@gbozee/ultimate 0.0.2-164 → 0.0.2-166

package/dist/frontend-index.d.ts

@@ -119,6 +119,7 @@ export declare function determineTPSl(payload: {
 	expected_loss: number;
 };
 export type SignalConfigType = {
+	symbol?: string;
 	focus: number;
 	budget: number;
 	percent_change?: number;
@@ -171,7 +172,8 @@ declare class Signal {
 	kelly_confidence_factor: number;
 	kelly_minimum_risk: number;
 	kelly_func: "theoretical" | "position_based" | "theoretical_fixed";
-	constructor({ focus, budget, percent_change, price_places, decimal_places, zone_risk, fee, support, risk_reward, resistance, risk_per_trade, increase_size, additional_increase, minimum_pnl, take_profit, increase_position, minimum_size, first_order_size, gap, max_size, use_kelly, kelly_prediction_model, kelly_confidence_factor, kelly_minimum_risk, kelly_func, }: SignalConfigType);
+	symbol?: string;
+	constructor({ focus, symbol, budget, percent_change, price_places, decimal_places, zone_risk, fee, support, risk_reward, resistance, risk_per_trade, increase_size, additional_increase, minimum_pnl, take_profit, increase_position, minimum_size, first_order_size, gap, max_size, use_kelly, kelly_prediction_model, kelly_confidence_factor, kelly_minimum_risk, kelly_func, }: SignalConfigType);
 	build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, }: {
 		take_profit?: number;
 		no_of_trades?: number;
@@ -387,6 +389,7 @@ export interface PositionsView {
 		proxy?: Proxy$1;
 		account_strategy?: AccountStrategy;
 	};
+	pnl?: number;
 }
 export type AppConfig = {
 	fee: number;

package/dist/frontend-index.js

@@ -266,8 +266,10 @@ class Signal {
   kelly_confidence_factor = 0.6;
   kelly_minimum_risk = 0.2;
   kelly_func = "theoretical";
+  symbol;
   constructor({
     focus,
+    symbol,
     budget,
     percent_change = 0.02,
     price_places = "%.5f",
@@ -293,6 +295,7 @@ class Signal {
     kelly_minimum_risk = 0.2,
     kelly_func = "theoretical"
   }) {
+    this.symbol = symbol;
     this.minimum_size = minimum_size;
     this.first_order_size = first_order_size;
     this.focus = focus;
@@ -789,7 +792,7 @@ class Signal {
         return y !== null ? y : undefined;
       }) || []).filter((y) => y !== undefined).filter((y) => {
         const min_options = [0.001, 0.002, 0.003];
-        if (min_options.includes(this.minimum_size)) {
+        if (min_options.includes(this.minimum_size) && this.symbol.toUpperCase().startsWith("BTC")) {
           return y.quantity <= 0.03;
         }
         return true;
@@ -1471,7 +1474,8 @@ function buildConfig(app_config, {
     kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
     kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
     kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model,
-    kelly_func: kelly_func || app_config.kelly?.kelly_func
+    kelly_func: kelly_func || app_config.kelly?.kelly_func,
+    symbol: app_config.symbol
   };
   const instance = new Signal(config);
   if (raw_instance) {
@@ -1585,7 +1589,7 @@ function buildAppConfig(config, payload) {
     reverse_factor: 1,
     profit_percent: 0,
     kind: payload.entry > payload.stop ? "long" : "short",
-    symbol: payload.symbol
+    symbol: payload.symbol || config.symbol
   }, {
     entry: payload.entry,
     stop: payload.stop,
@@ -2121,6 +2125,7 @@ function computeRiskReward(payload) {
   app_config.stop = stop;
   app_config.risk_per_trade = risk_per_trade;
   const result = determineOptimumReward({ app_config, target_loss });
+  console.log("result", result, "target_loss", target_loss);
   return result;
 }
 function getRiskReward(payload) {

