046629520c
Issue 1: Adaptive Leverage Not Working - Quality 90 trade used 15x instead of 10x leverage - Root cause: USE_ADAPTIVE_LEVERAGE ENV variable missing from .env - Fix: Added 4 ENV variables to .env file: * USE_ADAPTIVE_LEVERAGE=true * HIGH_QUALITY_LEVERAGE=15 * LOW_QUALITY_LEVERAGE=10 * QUALITY_LEVERAGE_THRESHOLD=95 - Code was correct, just missing configuration - Container restarted to load new ENV variables - Trade cmici8j640001ry074d7leugt showed $974.05 in DB vs $72.41 actual - 14 duplicate Telegram notifications sent - Root cause: Still investigating - closingInProgress flag already exists - Interim fix: closingInProgress flag added Nov 24 (line 818-821) - Manual correction: Updated DB P&L from $974.05 to $72.41 - This is Common Pitfall #49/#59/#60 recurring Files Changed: - .env: Added adaptive leverage configuration (4 lines) - Database: Corrected P&L for trade cmici8j640001ry074d7leugt Next Steps: - Monitor next quality 90-94 trade for 10x leverage confirmation - Investigate why duplicate processing still occurs despite guards - May need additional serialization mechanism for external closures
429 lines
14 KiB
Bash
429 lines
14 KiB
Bash
# Trading Bot v4 - Environment Variables Template
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# Copy this file to .env.local and fill in your values
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#
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# IMPORTANT: Never commit .env.local to git!
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# ================================
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# REQUIRED - DRIFT PROTOCOL TRADING
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# ================================
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# Your Solana wallet private key (base58 format)
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# ⚠️ SECURITY: Use a dedicated trading wallet with limited funds
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# Get from: Phantom → Settings → Export Private Key
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# Or: solana-keygen new --outfile ~/trading-wallet.json
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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]
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# Drift environment
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# Options: mainnet-beta (production), devnet (testing)
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DRIFT_ENV=mainnet-beta
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# Drift Program ID (default - don't change unless using custom program)
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DRIFT_PROGRAM_ID=dRiftyHA39MWEi3m9aunc5MzRF1JYuBsbn6VPcn33UH
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# API secret key for authenticating n8n webhook requests
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# Generate with: openssl rand -hex 32
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# Or: node -e "console.log(require('crypto').randomBytes(32).toString('hex'))"
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# API authentication secret for endpoints
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# Generate with: openssl rand -hex 32
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API_SECRET_KEY=2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb
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# Public API key for frontend (must start with NEXT_PUBLIC_)
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# This is safe to expose to the browser - it's for authenticated endpoints only
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NEXT_PUBLIC_API_SECRET_KEY=2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb
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# ================================
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# REQUIRED - SOLANA RPC ENDPOINT
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# ================================
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# Solana RPC URL (Required for blockchain access)
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#
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# PRIMARY: Helius (ONLY PROVIDER THAT WORKS RELIABLY)
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# Drift SDK REQUIRES WebSocket subscriptions - Alchemy doesn't support this
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# Alchemy "working" state was temporary - always breaks after first trade or shortly after init
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SOLANA_RPC_URL=https://mainnet.helius-rpc.com/?api-key=5e236449-f936-4af7-ae38-f15e2f1a3757
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# Alternative RPC providers (reference):
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#
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# QuickNode: https://solana-mainnet.quiknode.pro/YOUR_ENDPOINT/
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# Alchemy: https://solana-mainnet.g.alchemy.com/v2/YOUR_ALCHEMY_KEY
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# Ankr: https://rpc.ankr.com/solana
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# Public (not recommended): https://api.mainnet-beta.solana.com
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# ================================
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# REQUIRED - PYTH NETWORK (Price Feeds)
