@gbozee/ultimate 0.0.2-32 → 0.0.2-35

package/dist/frontend-index.d.ts

@@ -0,0 +1,281 @@
+// Generated by dts-bundle-generator v9.5.1
+
+export type SignalConfigType = {
+	focus: number;
+	budget: number;
+	percent_change?: number;
+	price_places?: string;
+	decimal_places?: string;
+	zone_risk?: number;
+	fee?: number;
+	support?: number;
+	risk_reward?: number;
+	resistance?: number;
+	risk_per_trade?: number;
+	increase_size?: boolean;
+	additional_increase?: number;
+	minimum_pnl?: number;
+	take_profit?: number;
+	increase_position?: boolean;
+	minimum_size?: number;
+	first_order_size?: number;
+	gap?: number;
+	max_size?: number;
+};
+declare class Signal {
+	focus: number;
+	budget: number;
+	percent_change: number;
+	price_places: string;
+	decimal_places: string;
+	zone_risk: number;
+	fee: number;
+	support?: number;
+	risk_reward: number;
+	resistance?: number;
+	risk_per_trade?: number;
+	increase_size: boolean;
+	additional_increase: number;
+	minimum_pnl: number;
+	take_profit?: number;
+	increase_position: boolean;
+	minimum_size: any;
+	first_order_size: number;
+	gap: number;
+	max_size: number;
+	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, }: SignalConfigType);
+	build_entry({ current_price, stop_loss, pnl, stop_percent, kind, risk, no_of_trades, take_profit, }: {
+		take_profit?: number;
+		no_of_trades?: number;
+		current_price: number;
+		stop_loss?: number;
+		kind?: "long" | "short";
+		risk: number;
+		stop_percent?: number;
+		pnl?: number;
+	}): any;
+	get risk(): number;
+	get min_trades(): number;
+	get min_price(): number;
+	build_opposite_order({ current_price, kind, }: {
+		current_price: number;
+		kind?: "long" | "short";
+	}): any;
+	special_build_orders({ current_price, kind, }: {
+		current_price: number;
+		kind?: "long" | "short";
+	}): any;
+	build_orders({ current_price, kind, limit, replace_focus, max_index, min_index, }: {
+		current_price: number;
+		kind?: "long" | "short";
+		limit?: boolean;
+		replace_focus?: boolean;
+		max_index?: number;
+		min_index?: number;
+	}): any;
+	build_orders_old({ current_price, kind, limit, replace_focus, max_index, min_index, }: {
+		current_price: number;
+		kind?: "long" | "short";
+		limit?: boolean;
+		replace_focus?: boolean;
+		max_index?: number;
+		min_index?: number;
+	}): any;
+	get_bulk_trade_zones({ current_price, kind, limit, }: {
+		current_price: number;
+		kind?: "long" | "short";
+		limit?: boolean;
+	}): any;
+	get_future_zones({ current_price, kind, raw, }: {
+		raw?: boolean;
+		current_price: number;
+		kind?: "long" | "short";
+	}): number[];
+	to_f(value: number, places?: string): number;
+	get_margin_zones({ current_price, kind, }: {
+		current_price: number;
+		kind?: "long" | "short";
+	}): number[][];
+	get_margin_range(current_price: number, kind?: string): number[];
+	process_orders({ current_price, stop_loss, trade_zones, kind, }: {
+		current_price: number;
+		stop_loss: number;
+		trade_zones: number[];
+		kind?: "long" | "short";
+	}): any[];
+	get_risk_per_trade(number_of_orders: number): number;
+	build_trade_dict({ entry, stop, risk, arr, index, new_fees, kind, start, take_profit, }: {
+		entry: number;
+		stop: number;
+		risk: number;
+		arr: number[];
+		index: number;
+		new_fees?: number;
+		kind?: "long" | "short";
+		start?: number;
+		take_profit?: number;
+	}): {
+		entry: number;
+		risk: number;
+		quantity: number;
+		sell_price: number;
+		risk_sell: number;
+		stop: number;
+		pnl: number;
+		fee: number;
+		net: number;
+		incurred: number;
+		stop_percent: number;
+	};
