@gbozee/ultimate 0.0.2-67 → 0.0.2-69

package/dist/frontend-index.d.ts

@@ -392,6 +392,12 @@ export declare function computeRiskReward(payload: {
 	neg_pnl: any;
 	entry: any;
 };
+export declare function getRiskReward(payload: {
+	entry: number;
+	stop: number;
+	risk: number;
+	global_config: GlobalConfig;
+}): any;
 export type StrategyPosition = {
 	entry: number;
 	quantity: number;
@@ -410,11 +416,13 @@ export declare class Strategy {
 		long: StrategyPosition;
 		short: StrategyPosition;
 	};
+	dominant_position?: "long" | "short";
 	config: Config;
 	constructor(payload: {
 		long: StrategyPosition;
 		short: StrategyPosition;
 		config: Config;
+		dominant_position?: "long" | "short";
 	});
 	get price_places(): string;
 	get decimal_places(): string;
@@ -491,6 +499,41 @@ export declare class Strategy {
 		};
 		spread: number;
 	}[];
+	generateOppositeTrades(payload: {
+		kind: "long" | "short";
+		risk_factor?: number;
+	}): {
+		avg: {
+			entry: number;
+			price: number;
+			quantity: number;
+		};
+		loss: number;
+		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;
+	};
 }
 
 export {};

package/dist/frontend-index.js

@@ -1751,15 +1751,34 @@ function computeRiskReward(payload) {
   const result = determineOptimumReward(app_config);
   return result;
 }
+function getRiskReward(payload) {
+  const { entry, stop, risk, global_config } = payload;
+  const { entries, last_value, ...app_config } = buildAppConfig(global_config, {
+    entry,
+    stop,
+    risk_reward: 30,
+    risk,
+    symbol: global_config.symbol
+  });
+  const risk_reward = computeRiskReward({
+    app_config,
+    entry,
+    stop,
+    risk_per_trade: risk
+  });
+  return risk_reward;
+}
 // src/helpers/strategy.ts
 class Strategy {
   position;
+  dominant_position = "long";
   config;
   constructor(payload) {
     this.position = {
       long: payload.long,
       short: payload.short
     };
+    this.dominant_position = payload.dominant_position || "long";
     this.config = payload.config;
     if (!this.config.fee_percent) {
       this.config.fee_percent = 0.05;
@@ -2020,6 +2039,44 @@ class Strategy {
     }
     return result;
   }
+  generateOppositeTrades(payload) {
+    const { kind, risk_factor = 0.5 } = payload;
+    const entry = this.position[kind].entry;
+    const stop = this.tp(kind);
+    const risk = this.pnl(kind) * risk_factor;
+    const risk_reward = getRiskReward({
+      entry,
+      stop,
+      risk,
+      global_config: this.config.global_config
+    });
+    const { entries, last_value, ...app_config } = buildAppConfig(this.config.global_config, {
+      entry,
+      stop,
+      risk_reward,
+      risk,
+      symbol: this.config.global_config.symbol
+    });
+    const trades_to_place = determine_amount_to_buy({
+      orders: entries,
+      kind: app_config.kind,
+      decimal_places: app_config.decimal_places,
+      price_places: app_config.price_places,
+      position: this.position[app_config.kind],
+      existingOrders: []
+    });
+    const avg = determine_average_entry_and_size(trades_to_place.map((u) => ({
+      price: u.entry,
+      quantity: u.quantity
+    })).concat([
+      {
+        price: this.position[app_config.kind].entry,
+        quantity: this.position[app_config.kind].quantity
+      }
+    ]), app_config.decimal_places, app_config.price_places);
+    const expected_loss = Math.abs(avg.price - stop) * avg.quantity;
+    return { ...app_config, avg, loss: -expected_loss };
+  }
 }
 export {
   to_f,
@@ -2032,6 +2089,7 @@ export {
   groupBy,
   get_app_config_and_max_size,
   getTradeEntries,
+  getRiskReward,
   getParamForField,
   getOptimumStopAndRisk,
   getDecimalPlaces,