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# ================================
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# Pyth Hermes WebSocket endpoint (for real-time prices)
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# Default: https://hermes.pyth.network (no API key needed)
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PYTH_HERMES_URL=https://hermes.pyth.network
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# Alternative Pyth endpoints:
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# Stable: https://hermes-beta.pyth.network
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# Devnet: https://hermes-dev.pyth.network
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# ================================
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# TRADING CONFIGURATION (Optional - Override defaults)
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# ================================
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# Position sizing
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# Base position size in USD (default: 50 for safe testing)
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# Example: 50 with 10x leverage = $500 notional position
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MAX_POSITION_SIZE_USD=210
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# Leverage multiplier (1-20, default: 10)
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# Higher leverage = bigger gains AND bigger losses
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LEVERAGE=10
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# Risk parameters (LEGACY FALLBACK - used when ATR unavailable)
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# Stop Loss: Close 100% of position when price drops this much
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# Example: -1.5% on 10x = -15% account loss
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STOP_LOSS_PERCENT=-1.5
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# ================================
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# DUAL STOP SYSTEM (Advanced)
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# ================================
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# Enable dual stop system to avoid wicks while guaranteeing exit
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# When enabled, places TWO stop orders:
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# 1. Soft Stop (TRIGGER_LIMIT) - Avoids false breakouts/wicks
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# 2. Hard Stop (TRIGGER_MARKET) - Guarantees exit if price keeps falling
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USE_DUAL_STOPS=false
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# Soft Stop (Primary, Stop-Limit)
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# Triggers first, tries to avoid wicks
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SOFT_STOP_PERCENT=-1.5
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SOFT_STOP_BUFFER=0.4 # Buffer between trigger and limit (0.4% = limit at -1.9%)
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# Hard Stop (Backup, Stop-Market)
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# Only triggers if soft stop doesn't fill
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# Guarantees exit during strong breakdowns
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HARD_STOP_PERCENT=-2.5
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# Take Profit 1: Close X% of position at this profit level (FALLBACK)
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# Example: +0.8% on 10x = +8% account gain
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TAKE_PROFIT_1_PERCENT=0.8
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# Take Profit 1 Size: What % of position to close at TP1
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# 60 = close 60%, leave 40% for runner
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TAKE_PROFIT_1_SIZE_PERCENT=60
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# Take Profit 2: Trigger trailing stop at this profit level (FALLBACK)
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# Example: +1.8% on 10x = +18% account gain
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TAKE_PROFIT_2_PERCENT=1.8
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# Take Profit 2 Size: What % of remaining position to close at TP2
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# 0 = don't close at TP2, activate trailing stop on full remaining position
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TAKE_PROFIT_2_SIZE_PERCENT=0
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# ================================
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# ATR-BASED TP/SL (PRIMARY SYSTEM - Nov 17, 2025)
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# ================================
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# Enable dynamic TP/SL based on market volatility (RECOMMENDED)
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# ATR (Average True Range) adapts to current market conditions
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# Bull market: Different ATR → Different targets automatically
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# Bear market: Different ATR → Different targets automatically
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# No manual intervention needed when market regime changes!
