@gbozee/ultimate 0.0.2-83 → 0.0.2-87

package/dist/index.cjs

@@ -51980,9 +51980,17 @@ class AppDatabase {
     }
     return null;
   }
-  async getPositionStrategy(account) {
+  async getRunningAccountStrategies() {
+    const result = await this.pb.collection("account_strategies").getFullList({
+      filter: `running=true`,
+      expand: "account"
+    });
+    return result;
+  }
+  async getAccountStrategy(payload) {
+    const { symbol, account } = payload;
     const _strategy_instance = await this.pb.collection("account_strategies").getFullList({
-      filter: `account.owner:lower="${account.owner.toLowerCase()}" && account.exchange:lower="${account.exchange.toLowerCase()}"`,
+      filter: `symbol:lower="${symbol.toLowerCase()}" && account.owner:lower="${account.owner.toLowerCase()}" && account.exchange:lower="${account.exchange.toLowerCase()}"`,
       expand: "account"
     });
     if (_strategy_instance.length > 0) {
@@ -57398,8 +57406,11 @@ class ExchangeAccount {
   async getCurrentPrice(symbol) {
     return await this.exchange.get_current_price(symbol);
   }
-  async getPositionStrategy() {
-    return await this.app_db.getPositionStrategy(this.instance);
+  async getAccountStrategy(payload) {
+    return await this.app_db.getAccountStrategy({
+      symbol: payload.symbol,
+      account: this.instance
+    });
   }
   async buildReduceConfig(payload) {
     const positions = await this.syncAccount({
@@ -58725,6 +58736,187 @@ class ExchangeAccount {
       });
     }
   }
+  async profitWithinGapStrategy(payload) {
+    const {
+      symbol,
+      kind,
+      risk,
+      resistance,
+      support,
+      reward_factor = 1
+    } = payload;
+    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 this.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 this.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 this.getPositionConfig({
+      symbol,
+      kind,
+      params: config2
+    });
+    console.log("Checking orders to place for ", symbol, kind);
+    const orders_to_place = await this.placeTrade({
+      symbol,
+      raw: true,
+      kind,
+      place: false,
+      ignore_config: true
+    });
+    await this.placeTrade({
+      symbol,
+      kind,
+      limit: false,
+      ignore_config: true,
+      tp: true
+    });
+    config2 = {
+      ...config2,
+      ...data
+    };
+    console.log("Fetching positions for ", symbol);
+    const positions = await this.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 this.buildOppositeTrades({
+        symbol,
+        kind
+      });
+      console.log("Updating config for ", symbol, reverse_action.kind);
+      await this.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);
+      const reverse_app_config = await this.buildAppConfig({
+        entry: reverse_action.entry,
+        stop: reverse_action.stop,
+        risk_reward: reverse_action.risk_reward,
+        risk: reverse_action.risk_per_trade,
+        symbol
+      });
+      if (reverse_app_config.max_size != reverse_position.avg_qty) {
+        reverse_orders_to_buy = await this.placeTrade({
+          symbol,
+          raw: true,
+          kind: reverse_action.kind,
+          ignore_config: true,
+          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 this.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 this.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
+      }
+    };
+  }
 }
 function getExchangeKlass(exchange) {
   const func = exchange === "binance" ? BinanceExchange : BybitExchange;
@@ -58770,6 +58962,7 @@ async function getExchangeAccount(payload) {
     app_db
   });
 }
+
 // src/app.ts
 class App {
   app_db;
@@ -58990,7 +59183,9 @@ class App {
         await exchange_account.placeTrade({
           symbol,
           kind: "long",
-          tp: true
+          tp: true,
+          limit: false,
+          place: true
         });
         await new Promise((resolve) => setTimeout(resolve, 500));
       }
@@ -59037,6 +59232,20 @@ class App {
     });
     return result;
   }
+  async runDbStrategyAccounts() {
+    const strategies = await this.app_db.getRunningAccountStrategies();
+    for (const strategy of strategies) {
+      console.log("Running strategy for ", strategy.symbol, "for account", strategy.expand.account.owner, strategy.expand.account.exchange);
+      await this.profitWithinGapStrategy({
+        symbol: strategy.symbol,
+        kind: strategy.kind,
+        risk: strategy.risk,
+        resistance: strategy.resistance,
+        support: strategy.support,
+        account: strategy.expand.account
+      });
+    }
+  }
   async profitWithinGapStrategy(payload) {
     const {
       account,
@@ -59048,168 +59257,15 @@ class App {
       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({
+    const result = await exchange_account.profitWithinGapStrategy({
       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
+      risk,
+      resistance,
+      support,
+      reward_factor
     });
-    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);
-      const reverse_app_config = await exchange_account.buildAppConfig({
-        entry: reverse_action.entry,
-        stop: reverse_action.stop,
-        risk_reward: reverse_action.risk_reward,
-        risk: reverse_action.risk_per_trade,
-        symbol
-      });
-      if (reverse_app_config.max_size != reverse_position.avg_qty) {
-        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
-      }
-    };
+    return result;
   }
 }
 async function initApp(payload) {

package/dist/index.d.ts

@@ -75,12 +75,12 @@ export interface ScheduledTrade extends BaseSystemFields {
 export interface AccountStrategy extends BaseSystemFields {
 	account: string;
 	symbol: string;
-	tp_percent: number;
-	short_tp_factor: number;
-	fee_percent: number;
-	budget: number;
-	risk_reward: number;
-	reduce_ratio: number;
+	risk?: number;
+	reward_factor?: number;
+	kind?: "long" | "short";
+	support?: number;
+	resistance?: number;
+	running?: boolean;
 }
 interface Proxy$1 extends BaseSystemFields {
 	ip_address?: string;
@@ -486,7 +486,15 @@ export declare class AppDatabase {
 		kind: "long" | "short";
 		account: ExchangeType;
 	}): Promise<ScheduledTrade | null>;
-	getPositionStrategy(account: ExchangeType): Promise<AccountStrategy>;
+	getRunningAccountStrategies(): Promise<(AccountStrategy & {
+		expand?: {
+			account: ExchangeAccount;
+		};
+	})[]>;
+	getAccountStrategy(payload: {
+		symbol: string;
+		account: ExchangeType;
+	}): Promise<AccountStrategy>;
 	createOrUpdateWindingDownMarket(payload: {
 		symbol: string;
 		risk_reward?: number;
@@ -1366,7 +1374,9 @@ declare class ExchangeAccount$1 {
 		};
 	}): Promise<import("pocketbase").RecordModel | ScheduledTrade>;
 	getCurrentPrice(symbol: string): Promise<any>;
-	getPositionStrategy(): Promise<AccountStrategy>;
+	getAccountStrategy(payload: {
+		symbol: string;
+	}): Promise<AccountStrategy>;
 	buildReduceConfig(payload: {
 		symbol: string;
 		kind?: "long" | "short";
@@ -1664,6 +1674,101 @@ declare class ExchangeAccount$1 {
 		symbol: string;
 		kind: "long" | "short";
 	}): Promise<void>;
+	profitWithinGapStrategy(payload: {
+		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;
+		};
+	}>;
 }
 declare function getExchangeAccount(payload: {
 	account: ExchangeType;
@@ -1783,6 +1888,7 @@ declare class App {
 		cancel?: boolean;
 		raw?: boolean;
 	}): Promise<any>;
+	runDbStrategyAccounts(): Promise<void>;
 	profitWithinGapStrategy(payload: {
 		account: ExchangeType;
 		symbol: string;