trading_bot_v4/config/trading.ts

/**
 * Trading Bot v4 - Configuration
 * 
 * Optimized for 5-minute scalping with 10x leverage on Drift Protocol
 */

export interface TradingConfig {
  // Position sizing
  positionSize: number // USD amount to trade
  leverage: number // Leverage multiplier
  
  // Risk management (as percentages of entry price)
  stopLossPercent: number // Negative number (e.g., -1.5)
  takeProfit1Percent: number // Positive number (e.g., 0.7)
  takeProfit2Percent: number // Positive number (e.g., 1.5)
  emergencyStopPercent: number // Hard stop (e.g., -2.0)
  
  // Dual Stop System (Advanced)
  useDualStops: boolean // Enable dual stop system
  softStopPercent: number // Soft stop trigger (e.g., -1.5)
  softStopBuffer: number // Buffer for soft stop limit (e.g., 0.4)
  hardStopPercent: number // Hard stop trigger (e.g., -2.5)
  
  // Dynamic adjustments
  breakEvenTriggerPercent: number // When to move SL to breakeven
  profitLockTriggerPercent: number // When to lock in profit
  profitLockPercent: number // How much profit to lock
  
  // DEX specific
  priceCheckIntervalMs: number // How often to check prices
  slippageTolerance: number // Max acceptable slippage (%)
  
  // Risk limits
  maxDailyDrawdown: number // USD stop trading threshold
  maxTradesPerHour: number // Limit overtrading
  minTimeBetweenTrades: number // Cooldown period (seconds)
  
  // Execution
  useMarketOrders: boolean // true = instant execution
  confirmationTimeout: number // Max time to wait for confirmation
  // Take profit size splits (percentages of position to close at TP1/TP2)
  takeProfit1SizePercent: number
  takeProfit2SizePercent: number
}

export interface MarketConfig {
  symbol: string // e.g., 'SOL-PERP'
  driftMarketIndex: number
  pythPriceFeedId: string
  minOrderSize: number
  tickSize: number
}

// Default configuration for 5-minute scalping with $1000 capital and 10x leverage
export const DEFAULT_TRADING_CONFIG: TradingConfig = {
  // Position sizing
  positionSize: 50, // $50 base capital (SAFE FOR TESTING)
  leverage: 10, // 10x leverage = $500 position size
  
  // Risk parameters (wider for DEX slippage/wicks)
  stopLossPercent: -1.5, // -1.5% price = -15% account loss (closes 100%)
  takeProfit1Percent: 0.7, // +0.7% price = +7% account gain (closes 50%)
  takeProfit2Percent: 1.5, // +1.5% price = +15% account gain (closes 50%)
  emergencyStopPercent: -2.0, // -2% hard stop = -20% account loss
  
  // Dual Stop System
  useDualStops: false, // Disabled by default
  softStopPercent: -1.5, // Soft stop (TRIGGER_LIMIT)
  softStopBuffer: 0.4, // 0.4% buffer (limit at -1.9%)
  hardStopPercent: -2.5, // Hard stop (TRIGGER_MARKET)
  
  // Dynamic adjustments
  breakEvenTriggerPercent: 0.4, // Move SL to breakeven at +0.4%
  profitLockTriggerPercent: 1.0, // Lock profit at +1.0%
  profitLockPercent: 0.4, // Lock +0.4% profit
  
  // DEX settings
  priceCheckIntervalMs: 2000, // Check every 2 seconds
  slippageTolerance: 1.0, // 1% max slippage on market orders
  
  // Risk limits
  maxDailyDrawdown: -150, // Stop trading if daily loss exceeds $150 (-15%)
  maxTradesPerHour: 6, // Max 6 trades per hour
  minTimeBetweenTrades: 600, // 10 minutes cooldown
  
  // Execution
  useMarketOrders: true, // Use market orders for reliable fills
  confirmationTimeout: 30000, // 30 seconds max wait
  takeProfit1SizePercent: 75,
  takeProfit2SizePercent: 100,
}

// Supported markets on Drift Protocol
export const SUPPORTED_MARKETS: Record<string, MarketConfig> = {
  'SOL-PERP': {
    symbol: 'SOL-PERP',
    driftMarketIndex: 0,
    pythPriceFeedId: '0xef0d8b6fda2ceba41da15d4095d1da392a0d2f8ed0c6c7bc0f4cfac8c280b56d',
    minOrderSize: 0.1, // 0.1 SOL minimum
    tickSize: 0.0001,
  },
  'BTC-PERP': {
    symbol: 'BTC-PERP',
    driftMarketIndex: 1,
    pythPriceFeedId: '0xe62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43',
    minOrderSize: 0.001, // 0.001 BTC minimum
    tickSize: 0.01,
  },
  'ETH-PERP': {
    symbol: 'ETH-PERP',
    driftMarketIndex: 2,
    pythPriceFeedId: '0xff61491a931112ddf1bd8147cd1b641375f79f5825126d665480874634fd0ace',
    minOrderSize: 0.01, // 0.01 ETH minimum
    tickSize: 0.01,
  },
}

