@gbozee/ultimate 0.0.2-78 → 0.0.2-82

package/dist/frontend-index.js

@@ -610,7 +610,7 @@ class Signal {
             new_stop
           };
         });
-        if (greater_than_min_size.length !== less_than_min_size.length) {
+        if (greater_than_min_size.length !== total_orders.length) {
           payload = greater_than_min_size.concat(less_than_min_size);
         }
         return payload;
@@ -1203,9 +1203,7 @@ function buildConfig(app_config, {
   }
   const condition = (kind === "long" ? entry > app_config.support : entry >= app_config.support) && stop >= app_config.support * 0.999;
   if (kind === "short") {
-    console.log("condition", condition, entry === stop);
   }
-  console.log({ entry, support: app_config.support, stop });
   const result = entry === stop ? [] : condition ? instance.build_entry({
     current_price: entry,
     stop_loss: stop,
@@ -1534,7 +1532,6 @@ function generateOptimumAppConfig(config, payload, position2) {
   const tolerance = 0.1;
   const max_iterations = 150;
   let iterations = 0;
-  console.log(`Starting risk search for ${position2.kind} position. Target Entry: ${position2.entry}, Initial Risk Range: [${low_risk}, ${high_risk}]`);
   while (high_risk - low_risk > tolerance && iterations < max_iterations) {
     iterations++;
     const mid_risk = (low_risk + high_risk) / 2;
@@ -1580,9 +1577,7 @@ function generateOptimumAppConfig(config, payload, position2) {
       price_places: current_app_config.price_places,
       decimal_places: current_app_config.decimal_places
     });
-    console.log(`Iteration ${iterations}: Risk=${mid_risk.toFixed(2)}, Low=${low_risk.toFixed(2)}, High=${high_risk.toFixed(2)}`);
     if (full_trades.length === 0) {
-      console.log(`  -> No trades generated by sortedBuildConfig at Risk=${mid_risk.toFixed(2)}. Adjusting high_risk down.`);
       high_risk = mid_risk;
       continue;
     }
@@ -1595,29 +1590,23 @@ function generateOptimumAppConfig(config, payload, position2) {
       existingOrders: []
     });
     if (trades.length === 0) {
-      console.log(`  -> No trades met quantity requirement after filtering at Risk=${mid_risk.toFixed(2)}. Adjusting low_risk up.`);
       low_risk = mid_risk;
       continue;
     }
     const last_trade = trades[trades.length - 1];
     const last_entry = last_trade.entry;
-    console.log(`  -> Last Trade Entry (Filtered): ${last_entry.toFixed(4)}`);
     if (position2.kind === "long") {
       if (last_entry > position2.entry) {
-        console.log(`  -> Constraint VIOLATED (Long): last_entry (${last_entry.toFixed(4)}) > position.entry (${position2.entry.toFixed(4)}). Reducing high_risk.`);
         high_risk = mid_risk;
       } else {
-        console.log(`  -> Constraint MET (Long): last_entry (${last_entry.toFixed(4)}) <= position.entry (${position2.entry.toFixed(4)}). Storing as best, increasing low_risk.`);
         best_risk = mid_risk;
         best_app_config = current_app_config;
         low_risk = mid_risk;
       }
     } else {
       if (last_entry < position2.entry) {
-        console.log(`  -> Constraint VIOLATED (Short): last_entry (${last_entry.toFixed(4)}) < position.entry (${position2.entry.toFixed(4)}). Reducing high_risk.`);
         high_risk = mid_risk;
       } else {
-        console.log(`  -> Constraint MET (Short): last_entry (${last_entry.toFixed(4)}) >= position.entry (${position2.entry.toFixed(4)}). Storing as best, increasing low_risk.`);
         best_risk = mid_risk;
         best_app_config = current_app_config;
         low_risk = mid_risk;
@@ -1854,7 +1843,6 @@ class Strategy {
       quantity,
       kind
     };
-    console.log({ second_payload, third_payload });
     const app_config = generateOptimumAppConfig(this.config.global_config, second_payload, third_payload);
     let entries = [];
     let risk_per_trade = this.config.budget;
@@ -1867,6 +1855,7 @@ class Strategy {
       if (ignore_entries) {
         entries = [];
       }
+      console.log({ app_config });