package/dist/index.cjs

@@ -44969,6 +44969,7 @@ __export(exports_src, {
   buildAppConfig: () => buildAppConfig,
   app: () => exports_app,
   Strategy: () => Strategy,
+  ExchangePosition: () => ExchangePosition,
   ExchangeAccount: () => ExchangeAccount,
   AppDatabase: () => AppDatabase
 });
@@ -55101,7 +55102,8 @@ class AppDatabase {
         entry: payload.entry,
         stop: payload.stop,
         risk_reward: payload.risk_reward,
-        risk: payload.risk
+        risk: payload.risk,
+        reduce_ratio: payload.reduce_ratio
       };
       if (payload.profit_percent !== undefined) {
         obj.profit_percent = payload.profit_percent;
@@ -55128,7 +55130,8 @@ class AppDatabase {
           risk: payload.risk,
           profit_percent: payload.profit_percent,
           place_tp: payload.place_tp !== undefined ? payload.place_tp : true,
-          profit: payload.profit !== undefined ? payload.profit : config2.profit
+          profit: payload.profit !== undefined ? payload.profit : config2.profit,
+          reduce_ratio: payload.reduce_ratio
         });
         await this.update_db_position(db_position, {
           config: null
@@ -55149,7 +55152,8 @@ class AppDatabase {
           risk_reward: payload.risk_reward,
           risk: payload.risk,
           profit_percent: payload.profit_percent,
-          place_tp: payload.place_tp !== undefined ? payload.place_tp : true
+          place_tp: payload.place_tp !== undefined ? payload.place_tp : true,
+          reduce_ratio: payload.reduce_ratio
         });
       }
       await this.pb.collection("positions").update(db_position.id, {
@@ -55874,8 +55878,10 @@ class Signal {
   kelly_confidence_factor = 0.6;
   kelly_minimum_risk = 0.2;
   kelly_func = "theoretical";
+  symbol;
   constructor({
     focus,
+    symbol,
     budget,
     percent_change = 0.02,
     price_places = "%.5f",
@@ -55901,6 +55907,7 @@ class Signal {
     kelly_minimum_risk = 0.2,
     kelly_func = "theoretical"
   }) {
+    this.symbol = symbol;
     this.minimum_size = minimum_size;
     this.first_order_size = first_order_size;
     this.focus = focus;
@@ -56397,7 +56404,7 @@ class Signal {
         return y !== null ? y : undefined;
       }) || []).filter((y) => y !== undefined).filter((y) => {
         const min_options = [0.001, 0.002, 0.003];
-        if (min_options.includes(this.minimum_size)) {
+        if (min_options.includes(this.minimum_size) && this.symbol.toUpperCase().startsWith("BTC")) {
           return y.quantity <= 0.03;
         }
         return true;
@@ -56866,7 +56873,8 @@ function buildConfig(app_config, {
     kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
     kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
     kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model,
-    kelly_func: kelly_func || app_config.kelly?.kelly_func
+    kelly_func: kelly_func || app_config.kelly?.kelly_func,
+    symbol: app_config.symbol
   };
   const instance = new Signal(config2);
   if (raw_instance) {
@@ -56980,7 +56988,7 @@ function buildAppConfig(config2, payload) {
     reverse_factor: 1,
     profit_percent: 0,
     kind: payload.entry > payload.stop ? "long" : "short",
-    symbol: payload.symbol
+    symbol: payload.symbol || config2.symbol
   }, {
     entry: payload.entry,
     stop: payload.stop,
@@ -57516,6 +57524,7 @@ function computeRiskReward(payload) {
   app_config.stop = stop;
   app_config.risk_per_trade = risk_per_trade;
   const result = determineOptimumReward({ app_config, target_loss });
+  console.log("result", result, "target_loss", target_loss);
   return result;
 }
 function getRiskReward(payload) {
@@ -60924,7 +60933,8 @@ class ExchangePosition {
           risk: payload.params.risk !== undefined ? payload.params.risk : config2?.risk,
           profit_percent: payload.params.profit_percent !== undefined ? payload.params.profit_percent : config2?.profit_percent,
           place_tp: payload.params.place_tp !== undefined ? payload.params.place_tp : true,
-          profit: payload.params.profit !== undefined ? payload.params.profit : config2?.profit
+          profit: payload.params.profit !== undefined ? payload.params.profit : config2?.profit,
+          reduce_ratio: payload.params.reduce_ratio !== undefined ? payload.params.reduce_ratio : config2?.reduce_ratio
         };
         return await this.app_db.createOrUpdatePositionConfig({
           ...this.instance,
@@ -61277,6 +61287,17 @@ class ExchangePosition {
       });
     }
     if (limit) {
+      if (this.instance.quantity > 0) {
+        const avg_qty = this.instance.avg_qty;
+        const max_size = this.appConfig.max_size;
+        const diff = Math.abs(avg_qty - max_size);
+        const ratio = diff / avg_qty;
+        if (avg_qty > max_size && ratio > 0.01) {
+          await this.cancelOrders({
+            limit: true
+          });
+        }
+      }
       return await this.triggerTradeFromConfig({
         raw: _raw,
         stop,
@@ -61727,11 +61748,13 @@ class ExchangePosition {
     return config2;
   }
   getOppositeConfig(payload) {
+    const profit_percent = this.instance.expand?.b_config?.profit_percent || this.instance.target_pnl;
+    const target_pnl = profit_percent * this.instance.entry * this.instance.quantity / 100;
     return generateOppositeTradeConfig({
       kind: this.kind,
       entry: this.instance.entry,
       quantity: this.instance.quantity,
-      target_pnl: this.instance.target_pnl,
+      target_pnl,
       global_config: this.symbol_config,
       ratio: payload.ratio
     });
@@ -61755,6 +61778,29 @@ class ExchangePosition {
       kelly_config: {}
     });
   }
+  async updateProfitPercentWithRisk(payload) {
+    const { focus_position } = payload;
+    const config2 = await this.getConfig();
+    const profit_percent = to_f(config2.risk * 100 / (this.instance.entry * this.instance.quantity), "%.2f");
+    if (profit_percent !== config2.profit_percent && this.instance.quantity > 0) {
+      await this.getConfig({
+        params: {
+          profit_percent
+        }
+      });
+    }
+    const last_order = focus_position.instance.last_order;
+    const take_profit = this.instance.take_profit;
+    if (this.kind === "short" && last_order && take_profit) {
+      const reduce_ratio = take_profit < last_order ? 1 : 0;
+      await this.getConfig({
+        params: {
+          reduce_ratio
+        }
+      });
+    }
+    return { profit_percent, take_profit, last_order };
+  }
 }
 
