0.5
IP_WHITELIST=
# ================================
# DEVELOPMENT & DEBUGGING
# ================================
# Node environment (development, production, test)
NODE_ENV=production
# Log level (debug, info, warn, error)
# Use 'debug' for detailed logs during development
LOG_LEVEL=info
# Enable detailed logging for specific modules
DEBUG=drift:*,pyth:*,trading:*
# Enable dry run mode (simulate trades without executing)
# Set to 'true' for testing without real money
DRY_RUN=false
# API server port (default: 3000)
PORT=3000
# Enable performance monitoring
ENABLE_METRICS=false
# Sentry DSN (for error tracking in production)
SENTRY_DSN=
# ================================
# MONITORING & ANALYTICS (Optional)
# ================================
# DataDog API key (for metrics and logs)
DATADOG_API_KEY=
# Grafana Cloud endpoint
GRAFANA_ENDPOINT=
# New Relic license key
NEW_RELIC_LICENSE_KEY=
# ================================
# NOTES & QUICK REFERENCE
# ================================
# Typical Production Setup:
# - MAX_POSITION_SIZE_USD=1000 (start with $1k)
# - LEVERAGE=10 (10x multiplier)
# - Helius RPC (best performance)
# - Telegram notifications enabled
# - DRY_RUN=false
# - LOG_LEVEL=info
#
# Safe Testing Setup:
# - MAX_POSITION_SIZE_USD=50 (only $50 per trade)
# - LEVERAGE=10 (still test with leverage)
# - DRY_RUN=false (test with real tiny amounts)
# - LOG_LEVEL=debug (see everything)
#
# Recommended Daily Limits:
# - MAX_DAILY_DRAWDOWN=-150 (stop at -15% loss)
# - MAX_TRADES_PER_HOUR=6 (prevent overtrading)
# - MIN_TIME_BETWEEN_TRADES=10 (10min cooldown)
#
# Expected Risk Per Trade (with defaults):
# - Max Loss: $7.50 (50 * 10 * 0.015)
# - TP1 Gain: $3.50 (50 * 10 * 0.007)
# - TP2 Gain: $7.50 (50 * 10 * 0.015)
# - Full Win: $11.00 (TP1 + TP2)
#
# Getting API Keys:
# - Helius: https://helius.dev (free tier: 100k requests/day)
# - Telegram: @BotFather on Telegram
# - Discord: Channel Settings → Integrations → Webhooks
# - Gmail: myaccount.google.com/apppasswords (need 2FA enabled)
#
# Testing Checklist:
# [ ] Copy this file to .env.local
# [ ] Fill in DRIFT_WALLET_PRIVATE_KEY
# [ ] Fill in SOLANA_RPC_URL (Helius recommended)
# [ ] Fill in API_SECRET_KEY (random 32-byte hex)
# [ ] Set MAX_POSITION_SIZE_USD=50 for testing
# [ ] Run: npx tsx v4/test-price-monitor.ts
# [ ] Run: npx tsx v4/test-position-manager.ts
# [ ] Run: npx tsx v4/test-full-flow.ts (careful: real trade!)
# [ ] Configure TradingView alerts
# [ ] Import n8n-workflow-v4.json
# [ ] Test with manual TradingView alert
#
# Security Reminders:
# ⚠️ Never commit .env.local to git
# ⚠️ Use a dedicated trading wallet
# ⚠️ Start with small position sizes
# ⚠️ Keep private keys secure
# ⚠️ Use hardware wallet for large amounts
# ⚠️ Rotate API keys regularly
# ⚠️ Monitor for suspicious activity
#
# Support & Documentation:
# - v4/README.md - Project overview
# - v4/SETUP.md - Detailed setup guide
# - v4/TESTING.md - Testing procedures
# - v4/QUICKREF_PHASE2.md - Quick reference
# - TRADING_BOT_V4_MANUAL.md - Complete manual
# - PHASE_2_COMPLETE_REPORT.md - Feature summary
USE_TRAILING_STOP=false
TRAILING_STOP_PERCENT=0.5
TRAILING_STOP_ACTIVATION=0.4
