@gbozee/ultimate 0.0.2-33 → 0.0.2-36

package/dist/frontend-index.d.ts

@@ -263,5 +263,19 @@ 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;
+};
 
 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: {
@@ -853,6 +898,12 @@ declare class ExchangeAccount$1 {
 		raw?: boolean;
 		use_current?: boolean;
 	}): Promise<any>;
+	getOrCreatePositionConfig(payload: {
+		symbol: string;
+		kind: "long" | "short";
+		risk?: number;
+		risk_reward?: number;
+	}): Promise<ScheduledTrade | import("pocketbase").RecordModel>;
 	getPositionConfig(payload: {
 		symbol: string;
 		kind: "long" | "short";
@@ -962,6 +1013,15 @@ 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 +1029,7 @@ declare class ExchangeAccount$1 {
 		raw?: boolean;
 		tp?: boolean;
 		stop?: boolean;
+		use_current?: boolean;
 	}): Promise<any>;
 	verifyStopLoss(payload: {
 		symbol: string;
@@ -1148,6 +1209,7 @@ 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,
@@ -36599,6 +36704,31 @@ class ExchangeAccount {
       stop_orders
     };
   }
+  async getOrCreatePositionConfig(payload) {
+    const { symbol, kind, risk = 50, risk_reward = 199 } = payload;
+    const config = await this.getPositionConfig({
+      symbol: payload.symbol,
+      kind: payload.kind
+    });
+    if (!config) {
+      const long_c = await this.buildConfigForSymbol({
+        symbol,
+        risk,
+        risk_reward
+      });
+      return this.getPositionConfig({
+        symbol,
+        kind,
+        params: {
+          entry: kind === "long" ? long_c.entry : long_c.stop,
+          stop: kind === "long" ? long_c.stop : long_c.entry,
+          risk_reward: long_c.risk_reward,
+          risk: long_c.risk
+        }
+      });
+    }
+    return config;
+  }
   async getPositionConfig(payload) {
     if (payload.params) {
       const db_position = await this.syncAccount({
@@ -36924,8 +37054,44 @@ 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 +37108,7 @@ class ExchangeAccount {
         risk: config.risk,
         place,
         raw: payload.raw,
-        use_current: Boolean(stop)
+        use_current
       });
     }
   }
@@ -37991,6 +38157,7 @@ class App {
     }
     const positions = await this.app_db.hasExistingPosition(symbol);
     if (positions.length === 0) {
+      console.log("Removing symbol from DB", symbol);
       return this.app_db.unwindSymbolFromDB(symbol);
     }
     const unique_instances = new Set(positions.map((x) => `${x.symbol}-${x.expand.account.owner}-${x.expand.account.exchange}`));
@@ -38074,15 +38241,29 @@ 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 +38422,7 @@ 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": "0.0.2-33",
+  "version": "0.0.2-36",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",