 // src/exchange-account.ts
@@ -63214,6 +63260,9 @@ class ExchangeAccount {
       symbol,
       kind: kind === "long" ? "short" : "long"
     });
+    await reversePosition.updateProfitPercentWithRisk({
+      focus_position
+    });
     if (focus_position.getInstance().quantity > 0) {
       const opposite_config = focus_position.getOppositeConfig({
         ratio: reward_factor

package/dist/index.d.ts

@@ -143,6 +143,7 @@ export interface PositionsView {
 		proxy?: Proxy$1;
 		account_strategy?: AccountStrategy;
 	};
+	pnl?: number;
 }
 export interface BullishMarket extends RecordModel {
 	id: string;
@@ -735,6 +736,7 @@ export declare class AppDatabase {
 		profit_percent?: number;
 		place_tp?: boolean;
 		profit?: number;
+		reduce_ratio?: number;
 	}): Promise<import("pocketbase").RecordModel | ScheduledTrade>;
 	getPositionConfig(payload: {
 		symbol: string;
@@ -1142,6 +1144,7 @@ export declare function determine_average_entry_and_size(orders: Array<{
 };
 export declare const createArray: (start: number, stop: number, step: number) => number[];
 export type SignalConfigType = {
+	symbol?: string;
 	focus: number;
 	budget: number;
 	percent_change?: number;
@@ -1194,7 +1197,8 @@ declare class Signal {
 	kelly_confidence_factor: number;
 	kelly_minimum_risk: number;
 	kelly_func: "theoretical" | "position_based" | "theoretical_fixed";
-	constructor({ focus, budget, percent_change, price_places, decimal_places, zone_risk, fee, support, risk_reward, resistance, risk_per_trade, increase_size, additional_increase, minimum_pnl, take_profit, increase_position, minimum_size, first_order_size, gap, max_size, use_kelly, kelly_prediction_model, kelly_confidence_factor, kelly_minimum_risk, kelly_func, }: SignalConfigType);
+	symbol?: string;
+	constructor({ focus, symbol, budget, percent_change, price_places, decimal_places, zone_risk, fee, support, risk_reward, resistance, risk_per_trade, increase_size, additional_increase, minimum_pnl, take_profit, increase_position, minimum_size, first_order_size, gap, max_size, use_kelly, kelly_prediction_model, kelly_confidence_factor, kelly_minimum_risk, kelly_func, }: SignalConfigType);
 	build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, }: {
 		take_profit?: number;
 		no_of_trades?: number;
@@ -1702,7 +1706,7 @@ export declare function constructAppConfig(payload: {
 		kelly_prediction_model: string;
 	};
 }): AppConfig;
-declare class ExchangePosition {
+export declare class ExchangePosition {
 	exchange: BaseExchange;
 	symbol_config: SymbolConfig;
 	exchange_account: ExchangeAccount$1;
@@ -1751,6 +1755,7 @@ declare class ExchangePosition {
 			profit_percent?: number;
 			place_tp?: boolean;
 			profit?: number;
+			reduce_ratio?: number;
 		};
 	}): Promise<import("pocketbase").RecordModel | ScheduledTrade>;
 	updateTargetPnl(): Promise<any>;
@@ -2020,6 +2025,13 @@ declare class ExchangePosition {
 		entry: any;
 	}>;
 	get appConfig(): AppConfig;
+	updateProfitPercentWithRisk(payload: {
+		focus_position: ExchangePosition;
+	}): Promise<{
+		profit_percent: number;
+		take_profit: any;
+		last_order: number;
+	}>;
 }
 declare class ExchangeAccount$1 {
 	instance: {

