@gbozee/ultimate 0.0.2-60 → 0.0.2-62

package/dist/frontend-index.d.ts

@@ -432,13 +432,16 @@ export declare class Strategy {
 		[x: string]: number | {
 			entry: number;
 			quantity: number;
+			diff?: undefined;
 		} | {
 			[x: string]: number;
+			diff: number;
 			entry?: undefined;
 			quantity?: undefined;
 		};
 		pnl: {
 			[x: string]: number;
+			diff: number;
 		};
 		spread: number;
 	};
@@ -450,13 +453,16 @@ export declare class Strategy {
 		[x: string]: number | {
 			entry: number;
 			quantity: number;
+			diff?: undefined;
 		} | {
 			[x: string]: number;
+			diff: number;
 			entry?: undefined;
 			quantity?: undefined;
 		};
 		pnl: {
 			[x: string]: number;
+			diff: number;
 		};
 		spread: number;
 	}[];

package/dist/frontend-index.js

@@ -1871,6 +1871,7 @@ class Strategy {
     const ratio = expected_loss / actual_loss;
     const loss_quantity = this.to_df(ratio * reverse_position.quantity);
     const remaining_quantity = this.to_df(reverse_position.quantity - loss_quantity);
+    const diff = focus_pnl - expected_loss;
     return {
       [kind]: {
         entry: focus_tp,
@@ -1882,7 +1883,8 @@ class Strategy {
       },
       pnl: {
         [kind]: focus_pnl,
-        [reverse_kind]: -expected_loss
+        [reverse_kind]: -expected_loss,
+        diff
       },
       spread: this.to_f(Math.abs(focus_tp - reverse_position.entry) * remaining_quantity)
     };

