@gbozee/ultimate 0.0.2-10 → 0.0.2-11

package/dist/index.d.ts

@@ -217,6 +217,7 @@ export interface BullishMarket extends RecordModel {
 export interface WindingDownMarket extends RecordModel {
 	id: string;
 	symbol: string;
+	risk_reward: number;
 }
 export type ExchangeType = {
 	owner: string;
@@ -323,13 +324,13 @@ export declare class AppDatabase {
 		symbol: string;
 		kind: "long" | "short";
 		account: ExchangeType;
-	}): Promise<import("pocketbase").RecordModel>;
+	}): Promise<ScheduledTrade | null>;
 	getPositionStrategy(account: ExchangeType): Promise<{
 		strategy_instance: Strategy;
 		focus_account: ExchangeAccount;
 	}>;
 	createOrUpdateWindingDownMarket(symbol: string): Promise<import("pocketbase").RecordModel>;
-	getWindingDownMarkets(): Promise<WindingDownMarket[]>;
+	getWindingDownMarkets(symbol?: string): Promise<WindingDownMarket[]>;
 	getBullishMarkets(options?: {
 		new_markets: Array<{
 			symbol: string;
@@ -354,7 +355,11 @@ export declare class AppDatabase {
 		updated: number;
 		created: number;
 	} | SymbolConfig[]>;
-	unwindSymbolFromDB(symbol: string): Promise<void>;
+	unwindSymbolFromDB(symbol: string): Promise<boolean>;
+	hasExistingPosition(symbol: string): Promise<import("pocketbase").RecordModel[]>;
+	removeSymbolFromUnwindingMarkets(symbol: string): Promise<boolean>;
+	removePosition(position: any): Promise<void>;
+	removePositionConfig(position: any): Promise<void>;
 }
 export interface CodeNode {
 	minimum_pnl: number;
@@ -441,6 +446,11 @@ declare class ExchangeAccount$1 {
 		kind: "long" | "short";
 		update?: boolean;
 	}): Promise<import("pocketbase").RecordModel[]>;
+	toggleStopBuying(payload: {
+		symbol: string;
+		kind: "long" | "short";
+		should_stop?: boolean;
+	}): Promise<import("pocketbase").RecordModel>;
 	cancelOrders(payload: {
 		symbol: string;
 		kind: "long" | "short";
@@ -526,7 +536,7 @@ declare class ExchangeAccount$1 {
 			risk: number;
 			profit_percent?: number;
 		};
-	}): Promise<import("pocketbase").RecordModel>;
+	}): Promise<ScheduledTrade>;
 	getCurrentPrice(symbol: string): Promise<any>;
 	getPositionStrategy(): Promise<{
 		strategy_instance: Strategy;
@@ -545,6 +555,48 @@ declare class ExchangeAccount$1 {
 			short: boolean;
 		};
 	}): Promise<any>;
+	generate_config_params(payload: {
+		entry: number;
+		stop: number;
+		risk_reward: number;
+		risk: number;
+		symbol: string;
+	}): Promise<{
+		place_stop: boolean;
+		profit_percent: number;
+		entry: number;
+		stop: number;
+		avg_size: any;
+		avg_entry: any;
+		risk_reward: number;
+		neg_pnl: any;
+		risk: number;
+	}>;
+	extrapolateShortConfig(payload: {
+		kind: "long" | "short";
+		symbol: string;
+		risk_reward?: number;
+	}): Promise<{
+		place_stop: boolean;
+		profit_percent: number;
+		entry: number;
+		stop: number;
+		avg_size: any;
+		avg_entry: any;
+		risk_reward: number;
+		neg_pnl: any;
+		risk: number;
+	}>;
+	triggerTradeFromConfig(payload: {
+		symbol: string;
+		kind: "long" | "short";
+	}): Promise<any>;
+	verifyStopLoss(payload: {
+		symbol: string;
+		kind: "long" | "short";
+		revert?: boolean;
+	}): Promise<import("pocketbase").RecordModel[]>;
+	windDownSymbol(symbol: string, risk_reward?: number): Promise<void>;
 }
 declare class App {
 	private app_db;
@@ -597,34 +649,6 @@ declare class App {
 		message?: undefined;
 		exchange_result?: undefined;
 	}>;
-	triggerTradeFromConfig(payload: {
-		account: ExchangeType;
-		symbol: string;
-		kind: "long" | "short";
-	}): Promise<any>;
-	toggleStopBuying(payload: {
-		account: ExchangeType;
-		symbol: string;
-		kind: "long" | "short";
-		should_stop?: boolean;
-	}): Promise<import("pocketbase").RecordModel>;
-	generate_config_params(exchange_account: ExchangeAccount$1, payload: {