package/dist/index.js

@@ -55047,7 +55047,8 @@ class AppDatabase {
         entry: payload.entry,
         stop: payload.stop,
         risk_reward: payload.risk_reward,
-        risk: payload.risk
+        risk: payload.risk,
+        reduce_ratio: payload.reduce_ratio
       };
       if (payload.profit_percent !== undefined) {
         obj.profit_percent = payload.profit_percent;
@@ -55074,7 +55075,8 @@ class AppDatabase {
           risk: payload.risk,
           profit_percent: payload.profit_percent,
           place_tp: payload.place_tp !== undefined ? payload.place_tp : true,
-          profit: payload.profit !== undefined ? payload.profit : config2.profit
+          profit: payload.profit !== undefined ? payload.profit : config2.profit,
+          reduce_ratio: payload.reduce_ratio
         });
         await this.update_db_position(db_position, {
           config: null
@@ -55095,7 +55097,8 @@ class AppDatabase {
           risk_reward: payload.risk_reward,
           risk: payload.risk,
           profit_percent: payload.profit_percent,
-          place_tp: payload.place_tp !== undefined ? payload.place_tp : true
+          place_tp: payload.place_tp !== undefined ? payload.place_tp : true,
+          reduce_ratio: payload.reduce_ratio
         });
       }
       await this.pb.collection("positions").update(db_position.id, {
@@ -55820,8 +55823,10 @@ class Signal {
   kelly_confidence_factor = 0.6;
   kelly_minimum_risk = 0.2;
   kelly_func = "theoretical";
+  symbol;
   constructor({
     focus,
+    symbol,
     budget,
     percent_change = 0.02,
     price_places = "%.5f",
@@ -55847,6 +55852,7 @@ class Signal {
     kelly_minimum_risk = 0.2,
     kelly_func = "theoretical"
   }) {
+    this.symbol = symbol;
     this.minimum_size = minimum_size;
     this.first_order_size = first_order_size;
     this.focus = focus;
@@ -56343,7 +56349,7 @@ class Signal {
         return y !== null ? y : undefined;
       }) || []).filter((y) => y !== undefined).filter((y) => {
         const min_options = [0.001, 0.002, 0.003];
-        if (min_options.includes(this.minimum_size)) {
+        if (min_options.includes(this.minimum_size) && this.symbol.toUpperCase().startsWith("BTC")) {
           return y.quantity <= 0.03;
         }
         return true;
@@ -56812,7 +56818,8 @@ function buildConfig(app_config, {
     kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
     kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
     kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model,
-    kelly_func: kelly_func || app_config.kelly?.kelly_func
+    kelly_func: kelly_func || app_config.kelly?.kelly_func,
+    symbol: app_config.symbol
   };
   const instance = new Signal(config2);
   if (raw_instance) {
@@ -56926,7 +56933,7 @@ function buildAppConfig(config2, payload) {
     reverse_factor: 1,
     profit_percent: 0,
     kind: payload.entry > payload.stop ? "long" : "short",
-    symbol: payload.symbol
+    symbol: payload.symbol || config2.symbol
   }, {
     entry: payload.entry,
     stop: payload.stop,
@@ -57462,6 +57469,7 @@ function computeRiskReward(payload) {
   app_config.stop = stop;
   app_config.risk_per_trade = risk_per_trade;
   const result = determineOptimumReward({ app_config, target_loss });
+  console.log("result", result, "target_loss", target_loss);
   return result;
 }
 function getRiskReward(payload) {
@@ -60870,7 +60878,8 @@ class ExchangePosition {
           risk: payload.params.risk !== undefined ? payload.params.risk : config2?.risk,
           profit_percent: payload.params.profit_percent !== undefined ? payload.params.profit_percent : config2?.profit_percent,
           place_tp: payload.params.place_tp !== undefined ? payload.params.place_tp : true,
-          profit: payload.params.profit !== undefined ? payload.params.profit : config2?.profit
+          profit: payload.params.profit !== undefined ? payload.params.profit : config2?.profit,
+          reduce_ratio: payload.params.reduce_ratio !== undefined ? payload.params.reduce_ratio : config2?.reduce_ratio
         };
         return await this.app_db.createOrUpdatePositionConfig({
           ...this.instance,
@@ -61223,6 +61232,17 @@ class ExchangePosition {
       });
     }
     if (limit) {
+      if (this.instance.quantity > 0) {
+        const avg_qty = this.instance.avg_qty;
+        const max_size = this.appConfig.max_size;
+        const diff = Math.abs(avg_qty - max_size);
+        const ratio = diff / avg_qty;
+        if (avg_qty > max_size && ratio > 0.01) {
+          await this.cancelOrders({
+            limit: true
+          });
+        }
+      }
       return await this.triggerTradeFromConfig({
         raw: _raw,
         stop,
@@ -61673,11 +61693,13 @@ class ExchangePosition {
     return config2;
   }
   getOppositeConfig(payload) {
+    const profit_percent = this.instance.expand?.b_config?.profit_percent || this.instance.target_pnl;
+    const target_pnl = profit_percent * this.instance.entry * this.instance.quantity / 100;
     return generateOppositeTradeConfig({
       kind: this.kind,
       entry: this.instance.entry,
       quantity: this.instance.quantity,
-      target_pnl: this.instance.target_pnl,
+      target_pnl,
       global_config: this.symbol_config,
       ratio: payload.ratio
     });
@@ -61701,6 +61723,29 @@ class ExchangePosition {
       kelly_config: {}
     });
   }
+  async updateProfitPercentWithRisk(payload) {
+    const { focus_position } = payload;
+    const config2 = await this.getConfig();
+    const profit_percent = to_f(config2.risk * 100 / (this.instance.entry * this.instance.quantity), "%.2f");
+    if (profit_percent !== config2.profit_percent && this.instance.quantity > 0) {
+      await this.getConfig({
+        params: {
+          profit_percent
+        }
+      });
+    }
+    const last_order = focus_position.instance.last_order;
+    const take_profit = this.instance.take_profit;
+    if (this.kind === "short" && last_order && take_profit) {
+      const reduce_ratio = take_profit < last_order ? 1 : 0;
+      await this.getConfig({
+        params: {
+          reduce_ratio
+        }
+      });
+    }
+    return { profit_percent, take_profit, last_order };
+  }
 }
 