package/dist/index.cjs

@@ -53771,6 +53771,7 @@ class Strategy {
     const ratio = expected_loss / actual_loss;
     const loss_quantity = this.to_df(ratio * reverse_position.quantity);
     const remaining_quantity = this.to_df(reverse_position.quantity - loss_quantity);
+    const diff = focus_pnl - expected_loss;
     return {
       [kind]: {
         entry: focus_tp,
@@ -53782,7 +53783,8 @@ class Strategy {
       },
       pnl: {
         [kind]: focus_pnl,
-        [reverse_kind]: -expected_loss
+        [reverse_kind]: -expected_loss,
+        diff
       },
       spread: this.to_f(Math.abs(focus_tp - reverse_position.entry) * remaining_quantity)
     };
@@ -56928,32 +56930,44 @@ class ExchangeAccount {
     });
     const long_position = positions.find((x) => x.kind === "long");
     const short_position = positions.find((x) => x.kind === "short");
+    const long_config = await this.getPositionConfig({
+      symbol: payload.symbol,
+      kind: "long"
+    });
+    const short_config = await this.getPositionConfig({
+      symbol: payload.symbol,
+      kind: "short"
+    });
     const config2 = build_reduce_config({
       account: this.instance,
       symbol: payload.symbol,
       _positions: positions
     });
+    let long_target_pnl = payload.kind == "long" ? payload.target_pnl : 0;
+    let short_target_pnl = payload.kind == "short" ? payload.target_pnl : 0;
+    const long_sell_ratio = long_config.sell_ratio || long_position?.sell_ratio;
+    const short_sell_ratio = short_config.sell_ratio || short_position?.sell_ratio;
     if (payload.as_dict) {
       return {
         long: {
           minimum_pnl: config2?.long_minimum_pnl || 0.0001,
           max_size: 0.003,
-          profit: config2?.long_profit,
+          profit: long_target_pnl || config2?.long_profit,
           increase: false,
           not_reduce: config2?.not_reduce,
           ratio: config2?.reduce_ratio_long,
           use_full: payload.use_full ? payload.kind == "long" ? true : false : undefined,
-          sell_ratio: long_position?.sell_ratio
+          sell_ratio: long_sell_ratio
         },
         short: {
           minimum_pnl: config2?.short_minimum_pnl || 0.0001,
           max_size: 0.003,
-          profit: config2?.short_profit,
+          profit: short_target_pnl || config2?.short_profit,
           increase: false,
           not_reduce: config2?.not_reduce,
           ratio: config2?.reduce_ratio_short,
           use_full: payload.use_full ? payload.kind == "short" ? true : false : undefined,
-          sell_ratio: short_position?.sell_ratio
+          sell_ratio: short_sell_ratio
         },
         trigger: {
           long: payload.trigger?.long ? config2.trigger_long : false,
@@ -57010,7 +57024,7 @@ class ExchangeAccount {
     }, accountInfo, trigger2, this.exchange);
   }
   async placeProfitAndStop(payload) {
-    const { symbol, trigger: trigger2, refresh, kind } = payload;
+    const { symbol, trigger: trigger2, refresh, kind, target_pnl } = payload;
     if (refresh) {
       await this.syncAccount({
         symbol,
@@ -57024,7 +57038,9 @@ class ExchangeAccount {
       trigger: {
         long: trigger2 || false,
         short: trigger2 || false
-      }
+      },
+      kind,
+      target_pnl
     });
     if (!kind) {
       await this.updateConfigPnl({
@@ -57231,16 +57247,27 @@ class ExchangeAccount {
     });
     const long_position = positions.find((x) => x.kind === "long");
     const short_position = positions.find((x) => x.kind === "short");
+    const long_config = await this.getPositionConfig({
+      symbol,
+      kind: "long"
+    });
+    const short_config = await this.getPositionConfig({
+      symbol,
+      kind: "short"
+    });
+    const focus_config = kind === "long" ? long_config : short_config;
     const focus_position = kind === "long" ? long_position : short_position;
     const track_position = kind === "long" ? short_position : long_position;
-    if (!focus_position.follow) {
+    const follow = focus_config.follow || focus_position.follow;
+    const threshold_qty = focus_config.threshold_qty || focus_position.threshold_qty;
+    if (!follow) {
       return "No follow set";
     }
     let should_place_order = false;
-    if (focus_position.threshold_qty === 0) {
+    if (threshold_qty === 0) {
       should_place_order = true;
     }
-    if (focus_position.threshold_qty > 0 && track_position.quantity >= focus_position.threshold_qty) {
+    if (threshold_qty > 0 && track_position.quantity >= threshold_qty) {
       should_place_order = true;
     }
     if (track_position.quantity !== focus_position.quantity && focus_position.quantity < track_position.quantity && should_place_order) {
@@ -57493,14 +57520,29 @@ class ExchangeAccount {
     });
     const long_position = positions.find((x) => x.kind === "long");
     const short_position = positions.find((x) => x.kind === "short");
-    const strategy_instance = await this.getPositionStrategy();
+    const long_config = await this.getPositionConfig({
+      symbol,
+      kind: "long"
+    });
+    const short_config = await this.getPositionConfig({
+      symbol,
+      kind: "short"
+    });
+    const focus_position = kind === "long" ? long_position : short_position;
+    const focus_config = kind === "long" ? long_config : short_config;
+    const short_tp_factor = short_config.profit_percent / long_config.profit_percent;
+    const reduce_ratio = focus_config.reduce_ratio || focus_position?.reduce_ratio;
+    const budget = focus_config.risk;
+    const risk_reward = focus_config.risk_reward;
+    const tp_percent = focus_config.profit_percent;
+    const fee_percent = symbol_config.fee_percent;
     const strategy_config = {
-      tp_percent: strategy_instance?.tp_percent,
-      short_tp_factor: strategy_instance?.short_tp_factor,
-      fee_percent: strategy_instance?.fee_percent,
-      budget: strategy_instance?.budget,
-      risk_reward: strategy_instance?.risk_reward,
-      reduce_ratio: strategy_instance?.reduce_ratio,
+      tp_percent,
+      short_tp_factor,
+      fee_percent,
+      budget,
+      risk_reward,
+      reduce_ratio,
       global_config: symbol_config
     };
     const strategy = new Strategy({
@@ -58073,7 +58115,8 @@ class ExchangeAccount {
       raw: _raw,
       cancel,
       stop,
-      ignore_config
+      ignore_config,
+      target_pnl
     } = payload;
     if (cancel) {
       await this.cancelOrders({
@@ -58102,7 +58145,8 @@ class ExchangeAccount {
     if (tp) {
       await this.placeProfitAndStop({
         symbol,
-        trigger: true
+        trigger: true,
+        target_pnl
       });
     }
     return [];