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USE_ATR_BASED_TARGETS=true
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# ATR multipliers for TP1, TP2, and SL
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# Example with SOL ATR = 0.45% of price:
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# TP1 = 0.45% × 2.0 = 0.90% target
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# TP2 = 0.45% × 4.0 = 1.80% target
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# SL = 0.45% × 3.0 = 1.35% distance
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ATR_MULTIPLIER_TP1=2.0
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ATR_MULTIPLIER_TP2=4.0
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ATR_MULTIPLIER_SL=3.0
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# Safety bounds (prevent extreme values)
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# TP1 bounds
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MIN_TP1_PERCENT=0.5 # Never below +0.5%
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MAX_TP1_PERCENT=1.5 # Never above +1.5%
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# TP2 bounds
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MIN_TP2_PERCENT=1
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MAX_TP2_PERCENT=3
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# SL bounds
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MIN_SL_PERCENT=0.8 # Never tighter than -0.8%
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MAX_SL_PERCENT=2.0 # Never wider than -2.0%
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# Emergency Stop: Hard stop if this level is breached
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# Example: -2.0% on 10x = -20% account loss (rare but protects from flash crashes)
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EMERGENCY_STOP_PERCENT=-20
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# Dynamic stop-loss adjustments
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# Move SL to breakeven when profit reaches this level
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PROFIT_LOCK_AFTER_TP1_PERCENT=-0.55 # Allow -0.55% drawdown on runner after TP1 (gives room for retracements while TP1 profit already banked)
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# Lock in profit when price reaches this level
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PROFIT_LOCK_TRIGGER_PERCENT=1
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# How much profit to lock (move SL to this profit level)
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PROFIT_LOCK_PERCENT=0.6
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# Risk limits
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# Stop trading if daily loss exceeds this amount (USD)
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# Example: -150 = stop trading after losing $150 in a day
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MAX_DAILY_DRAWDOWN=-1000
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# Maximum number of trades allowed per hour (prevents overtrading)
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MAX_TRADES_PER_HOUR=20
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# Minimum time between trades in minutes (cooldown period)
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# Example: 10 = 10 minutes between trades
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MIN_TIME_BETWEEN_TRADES=1
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# DEX execution settings
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# Maximum acceptable slippage on market orders (percentage)
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# Example: 1.0 = accept up to 1% slippage
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SLIPPAGE_TOLERANCE=0.1
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# How often to check prices (milliseconds)
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# Example: 2000 = check every 2 seconds
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PRICE_CHECK_INTERVAL_MS=2000
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# Order confirmation timeout (milliseconds)
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# Example: 30000 = wait up to 30 seconds for order confirmation
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CONFIRMATION_TIMEOUT_MS=30000
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# ================================
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# N8N WORKFLOW INTEGRATION (Optional but recommended)
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# ================================
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# n8n instance URL (for workflow automation)
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# Get from: https://n8n.io (cloud) or self-hosted
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# Example: https://your-username.app.n8n.cloud
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N8N_WEBHOOK_URL=https://flow.egonetix.de/webhook/3371ad7c-0866-4161-90a4-f251de4aceb8
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# n8n API key (if using n8n API directly)
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N8N_API_KEY=your_n8n_api_key
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# TradingView webhook secret (for validating incoming alerts)
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# Must match the secret in your TradingView alert URL
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# Generate with: openssl rand -hex 16
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TRADINGVIEW_WEBHOOK_SECRET=your_tradingview_webhook_secret
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# ================================
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# NOTIFICATIONS (Optional - for trade alerts)
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# ================================
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# Telegram Bot (recommended for mobile alerts)
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# 1. Create bot: Message @BotFather on Telegram, send /newbot
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# 2. Get token from BotFather
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# 3. Get chat ID: Message @userinfobot or your bot, it will show your chat ID
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TELEGRAM_BOT_TOKEN=8240234365:AAEm6hg_XOm54x8ctnwpNYreFKRAEvWU3uY
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TELEGRAM_CHAT_ID=579304651
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# Discord Webhook (good for team channels)
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# 1. Go to Discord channel settings
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# 2. Integrations → Webhooks → New Webhook
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# 3. Copy webhook URL
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DISCORD_WEBHOOK_URL=https://discord.com/api/webhooks/YOUR_WEBHOOK_ID/YOUR_WEBHOOK_TOKEN
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# Email (SMTP) - for important alerts
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# Gmail setup:
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# 1. Enable 2FA on your Google account
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# 2. Generate App Password: https://myaccount.google.com/apppasswords
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# 3. Use the 16-character app password below
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EMAIL_SMTP_HOST=smtp.gmail.com
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EMAIL_SMTP_PORT=587
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EMAIL_SMTP_SECURE=false
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EMAIL_FROM=your-email@gmail.com
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EMAIL_TO=notification-email@gmail.com
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EMAIL_USER=your-email@gmail.com
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EMAIL_PASSWORD=your_16_character_app_password
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# Other SMTP providers:
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# Outlook: smtp-mail.outlook.com:587
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# Yahoo: smtp.mail.yahoo.com:587
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# SendGrid: smtp.sendgrid.net:587
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# ================================
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# DATABASE (Optional - Phase 3 feature)
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# ================================
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# PostgreSQL connection string
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# Format: postgresql://username:password@host:port/database
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#