 // src/exchange-account.ts
@@ -63160,6 +63205,9 @@ class ExchangeAccount {
       symbol,
       kind: kind === "long" ? "short" : "long"
     });
+    await reversePosition.updateProfitPercentWithRisk({
+      focus_position
+    });
     if (focus_position.getInstance().quantity > 0) {
       const opposite_config = focus_position.getOppositeConfig({
         ratio: reward_factor
@@ -63930,6 +63978,7 @@ export {
   buildAppConfig,
   exports_app as app,
   Strategy,
+  ExchangePosition,
   ExchangeAccount,
   AppDatabase
 };

package/dist/mcp-server.cjs

@@ -61801,7 +61801,8 @@ class AppDatabase {
         entry: payload.entry,
         stop: payload.stop,
         risk_reward: payload.risk_reward,
-        risk: payload.risk
+        risk: payload.risk,
+        reduce_ratio: payload.reduce_ratio
       };
       if (payload.profit_percent !== undefined) {
         obj.profit_percent = payload.profit_percent;
@@ -61828,7 +61829,8 @@ class AppDatabase {
           risk: payload.risk,
           profit_percent: payload.profit_percent,
           place_tp: payload.place_tp !== undefined ? payload.place_tp : true,
-          profit: payload.profit !== undefined ? payload.profit : config2.profit
+          profit: payload.profit !== undefined ? payload.profit : config2.profit,
+          reduce_ratio: payload.reduce_ratio
         });
         await this.update_db_position(db_position, {
           config: null
@@ -61849,7 +61851,8 @@ class AppDatabase {
           risk_reward: payload.risk_reward,
           risk: payload.risk,
           profit_percent: payload.profit_percent,
-          place_tp: payload.place_tp !== undefined ? payload.place_tp : true
+          place_tp: payload.place_tp !== undefined ? payload.place_tp : true,
+          reduce_ratio: payload.reduce_ratio
         });
       }
       await this.pb.collection("positions").update(db_position.id, {
@@ -62567,8 +62570,10 @@ class Signal {
   kelly_confidence_factor = 0.6;
   kelly_minimum_risk = 0.2;
   kelly_func = "theoretical";
+  symbol;
   constructor({
     focus,
+    symbol,
     budget,
     percent_change = 0.02,
     price_places = "%.5f",
@@ -62594,6 +62599,7 @@ class Signal {
     kelly_minimum_risk = 0.2,
     kelly_func = "theoretical"
   }) {
+    this.symbol = symbol;
     this.minimum_size = minimum_size;
     this.first_order_size = first_order_size;
     this.focus = focus;
@@ -63090,7 +63096,7 @@ class Signal {
         return y !== null ? y : undefined;
       }) || []).filter((y) => y !== undefined).filter((y) => {
         const min_options = [0.001, 0.002, 0.003];
-        if (min_options.includes(this.minimum_size)) {
+        if (min_options.includes(this.minimum_size) && this.symbol.toUpperCase().startsWith("BTC")) {
           return y.quantity <= 0.03;
         }
         return true;
@@ -63559,7 +63565,8 @@ function buildConfig(app_config, {
     kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
     kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
     kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model,
-    kelly_func: kelly_func || app_config.kelly?.kelly_func
+    kelly_func: kelly_func || app_config.kelly?.kelly_func,
+    symbol: app_config.symbol
   };
   const instance = new Signal(config2);
   if (raw_instance) {
@@ -63660,7 +63667,7 @@ function buildAppConfig(config2, payload) {
     reverse_factor: 1,