package/dist/index.cjs

@@ -41739,6 +41739,7 @@ __export(exports_src, {
   initialize: () => initialize,
   initApp: () => initApp,
   get_app_config_and_max_size: () => get_app_config_and_max_size,
+  getRiskReward: () => getRiskReward,
   getOptimumStopAndRisk: () => getOptimumStopAndRisk,
   generate_config_params: () => generate_config_params,
   generateOptimumAppConfig: () => generateOptimumAppConfig,
@@ -51657,7 +51658,11 @@ class AppDatabase {
     const orders = await this.pb.collection("orders").getFullList({
       filter: `symbol:lower="${symbol.toLowerCase()}" && account.owner:lower="${account.owner.toLowerCase()}" && account.exchange:lower="${account.exchange.toLowerCase()}" && kind="${kind}" && side:lower="${side}" && stop = 0`
     });
-    const exchange_order_ids = orders.map((o) => parseInt(o.order_id, 10));
+    const stop_side = kind === "long" ? "sell" : "buy";
+    const existing_stop_orders = await this.pb.collection("orders").getFullList({
+      filter: `symbol:lower="${symbol.toLowerCase()}" && account.owner:lower="${account.owner.toLowerCase()}" && account.exchange:lower="${account.exchange.toLowerCase()}" && kind="${kind}" && side:lower="${stop_side}" && stop > 0`
+    });
+    const exchange_order_ids = orders.concat(existing_stop_orders).map((o) => parseInt(o.order_id, 10));
     try {
       console.log(`Attempting to cancel ${exchange_order_ids.length} orders on ${account.exchange} for ${account.owner}...`);
       const cancel_result = await cancelExchangeOrders({
@@ -53652,16 +53657,35 @@ function computeRiskReward(payload) {
   const result = determineOptimumReward(app_config);
   return result;
 }
+function getRiskReward(payload) {
+  const { entry, stop, risk, global_config } = payload;
+  const { entries, last_value, ...app_config } = buildAppConfig(global_config, {
+    entry,
+    stop,
+    risk_reward: 30,
+    risk,
+    symbol: global_config.symbol
+  });
+  const risk_reward = computeRiskReward({
+    app_config,
+    entry,
+    stop,
+    risk_per_trade: risk
+  });
+  return risk_reward;
+}
 
 // src/helpers/strategy.ts
 class Strategy {
   position;
+  dominant_position = "long";
   config;
   constructor(payload) {
     this.position = {
       long: payload.long,
       short: payload.short
     };
+    this.dominant_position = payload.dominant_position || "long";
     this.config = payload.config;
     if (!this.config.fee_percent) {
       this.config.fee_percent = 0.05;
@@ -53922,6 +53946,44 @@ class Strategy {
     }
     return result;
   }
+  generateOppositeTrades(payload) {
+    const { kind, risk_factor = 0.5 } = payload;
+    const entry = this.position[kind].entry;
+    const stop = this.tp(kind);
+    const risk = this.pnl(kind) * risk_factor;
+    const risk_reward = getRiskReward({
+      entry,
+      stop,
+      risk,
+      global_config: this.config.global_config
+    });
+    const { entries, last_value, ...app_config } = buildAppConfig(this.config.global_config, {
+      entry,
+      stop,
+      risk_reward,
+      risk,
+      symbol: this.config.global_config.symbol
+    });
+    const trades_to_place = determine_amount_to_buy({
+      orders: entries,
+      kind: app_config.kind,
+      decimal_places: app_config.decimal_places,
+      price_places: app_config.price_places,
+      position: this.position[app_config.kind],
+      existingOrders: []
+    });
+    const avg = determine_average_entry_and_size(trades_to_place.map((u) => ({
+      price: u.entry,
+      quantity: u.quantity
+    })).concat([
+      {
+        price: this.position[app_config.kind].entry,
+        quantity: this.position[app_config.kind].quantity
+      }
+    ]), app_config.decimal_places, app_config.price_places);
+    const expected_loss = Math.abs(avg.price - stop) * avg.quantity;
+    return { ...app_config, avg, loss: -expected_loss };
+  }
 }
 
 // src/exchanges/binance.ts
@@ -57709,13 +57771,12 @@ class ExchangeAccount {
       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 reduce_ratio = focus_config.reduce_ratio;
     const budget = focus_config.risk;
     const risk_reward = focus_config.risk_reward;
-    const tp_percent = focus_config.profit_percent;
+    const tp_percent = long_config.profit_percent;
     const fee_percent = symbol_config.fee_percent;
     const strategy_config = {
       tp_percent,

package/dist/index.d.ts

@@ -119,6 +119,7 @@ export interface PositionsView {
 	threshold_qty?: number;
 	follow?: boolean | 1 | 0;
 	current_price?: number;
+	usd_balance?: number;
 }
 export interface BullishMarket extends RecordModel {
 	id: string;
@@ -541,11 +542,13 @@ export declare class Strategy {
 		long: StrategyPosition;
 		short: StrategyPosition;
 	};
+	dominant_position?: "long" | "short";
 	config: Config;
 	constructor(payload: {
 		long: StrategyPosition;
 		short: StrategyPosition;
 		config: Config;
+		dominant_position?: "long" | "short";
 	});
 	get price_places(): string;
 	get decimal_places(): string;
@@ -622,6 +625,41 @@ export declare class Strategy {
 		};
 		spread: number;
 	}[];
+	generateOppositeTrades(payload: {
+		kind: "long" | "short";
+		risk_factor?: number;
+	}): {
+		avg: {
+			entry: number;
+			price: number;
+			quantity: number;
+		};
+		loss: number;
+		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;
+	};
 }
 export type SignalConfigType = {
 	focus: number;
@@ -925,6 +963,12 @@ export declare function computeRiskReward(payload: {
 	neg_pnl: any;
 	entry: any;
 };
+export declare function getRiskReward(payload: {
+	entry: number;
+	stop: number;
+	risk: number;
+	global_config: GlobalConfig;
+}): any;
 declare class ExchangePosition {
 	exchange: BaseExchange;
 	exchange_account: ExchangeAccount$1;