-		entry: number;
-		stop: number;
-		risk_reward: number;
-		risk: number;
-		symbol: string;
-	}): Promise<{
-		place_stop: boolean;
-		profit_percent: number;
-		entry: number;
-		stop: number;
-		avg_size: any;
-		avg_entry: any;
-		risk_reward: number;
-		neg_pnl: any;
-		risk: number;
-	}>;
 	generateConfig(payload: {
 		account: ExchangeType;
 		symbol: string;
@@ -642,22 +666,6 @@ declare class App {
 		short_db_position: any;
 		balance: any;
 	}>;
-	extrapolateShortConfig(payload: {
-		account: ExchangeType;
-		kind: "long" | "short";
-		symbol: string;
-		risk_reward?: number;
-	}): Promise<PositionsView | {
-		place_stop: boolean;
-		profit_percent: number;
-		entry: number;
-		stop: number;
-		avg_size: any;
-		avg_entry: any;
-		risk_reward: number;
-		neg_pnl: any;
-		risk: number;
-	}>;
 	verifyStopLoss(payload: {
 		account: ExchangeType;
 		symbol: string;
@@ -690,6 +698,7 @@ declare class App {
 		created: number;
 	}>;
 	updateAllAccountWithSymbols(with_positions?: boolean): Promise<void>;
+	windDownSymbol(symbol: string): Promise<boolean>;
 }
 export declare function initApp(payload: {
 	db: {

package/dist/index.js

@@ -31968,10 +31968,14 @@ class AppDatabase {
     if (existing_winding_down_market.length > 0) {
       return existing_winding_down_market[0];
     }
-    return await this.pb.collection("winding_down_markets").create({ symbol });
+    return await this.pb.collection("winding_down_markets").create({ symbol, risk_reward: 199 });
   }
-  async getWindingDownMarkets() {
-    return await this.pb.collection("winding_down_markets").getFullList();
+  async getWindingDownMarkets(symbol) {
+    const result = await this.pb.collection("winding_down_markets").getFullList();
+    if (symbol) {
+      return result.filter((m) => m.symbol === symbol);
+    }
+    return result;
   }
   async getBullishMarkets(options) {
     if (!options) {
@@ -32162,12 +32166,30 @@ class AppDatabase {
     if (symbol_configs.length > 0) {
       await this.pb.collection("symbol_configs").delete(symbol_configs[0].id);
     }
-    const found_unwinding_market = await this.pb.collection("unwinding_markets").getFullList({
+    return await this.removeSymbolFromUnwindingMarkets(symbol);
+  }
+  async hasExistingPosition(symbol) {
+    const result = await this.pb.collection("positions").getFullList({
+      filter: `symbol:lower="${symbol.toLowerCase()}"`,
+      expand: "account"
+    });
+    return result;
+  }
+  async removeSymbolFromUnwindingMarkets(symbol) {
+    const result = await this.pb.collection("winding_down_markets").getFullList({
       filter: `symbol:lower="${symbol.toLowerCase()}"`
     });
-    if (found_unwinding_market.length > 0) {
-      await this.pb.collection("unwinding_markets").delete(found_unwinding_market[0].id);
+    if (result.length > 0) {
+      await this.pb.collection("winding_down_markets").delete(result[0].id);
+      return true;
     }
+    return false;
+  }
+  async removePosition(position) {
+    await this.pb.collection("positions").delete(position.id);
+  }
+  async removePositionConfig(position) {
+    await this.pb.collection("scheduled_trades").delete(position.config);
   }
 }
 
@@ -32328,9 +32350,7 @@ class Signal {
       support: kind === "long" ? _stop_loss : this.support
     };
     const instance = new Signal(derivedConfig);
-    const ll = this.resistance?.toString().split(".")[0].length || 5;
     if (kind === "short") {
-      console.log("llll", ll);
     }
     let result = instance.get_bulk_trade_zones({ current_price, kind });
     return result;
@@ -32565,7 +32585,6 @@ class Signal {
         entries = Array.from({ length: Math.floor(this.risk_reward) + 1 }, (_, x) => to_f(margin_range[1] * Math.pow(1 + percent_change, x), this.price_places));