     profit_percent: 0,
     kind: payload.entry > payload.stop ? "long" : "short",
-    symbol: payload.symbol
+    symbol: payload.symbol || config2.symbol
   }, {
     entry: payload.entry,
     stop: payload.stop,
@@ -64196,6 +64203,7 @@ function computeRiskReward(payload) {
   app_config.stop = stop;
   app_config.risk_per_trade = risk_per_trade;
   const result = determineOptimumReward({ app_config, target_loss });
+  console.log("result", result, "target_loss", target_loss);
   return result;
 }
 function getRiskReward(payload) {
@@ -67598,7 +67606,8 @@ class ExchangePosition {
           risk: payload.params.risk !== undefined ? payload.params.risk : config2?.risk,
           profit_percent: payload.params.profit_percent !== undefined ? payload.params.profit_percent : config2?.profit_percent,
           place_tp: payload.params.place_tp !== undefined ? payload.params.place_tp : true,
-          profit: payload.params.profit !== undefined ? payload.params.profit : config2?.profit
+          profit: payload.params.profit !== undefined ? payload.params.profit : config2?.profit,
+          reduce_ratio: payload.params.reduce_ratio !== undefined ? payload.params.reduce_ratio : config2?.reduce_ratio
         };
         return await this.app_db.createOrUpdatePositionConfig({
           ...this.instance,
@@ -67951,6 +67960,17 @@ class ExchangePosition {
       });
     }
     if (limit) {
+      if (this.instance.quantity > 0) {
+        const avg_qty = this.instance.avg_qty;
+        const max_size = this.appConfig.max_size;
+        const diff = Math.abs(avg_qty - max_size);
+        const ratio = diff / avg_qty;
+        if (avg_qty > max_size && ratio > 0.01) {
+          await this.cancelOrders({
+            limit: true
+          });
+        }
+      }
       return await this.triggerTradeFromConfig({
         raw: _raw,
         stop,
@@ -68401,11 +68421,13 @@ class ExchangePosition {
     return config2;
   }
   getOppositeConfig(payload) {
+    const profit_percent = this.instance.expand?.b_config?.profit_percent || this.instance.target_pnl;
+    const target_pnl = profit_percent * this.instance.entry * this.instance.quantity / 100;
     return generateOppositeTradeConfig({
       kind: this.kind,
       entry: this.instance.entry,
       quantity: this.instance.quantity,
-      target_pnl: this.instance.target_pnl,
+      target_pnl,
       global_config: this.symbol_config,
       ratio: payload.ratio
     });
@@ -68429,6 +68451,29 @@ class ExchangePosition {
       kelly_config: {}
     });
   }
+  async updateProfitPercentWithRisk(payload) {
+    const { focus_position } = payload;
+    const config2 = await this.getConfig();
+    const profit_percent = to_f(config2.risk * 100 / (this.instance.entry * this.instance.quantity), "%.2f");
+    if (profit_percent !== config2.profit_percent && this.instance.quantity > 0) {
+      await this.getConfig({
+        params: {
+          profit_percent
+        }
+      });
+    }
+    const last_order = focus_position.instance.last_order;
+    const take_profit = this.instance.take_profit;
+    if (this.kind === "short" && last_order && take_profit) {
+      const reduce_ratio = take_profit < last_order ? 1 : 0;
+      await this.getConfig({
+        params: {
+          reduce_ratio
+        }
+      });
+    }
+    return { profit_percent, take_profit, last_order };
+  }
 }
 