     }
     const risk = this.to_f(risk_per_trade);
     let below_reverse_entries = kind === "long" ? entries.filter((u) => {

package/dist/index.cjs

@@ -51509,6 +51509,18 @@ class AppDatabase {
       await this.saveCredentials(password, credentials);
     }
   }
+  async getAccountWithActivePositions() {
+    const positions = await this.pb.collection("positions").getFullList({
+      filter: `quantity > 0`,
+      fields: `account`
+    });
+    const accounts = Array.from(new Set(positions.map((p) => p.account)));
+    const filter = accounts.map((a) => `id = "${a}"`).join(" || ");
+    const account_instances = await this.pb.collection("exchange_accounts").getFullList({
+      filter
+    });
+    return account_instances;
+  }
   async getAllSymbolsFromPositions(options) {
     const { no_position = false, kind = "long", custom_filter } = options || {};
     let filter = custom_filter || (no_position ? `quantity = 0` : undefined);
@@ -53102,7 +53114,7 @@ class Signal {
             new_stop
           };
         });
-        if (greater_than_min_size.length !== less_than_min_size.length) {
+        if (greater_than_min_size.length !== total_orders.length) {
           payload = greater_than_min_size.concat(less_than_min_size);
         }
         return payload;
@@ -53262,9 +53274,7 @@ function buildConfig(app_config, {
   }
   const condition = (kind === "long" ? entry > app_config.support : entry >= app_config.support) && stop >= app_config.support * 0.999;
   if (kind === "short") {
-    console.log("condition", condition, entry === stop);
   }
-  console.log({ entry, support: app_config.support, stop });
   const result = entry === stop ? [] : condition ? instance.build_entry({
     current_price: entry,
     stop_loss: stop,
@@ -53593,7 +53603,6 @@ function generateOptimumAppConfig(config2, payload, position2) {
   const tolerance = 0.1;
   const max_iterations = 150;
   let iterations = 0;
-  console.log(`Starting risk search for ${position2.kind} position. Target Entry: ${position2.entry}, Initial Risk Range: [${low_risk}, ${high_risk}]`);
   while (high_risk - low_risk > tolerance && iterations < max_iterations) {
     iterations++;
     const mid_risk = (low_risk + high_risk) / 2;
@@ -53639,9 +53648,7 @@ function generateOptimumAppConfig(config2, payload, position2) {
       price_places: current_app_config.price_places,
       decimal_places: current_app_config.decimal_places
     });
-    console.log(`Iteration ${iterations}: Risk=${mid_risk.toFixed(2)}, Low=${low_risk.toFixed(2)}, High=${high_risk.toFixed(2)}`);
     if (full_trades.length === 0) {
-      console.log(`  -> No trades generated by sortedBuildConfig at Risk=${mid_risk.toFixed(2)}. Adjusting high_risk down.`);
       high_risk = mid_risk;
       continue;
     }
@@ -53654,29 +53661,23 @@ function generateOptimumAppConfig(config2, payload, position2) {
       existingOrders: []
     });
     if (trades.length === 0) {
-      console.log(`  -> No trades met quantity requirement after filtering at Risk=${mid_risk.toFixed(2)}. Adjusting low_risk up.`);
       low_risk = mid_risk;
       continue;
     }
     const last_trade = trades[trades.length - 1];
     const last_entry = last_trade.entry;
-    console.log(`  -> Last Trade Entry (Filtered): ${last_entry.toFixed(4)}`);
     if (position2.kind === "long") {
       if (last_entry > position2.entry) {
-        console.log(`  -> Constraint VIOLATED (Long): last_entry (${last_entry.toFixed(4)}) > position.entry (${position2.entry.toFixed(4)}). Reducing high_risk.`);
         high_risk = mid_risk;
       } else {
-        console.log(`  -> Constraint MET (Long): last_entry (${last_entry.toFixed(4)}) <= position.entry (${position2.entry.toFixed(4)}). Storing as best, increasing low_risk.`);
         best_risk = mid_risk;
         best_app_config = current_app_config;
         low_risk = mid_risk;
       }
     } else {
       if (last_entry < position2.entry) {