package/dist/index.d.ts

@@ -53,6 +53,7 @@ export interface SymbolConfig extends BaseSystemFields {
 	leverage?: number;
 	candle_count?: number;
 	interval?: any;
+	fee_percent?: number;
 }
 export interface ScheduledTrade extends BaseSystemFields {
 	symbol: string;
@@ -65,7 +66,10 @@ export interface ScheduledTrade extends BaseSystemFields {
 	profit_percent?: number;
 	place_tp?: boolean;
 	kind?: "long" | "short";
-	current_price?: number;
+	follow?: boolean | 1 | 0;
+	reduce_ratio?: number;
+	sell_ratio?: number;
+	threshold_qty?: number;
 }
 export interface AccountStrategy extends BaseSystemFields {
 	account: string;
@@ -109,6 +113,10 @@ export interface PositionsView {
 	leverage?: any;
 	avg_liquidation?: any;
 	balance?: any;
+	reduce_ratio?: number;
+	sell_ratio?: number;
+	threshold_qty?: number;
+	follow?: boolean | 1 | 0;
 }
 export interface BullishMarket extends RecordModel {
 	id: string;
@@ -578,13 +586,16 @@ export declare class Strategy {
 		[x: string]: number | {
 			entry: number;
 			quantity: number;
+			diff?: undefined;
 		} | {
 			[x: string]: number;
+			diff: number;
 			entry?: undefined;
 			quantity?: undefined;
 		};
 		pnl: {
 			[x: string]: number;
+			diff: number;
 		};
 		spread: number;
 	};
@@ -596,13 +607,16 @@ export declare class Strategy {
 		[x: string]: number | {
 			entry: number;
 			quantity: number;
+			diff?: undefined;
 		} | {
 			[x: string]: number;
+			diff: number;
 			entry?: undefined;
 			quantity?: undefined;
 		};
 		pnl: {
 			[x: string]: number;
+			diff: number;
 		};
 		spread: number;
 	}[];
@@ -1221,6 +1235,7 @@ declare class ExchangeAccount$1 {
 		symbol: string;
 		kind?: "long" | "short";
 		as_dict?: boolean;
+		target_pnl?: number;
 		trigger?: {
 			long: boolean;
 			short: boolean;
@@ -1290,6 +1305,7 @@ declare class ExchangeAccount$1 {
 		trigger?: boolean;
 		refresh?: boolean;
 		kind?: "long" | "short";
+		target_pnl?: number;
 	}): Promise<any>;
 	reEnterPositionOnEmpty(symbol: string): Promise<void>;
 	generate_config_params(payload: {
@@ -1424,6 +1440,7 @@ declare class ExchangeAccount$1 {
 		raw?: boolean;
 		cancel?: boolean;
 		ignore_config?: boolean;
+		target_pnl?: number;
 	}): Promise<any>;
 	updateConfigPnl(payload: {
 		symbol: string;