+	to_df(currentPrice: number, places?: string): number;
+}
+export type GlobalConfig = {
+	profit_percent: number;
+	symbol: string;
+	profit: number;
+	risk: number;
+	stop_percent: number;
+	kind: "long" | "short";
+	reduce_percent: number;
+	support: number;
+	resistance: number;
+	price_places: string;
+	decimal_places: string;
+	min_size: number;
+	accounts: {
+		owner: string;
+		exchange?: string;
+	}[];
+	risk_reward: number;
+	reverse_factor: number;
+};
+export declare function determine_average_entry_and_size(orders: Array<{
+	price: number;
+	quantity: number;
+}>, places?: string, price_places?: string): {
+	entry: number;
+	price: number;
+	quantity: number;
+};
+export declare const createArray: (start: number, stop: number, step: number) => number[];
+export type AppConfig = {
+	fee: number;
+	risk_per_trade: number;
+	risk_reward: number;
+	symbol?: string;
+	focus: number;
+	budget: number;
+	support: number;
+	resistance: number;
+	percent_change: number;
+	tradeSplit?: number;
+	take_profit?: number;
+	kind: "long" | "short";
+	entry: number;
+	stop: number;
+	min_size: number;
+	price_places?: string;
+	strategy?: "quantity" | "entry";
+	as_array?: boolean;
+	decimal_places?: string;
+	min_profit?: number;
+	raw?: boolean;
+	gap?: number;
+	rr?: number;
+	max_size?: number;
+	last_value?: any;
+	entries?: any[];
+};
+export type ExtendConfigType = {
+	take_profit?: number;
+	entry: number;
+	risk?: number;
+	stop?: number;
+	risk_reward?: number;
+	raw_instance?: boolean;
+	no_of_trades?: number;
+	increase?: boolean;
+	price_places?: string;
+	decimal_places?: string;
+	min_profit?: number;
+	kind?: "long" | "short";
+	gap?: number;
+	rr?: number;
+};
+export declare function buildConfig(app_config: AppConfig, { take_profit, entry, stop, raw_instance, risk, no_of_trades, min_profit, risk_reward, kind, increase, gap, rr, price_places, decimal_places, }: ExtendConfigType): any[] | Signal;
+export declare function buildAvg({ _trades, kind, }: {
+	_trades: any[];
+	kind: "long" | "short";
+}): any;
+export declare function sortedBuildConfig(app_config: AppConfig, options: any): any[];
+export declare function get_app_config_and_max_size(config: GlobalConfig, payload: {
+	entry: number;
+	stop: number;
+	kind: "long" | "short";
+}): {
+	app_config: AppConfig;
+	max_size: any;
+	last_value: any;
+	entries: {
+		entry: any;
+		avg_entry: any;
+		avg_size: any;
+		neg_pnl: any;
+		quantity: any;
+	}[];
+};
+export declare function buildAppConfig(config: GlobalConfig, payload: {
+	entry: number;
+	stop: number;
+	risk_reward: number;
+	risk: number;
+	symbol: string;
+	profit?: number;
+}): AppConfig;
+export declare function getOptimumStopAndRisk(app_config: AppConfig, params: {
+	max_size: number;
+	target_stop: number;
+	highest_risk?: number;
+}): {
+	optimal_stop: number;
+	optimal_risk: number;
+	avg_size: any;
+	avg_entry: any;
+	result: any[];
+	first_entry: any;
+	neg_pnl: any;
+	risk_reward: number;
+	size_diff: number;
+	entry_diff: number;
+};
+export declare function generate_config_params(app_config: AppConfig, payload: {
+	entry: number;
+	stop: number;
+	risk_reward: number;
+	risk: number;
+	symbol: string;
+}): {
+	entry: number;
+	stop: number;
+	avg_size: any;
+	avg_entry: any;
+	risk_reward: number;
+	neg_pnl: any;
+	risk: number;
+};
+export declare function determine_break_even_price(payload: {
+	long_position: {
+		entry: number;
+		quantity: number;
+	};
+	short_position: {
+		entry: number;
+		quantity: number;
+	};
+	fee_percent?: number;
+}): {
+	price: number;
+	direction: string;
+};
+
+export {};