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# IMPORTANT: Use different URLs for different environments:
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# - Docker container (runtime): trading-bot-postgres (container name)
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# - Local development (Prisma CLI): localhost:5432
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#
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# The URL below is for Docker runtime. For Prisma migrations from host:
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# DATABASE_URL="postgresql://postgres:postgres@localhost:5432/trading_bot_v4" npx prisma migrate dev
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#
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# PostgreSQL Database (for trade history and analytics)
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DATABASE_URL=postgresql://postgres:postgres@trading-bot-postgres:5432/trading_bot_v4
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# Cloud PostgreSQL providers:
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# - Supabase: https://supabase.com (free tier available)
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# - Neon: https://neon.tech (serverless, free tier)
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# - Railway: https://railway.app
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# - Heroku Postgres
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# Database connection pool settings (optional)
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DATABASE_POOL_MIN=2
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DATABASE_POOL_MAX=10
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# ================================
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# SECURITY & ACCESS CONTROL
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# ================================
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# JWT secret for API authentication (if implementing auth)
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# Generate with: openssl rand -hex 64
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JWT_SECRET=your_jwt_secret_here
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# Allowed origins for CORS (comma-separated)
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# Example: http://localhost:3000,https://yourdomain.com
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ALLOWED_ORIGINS=http://localhost:3000
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# Rate limiting (requests per minute)
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RATE_LIMIT_PER_MINUTE=60
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# IP whitelist (comma-separated, leave empty to allow all)
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# Example: 192.168.1.100,10.0.0.5
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IP_WHITELIST=
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# ================================
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# DEVELOPMENT & DEBUGGING
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# ================================
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# Node environment (development, production, test)
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NODE_ENV=production
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# Log level (debug, info, warn, error)
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# Use 'debug' for detailed logs during development
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LOG_LEVEL=info
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# Enable detailed logging for specific modules
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DEBUG=drift:*,pyth:*,trading:*
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# Enable dry run mode (simulate trades without executing)
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# Set to 'true' for testing without real money
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DRY_RUN=false
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# API server port (default: 3000)
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PORT=3000
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# Enable performance monitoring
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ENABLE_METRICS=false
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# Sentry DSN (for error tracking in production)
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SENTRY_DSN=
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# ================================
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# MONITORING & ANALYTICS (Optional)
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# ================================
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# DataDog API key (for metrics and logs)
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DATADOG_API_KEY=
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# Grafana Cloud endpoint
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GRAFANA_ENDPOINT=
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# New Relic license key
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NEW_RELIC_LICENSE_KEY=
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# ================================
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# NOTES & QUICK REFERENCE
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# ================================
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# Typical Production Setup:
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# - MAX_POSITION_SIZE_USD=1000 (start with $1k)
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# - LEVERAGE=10 (10x multiplier)
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# - Helius RPC (best performance)
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# - Telegram notifications enabled
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# - DRY_RUN=false
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# - LOG_LEVEL=info
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#
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# Safe Testing Setup:
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# - MAX_POSITION_SIZE_USD=50 (only $50 per trade)
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# - LEVERAGE=10 (still test with leverage)
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# - DRY_RUN=false (test with real tiny amounts)
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# - LOG_LEVEL=debug (see everything)
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#
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# Recommended Daily Limits:
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# - MAX_DAILY_DRAWDOWN=-150 (stop at -15% loss)
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# - MAX_TRADES_PER_HOUR=6 (prevent overtrading)
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# - MIN_TIME_BETWEEN_TRADES=10 (10min cooldown)
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#
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# Expected Risk Per Trade (with defaults):
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# - Max Loss: $7.50 (50 * 10 * 0.015)
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# - TP1 Gain: $3.50 (50 * 10 * 0.007)
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# - TP2 Gain: $7.50 (50 * 10 * 0.015)
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# - Full Win: $11.00 (TP1 + TP2)
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#
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# Getting API Keys:
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# - Helius: https://helius.dev (free tier: 100k requests/day)
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# - Telegram: @BotFather on Telegram
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# - Discord: Channel Settings → Integrations → Webhooks
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# - Gmail: myaccount.google.com/apppasswords (need 2FA enabled)
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#
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# Testing Checklist:
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# [ ] Copy this file to .env.local
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# [ ] Fill in DRIFT_WALLET_PRIVATE_KEY
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# [ ] Fill in SOLANA_RPC_URL (Helius recommended)
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# [ ] Fill in API_SECRET_KEY (random 32-byte hex)
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# [ ] Set MAX_POSITION_SIZE_USD=50 for testing
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# [ ] Run: npx tsx v4/test-price-monitor.ts
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# [ ] Run: npx tsx v4/test-position-manager.ts
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# [ ] Run: npx tsx v4/test-full-flow.ts (careful: real trade!)