       }
       if (Math.min(...entries) < this.to_f(current_price) && this.to_f(current_price) < Math.max(...entries)) {
-        console.log("found: ", entries, "current: ", current_price);
         return entries.sort((a, b) => a - b);
       }
       if (remaining_zones.length > 0) {
@@ -32759,7 +32778,6 @@ class Signal {
       });
       let total_orders = limit_trades.concat(market_trades);
       if (kind === "short") {
-        console.log("raw_total", total_orders);
       }
       if (this.minimum_size && total_orders.length > 0) {
         let payload = total_orders;
@@ -34806,8 +34824,6 @@ function get_app_config_and_max_size(config, payload) {
     price_places: app_config.price_places,
     decimal_places: app_config.decimal_places
   });
-  console.log("app_config", app_config);
-  console.log("initialResult", initialResult);
   const max_size = initialResult[0]?.avg_size;
   return {
     app_config,
@@ -35096,15 +35112,42 @@ class ExchangeAccount {
       kind
     }, all_orders);
   }
+  async toggleStopBuying(payload) {
+    const { symbol, kind, should_stop = false } = payload;
+    const position2 = await this.syncAccount({
+      symbol,
+      kind
+    });
+    if (should_stop) {
+      return await this.app_db.update_db_position(position2, {
+        config: null
+      });
+    }
+    if (!position2.config) {
+      const config = await this.getPositionConfig({
+        symbol,
+        kind
+      });
+      if (config) {
+        return await this.app_db.update_db_position(position2, {
+          config: config.id
+        });
+      }
+    }
+  }
   async cancelOrders(payload) {
     const { symbol, kind, price: _price, all, stop } = payload;
     let price = _price || 0;
+    await this.getLiveExchangeInstance({
+      symbol,
+      refresh: true
+    });
+    await this.syncOrders({
+      symbol,
+      kind,
+      update: true
+    });
     if (all) {
-      await this.syncOrders({
-        symbol,
-        kind,
-        update: true
-      });
     } else {
       if (!price) {
         const position2 = await this.syncAccount({
@@ -35115,7 +35158,7 @@ class ExchangeAccount {
         price = position2?.take_profit || 0;
       }
     }
-    return this.app_db.cancelOrders({
+    let result = await this.app_db.cancelOrders({
       cancelExchangeOrders: this.cancelExchangeOrders.bind(this),
       all,
       kind,
@@ -35124,6 +35167,7 @@ class ExchangeAccount {
       price,
       stop
     });
+    return result;
   }
   async cancelExchangeOrders(payload) {
     return this.exchange.cancelOrders(payload);
@@ -35242,7 +35286,7 @@ class ExchangeAccount {
       symbol: payload.symbol
     }, false);
     if (action === "place_limit_orders" && payload.place) {
-      return await this.exchange.bulkPlaceLimitOrders({
+      let result = await this.exchange.bulkPlaceLimitOrders({
         orders: trades.map((x) => ({
           entry: x.entry,
           quantity: x.quantity
@@ -35252,9 +35296,14 @@ class ExchangeAccount {
         symbol: payload.symbol,
         place: payload.place
       });
+      await this.getLiveExchangeInstance({
+        symbol: payload.symbol,
+        refresh: true
+      });
+      return result;
     }
     if (action === "place_stop_orders" && payload.place) {
-      return await this.exchange.placeStopOrders({
+      let result = await this.exchange.placeStopOrders({
         symbol: payload.symbol,
         quantity: trades[0].avg_size,
         kind: app_config.kind,
@@ -35263,6 +35312,11 @@ class ExchangeAccount {
         decimal_places: app_config.decimal_places,
         place: true
       });
+      await this.getLiveExchangeInstance({