package/dist/frontend-index.js

@@ -1305,11 +1305,24 @@ function generate_config_params(app_config, payload) {
     risk: payload.risk
   };
 }
+function determine_break_even_price(payload) {
+  const { long_position, short_position, fee_percent = 0.05 / 100 } = payload;
+  const long_notional = long_position.entry * long_position.quantity;
+  const short_notional = short_position.entry * short_position.quantity;
+  const net_quantity = long_position.quantity - short_position.quantity;
+  const net_capital = Math.abs(long_notional - short_notional);
+  const break_even_price = net_capital / (Math.abs(net_quantity) + fee_percent * Math.abs(net_quantity));
+  return {
+    price: break_even_price,
+    direction: net_quantity > 0 ? "long" : "short"
+  };
+}
 export {
   sortedBuildConfig,
   get_app_config_and_max_size,
   getOptimumStopAndRisk,
   generate_config_params,
+  determine_break_even_price,
   determine_average_entry_and_size,
   createArray,
   buildConfig,

package/dist/index.d.ts

@@ -183,6 +183,13 @@ export interface BaseExchange {
 		asset: string;
 		amount: number;
 	}): Promise<any>;
+	placeMarketOrder(payload: {
+		symbol: string;
+		kind: "long" | "short";
+		quantity: number;
+		price_places?: string;
+		decimal_places?: string;
+	}): Promise<any>;
 }
 export interface BaseSystemFields {
 	id: string;
@@ -410,6 +417,11 @@ export declare class AppDatabase {
 	}>;
 	getMoverExchangeInstances(): Promise<ExchangeAccount[]>;
 	updateScheduledTrade(id: string, payload: any): Promise<import("pocketbase").RecordModel>;
+	getPositionsToAutoFollow(): Promise<(Position$1 & {
+		expand: {
+			account: ExchangeAccount;
+		};
+	})[]>;
 	createOrUpdatePositionConfig(db_position: any, payload: {
 		entry: number;
 		stop: number;
@@ -709,6 +721,20 @@ export declare function generate_config_params(app_config: AppConfig, payload: {
 	neg_pnl: any;
 	risk: number;
 };
+export declare function determine_break_even_price(payload: {
+	long_position: {
+		entry: number;
+		quantity: number;
+	};
+	short_position: {
+		entry: number;
+		quantity: number;
+	};
+	fee_percent?: number;
+}): {
+	price: number;
+	direction: string;
+};
 declare class ExchangeAccount$1 {
 	private instance;
 	exchange: BaseExchange;
@@ -793,6 +819,12 @@ declare class ExchangeAccount$1 {
 		symbol: string;
 		orders: number[];
 	}): Promise<any>;
+	getBreakEvenPrice(payload: {
+		symbol: string;
+	}): Promise<{
+		price: number;
+		direction: string;
+	}>;
 	buildAppConfig(payload: {
 		entry: number;
 		stop: number;
@@ -803,6 +835,17 @@ declare class ExchangeAccount$1 {
 		update_db?: boolean;
 		profit_percent?: number;
 	}): Promise<AppConfig>;
+	buildTrades(payload: {
+		symbol: string;
+		kind: "long" | "short";
+		risk?: number;
+	}): Promise<{
+		trades: any[];
+		max_size: any;
+		last_price: any;
+		total_size: number;
+		avg_entry: number;
+	}>;
 	placeConfigOrders(app_config: AppConfig, solution: {
 		risk_reward: number;
 		entry: number;
@@ -837,9 +880,11 @@ declare class ExchangeAccount$1 {
 	determineAmountToBuy(payload: {
 		orders: any[];
 		kind: "long" | "short";
+		refresh?: boolean;
 		decimal_places?: string;
 		price_places?: string;
 		symbol: string;
+		cancel?: boolean;
 		place?: boolean;
 	}): Promise<any[]>;
 	placeSharedOrder(action: "place_limit_orders" | "place_stop_orders" | "place_tp_orders", payload: {
@@ -962,6 +1007,15 @@ declare class ExchangeAccount$1 {
 		risk_reward?: number;
 		risk?: number;
 	}): Promise<any>;
+	placeMarketOrder(payload: {
+		symbol: string;
+		kind: "long" | "short";
+		quantity: number;
+	}): Promise<void>;
+	placeSingleOrder(payload: {
+		symbol: string;
+		kind: "long" | "short";
+	}): Promise<string>;
 	triggerTradeFromConfig(payload: {
 		symbol: string;
 		kind: "long" | "short";
@@ -969,6 +1023,7 @@ declare class ExchangeAccount$1 {
 		raw?: boolean;
 		tp?: boolean;
 		stop?: boolean;
+		use_current?: boolean;
 	}): Promise<any>;
 	verifyStopLoss(payload: {
 		symbol: string;
@@ -1148,6 +1203,7 @@ declare class App {
 	refreshAllPositionsWithSymbol(payload: {
 		symbol: string;
 	}): Promise<void>;
+	autoFollowPositions(): Promise<void>;
 	getMoverExchangeInstances(): Promise<ExchangeAccount[]>;
 	updateTpOnAllMarkets(): Promise<void>;
 	triggerMoverTask(payload: {

