import { NextResponse } from 'next/server' export async function GET() { const roadmap = [ // Phase 1: Foundation (COMPLETE) { phase: 'Phase 1', title: 'Core Trading System', status: 'complete', description: 'Drift Protocol integration, Position Manager, TP/SL automation, database tracking', impact: 'Fully automated trading with position monitoring and exit management', completed: 'Nov 2024', items: [ 'Drift SDK integration with transaction confirmation', 'Position Manager with 2-second monitoring loop', 'Database persistence with Prisma ORM', 'On-chain TP/SL order placement', 'Telegram notifications for trade events', 'n8n webhook integration for TradingView signals' ] }, { phase: 'Phase 1', title: 'TP2-as-Runner System', status: 'complete', description: 'Configurable TP1 (60% default) + Runner (40%) with trailing stop', impact: '5x larger runner position capturing extended trend moves', completed: 'Nov 11, 2025', items: [ 'Configurable TP1 close percentage (TAKE_PROFIT_1_SIZE_PERCENT)', 'TP2 activates trailing stop instead of closing', 'Dynamic runner size calculation (100% - TP1%)', 'ATR-based trailing stop with profit acceleration', 'Settings UI shows dynamic runner percentage' ] }, { phase: 'Phase 1', title: 'ATR-Based Risk Management', status: 'complete', description: 'Regime-agnostic TP/SL system adapting to market volatility', impact: 'Auto-adjusts targets: bull markets expand, bear markets tighten', completed: 'Nov 17, 2025', items: [ 'ATR × multipliers for TP1 (2.0x), TP2 (4.0x), SL (3.0x)', 'Safety bounds prevent extreme targets', 'Asset-agnostic (SOL vs BTC different ATR)', 'Fallback to fixed % when ATR unavailable', 'TradingView integration passes ATR field' ] }, { phase: 'Phase 1', title: 'ADX-Based Adaptive Systems', status: 'complete', description: 'Trend-strength aware runner SL and trailing stop multipliers', impact: 'Strong trends get wider trail, weak trends protect capital', completed: 'Nov 19, 2025', items: [ 'Runner SL: ADX <20 = breakeven, 20-25 = -0.3%, >25 = -0.55%', 'Trailing stop multipliers: ADX >30 = 1.5×, 25-30 = 1.25×, <25 = 1.0×', 'Profit acceleration: >2% profit adds 1.3× multiplier', 'Backward compatible (trades without ADX use base values)', 'Graduated approach prevents binary decisions' ] }, // Phase 2: Quality Filtering (COMPLETE) { phase: 'Phase 2', title: 'Signal Quality Scoring System', status: 'complete', description: 'Multi-factor signal evaluation (ATR, ADX, RSI, Volume, Price Position)', impact: '0-100 score filtering low-quality setups, data-driven optimization', completed: 'Nov 11, 2025', items: [ 'Timeframe-aware scoring (5min vs daily thresholds)', 'Component breakdown stored in database', 'BlockedSignal table tracks filtered signals', 'Version tracking for scoring algorithm evolution', 'Anti-chop filter (-20 points for extreme sideways)' ] }, { phase: 'Phase 2', title: 'Direction-Specific Quality Thresholds', status: 'complete', description: 'LONG 90+, SHORT 95+ based on historical win rate analysis', impact: 'Blocks $847 in losses while missing only $210 in wins (+$637 net)', completed: 'Nov 23, 2025', items: [ 'Historical analysis: Quality 90-94 shorts = 28.6% WR (-$553.76)', 'Historical analysis: Quality 90-94 longs = 71.4% WR (+$44.77)', 'Direction-specific ENV variables', 'Top 2 biggest losses (-$524.97) blocked by 95+ threshold', '3:1 loss avoidance ratio validated (Nov 24 analysis)' ] }, { phase: 'Phase 2', title: 'Adaptive Leverage System', status: 'complete', description: 'Quality-based position sizing (95+ = 15x, 90-94 = 10x)', impact: 'Risk-adjusted positions: borderline signals get 33% less exposure', completed: 