// Map TradingView symbols to Drift markets
export function normalizeTradingViewSymbol(tvSymbol: string): string {
  const upper = tvSymbol.toUpperCase()
  
  if (upper.includes('SOL')) return 'SOL-PERP'
  if (upper.includes('BTC')) return 'BTC-PERP'
  if (upper.includes('ETH')) return 'ETH-PERP'
  
  // Default to SOL if unknown
  console.warn(`Unknown symbol ${tvSymbol}, defaulting to SOL-PERP`)
  return 'SOL-PERP'
}

// Get market configuration
export function getMarketConfig(symbol: string): MarketConfig {
  const config = SUPPORTED_MARKETS[symbol]
  if (!config) {
    throw new Error(`Unsupported market: ${symbol}`)
  }
  return config
}

// Validate trading configuration
export function validateTradingConfig(config: TradingConfig): void {
  if (config.positionSize <= 0) {
    throw new Error('Position size must be positive')
  }
  
  if (config.leverage < 1 || config.leverage > 20) {
    throw new Error('Leverage must be between 1 and 20')
  }
  
  if (config.stopLossPercent >= 0) {
    throw new Error('Stop loss must be negative')
  }
  
  if (config.takeProfit1Percent <= 0 || config.takeProfit2Percent <= 0) {
    throw new Error('Take profit values must be positive')
  }
  
  if (config.takeProfit1Percent >= config.takeProfit2Percent) {
    throw new Error('TP2 must be greater than TP1')
  }
  
  if (config.slippageTolerance < 0 || config.slippageTolerance > 10) {
    throw new Error('Slippage tolerance must be between 0 and 10%')
  }
}

// Environment-based configuration
export function getConfigFromEnv(): Partial<TradingConfig> {
  return {
    positionSize: process.env.MAX_POSITION_SIZE_USD 
      ? parseFloat(process.env.MAX_POSITION_SIZE_USD) 
      : undefined,
    leverage: process.env.LEVERAGE 
      ? parseInt(process.env.LEVERAGE) 
      : undefined,
    stopLossPercent: process.env.STOP_LOSS_PERCENT 
      ? parseFloat(process.env.STOP_LOSS_PERCENT) 
      : undefined,
    useDualStops: process.env.USE_DUAL_STOPS 
      ? process.env.USE_DUAL_STOPS === 'true'
      : undefined,
    softStopPercent: process.env.SOFT_STOP_PERCENT
      ? parseFloat(process.env.SOFT_STOP_PERCENT)
      : undefined,
    softStopBuffer: process.env.SOFT_STOP_BUFFER
      ? parseFloat(process.env.SOFT_STOP_BUFFER)
      : undefined,
    hardStopPercent: process.env.HARD_STOP_PERCENT
      ? parseFloat(process.env.HARD_STOP_PERCENT)
      : undefined,
    takeProfit1Percent: process.env.TAKE_PROFIT_1_PERCENT 
      ? parseFloat(process.env.TAKE_PROFIT_1_PERCENT) 
      : undefined,
    takeProfit2Percent: process.env.TAKE_PROFIT_2_PERCENT 
      ? parseFloat(process.env.TAKE_PROFIT_2_PERCENT) 
      : undefined,
    takeProfit1SizePercent: process.env.TAKE_PROFIT_1_SIZE_PERCENT
      ? parseFloat(process.env.TAKE_PROFIT_1_SIZE_PERCENT)
      : undefined,
    takeProfit2SizePercent: process.env.TAKE_PROFIT_2_SIZE_PERCENT
      ? parseFloat(process.env.TAKE_PROFIT_2_SIZE_PERCENT)
      : undefined,
    maxDailyDrawdown: process.env.MAX_DAILY_DRAWDOWN 
      ? parseFloat(process.env.MAX_DAILY_DRAWDOWN) 
      : undefined,
    maxTradesPerHour: process.env.MAX_TRADES_PER_HOUR 
      ? parseInt(process.env.MAX_TRADES_PER_HOUR) 
      : undefined,
  }
}

// Merge configurations
export function getMergedConfig(
  overrides?: Partial<TradingConfig>
): TradingConfig {
  const envConfig = getConfigFromEnv()
  const config = {
    ...DEFAULT_TRADING_CONFIG,
    ...envConfig,
    ...overrides,
  }
  
  validateTradingConfig(config)
  return config
}