-        console.log(`  -> Constraint VIOLATED (Short): last_entry (${last_entry.toFixed(4)}) < position.entry (${position2.entry.toFixed(4)}). Reducing high_risk.`);
         high_risk = mid_risk;
       } else {
-        console.log(`  -> Constraint MET (Short): last_entry (${last_entry.toFixed(4)}) >= position.entry (${position2.entry.toFixed(4)}). Storing as best, increasing low_risk.`);
         best_risk = mid_risk;
         best_app_config = current_app_config;
         low_risk = mid_risk;
@@ -53914,7 +53915,6 @@ class Strategy {
       quantity,
       kind
     };
-    console.log({ second_payload, third_payload });
     const app_config = generateOptimumAppConfig(this.config.global_config, second_payload, third_payload);
     let entries = [];
     let risk_per_trade = this.config.budget;
@@ -53927,6 +53927,7 @@ class Strategy {
       if (ignore_entries) {
         entries = [];
       }
+      console.log({ app_config });
     }
     const risk = this.to_f(risk_per_trade);
     let below_reverse_entries = kind === "long" ? entries.filter((u) => {
@@ -58660,6 +58661,7 @@ class ExchangeAccount {
       kind,
       place,
       tp,
+      limit = true,
       raw: _raw,
       cancel,
       stop,
@@ -58672,13 +58674,14 @@ class ExchangeAccount {
         kind
       });
     }
-    if (place) {
+    if (limit) {
       return await this.triggerTradeFromConfig({
         symbol,
         kind,
         raw: payload.raw,
         stop,
-        ignore_config
+        ignore_config,
+        place
       });
     }
     await this.syncAccount({
@@ -58767,7 +58770,6 @@ async function getExchangeAccount(payload) {
     app_db
   });
 }
-
 // src/app.ts
 class App {
   app_db;
@@ -58826,37 +58828,6 @@ class App {
       stop: payload.stop
     });
   }
-  async updateReduceRatio(payload) {
-    const { symbol } = payload;
-    const exchange_account = await this.getExchangeAccount(payload.account);
-    const positions = await exchange_account.syncAccount({
-      as_view: true,
-      symbol
-    });
-    const active_account = await exchange_account.getActiveAccount({
-      symbol
-    });
-    const long_position = active_account.position.long;
-    const short_position = active_account.position.short;
-    const long_db_position = positions.find((p) => p.kind === "long");
-    const short_db_position = positions.find((p) => p.kind === "short");
-    const balance = active_account.usd_balance || 0;
-    const long_liquidation = long_db_position.avg_price * long_db_position.avg_qty / long_db_position.leverage - balance / long_db_position.avg_qty + long_db_position.avg_price;
-    const short_liquidation = -(short_db_position.avg_price * short_db_position.avg_qty / short_db_position.leverage) + balance / short_db_position.avg_qty + short_db_position.avg_price;
-    long_position.avg_liquidation = to_f2(long_liquidation, "%.3f");
-    short_position.avg_liquidation = to_f2(short_liquidation, "%.3f");
-    const long_ratio = Math.max(long_position.avg_liquidation, long_position.avg_entry) / Math.min(long_position.avg_liquidation, long_position.avg_entry) - 1;
-    const short_ratio = Math.max(short_position.avg_liquidation, short_position.avg_entry) / Math.min(short_position.avg_liquidation, short_position.avg_entry) - 1;
-    long_position.liquidation_ratio = to_f2(long_ratio, "%.3f") * 100;
-    short_position.liquidation_ratio = to_f2(short_ratio, "%.3f") * 100;
-    return {
-      long_position,
-      short_position,
-      long_db_position,
-      short_db_position,
-      balance: active_account.usd_balance
-    };
-  }
   async getWindingDownMarkets() {
     return await this.app_db.getWindingDownMarkets();
   }
@@ -59005,7 +58976,7 @@ class App {
     return await this.app_db.getMoverExchangeInstances();
   }
   async updateTpOnAllMarkets() {
-    const move_instances = await this.getMoverExchangeInstances();
+    const move_instances = await this.app_db.getAccountWithActivePositions();
     for (const instance of move_instances) {
       const params = {