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# [ ] Configure TradingView alerts
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# [ ] Import n8n-workflow-v4.json
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# [ ] Test with manual TradingView alert
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#
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# Security Reminders:
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# ⚠️ Never commit .env.local to git
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# ⚠️ Use a dedicated trading wallet
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# ⚠️ Start with small position sizes
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# ⚠️ Keep private keys secure
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# ⚠️ Use hardware wallet for large amounts
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# ⚠️ Rotate API keys regularly
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# ⚠️ Monitor for suspicious activity
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#
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# Support & Documentation:
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# - v4/README.md - Project overview
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# - v4/SETUP.md - Detailed setup guide
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# - v4/TESTING.md - Testing procedures
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# - v4/QUICKREF_PHASE2.md - Quick reference
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# - TRADING_BOT_V4_MANUAL.md - Complete manual
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# - PHASE_2_COMPLETE_REPORT.md - Feature summary
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USE_TRAILING_STOP=true
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TRAILING_STOP_PERCENT=0.5
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TRAILING_STOP_ACTIVATION=0.4
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MIN_SIGNAL_QUALITY_SCORE=91
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MIN_SIGNAL_QUALITY_SCORE_LONG=90 # Nov 23, 2025: Longs have 71.4% WR at quality 90-94 (+$44.77 on 7 trades)
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MIN_SIGNAL_QUALITY_SCORE_SHORT=95 # Nov 23, 2025: Shorts toxic at quality 90-94 (28.6% WR, -$553.76 on 7 trades)
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\n# Adaptive Leverage System (Nov 24, 2025)
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USE_ADAPTIVE_LEVERAGE=true
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HIGH_QUALITY_LEVERAGE=15
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LOW_QUALITY_LEVERAGE=10
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QUALITY_LEVERAGE_THRESHOLD=95
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SOLANA_ENABLED=true
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SOLANA_POSITION_SIZE=100
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SOLANA_LEVERAGE=15
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SOLANA_USE_PERCENTAGE_SIZE=true
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ETHEREUM_ENABLED=false
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ETHEREUM_POSITION_SIZE=50
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ETHEREUM_LEVERAGE=1
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ETHEREUM_USE_PERCENTAGE_SIZE=false
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ENABLE_POSITION_SCALING=false
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MIN_SCALE_QUALITY_SCORE=75
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MIN_PROFIT_FOR_SCALE=0.4
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MAX_SCALE_MULTIPLIER=2
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SCALE_SIZE_PERCENT=50
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MIN_ADX_INCREASE=5
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MAX_PRICE_POSITION_FOR_SCALE=70
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TRAILING_STOP_ATR_MULTIPLIER=2.5
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TRAILING_STOP_MIN_PERCENT=0.25
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TRAILING_STOP_MAX_PERCENT=2.5
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USE_PERCENTAGE_SIZE=false
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BREAKEVEN_TRIGGER_PERCENT=0.4
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ATR_MULTIPLIER_FOR_TP2=2
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ENABLE_AUTO_WITHDRAWALS=false
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WITHDRAWAL_INTERVAL_HOURS=168
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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 |