+        symbol: payload.symbol,
+        refresh: true
+      });
+      return result;
     }
     return {
       entry_orders,
@@ -35366,6 +35420,188 @@ class ExchangeAccount {
       short
     }, accountInfo, trigger, this.exchange);
   }
+  async generate_config_params(payload) {
+    const { entry, stop, risk_reward, risk, symbol } = payload;
+    const app_config = await this.buildAppConfig({
+      entry,
+      stop,
+      risk_reward,
+      risk,
+      symbol
+    });
+    let config = generate_config_params(app_config, {
+      entry,
+      stop,
+      risk_reward,
+      risk,
+      symbol
+    });
+    return { ...config, place_stop: false, profit_percent: 0 };
+  }
+  async extrapolateShortConfig(payload) {
+    const { symbol, risk_reward = 199, kind } = payload;
+    let reverse_kind = kind === "long" ? "short" : "long";
+    const position2 = await this.syncAccount({
+      symbol,
+      kind: reverse_kind,
+      as_view: true
+    });
+    if (position2) {
+      return await this.generate_config_params({
+        entry: position2.next_order || position2.avg_liquidation,
+        stop: position2.take_profit,
+        risk_reward,
+        risk: position2.target_pnl,
+        symbol
+      });
+    }
+    return null;
+  }
+  async triggerTradeFromConfig(payload) {
+    const position2 = await this.syncAccount({
+      symbol: payload.symbol,
+      kind: payload.kind
+    });
+    if (position2?.config) {
+      const config = position2.expand.config;
+      return await this.placeSharedOrder("place_limit_orders", {
+        symbol: payload.symbol,
+        entry: config.entry,
+        stop: config.stop,
+        risk_reward: config.risk_reward,
+        risk: config.risk,
+        place: true
+      });
+    }
+  }
+  async verifyStopLoss(payload) {
+    const { symbol, kind, revert } = payload;
+    await this.syncOrders({
+      symbol,
+      kind,
+      update: true
+    });
+    let original = null;
+    if (revert) {
+      original = await this.getOriginalPlannedStop({
+        symbol,
+        kind
+      });
+    }
+    const position2 = await this.syncAccount({
+      symbol,
+      kind,
+      as_view: true
+    });
+    if (original && position2?.stop_loss && original.quantity != position2.stop_loss.quantity) {
+      const opposite_kind = kind === "long" ? "short" : "long";
+      await this.cancelOrders({
+        symbol,
+        kind: opposite_kind,
+        stop: true
+      });
+      return await this.syncOrders({
+        symbol,
+        kind,
+        update: true
+      });
+    }
+    if (true) {
+      const opposite_kind = kind === "long" ? "short" : "long";
+      await this.syncOrders({
+        symbol,
+        kind: opposite_kind,
+        update: true
+      });
+      await this.cancelOrders({
+        symbol,
+        kind: opposite_kind,
+        stop: true
+      });
+      await this.syncReduceClosePosition(symbol, {
+        kind: opposite_kind
+      });
+      await this.syncOrders({
+        symbol,
+        kind,
+        update: true
+      });
+    }
+  }
+  async windDownSymbol(symbol, risk_reward = 199) {
+    const positions = await this.syncAccount({
+      symbol,
+      as_view: true
+    });
+    let long_position = positions.find((x) => x.kind === "long");
+    let short_position = positions.find((x) => x.kind === "short");
+    if (long_position && long_position.quantity > 0) {
+      console.log("Start to wind down the long position");
+      let config = long_position?.expand?.config;
+      if (!config && long_position.config) {
+        config = await this.getPositionConfig({
+          symbol,
+          kind: "long"
+        });
+      }
+      if (config) {