         account: {
@@ -59066,6 +59037,171 @@ class App {
     });
     return result;
   }
+  async profitWithinGapStrategy(payload) {
+    const {
+      account,
+      symbol,
+      kind,
+      risk,
+      resistance,
+      support,
+      reward_factor = 1
+    } = payload;
+    const exchange_account = await this.getExchangeAccount(account);
+    console.log("Getting entry and stop for ", symbol, kind);
+    const entry = kind === "long" ? resistance : support;
+    const stop = kind === "long" ? support : resistance;
+    console.log("Building app config for ", symbol, kind);
+    const initial_app_config = await exchange_account.buildAppConfig({
+      entry,
+      stop,
+      risk_reward: 199,
+      risk,
+      symbol
+    });
+    console.log("Computing risk reward for ", symbol, kind);
+    const risk_reward = computeRiskReward({
+      app_config: initial_app_config,
+      entry: initial_app_config.entry,
+      stop: initial_app_config.stop,
+      risk_per_trade: initial_app_config.risk_per_trade
+    });
+    console.log("Re-computing app config for ", symbol, kind);
+    const { entries, last_value, ...app_config } = await exchange_account.buildAppConfig({
+      entry: initial_app_config.entry,
+      stop: initial_app_config.stop,
+      risk_reward,
+      risk,
+      symbol
+    });
+    console.log("Computing profit percent for ", symbol, kind);
+    const pnl = reward_factor * risk;
+    const profit_percent = to_f2(pnl * 100 / (last_value.avg_entry * last_value.avg_size), "%.4f");
+    let config2 = {
+      entry,
+      stop,
+      risk,
+      risk_reward,
+      profit_percent
+    };
+    console.log("Saving new config for ", symbol, kind);
+    const data = await exchange_account.getPositionConfig({
+      symbol,
+      kind,
+      params: config2
+    });
+    console.log("Checking orders to place for ", symbol, kind);
+    const orders_to_place = await exchange_account.placeTrade({
+      symbol,
+      raw: true,
+      kind,
+      place: false
+    });
+    config2 = {
+      ...config2,
+      ...data
+    };
+    console.log("Fetching positions for ", symbol);
+    const positions = await exchange_account.syncAccount({
+      symbol,
+      as_view: true
+    });
+    console.log("Getting long and short positions for ", symbol);
+    const long_position = positions.find((k) => k.kind === "long");
+    const short_position = positions.find((k) => k.kind === "short");
+    console.log("Getting focus position for ", symbol, kind);
+    const focus_position = kind === "long" ? long_position : short_position;
+    const reverse_position = kind === "long" ? short_position : long_position;
+    let reverse_action = null;
+    let reverse_orders_to_buy = [];
+    let reverse_config = null;
+    console.log("Checking if focus position has quantity for ", symbol, kind);
+    if (focus_position.quantity > 0) {
+      console.log("Getting details for ", reverse_position.kind);
+      reverse_action = await exchange_account.buildOppositeTrades({
+        symbol,
+        kind
+      });
+      console.log("Updating config for ", symbol, reverse_action.kind);
+      await exchange_account.getPositionConfig({
+        symbol,
+        kind: reverse_action.kind,
+        params: {
+          entry: reverse_action.entry,
+          stop: reverse_action.stop,
+          risk: reverse_action.risk_per_trade,
+          profit_percent: reverse_action.profit_percent,
+          risk_reward: reverse_action.risk_reward
+        }
+      });
+      console.log("Checking reverse orders to buy for ", symbol, reverse_action.kind);
+      reverse_orders_to_buy = await exchange_account.placeTrade({
+        symbol,
+        raw: true,
+        kind: reverse_action.kind,
+        place: false
+      });
+      let _reverse_config = {
+        avg: reverse_action.avg,
+        entry: reverse_action.entry,
+        stop: reverse_action.stop,
+        risk_per_trade: reverse_action.risk_per_trade,