'Nov 24, 2025', items: [ 'Quality threshold at 95 (configurable)', 'High quality: 15x leverage, Low quality: 10x leverage', 'Early quality calculation before position sizing', 'Logging shows adaptive leverage decisions', 'ENV configuration: USE_ADAPTIVE_LEVERAGE=true' ] }, // Phase 3: Robustness (COMPLETE) { phase: 'Phase 3', title: '5-Layer Database Protection', status: 'complete', description: 'Persistent logging, retry logic, orphan detection, auto-recovery', impact: 'Zero data loss guarantee - all trades tracked even on failures', completed: 'Nov 21, 2025', items: [ 'Persistent file logger (survives container restarts)', 'Retry + verification logic (3 attempts with backoff)', 'Orphan position detection on every startup', 'Retroactive record creation for missing trades', 'Telegram alerts for recovered positions' ] }, { phase: 'Phase 3', title: 'Ghost Position Protection', status: 'complete', description: '3-layer ghost detection preventing unmonitored positions', impact: 'Self-healing system catches state drift within 5 minutes', completed: 'Nov 15, 2025', items: [ 'Layer 1: Drift API validation (every 5 minutes)', 'Layer 2: Death spiral detector (20+ failed close attempts)', 'Layer 3: Monitoring loop checks (every 40 seconds)', 'Automatic ghost cleanup with P&L calculation', 'No manual intervention required' ] }, { phase: 'Phase 3', title: 'Rate Limit Handling', status: 'complete', description: 'Exponential backoff retry logic for Solana RPC operations', impact: '99% of transient failures auto-recover, prevents missed trades', completed: 'Nov 14, 2025', items: [ 'Retry with exponential backoff (5s → 10s → 20s)', 'Applies to all order operations (open, close, cancel)', 'Database logging of rate limit events', 'Analytics endpoint for monitoring patterns', 'Position Manager keeps monitoring on 429 errors' ] }, // Phase 4: Automated Price Tracking (COMPLETE) { phase: 'Phase 4', title: 'Multi-Timeframe Analysis', status: 'complete', description: 'Parallel data collection: 5min (execute) vs 15min/1H/4H/Daily (track)', impact: 'Determine which timeframe has best win rate for live trading', completed: 'Nov 19, 2025', items: [ 'BlockedSignalTracker monitors non-5min signals', 'Tracks price movements at 1/5/15/30 minute intervals', 'Detects if TP1/TP2/SL would have been hit', 'Records MFE/MAE for 30-minute window', 'Target: 50+ signals per timeframe before analysis', '✅ Currently tracking: 21 signals (19 complete)' ] }, { phase: 'Phase 4', title: 'Quality Threshold Validation', status: 'complete', description: 'Track quality-blocked signals to validate 90/95 thresholds', impact: 'Data-driven proof if thresholds filter winners or losers', completed: 'Nov 22, 2025', items: [ 'BlockedSignalTracker monitors QUALITY_SCORE_TOO_LOW signals', 'Same price tracking as multi-timeframe analysis', 'Target: 20-30 blocked signals over 2-4 weeks', 'Compare win rate vs executed trades in same range', 'Adjust thresholds if blocked signals >50% win rate', '✅ Currently tracking: 13 signals (6 complete)', '✅ First result: Quality 80 blocked would have won +0.52%' ] }, // Phase 5: Enhancement (PLANNED) { phase: 'Phase 5', title: 'Stop Hunt Revenge System', status: 'complete', description: 'Auto re-entry after high-quality stop-outs when price reverses', impact: 'Capture reversals after stop hunts on quality 85+ signals', completed: 'Nov 20, 2025', items: [ '4-hour revenge window monitoring', 'Quality 85+ signals eligible', '1.0× position size (same as original)', 'One revenge per stop hunt', '30-second price checks for active stop hunts', 'Database tracking with StopHunt table' ] }, { phase: 