+        console.log("cancelling any existing open orders for the long position");
+        await this.cancelOrders({
+          symbol,
+          kind: "long",
+          price: long_position.entry
+        });
+        console.log("updating the long position target_pnl");
+        console.log("toggling the stop buying for the long position");
+        await this.toggleStopBuying({
+          symbol,
+          kind: "long",
+          should_stop: true
+        });
+      }
+      const new_config = await this.extrapolateShortConfig({
+        symbol,
+        kind: "short",
+        risk_reward
+      });
+      const short_config = await this.getPositionConfig({
+        symbol,
+        kind: "short"
+      });
+      if (new_config && short_config && (short_config.entry !== new_config.entry || short_config.stop !== new_config.stop || short_config.risk !== new_config.risk)) {
+        console.log("updating short position");
+        short_position = await this.app_db.update_db_position(short_position, {
+          reduce_ratio: 0.95
+        });
+        console.log("Updating the short position config");
+        await this.getPositionConfig({
+          symbol,
+          kind: "short",
+          params: {
+            entry: new_config.entry,
+            stop: new_config.stop,
+            risk_reward,
+            risk: new_config.risk,
+            profit_percent: 1
+          }
+        });
+        console.log("placing the short trade based off config values");
+        await this.triggerTradeFromConfig({
+          symbol,
+          kind: "short"
+        });
+        console.log("updating the stop loss for the short position from the long");
+        await this.verifyStopLoss({
+          symbol,
+          kind: "short"
+        });
+      }
+    }
+    if (long_position && long_position.quantity === 0 && short_position && short_position.quantity == 0) {
+      this.app_db.removePosition(long_position);
+      this.app_db.removePosition(short_position);
+    }
+  }
 }
 function getExchangeKlass(exchange) {
   const func = exchange === "binance" ? BinanceExchange : BybitExchange;
@@ -35458,66 +35694,6 @@ class App {
       stop: payload.stop
     });
   }
-  async triggerTradeFromConfig(payload) {
-    const exchange_account = await this.getExchangeAccount(payload.account);
-    const position2 = await exchange_account.syncAccount({
-      symbol: payload.symbol,
-      kind: payload.kind
-    });
-    if (position2?.config) {
-      const config = position2.expand.config;
-      return await exchange_account.placeSharedOrder("place_limit_orders", {
-        symbol: payload.symbol,
-        entry: config.entry,
-        stop: config.stop,
-        risk_reward: config.risk_reward,
-        risk: config.risk,
-        place: true
-      });
-    }
-  }
-  async toggleStopBuying(payload) {
-    const { symbol, kind, should_stop = false } = payload;
-    const exchange_account = await this.getExchangeAccount(payload.account);
-    const position2 = await exchange_account.syncAccount({
-      symbol,
-      kind
-    });
-    if (should_stop) {
-      return await this.app_db.update_db_position(position2, {
-        config: null
-      });
-    }
-    if (!position2.config) {
-      const config = await exchange_account.getPositionConfig({
-        symbol,
-        kind
-      });
-      if (config) {
-        return await this.app_db.update_db_position(position2, {
-          config: config.id
-        });
-      }
-    }
-  }
-  async generate_config_params(exchange_account, payload) {
-    const { entry, stop, risk_reward, risk, symbol } = payload;
-    const app_config = await exchange_account.buildAppConfig({
-      entry,
-      stop,
-      risk_reward,
-      risk,
-      symbol
-    });