+        profit_percent: reverse_action.profit_percent,
+        risk_reward: reverse_action.risk_reward
+      };
+      if (reverse_orders_to_buy.length > 0) {
+        console.log("Placing opposite trade action for ", symbol, reverse_action.kind);
+        let existing = await exchange_account.placeOppositeTradeAction({
+          symbol,
+          kind: reverse_action.kind,
+          data: _reverse_config
+        });
+        _reverse_config = {
+          ...existing,
+          ..._reverse_config
+        };
+      }
+      reverse_config = _reverse_config;
+      if (!reverse_config?.id) {
+        console.log("fetching reverse config for ", symbol, reverse_action.kind);
+        reverse_config = await exchange_account.getPositionConfig({
+          symbol,
+          kind: reverse_action.kind
+        });
+      }
+      if (reverse_position.quantity > 0 && reverse_config?.id) {
+        console.log("Checking if reverse position has quantity for ", symbol, reverse_action.kind);
+        const max_size = app_config.max_size * 0.98;
+        if (reverse_config.threshold_qty !== max_size) {
+          await this.app_db.updateScheduledTrade(reverse_config.id, {
+            follow: true,
+            threshold_qty: max_size
+          });
+        }
+        console.log("Updating follow and threshold for ", symbol, reverse_action.kind);
+      } else {
+        await this.app_db.updateScheduledTrade(reverse_config.id, {
+          follow: false
+        });
+      }
+    }
+    return {
+      reverse_config,
+      reverse_action,
+      reverse_orders_to_buy,
+      positions: {
+        long: long_position,
+        short: short_position
+      },
+      orders_to_place,
+      config_details: {
+        app_config,
+        last_value,
+        config: config2,
+        pnl
+      }
+    };
+  }
 }
 async function initApp(payload) {
   const pb = await initPocketBaseClient(payload.db);

package/dist/index.d.ts

@@ -340,6 +340,7 @@ export declare class AppDatabase {
 		api_key: string;
 		api_secret: string;
 	}): Promise<void>;
+	getAccountWithActivePositions(): Promise<import("pocketbase").RecordModel[]>;
 	getAllSymbolsFromPositions(options?: {
 		no_position?: boolean;
 		kind?: "long" | "short";
@@ -1651,6 +1652,7 @@ declare class ExchangeAccount$1 {
 		symbol: string;
 		kind: "long" | "short";
 		place?: boolean;
+		limit?: boolean;
 		tp?: boolean;
 		stop?: boolean;
 		raw?: boolean;
@@ -1735,16 +1737,6 @@ declare class App {
 		message?: undefined;
 		exchange_result?: undefined;
 	}>;
-	updateReduceRatio(payload: {
-		account: ExchangeType;
-		symbol: string;
-	}): Promise<{
-		long_position: any;
-		short_position: any;
-		long_db_position: any;
-		short_db_position: any;
-		balance: any;
-	}>;
 	getWindingDownMarkets(): Promise<WindingDownMarket[]>;
 	updateSymbolConfigs(payload: {
 		configs: {
@@ -1791,6 +1783,102 @@ declare class App {
 		cancel?: boolean;
 		raw?: boolean;
 	}): Promise<any>;
+	profitWithinGapStrategy(payload: {
+		account: ExchangeType;
+		symbol: string;
+		kind: "long" | "short";
+		risk: number;
+		resistance: number;
+		support: number;
+		reward_factor?: number;
+	}): Promise<{
+		reverse_config: any;
+		reverse_action: {
+			avg: {
+				entry: number;
+				price: number;
+				quantity: number;
+			};
+			loss: number;
+			profit_percent: 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;
+		};
+		reverse_orders_to_buy: any;
+		positions: {
+			long: PositionsView;
+			short: PositionsView;
+		};
+		orders_to_place: any;
+		config_details: {
+			app_config: {
+				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;
+			config: {
+				entry: number;
+				stop: number;
+				risk: number;
+				risk_reward: number | {
+					result: any[];
+					value: number;
+					total: number;
+					risk_per_trade: number;
+					max: number;
+					min: number;
+					neg_pnl: any;
+					entry: any;
+				};
+				profit_percent: number;
+			};
+			pnl: number;
+		};
+	}>;
 }
 export declare function initApp(payload: {
 	db: {