Files
trading_bot_v4/app/api/trading/check-risk/route.ts
mindesbunister 7c4adff4e4 Implement risk checks: cooldown, hourly limit, and daily drawdown
Implemented 3 critical risk checks in /api/trading/check-risk:

1. Daily Drawdown Check
   - Blocks trades if today's P&L < maxDailyDrawdown
   - Prevents catastrophic daily losses
   - Currently: -0 limit (configurable via MAX_DAILY_DRAWDOWN)

2. Hourly Trade Limit
   - Blocks trades if tradesInLastHour >= maxTradesPerHour
   - Prevents overtrading / algorithm malfunction
   - Currently: 20 trades/hour (configurable via MAX_TRADES_PER_HOUR)

3. Cooldown Period
   - Blocks trades if timeSinceLastTrade < minTimeBetweenTrades
   - Enforces breathing room between trades
   - Uses minutes (not seconds) thanks to previous commit
   - Currently: 0 min = disabled (configurable via MIN_TIME_BETWEEN_TRADES)

Added database helper functions:
- getLastTradeTime() - Returns timestamp of most recent trade
- getTradesInLastHour() - Counts trades in last 60 minutes
- getTodayPnL() - Sums realized P&L since midnight

All checks include detailed logging with values and thresholds.
Risk check called by n8n workflow before every trade execution.
2025-10-30 10:50:08 +01:00

162 lines
5.3 KiB
TypeScript

/**
* Risk Check API Endpoint
*
* Called by n8n workflow before executing trade
* POST /api/trading/check-risk
*/
import { NextRequest, NextResponse } from 'next/server'
import { getMergedConfig } from '@/config/trading'
import { getInitializedPositionManager } from '@/lib/trading/position-manager'
import { getLastTradeTime, getTradesInLastHour, getTodayPnL } from '@/lib/database/trades'
export interface RiskCheckRequest {
symbol: string
direction: 'long' | 'short'
}
export interface RiskCheckResponse {
allowed: boolean
reason?: string
details?: string
}
export async function POST(request: NextRequest): Promise<NextResponse<RiskCheckResponse>> {
try {
// Verify authorization
const authHeader = request.headers.get('authorization')
const expectedAuth = `Bearer ${process.env.API_SECRET_KEY}`
if (!authHeader || authHeader !== expectedAuth) {
return NextResponse.json(
{
allowed: false,
reason: 'Unauthorized',
},
{ status: 401 }
)
}
const body: RiskCheckRequest = await request.json()
console.log('🔍 Risk check for:', body)
const config = getMergedConfig()
// Check for existing positions on the same symbol
const positionManager = await getInitializedPositionManager()
const existingTrades = Array.from(positionManager.getActiveTrades().values())
const existingPosition = existingTrades.find(trade => trade.symbol === body.symbol)
if (existingPosition) {
// Check if it's the SAME direction (duplicate - block it)
if (existingPosition.direction === body.direction) {
console.log('🚫 Risk check BLOCKED: Duplicate position (same direction)', {
symbol: body.symbol,
existingDirection: existingPosition.direction,
requestedDirection: body.direction,
existingEntry: existingPosition.entryPrice,
})
return NextResponse.json({
allowed: false,
reason: 'Duplicate position',
details: `Already have ${existingPosition.direction} position on ${body.symbol} (entry: $${existingPosition.entryPrice})`,
})
}
// OPPOSITE direction - this is a signal flip/reversal (ALLOW IT)
console.log('🔄 Risk check: Signal flip detected', {
symbol: body.symbol,
existingDirection: existingPosition.direction,
newDirection: body.direction,
note: 'Will close existing and open opposite',
})
return NextResponse.json({
allowed: true,
reason: 'Signal flip',
details: `Signal reversed from ${existingPosition.direction} to ${body.direction} - will flip position`,
})
}
// 1. Check daily drawdown limit
const todayPnL = await getTodayPnL()
if (todayPnL < config.maxDailyDrawdown) {
console.log('🚫 Risk check BLOCKED: Daily drawdown limit reached', {
todayPnL: todayPnL.toFixed(2),
maxDrawdown: config.maxDailyDrawdown,
})
return NextResponse.json({
allowed: false,
reason: 'Daily drawdown limit',
details: `Today's P&L ($${todayPnL.toFixed(2)}) has reached max drawdown limit ($${config.maxDailyDrawdown})`,
})
}
// 2. Check trades per hour limit
const tradesInLastHour = await getTradesInLastHour()
if (tradesInLastHour >= config.maxTradesPerHour) {
console.log('🚫 Risk check BLOCKED: Hourly trade limit reached', {
tradesInLastHour,
maxTradesPerHour: config.maxTradesPerHour,
})
return NextResponse.json({
allowed: false,
reason: 'Hourly trade limit',
details: `Already placed ${tradesInLastHour} trades in the last hour (max: ${config.maxTradesPerHour})`,
})
}
// 3. Check cooldown period
const lastTradeTime = await getLastTradeTime()
if (lastTradeTime && config.minTimeBetweenTrades > 0) {
const timeSinceLastTrade = Date.now() - lastTradeTime.getTime()
const cooldownMs = config.minTimeBetweenTrades * 60 * 1000 // Convert minutes to milliseconds
if (timeSinceLastTrade < cooldownMs) {
const remainingMs = cooldownMs - timeSinceLastTrade
const remainingMinutes = Math.ceil(remainingMs / 60000)
console.log('🚫 Risk check BLOCKED: Cooldown period active', {
lastTradeTime: lastTradeTime.toISOString(),
timeSinceLastTradeMs: timeSinceLastTrade,
cooldownMs,
remainingMinutes,
})
return NextResponse.json({
allowed: false,
reason: 'Cooldown period',
details: `Must wait ${remainingMinutes} more minute(s) before next trade (cooldown: ${config.minTimeBetweenTrades} min)`,
})
}
}
console.log(`✅ Risk check PASSED: All checks passed`, {
todayPnL: todayPnL.toFixed(2),
tradesLastHour: tradesInLastHour,
cooldownPassed: lastTradeTime ? 'yes' : 'no previous trades',
})
return NextResponse.json({
allowed: true,
details: 'All risk checks passed',
})
} catch (error) {
console.error('❌ Risk check error:', error)
return NextResponse.json(
{
allowed: false,
reason: 'Risk check failed',
details: error instanceof Error ? error.message : 'Unknown error',
},
{ status: 500 }
)
}
}