-    let config = generate_config_params(app_config, {
-      entry,
-      stop,
-      risk_reward,
-      risk,
-      symbol
-    });
-    return { ...config, place_stop: false, profit_percent: 0 };
-  }
   async generateConfig(payload) {
     const { symbol, kind } = payload;
     const exchange_account = await this.getExchangeAccount(payload.account);
@@ -35559,7 +35735,7 @@ class App {
       if (!risk_factor) {
         return null;
       }
-      let config = await this.generate_config_params(exchange_account, {
+      let config = await exchange_account.generate_config_params({
         entry,
         stop,
         risk_reward: config_instance.risk_reward,
@@ -35637,26 +35813,6 @@ class App {
       balance: active_account.usd_balance
     };
   }
-  async extrapolateShortConfig(payload) {
-    const { symbol, risk_reward = 199, kind } = payload;
-    const exchange_account = await this.getExchangeAccount(payload.account);
-    let reverse_kind = kind === "long" ? "short" : "long";
-    const position2 = await exchange_account.syncAccount({
-      symbol,
-      kind: reverse_kind,
-      as_view: true
-    });
-    if (position2) {
-      return await this.generate_config_params(exchange_account, {
-        entry: position2.next_order || position2.avg_liquidation,
-        stop: position2.take_profit,
-        risk_reward,
-        risk: position2.target_pnl,
-        symbol
-      });
-    }
-    return position2;
-  }
   async verifyStopLoss(payload) {
     const { account, symbol, kind, revert } = payload;
     const exchange_account = await this.getExchangeAccount(payload.account);
@@ -35741,6 +35897,42 @@ class App {
       await new Promise((resolve) => setTimeout(resolve, 5000));
     }
   }
+  async windDownSymbol(symbol) {
+    let winding_instance = await this.app_db.getWindingDownMarkets(symbol);
+    if (winding_instance && winding_instance.length > 0) {
+      winding_instance = winding_instance[0];
+    }
+    if (!winding_instance || winding_instance.length === 0) {
+      return true;
+    }
+    const positions = await this.app_db.hasExistingPosition(symbol);
+    if (positions.length === 0) {
+      return this.app_db.unwindSymbolFromDB(symbol);
+    }
+    const unique_instances = new Set(positions.map((x) => `${x.symbol}-${x.expand.account.owner}-${x.expand.account.exchange}`));
+    let position_pairs = [];
+    for (const instance of unique_instances) {
+      const pair = positions.filter((x) => `${x.symbol}-${x.expand.account.owner}-${x.expand.account.exchange}` === instance && x.quantity === 0);
+      if (pair.length === 2) {
+        position_pairs = position_pairs.concat(pair);
+      }
+    }
+    const not_paired_positions = positions.filter((x) => !position_pairs.map((p) => p.id).includes(x.id) && x.kind === "long");
+    console.log("not_paired_positions", not_paired_positions.map((x) => `${x.symbol} - ${x.expand.account.owner} - ${x.expand.account.exchange}`));
+    if (position_pairs.length > 0) {
+      console.log("removing position pairs");
+      for (const pair of position_pairs) {
+        await this.app_db.removePosition(pair);
+      }
+    }
+    if (not_paired_positions.length > 0) {
+      console.log("winding down not paired positions");
+      for (const pair of not_paired_positions) {
+        const exchange_account = await this.getExchangeAccount(pair.expand.account);
+        await exchange_account.windDownSymbol(pair.symbol, winding_instance?.risk_reward || 199);
+      }
+    }
+  }
 }
 async function initApp(payload) {
   const pb = await initPocketBaseClient(payload.db);

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-10",
+  "version": "0.0.2-11",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",