@gbozee/ultimate 0.0.2-61 → 0.0.2-63

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)
     };
@@ -55676,7 +55678,9 @@ function build_reduce_config(payload) {
     short_minimum_pnl = 0.0001,
     long_minimum_pnl = 0.0001,
     not_reduce = false,
-    _positions
+    _positions,
+    long_config,
+    short_config
   } = payload;
   const long_position = _positions.find((x) => x.kind === "long");
   const short_position = _positions.find((x) => x.kind === "short");
@@ -55691,10 +55695,10 @@ function build_reduce_config(payload) {
     owner: account.owner,
     exchange: account.exchange,
     not_reduce,
-    reduce_ratio_long: long_position?.reduce_ratio || 0,
-    reduce_ratio_short: short_position?.reduce_ratio || 0,
-    use_full_long: long_position?.use_full || false,
-    use_full_short: short_position?.use_full || false
+    reduce_ratio_long: long_config?.reduce_ratio || 0,
+    reduce_ratio_short: short_config?.reduce_ratio || 0,
+    use_full_long: long_config?.use_full || long_position?.use_full || false,
+    use_full_short: short_config?.use_full || short_position?.use_full || false
   };
 }
 function calculate_avg_entry2(kind, {
@@ -56928,13 +56932,25 @@ 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
+      _positions: positions,
+      long_config,
+      short_config
     });
     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: {
@@ -56945,7 +56961,7 @@ class ExchangeAccount {
           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,
@@ -56955,7 +56971,7 @@ class ExchangeAccount {
           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,
@@ -57235,16 +57251,27 @@ 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) {
@@ -57497,14 +57524,29 @@ 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({

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;
 	}[];

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)
     };
@@ -55634,7 +55636,9 @@ function build_reduce_config(payload) {
     short_minimum_pnl = 0.0001,
     long_minimum_pnl = 0.0001,
     not_reduce = false,
-    _positions
+    _positions,
+    long_config,
+    short_config
   } = payload;
   const long_position = _positions.find((x) => x.kind === "long");
   const short_position = _positions.find((x) => x.kind === "short");
@@ -55649,10 +55653,10 @@ function build_reduce_config(payload) {
     owner: account.owner,
     exchange: account.exchange,
     not_reduce,
-    reduce_ratio_long: long_position?.reduce_ratio || 0,
-    reduce_ratio_short: short_position?.reduce_ratio || 0,
-    use_full_long: long_position?.use_full || false,
-    use_full_short: short_position?.use_full || false
+    reduce_ratio_long: long_config?.reduce_ratio || 0,
+    reduce_ratio_short: short_config?.reduce_ratio || 0,
+    use_full_long: long_config?.use_full || long_position?.use_full || false,
+    use_full_short: short_config?.use_full || short_position?.use_full || false
   };
 }
 function calculate_avg_entry2(kind, {
@@ -56886,13 +56890,25 @@ 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
+      _positions: positions,
+      long_config,
+      short_config
     });
     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: {
@@ -56903,7 +56919,7 @@ class ExchangeAccount {
           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,
@@ -56913,7 +56929,7 @@ class ExchangeAccount {
           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,
@@ -57193,16 +57209,27 @@ 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) {
@@ -57455,14 +57482,29 @@ 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({

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-61",
+  "version": "0.0.2-63",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",