MIN_SIGNAL_QUALITY_SCORE=95
MIN_SIGNAL_QUALITY_SCORE_LONG=95
MIN_SIGNAL_QUALITY_SCORE_SHORT=80
# Adaptive Leverage System (Nov 24, 2025)
# Updated Jan 2, 2026: Fixed 10x leverage (adaptive disabled)
# Long-only strategy validated: 82% WR, 2.18 PF, 6.19% DD
USE_ADAPTIVE_LEVERAGE=false
HIGH_QUALITY_LEVERAGE=10
LOW_QUALITY_LEVERAGE=10
QUALITY_LEVERAGE_THRESHOLD_LONG=95
QUALITY_LEVERAGE_THRESHOLD_SHORT=90
QUALITY_LEVERAGE_THRESHOLD=95 # Kept for backward compatibility
SOLANA_ENABLED=true
SOLANA_POSITION_SIZE=100
SOLANA_LEVERAGE=10
SOLANA_USE_PERCENTAGE_SIZE=true
ETHEREUM_ENABLED=false
ETHEREUM_POSITION_SIZE=50
ETHEREUM_LEVERAGE=5
ETHEREUM_USE_PERCENTAGE_SIZE=false
ENABLE_POSITION_SCALING=true
MIN_SCALE_QUALITY_SCORE=75
MIN_PROFIT_FOR_SCALE=0.4
MAX_SCALE_MULTIPLIER=2
SCALE_SIZE_PERCENT=50
MIN_ADX_INCREASE=5
MAX_PRICE_POSITION_FOR_SCALE=70
TRAILING_STOP_ATR_MULTIPLIER=2.5
TRAILING_STOP_MIN_PERCENT=0.25
TRAILING_STOP_MAX_PERCENT=2.5
USE_PERCENTAGE_SIZE=false
BREAKEVEN_TRIGGER_PERCENT=0.4
ATR_MULTIPLIER_FOR_TP2=2
# ================================
# SMART ENTRY TIMING (Phase 2 - Nov 27, 2025)
# ================================
# Wait for optimal pullback within 2 minutes after 5-min signal
# Expected impact: 0.2-0.5% better entry per trade = $1,600-4,000 over 100 trades
SMART_ENTRY_ENABLED=true # Set to true to enable smart entry timing
SMART_ENTRY_MAX_WAIT_MS=120000 # 120,000ms = 2 minutes max wait
SMART_ENTRY_PULLBACK_MIN=0.15 # 0.15% minimum pullback to consider
SMART_ENTRY_PULLBACK_MAX=0.50 # 0.50% maximum pullback (beyond = possible reversal)
SMART_ENTRY_ADX_TOLERANCE=2 # Max ADX drop allowed (2 points)
# How it works:
# - 5-min signal arrives at candle close
# - Bot waits up to 2 minutes for price to pullback
# - LONG: Waits for dip 0.15-0.5% below signal price
# - SHORT: Waits for bounce 0.15-0.5% above signal price
# - Validates ADX hasn't dropped >2 points
# - Timeout: Executes at market if no pullback within 2 minutes
ENABLE_AUTO_WITHDRAWALS=false
WITHDRAWAL_INTERVAL_HOURS=168
WITHDRAWAL_PROFIT_PERCENT=10
MIN_WITHDRAWAL_AMOUNT=5
MIN_ACCOUNT_BALANCE=500
LAST_WITHDRAWAL_TIME=2025-11-19T19:34:47.185Z
TOTAL_WITHDRAWN=12.50
# Production Logging Configuration (Phase 1 Optimization - Dec 5, 2025)
DEBUG_LOGS=false

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# Telegram Trade Bot Configuration
# Get your bot token from @BotFather on Telegram
TELEGRAM_BOT_TOKEN=8240234365:AAEm6hg_XOm54x8ctnwpNYreFKRAEvWU3uY
# Your n8n webhook URL (after importing telegram-manual-trade-FINAL.json, activate it and replace this URL)
# Your n8n webhook URL (public HTTPS)
N8N_WEBHOOK_URL=https://flow.egonetix.de/webhook/3371ad7c-0866-4161-90a4-f251de4aceb8
# Your Telegram chat ID (already set to 579304651)
TELEGRAM_CHAT_ID=579304651
# Trading Bot API URL (internal Docker network)
TRADING_BOT_URL=http://trading-bot-v4:3000
# API Secret Key (same as in main .env file)
API_SECRET_KEY=2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb

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build/ build/
# Environment variables # Environment variables
.env.local .env
.env*.local .env.*
!.env.example
# IDE # IDE
.vscode/ .vscode/