'Phase 5', title: 'MAE/MFE Analysis Dashboard', status: 'complete', description: 'Visualize Maximum Adverse/Favorable Excursion for TP/SL optimization', impact: 'Data-driven adjustment of target distances based on actual price action', items: [ '✅ Position Manager tracks MFE/MAE every 2 seconds', '✅ Database stores maxFavorableExcursion and maxAdverseExcursion', '✅ Analytics dashboard displays avg MFE/MAE per indicator version', '✅ Version comparison shows MFE/MAE trends', '✅ Optimization API analyzes MFE vs TP1 rate', '⏳ Future: Distribution charts for optimal target identification' ] }, { phase: 'Phase 5', title: 'Market Regime Detection', status: 'planned', description: 'Dynamic quality threshold adjustment based on ADX trends', impact: 'Adapt to market conditions: raise thresholds in chop, lower in trends', items: [ 'Multi-timeframe ADX analysis (1H + 4H)', 'If ADX <20 on both: raise all thresholds +5 points', 'If ADX >25 on both: lower thresholds -5 points', 'Separate filters for range-bound vs trending markets', 'Telegram alerts when regime changes detected' ] }, // Phase 6: Scaling (FUTURE) { phase: 'Phase 6', title: 'Multi-Symbol Support', status: 'planned', description: 'Trade SOL, ETH, BTC simultaneously with independent configs', impact: 'Diversification reduces single-asset risk, 3× opportunity frequency', items: [ 'Per-symbol enable/disable toggles', 'Independent position sizing and leverage', 'Separate quality thresholds per symbol', 'Symbol-specific cooldown periods', 'Drift market config for each asset' ] }, { phase: 'Phase 6', title: 'High Availability Setup', status: 'in-progress', description: 'Hot standby with Hostinger operational (Nov 25), Patroni PostgreSQL cluster pending Oracle approval', impact: 'App-level HA: 99.9% uptime validated, zero-downtime failover working. Database HA: In progress', items: [ '✅ OPERATIONAL: Hostinger hot standby (72.62.39.24) with PostgreSQL replica', '✅ OPERATIONAL: DNS failover with INWX API (automatic switching in 90s)', '✅ OPERATIONAL: Health monitoring (30-second checks, systemd service)', '✅ VALIDATED: Live failover test (Nov 25) - 0s downtime, automatic failback', '✅ OPERATIONAL: Primary srvdocker02 (95.216.52.28) with PostgreSQL streaming replication', '⏳ WAITING: Oracle Cloud free tier approval for Patroni nodes', '⏳ PLANNED: 3-node Patroni cluster (primary + 2x Oracle Cloud for true DB HA)', '⏳ PLANNED: Automatic PostgreSQL leader election with Patroni + etcd' ] }, // Phase 7: 1-Minute Data Enhancements (FOUNDATION COMPLETE - Nov 27, 2025) { phase: 'Phase 7', title: '1-Minute Market Data Foundation', status: 'complete', description: 'Real-time data collection and revenge system ADX validation', impact: 'Fresh market context every 60 seconds enables intelligent optimizations', completed: 'Nov 27, 2025', items: [ '✅ 1-minute data collection via TradingView alerts', '✅ Bot filters timeframe="1" → saves to BlockedSignal', '✅ Market data cache updates every 60 seconds', '✅ Revenge system ADX validation (blocks if ADX < 20)', '✅ Telegram notifications show validation results', '✅ 2+ signals collected per minute, 0 unintended trades', '✅ Foundation for 6 future enhancements' ] }, { phase: 'Phase 7', title: 'Smart Entry Timing', status: 'planned', description: 'Wait 1-2 minutes after signal for optimal entry conditions', impact: '0.2-0.5% better entry price per trade = $1,600-4,000 over 100 trades', items: [ 'Queue signals for delayed execution (up to 2 minutes)', 'Monitor for pullback (0.2-0.3% favorable move)', 'Volume confirmation (>1.5x average)', 'ADX validation (must hold or increase)', 'Execute when 2+ conditions met or timeout', 'Track improvement: signalPrice vs actualEntryPrice', 'Expected: 60-75% of trades find favorable conditions' ] }, { phase: 'Phase 7', title: 'Signal Quality Real-Time Validation', status: 'complete', description: 'Re-validate signal quality before Smart Entry execution using fresh 1-minute data', impact: 'Block 5-10% of degraded signals = $300-800 saved over 100 trades', completed: 'Nov 27, 2025', items: [ '✅ ADX degradation check (drops >2 points = cancel)', '✅ Volume collapse check (drops >40% = cancel)', '✅ RSI reversal detection (LONG RSI <30 or SHORT RSI >70 = cancel)', '✅ MAGAP divergence check (wrong MA structure = cancel)', '✅ Integrated with Smart Entry Timer (Phase 7.1)', '✅ Validates after pullback wait, before execution', '✅ Detailed logging shows validation results' ] }, { phase: 'Phase 7', title: 'Stop-Hunt Early Warning System', status: 'planned', description: 'Predictive revenge activation before stop loss hit', impact: 'Revenge entry 5-10s vs 90s, +10-15% success rate', items: [ 'Detect price within 0.3% of SL on quality 85+ trades', 'Pre-validate ADX conditions before stop-out', 'Immediate revenge execution on SL (no 90s delay)', 'Disable revenge if ADX weak before stop', 'Avoid whipsaw losses from weak trend stops', 'Better timing = better entry price' ] }, { phase: 'Phase 7', title: 'Dynamic Position Sizing', status: 'planned', description: 'Adjust leverage ±20% based on ADX momentum', impact: 'Larger positions in strengthening trends, smaller in weakening', items: [ 'Track ADX over last 3 minutes (trend momentum)', 'ADX rising >10%: boost leverage by 1.2× (10x → 12x)', 'ADX falling >10%: reduce leverage by 0.8× (10x → 8x)', 'Safety limits: ±20% max adjustment, 5-20x range', 'Better risk-adjusted returns', 'Smoother equity curve' ] }, { phase: 'Phase 7', title: 'Re-Entry Analytics Momentum Filters', status: 'planned', description: 'Add trend momentum to manual trade validation', impact: '+5-10% win rate on manual re-entries', items: [ 'Analyze ADX trend over last 3 minutes', 'RSI momentum toward/away from extremes', 'Bonus points for strengthening trends', 'Penalty points for weakening trends', 'Block re-entries into deteriorating conditions', 'Favor momentum confirmation' ] }, { phase: 'Phase 7', title: 'Dynamic Trailing Stop Optimization', status: 'planned', description: 'Adjust trail width based on real-time ADX changes', impact: '+10-20% runner profitability from adaptive trailing', items: [ 'Monitor ADX changes during trade lifetime', 'ADX spiking >5 points: widen trail (1.5× → 1.8×)', 'ADX dropping >5 points: tighten trail (1.5× → 1.2×)', 'Capture more profit in accelerating trends', 'Lock profit when trend weakens', 'Reduce premature stops in strong moves' ] }, // Phase 8: Intelligence (DISTANT FUTURE) { phase: 'Phase 8', title: 'ML-Based Quality Scoring', status: 'planned', description: 'Machine learning model optimizes component weights based on outcomes', impact: 'Automatic adaptation to changing market conditions', items: [ 'Collect 500+ trades with outcomes for training data', 'Feature engineering: ADX, ATR, RSI, Volume, Price Position', 'Train gradient boosting model (XGBoost/LightGBM)', 'Predict win probability instead of fixed score', 'Retrain monthly on new data', 'A/B test ML scores vs rule-based scores' ] }, ] return NextResponse.json({ success: true, roadmap, stats: { total: roadmap.length, complete: roadmap.filter(item => item.status === 'complete').length, inProgress: roadmap.filter(item => item.status === 'in-progress').length, planned: roadmap.filter(item => item.status === 'planned').length, } }) }