package/dist/index.js

@@ -32491,6 +32491,13 @@ class AppDatabase {
   async updateScheduledTrade(id, payload) {
     return await this.pb.collection("scheduled_trades").update(id, payload);
   }
+  async getPositionsToAutoFollow() {
+    const result = await this.pb.collection("positions").getFullList({
+      filter: `follow=true`,
+      expand: "account"
+    });
+    return result;
+  }
   async createOrUpdatePositionConfig(db_position, payload) {
     let config = null;
     if (db_position.config) {
@@ -34835,6 +34842,19 @@ class BinanceExchange {
       return result;
     }
   }
+  async placeMarketOrder(payload) {
+    const { symbol, kind, quantity, price_places, decimal_places } = payload;
+    const currentPrice = await this.get_current_price(symbol);
+    return createLimitPurchaseOrders(this.client, symbol, price_places, decimal_places, [
+      {
+        force_market: true,
+        side: kind === "long" ? "buy" : "sell",
+        kind,
+        quantity,
+        price: currentPrice
+      }
+    ]);
+  }
 }
 function getPricePlaces(target) {
   const numStr = target.toString();
@@ -35507,6 +35527,8 @@ class BybitExchange {
   }
   async crossAccountTransfer(payload) {
   }
+  async placeMarketOrder(payload) {
+  }
 }
 
 // src/helpers/accounts.ts
@@ -36190,6 +36212,18 @@ function generate_config_params(app_config, payload) {
     risk: payload.risk
   };
 }
+function determine_break_even_price(payload) {
+  const { long_position, short_position, fee_percent = 0.05 / 100 } = payload;
+  const long_notional = long_position.entry * long_position.quantity;
+  const short_notional = short_position.entry * short_position.quantity;
+  const net_quantity = long_position.quantity - short_position.quantity;
+  const net_capital = Math.abs(long_notional - short_notional);
+  const break_even_price = net_capital / (Math.abs(net_quantity) + fee_percent * Math.abs(net_quantity));
+  return {
+    price: break_even_price,
+    direction: net_quantity > 0 ? "long" : "short"
+  };
+}
 