package/dist/index.js

@@ -51613,7 +51613,11 @@ class AppDatabase {
     const orders = await this.pb.collection("orders").getFullList({
       filter: `symbol:lower="${symbol.toLowerCase()}" && account.owner:lower="${account.owner.toLowerCase()}" && account.exchange:lower="${account.exchange.toLowerCase()}" && kind="${kind}" && side:lower="${side}" && stop = 0`
     });
-    const exchange_order_ids = orders.map((o) => parseInt(o.order_id, 10));
+    const stop_side = kind === "long" ? "sell" : "buy";
+    const existing_stop_orders = await this.pb.collection("orders").getFullList({
+      filter: `symbol:lower="${symbol.toLowerCase()}" && account.owner:lower="${account.owner.toLowerCase()}" && account.exchange:lower="${account.exchange.toLowerCase()}" && kind="${kind}" && side:lower="${stop_side}" && stop > 0`
+    });
+    const exchange_order_ids = orders.concat(existing_stop_orders).map((o) => parseInt(o.order_id, 10));
     try {
       console.log(`Attempting to cancel ${exchange_order_ids.length} orders on ${account.exchange} for ${account.owner}...`);
       const cancel_result = await cancelExchangeOrders({
@@ -53608,16 +53612,35 @@ function computeRiskReward(payload) {
   const result = determineOptimumReward(app_config);
   return result;
 }
+function getRiskReward(payload) {
+  const { entry, stop, risk, global_config } = payload;
+  const { entries, last_value, ...app_config } = buildAppConfig(global_config, {
+    entry,
+    stop,
+    risk_reward: 30,
+    risk,
+    symbol: global_config.symbol
+  });
+  const risk_reward = computeRiskReward({
+    app_config,
+    entry,
+    stop,
+    risk_per_trade: risk
+  });
+  return risk_reward;
+}
 
 // src/helpers/strategy.ts
 class Strategy {
   position;
+  dominant_position = "long";
   config;
   constructor(payload) {
     this.position = {
       long: payload.long,
       short: payload.short
     };
+    this.dominant_position = payload.dominant_position || "long";
     this.config = payload.config;
     if (!this.config.fee_percent) {
       this.config.fee_percent = 0.05;
@@ -53878,6 +53901,44 @@ class Strategy {
     }
     return result;
   }
+  generateOppositeTrades(payload) {
+    const { kind, risk_factor = 0.5 } = payload;
+    const entry = this.position[kind].entry;
+    const stop = this.tp(kind);
+    const risk = this.pnl(kind) * risk_factor;
+    const risk_reward = getRiskReward({
+      entry,
+      stop,
+      risk,
+      global_config: this.config.global_config
+    });
+    const { entries, last_value, ...app_config } = buildAppConfig(this.config.global_config, {
+      entry,
+      stop,
+      risk_reward,
+      risk,
+      symbol: this.config.global_config.symbol
+    });
+    const trades_to_place = determine_amount_to_buy({
+      orders: entries,
+      kind: app_config.kind,
+      decimal_places: app_config.decimal_places,
+      price_places: app_config.price_places,
+      position: this.position[app_config.kind],
+      existingOrders: []
+    });
+    const avg = determine_average_entry_and_size(trades_to_place.map((u) => ({
+      price: u.entry,
+      quantity: u.quantity
+    })).concat([
+      {
+        price: this.position[app_config.kind].entry,
+        quantity: this.position[app_config.kind].quantity
+      }
+    ]), app_config.decimal_places, app_config.price_places);
+    const expected_loss = Math.abs(avg.price - stop) * avg.quantity;
+    return { ...app_config, avg, loss: -expected_loss };
+  }
 }
 
 // src/exchanges/binance.ts
@@ -57665,13 +57726,12 @@ class ExchangeAccount {
       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 reduce_ratio = focus_config.reduce_ratio;
     const budget = focus_config.risk;
     const risk_reward = focus_config.risk_reward;
-    const tp_percent = focus_config.profit_percent;
+    const tp_percent = long_config.profit_percent;
     const fee_percent = symbol_config.fee_percent;
     const strategy_config = {
       tp_percent,
@@ -58749,6 +58809,7 @@ export {
   initialize,
   initApp,
   get_app_config_and_max_size,
+  getRiskReward,
   getOptimumStopAndRisk,
   generate_config_params,
   generateOptimumAppConfig,

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-67",
+  "version": "0.0.2-69",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",