03e91fc18d
MAJOR FIXES: - ATR-based trailing stop for runners (was fixed 0.3%, now adapts to volatility) - Fixes runners with +7-9% MFE exiting for losses - Typical improvement: 2.24x more room (0.3% → 0.67% at 0.45% ATR) - Enhanced rate limit logging with database tracking - New /api/analytics/rate-limits endpoint for monitoring DETAILS: - Position Manager: Calculate trailing as (atrAtEntry / price × 100) × multiplier - Config: TRAILING_STOP_ATR_MULTIPLIER=1.5, MIN=0.25%, MAX=0.9% - Settings UI: Added ATR multiplier controls - Rate limits: Log hits/recoveries/exhaustions to SystemEvent table - Documentation: ATR_TRAILING_STOP_FIX.md + RATE_LIMIT_MONITORING.md IMPACT: - Runners can now capture big moves (like morning's $172→$162 SOL drop) - Rate limit visibility prevents silent failures - Data-driven optimization for RPC endpoint health
164 lines
4.8 KiB
Plaintext
164 lines
4.8 KiB
Plaintext
# 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
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# ================================
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# Your Solana wallet private key (base58 format)
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# Get from: Phantom → Settings → Export Private Key
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DRIFT_WALLET_PRIVATE_KEY=your_base58_private_key_here
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# Drift environment (mainnet-beta for production, devnet for testing)
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DRIFT_ENV=mainnet-beta
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# API secret key for authenticating n8n requests
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# Generate with: openssl rand -hex 32
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# ⚠️ MUST match API_SECRET_KEY in n8n environment variables
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API_SECRET_KEY=your_random_secret_key_here
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# ================================
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# REQUIRED - SOLANA RPC ENDPOINT
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# ================================
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# Solana RPC URL (get free key at https://helius.dev)
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# Helius free tier: 100,000 requests/day
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SOLANA_RPC_URL=https://mainnet.helius-rpc.com/?api-key=YOUR_HELIUS_API_KEY
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# Alternative RPC providers:
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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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# ================================
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# REQUIRED - PYTH NETWORK (Price Feeds)
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# ================================
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# Pyth Hermes WebSocket endpoint
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# FREE - No API key needed!
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PYTH_HERMES_URL=https://hermes.pyth.network
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# ================================
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# TRADING CONFIGURATION
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# ================================
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# Position size in USD (default: 50 for testing)
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# With 5x leverage: $50 position = $250 notional value
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MAX_POSITION_SIZE_USD=50
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# Leverage multiplier (1-20, default: 5)
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LEVERAGE=5
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# Risk parameters (as percentages)
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# Stop Loss: Close 100% of position when price drops this much
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STOP_LOSS_PERCENT=-1.5
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# Take Profit 1: Close 50% of position at this profit level
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TAKE_PROFIT_1_PERCENT=0.7
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# Take Profit 2: Close remaining 50% at this profit level
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TAKE_PROFIT_2_PERCENT=1.5
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# Move SL to breakeven when profit reaches this level
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BREAKEVEN_TRIGGER_PERCENT=0.4
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# ATR-based Trailing Stop (for 25% runner after TP2)
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# Trailing distance = (ATR × multiplier)
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# Example: 0.5% ATR × 1.5 = 0.75% trailing (more room than fixed 0.3%)
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TRAILING_STOP_ATR_MULTIPLIER=1.5
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TRAILING_STOP_MIN_PERCENT=0.25
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TRAILING_STOP_MAX_PERCENT=0.9
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TRAILING_STOP_ACTIVATION=0.5
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# Risk limits
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# Stop trading if daily loss exceeds this amount (USD)
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MAX_DAILY_DRAWDOWN=-50
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# Maximum trades per hour (prevents overtrading)
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MAX_TRADES_PER_HOUR=6
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# Maximum acceptable slippage (percentage)
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SLIPPAGE_TOLERANCE=1.0
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# ================================
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# OPTIONAL - DEVELOPMENT
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# ================================
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# Node environment
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NODE_ENV=production
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# Log level (debug, info, warn, error)
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LOG_LEVEL=info
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# Enable dry run mode (simulate trades without executing)
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DRY_RUN=false
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# API server port
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PORT=3000
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# ================================
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# SETUP CHECKLIST
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# ================================
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# [ ] 1. Copy this file to .env.local
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# [ ] 2. Get Solana wallet private key from Phantom
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# [ ] 3. Get free Helius RPC key: https://helius.dev
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# [ ] 4. Generate API_SECRET_KEY: openssl rand -hex 32
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# [ ] 5. Set same API_SECRET_KEY in n8n environment variables
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# [ ] 6. Set MAX_POSITION_SIZE_USD=50 for testing
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# [ ] 7. Start bot: npm run dev (or use Docker)
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# [ ] 8. Import n8n-workflow-simple.json to n8n
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# [ ] 9. Configure TradingView alert webhook
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# [ ] 10. Test with small position first!
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# ================================
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# EXPECTED RISK PER TRADE
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# ================================
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# With default settings:
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# - Position Size: $50
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# - Leverage: 5x
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# - Notional Value: $250
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# - Max Loss (SL): $1.875 (-1.5% on 5x)
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# - TP1 Gain: $0.875 (+0.7% on 5x, 50% position)
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# - TP2 Gain: $1.875 (+1.5% on 5x, remaining 50%)
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# - Full Win: $2.75 total profit
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# ================================
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# n8n ENVIRONMENT VARIABLES
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# ================================
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# You need to set these in n8n (Settings → Environment Variables):
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# - TRADING_BOT_API_URL=http://your-server:3000
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# - API_SECRET_KEY=same_as_above
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# - TELEGRAM_CHAT_ID=your_telegram_chat_id
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#
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# Note: Telegram notifications are handled by n8n, not by v4 bot
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# ================================
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# SECURITY NOTES
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# ================================
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# ⚠️ Never commit .env.local to git
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# ⚠️ Use a dedicated trading wallet with limited funds
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# ⚠️ Start with small position sizes ($50-100)
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# ⚠️ Keep private keys secure
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# ⚠️ Rotate API_SECRET_KEY regularly
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# ================================
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# GETTING API KEYS
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# ================================
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# Helius RPC: https://helius.dev (free tier available)
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# Phantom Wallet: Download from https://phantom.app
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# Random secret: openssl rand -hex 32
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# Pyth Network: No API key needed - it's free!
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# Getting API Keys:
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# - Helius RPC: https://helius.dev (free: 100k requests/day)
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# - Telegram Bot: @BotFather on Telegram
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# - Random secret: openssl rand -hex 32
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