 // src/exchange-account.ts
 class ExchangeAccount {
@@ -36371,6 +36405,18 @@ class ExchangeAccount {
   async cancelExchangeOrders(payload) {
     return this.exchange.cancelOrders(payload);
   }
+  async getBreakEvenPrice(payload) {
+    const positions = await this.syncAccount({
+      symbol: payload.symbol
+    });
+    const long_position = positions.find((x) => x.kind === "long");
+    const short_position = positions.find((x) => x.kind === "short");
+    const break_even_price = determine_break_even_price({
+      long_position,
+      short_position
+    });
+    return break_even_price;
+  }
   async buildAppConfig(payload) {
     let config = await this.app_db.getSymbolConfigFromDB(payload.symbol);
     const app_config = buildAppConfig(config, payload);
@@ -36391,6 +36437,58 @@ class ExchangeAccount {
     }
     return app_config;
   }
+  async buildTrades(payload) {
+    const { symbol, kind, risk } = payload;
+    const config = await this.getPositionConfig({
+      symbol,
+      kind
+    });
+    const app_config = await this.buildAppConfig({
+      entry: config.entry,
+      stop: config.stop,
+      risk_reward: config.risk_reward,
+      risk: risk || config.risk,
+      symbol
+    });
+    const { trades } = await this.placeConfigOrders(app_config, {
+      risk_reward: config.risk_reward,
+      entry: config.entry,
+      stop: config.stop,
+      risk_per_trade: risk || config.risk,
+      avg_size: 0,
+      neg_pnl: 0,
+      min_size: app_config.min_size,
+      symbol
+    });
+    const position2 = await this.syncAccount({
+      symbol,
+      kind
+    });
+    const orders_to_place = await this.determineAmountToBuy({
+      orders: trades.map((x) => ({
+        entry: x.entry,
+        quantity: x.quantity
+      })),
+      kind,
+      decimal_places: app_config.decimal_places,
+      price_places: app_config.price_places,
+      symbol
+    });
+    const avg_values = determine_average_entry_and_size(orders_to_place.map((u) => ({
+      price: u.entry,
+      quantity: u.quantity
+    })).concat({
+      price: position2.entry,
+      quantity: position2.quantity
+    }), app_config.decimal_places, app_config.price_places);
+    return {
+      trades: orders_to_place,
+      max_size: trades[0].avg_size,
+      last_price: trades[0].entry,
+      total_size: avg_values.quantity,
+      avg_entry: avg_values.price
+    };
+  }
   async placeConfigOrders(app_config, solution, place, skip_stop) {
     app_config.entry = solution.entry;
     app_config.stop = solution.stop;
@@ -36466,7 +36564,14 @@ class ExchangeAccount {
     };
   }
   async determineAmountToBuy(payload) {
-    const { orders, kind, decimal_places = "%.3f", symbol } = payload;
+    const {
+      orders,
+      kind,
+      decimal_places = "%.3f",
+      symbol,
+      refresh,
+      cancel
+    } = payload;
     const totalQuantity = orders.reduce((sum, order) => sum + (order.quantity || 0), 0);
     let runningTotal = to_f(totalQuantity, decimal_places);
     let sortedOrders = [...orders].sort((a, b) => (a.entry || 0) - (b.entry || 0));
@@ -36485,7 +36590,7 @@ class ExchangeAccount {
     const position2 = await this.syncAccount({
       symbol,
       kind,
-      live_refresh: true,
+      live_refresh: refresh,
       update: true
     });
     let existingOrders = await this.syncOrders({
@@ -36502,7 +36607,7 @@ class ExchangeAccount {
     filteredOrders = filteredOrders.filter((k) => !existingOrders.map((j) => j.price).includes(k.price));
     const side = kind.toLowerCase() === "long" ? "buy" : "sell";
     const shouldCancel = existingOrders.filter((k) => !orders.map((j) => j.entry).includes(k.price) && k.side === side).map((u) => u.price);
-    if (shouldCancel.length > 0) {
+    if (shouldCancel.length > 0 && cancel) {
       const pp = kind === "long" ? Math.max(...shouldCancel) : Math.min(...shouldCancel);
       const cancel_orders = await this.cancelOrders({
         symbol,
@@ -36924,8 +37029,44 @@ class ExchangeAccount {
     }
     return null;
   }
+  async placeMarketOrder(payload) {
+    const { symbol, kind, quantity } = payload;
+    const symbol_config = await this.recomputeSymbolConfig({
+      symbol
+    });
+    await this.exchange.placeMarketOrder({
+      symbol,
+      kind,
+      quantity,
+      price_places: symbol_config.price_places,
+      decimal_places: symbol_config.decimal_places
+    });
+  }
+  async placeSingleOrder(payload) {
+    const { symbol, kind } = payload;
+    const positions = await this.syncAccount({
+      live_refresh: true,
+      update: true,
+      symbol
+    });
+    const long_position = positions.find((x) => x.kind === "long");
+    const short_position = positions.find((x) => x.kind === "short");
+    const focus_position = kind === "long" ? long_position : short_position;
+    const track_position = kind === "long" ? short_position : long_position;
+    if (!focus_position.follow) {
+      return "No follow set";
+    }
+    if (track_position.quantity !== focus_position.quantity && focus_position.quantity < track_position.quantity) {
+      const remaining_quantity = Math.abs(track_position.quantity - focus_position.quantity);
+      await this.placeMarketOrder({
+        symbol,
+        kind,
+        quantity: remaining_quantity
+      });
+    }
+  }
   async triggerTradeFromConfig(payload) {
-    const { symbol, kind, place = true, stop } = payload;
+    const { symbol, kind, place = true, stop, use_current } = payload;
     const position2 = await this.syncAccount({
       symbol,
       kind
@@ -36942,7 +37083,7 @@ class ExchangeAccount {
         risk: config.risk,
         place,
         raw: payload.raw,
-        use_current: Boolean(stop)
+        use_current
       });
     }
   }
@@ -38074,15 +38215,29 @@ class App {
         owner: exchange.owner,
         exchange: exchange.exchange
       });
-      await exchange_account.syncAccount({
+      await exchange_account.placeProfitAndStop({
         symbol,
-        update: true,
-        live_refresh: true
+        trigger: true,
+        refresh: true
       });
-      await exchange_account.placeProfitAndStop({
+      await exchange_account.syncAccount({
         symbol,
-        trigger: false
+        update: true
+      });
+    }
+  }
+  async autoFollowPositions() {
+    const positions = await this.app_db.getPositionsToAutoFollow();
+    for (const position2 of positions) {
+      const account = position2.expand.account;
+      console.log("Getting account for ", account.owner, account.exchange);
+      const exchange_account = await this.getExchangeAccount(account);
+      console.log("Placing follow order for ", position2.symbol);
+      const result = await exchange_account.placeSingleOrder({
+        symbol: position2.symbol,
+        kind: position2.kind
       });
+      console.log("result", result);
     }
   }
   async getMoverExchangeInstances() {
@@ -38241,6 +38396,7 @@ export {
   get_app_config_and_max_size,
   getOptimumStopAndRisk,
   generate_config_params,
+  determine_break_even_price,
   determine_average_entry_and_size,
   createArray,
   buildConfig,

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-32",
+  "version": "0.0.2-35",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",