 // src/exchange-account.ts
@@ -69888,6 +69933,9 @@ class ExchangeAccount {
       symbol,
       kind: kind === "long" ? "short" : "long"
     });
+    await reversePosition.updateProfitPercentWithRisk({
+      focus_position
+    });
     if (focus_position.getInstance().quantity > 0) {
       const opposite_config = focus_position.getOppositeConfig({
         ratio: reward_factor

package/dist/mcp-server.js

@@ -61778,7 +61778,8 @@ class AppDatabase {
         entry: payload.entry,
         stop: payload.stop,
         risk_reward: payload.risk_reward,
-        risk: payload.risk
+        risk: payload.risk,
+        reduce_ratio: payload.reduce_ratio
       };
       if (payload.profit_percent !== undefined) {
         obj.profit_percent = payload.profit_percent;
@@ -61805,7 +61806,8 @@ class AppDatabase {
           risk: payload.risk,
           profit_percent: payload.profit_percent,
           place_tp: payload.place_tp !== undefined ? payload.place_tp : true,
-          profit: payload.profit !== undefined ? payload.profit : config2.profit
+          profit: payload.profit !== undefined ? payload.profit : config2.profit,
+          reduce_ratio: payload.reduce_ratio
         });
         await this.update_db_position(db_position, {
           config: null
@@ -61826,7 +61828,8 @@ class AppDatabase {
           risk_reward: payload.risk_reward,
           risk: payload.risk,
           profit_percent: payload.profit_percent,
-          place_tp: payload.place_tp !== undefined ? payload.place_tp : true
+          place_tp: payload.place_tp !== undefined ? payload.place_tp : true,
+          reduce_ratio: payload.reduce_ratio
         });
       }
       await this.pb.collection("positions").update(db_position.id, {
@@ -62544,8 +62547,10 @@ class Signal {
   kelly_confidence_factor = 0.6;
   kelly_minimum_risk = 0.2;
   kelly_func = "theoretical";
+  symbol;
   constructor({
     focus,
+    symbol,
     budget,
     percent_change = 0.02,
     price_places = "%.5f",
@@ -62571,6 +62576,7 @@ class Signal {
     kelly_minimum_risk = 0.2,
     kelly_func = "theoretical"
   }) {
+    this.symbol = symbol;
     this.minimum_size = minimum_size;
     this.first_order_size = first_order_size;
     this.focus = focus;
@@ -63067,7 +63073,7 @@ class Signal {
         return y !== null ? y : undefined;
       }) || []).filter((y) => y !== undefined).filter((y) => {
         const min_options = [0.001, 0.002, 0.003];
-        if (min_options.includes(this.minimum_size)) {
+        if (min_options.includes(this.minimum_size) && this.symbol.toUpperCase().startsWith("BTC")) {
           return y.quantity <= 0.03;
         }
         return true;
@@ -63536,7 +63542,8 @@ function buildConfig(app_config, {
     kelly_confidence_factor: kelly_confidence_factor || app_config.kelly?.kelly_confidence_factor,
     kelly_minimum_risk: kelly_minimum_risk || app_config.kelly?.kelly_minimum_risk,
     kelly_prediction_model: kelly_prediction_model || app_config.kelly?.kelly_prediction_model,
-    kelly_func: kelly_func || app_config.kelly?.kelly_func
+    kelly_func: kelly_func || app_config.kelly?.kelly_func,
+    symbol: app_config.symbol
   };
   const instance = new Signal(config2);
   if (raw_instance) {
@@ -63637,7 +63644,7 @@ function buildAppConfig(config2, payload) {
     reverse_factor: 1,
     profit_percent: 0,
     kind: payload.entry > payload.stop ? "long" : "short",
-    symbol: payload.symbol
+    symbol: payload.symbol || config2.symbol
   }, {
     entry: payload.entry,
     stop: payload.stop,
@@ -64173,6 +64180,7 @@ function computeRiskReward(payload) {