package/dist/index.js

@@ -53729,6 +53729,7 @@ class Strategy {
     const ratio = expected_loss / actual_loss;
     const loss_quantity = this.to_df(ratio * reverse_position.quantity);
     const remaining_quantity = this.to_df(reverse_position.quantity - loss_quantity);
+    const diff = focus_pnl - expected_loss;
     return {
       [kind]: {
         entry: focus_tp,
@@ -53740,7 +53741,8 @@ class Strategy {
       },
       pnl: {
         [kind]: focus_pnl,
-        [reverse_kind]: -expected_loss
+        [reverse_kind]: -expected_loss,
+        diff
       },
       spread: this.to_f(Math.abs(focus_tp - reverse_position.entry) * remaining_quantity)
     };
@@ -56886,32 +56888,44 @@ class ExchangeAccount {
     });
     const long_position = positions.find((x) => x.kind === "long");
     const short_position = positions.find((x) => x.kind === "short");
+    const long_config = await this.getPositionConfig({
+      symbol: payload.symbol,
+      kind: "long"
+    });
+    const short_config = await this.getPositionConfig({
+      symbol: payload.symbol,
+      kind: "short"
+    });
     const config2 = build_reduce_config({
       account: this.instance,
       symbol: payload.symbol,
       _positions: positions
     });
+    let long_target_pnl = payload.kind == "long" ? payload.target_pnl : 0;
+    let short_target_pnl = payload.kind == "short" ? payload.target_pnl : 0;
+    const long_sell_ratio = long_config.sell_ratio || long_position?.sell_ratio;
+    const short_sell_ratio = short_config.sell_ratio || short_position?.sell_ratio;
     if (payload.as_dict) {
       return {
         long: {
           minimum_pnl: config2?.long_minimum_pnl || 0.0001,
           max_size: 0.003,
-          profit: config2?.long_profit,
+          profit: long_target_pnl || config2?.long_profit,
           increase: false,
           not_reduce: config2?.not_reduce,
           ratio: config2?.reduce_ratio_long,
           use_full: payload.use_full ? payload.kind == "long" ? true : false : undefined,
-          sell_ratio: long_position?.sell_ratio
+          sell_ratio: long_sell_ratio
         },
         short: {
           minimum_pnl: config2?.short_minimum_pnl || 0.0001,
           max_size: 0.003,
-          profit: config2?.short_profit,
+          profit: short_target_pnl || config2?.short_profit,
           increase: false,
           not_reduce: config2?.not_reduce,
           ratio: config2?.reduce_ratio_short,
           use_full: payload.use_full ? payload.kind == "short" ? true : false : undefined,
-          sell_ratio: short_position?.sell_ratio
+          sell_ratio: short_sell_ratio
         },
         trigger: {
           long: payload.trigger?.long ? config2.trigger_long : false,
@@ -56968,7 +56982,7 @@ class ExchangeAccount {
     }, accountInfo, trigger2, this.exchange);
   }
   async placeProfitAndStop(payload) {
-    const { symbol, trigger: trigger2, refresh, kind } = payload;
+    const { symbol, trigger: trigger2, refresh, kind, target_pnl } = payload;
     if (refresh) {
       await this.syncAccount({
         symbol,
@@ -56982,7 +56996,9 @@ class ExchangeAccount {
       trigger: {
         long: trigger2 || false,
         short: trigger2 || false
-      }
+      },
+      kind,
+      target_pnl
     });
     if (!kind) {
       await this.updateConfigPnl({
@@ -57189,16 +57205,27 @@ class ExchangeAccount {
     });
     const long_position = positions.find((x) => x.kind === "long");
     const short_position = positions.find((x) => x.kind === "short");
+    const long_config = await this.getPositionConfig({
+      symbol,
+      kind: "long"
+    });
+    const short_config = await this.getPositionConfig({
+      symbol,
+      kind: "short"
+    });
+    const focus_config = kind === "long" ? long_config : short_config;
     const focus_position = kind === "long" ? long_position : short_position;
     const track_position = kind === "long" ? short_position : long_position;
-    if (!focus_position.follow) {
+    const follow = focus_config.follow || focus_position.follow;
+    const threshold_qty = focus_config.threshold_qty || focus_position.threshold_qty;
+    if (!follow) {
       return "No follow set";
     }
     let should_place_order = false;
-    if (focus_position.threshold_qty === 0) {
+    if (threshold_qty === 0) {
       should_place_order = true;
     }
-    if (focus_position.threshold_qty > 0 && track_position.quantity >= focus_position.threshold_qty) {
+    if (threshold_qty > 0 && track_position.quantity >= threshold_qty) {
       should_place_order = true;
     }
     if (track_position.quantity !== focus_position.quantity && focus_position.quantity < track_position.quantity && should_place_order) {
@@ -57451,14 +57478,29 @@ class ExchangeAccount {
     });
     const long_position = positions.find((x) => x.kind === "long");
     const short_position = positions.find((x) => x.kind === "short");
-    const strategy_instance = await this.getPositionStrategy();
+    const long_config = await this.getPositionConfig({
+      symbol,
+      kind: "long"
+    });
+    const short_config = await this.getPositionConfig({
+      symbol,
+      kind: "short"
+    });
+    const focus_position = kind === "long" ? long_position : short_position;
+    const focus_config = kind === "long" ? long_config : short_config;
+    const short_tp_factor = short_config.profit_percent / long_config.profit_percent;
+    const reduce_ratio = focus_config.reduce_ratio || focus_position?.reduce_ratio;
+    const budget = focus_config.risk;
+    const risk_reward = focus_config.risk_reward;
+    const tp_percent = focus_config.profit_percent;
+    const fee_percent = symbol_config.fee_percent;
     const strategy_config = {
-      tp_percent: strategy_instance?.tp_percent,
-      short_tp_factor: strategy_instance?.short_tp_factor,
-      fee_percent: strategy_instance?.fee_percent,
-      budget: strategy_instance?.budget,
-      risk_reward: strategy_instance?.risk_reward,
-      reduce_ratio: strategy_instance?.reduce_ratio,
+      tp_percent,
+      short_tp_factor,
+      fee_percent,
+      budget,
+      risk_reward,
+      reduce_ratio,
       global_config: symbol_config
     };
     const strategy = new Strategy({
@@ -58031,7 +58073,8 @@ class ExchangeAccount {
       raw: _raw,
       cancel,
       stop,
-      ignore_config
+      ignore_config,
+      target_pnl
     } = payload;
     if (cancel) {
       await this.cancelOrders({
@@ -58060,7 +58103,8 @@ class ExchangeAccount {
     if (tp) {
       await this.placeProfitAndStop({
         symbol,
-        trigger: true
+        trigger: true,
+        target_pnl
       });
     }
     return [];

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-60",
+  "version": "0.0.2-62",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",