   app_config.stop = stop;
   app_config.risk_per_trade = risk_per_trade;
   const result = determineOptimumReward({ app_config, target_loss });
+  console.log("result", result, "target_loss", target_loss);
   return result;
 }
 function getRiskReward(payload) {
@@ -67575,7 +67583,8 @@ class ExchangePosition {
           risk: payload.params.risk !== undefined ? payload.params.risk : config2?.risk,
           profit_percent: payload.params.profit_percent !== undefined ? payload.params.profit_percent : config2?.profit_percent,
           place_tp: payload.params.place_tp !== undefined ? payload.params.place_tp : true,
-          profit: payload.params.profit !== undefined ? payload.params.profit : config2?.profit
+          profit: payload.params.profit !== undefined ? payload.params.profit : config2?.profit,
+          reduce_ratio: payload.params.reduce_ratio !== undefined ? payload.params.reduce_ratio : config2?.reduce_ratio
         };
         return await this.app_db.createOrUpdatePositionConfig({
           ...this.instance,
@@ -67928,6 +67937,17 @@ class ExchangePosition {
       });
     }
     if (limit) {
+      if (this.instance.quantity > 0) {
+        const avg_qty = this.instance.avg_qty;
+        const max_size = this.appConfig.max_size;
+        const diff = Math.abs(avg_qty - max_size);
+        const ratio = diff / avg_qty;
+        if (avg_qty > max_size && ratio > 0.01) {
+          await this.cancelOrders({
+            limit: true
+          });
+        }
+      }
       return await this.triggerTradeFromConfig({
         raw: _raw,
         stop,
@@ -68378,11 +68398,13 @@ class ExchangePosition {
     return config2;
   }
   getOppositeConfig(payload) {
+    const profit_percent = this.instance.expand?.b_config?.profit_percent || this.instance.target_pnl;
+    const target_pnl = profit_percent * this.instance.entry * this.instance.quantity / 100;
     return generateOppositeTradeConfig({
       kind: this.kind,
       entry: this.instance.entry,
       quantity: this.instance.quantity,
-      target_pnl: this.instance.target_pnl,
+      target_pnl,
       global_config: this.symbol_config,
       ratio: payload.ratio
     });
@@ -68406,6 +68428,29 @@ class ExchangePosition {
       kelly_config: {}
     });
   }
+  async updateProfitPercentWithRisk(payload) {
+    const { focus_position } = payload;
+    const config2 = await this.getConfig();
+    const profit_percent = to_f(config2.risk * 100 / (this.instance.entry * this.instance.quantity), "%.2f");
+    if (profit_percent !== config2.profit_percent && this.instance.quantity > 0) {
+      await this.getConfig({
+        params: {
+          profit_percent
+        }
+      });
+    }
+    const last_order = focus_position.instance.last_order;
+    const take_profit = this.instance.take_profit;
+    if (this.kind === "short" && last_order && take_profit) {
+      const reduce_ratio = take_profit < last_order ? 1 : 0;
+      await this.getConfig({
+        params: {
+          reduce_ratio
+        }
+      });
+    }
+    return { profit_percent, take_profit, last_order };
+  }
 }
 
 // src/exchange-account.ts
@@ -69865,6 +69910,9 @@ class ExchangeAccount {
       symbol,
       kind: kind === "long" ? "short" : "long"
     });
+    await reversePosition.updateProfitPercentWithRisk({
+      focus_position
+    });
     if (focus_position.getInstance().quantity > 0) {
       const opposite_config = focus_position.getOppositeConfig({
         ratio: reward_factor

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-164",
+  "version": "0.0.2-166",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",