@gbozee/ultimate 0.0.2-91 → 0.0.2-93

package/dist/index.cjs

@@ -58740,15 +58740,64 @@ class ExchangeAccount {
       });
     }
   }
+  async determineReduceTp(payload) {
+    const { symbol, factor } = payload;
+    const positions = await this.syncAccount({
+      symbol,
+      as_view: true
+    });
+    const symbol_config = await this.recomputeSymbolConfig({ symbol });
+    const long_position = positions.find((k) => k.kind === "long");
+    const short_position = positions.find((k) => k.kind === "short");
+    const gap = Math.abs(long_position.entry - short_position.entry);
+    const gap_cost = gap * long_position.quantity * factor;
+    const long_diff = gap_cost / (short_position.entry * short_position.quantity);
+    const short_diff = gap_cost / (long_position.entry * long_position.quantity);
+    const long_tp = to_f2((long_diff + 1) * short_position.entry, symbol_config.price_places);
+    const short_tp = to_f2((short_diff + 1) ** -1 * long_position.entry, symbol_config.price_places);
+    const long_percent = to_f2(Math.abs(long_tp - long_position.entry) * 100 / long_position.entry, "%.4f");
+    const short_percent = to_f2(Math.abs(short_tp - short_position.entry) * 100 / short_position.entry, "%.4f");
+    return {
+      long_diff,
+      short_diff,
+      gap,
+      gap_cost,
+      long_tp,
+      short_tp,
+      long_percent,
+      short_percent
+    };
+  }
   async profitWithinGapStrategy(payload) {
-    const {
+    const { symbol } = payload;
+    let reward_factor = 1;
+    const strategy = await this.getAccountStrategy({ symbol });
+    if (!strategy) {
+      return;
+    }
+    console.log("Fetching positions for ", symbol);
+    const positions = await this.syncAccount({
       symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor = 1
-    } = payload;
+      as_view: true
+    });
+    const risk = strategy.risk;
+    const kind = strategy.kind;
+    const support = strategy.support;
+    const resistance = strategy.resistance;
+    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;
+    if (strategy.max_reward_factor === 0) {
+      reward_factor = strategy.reward_factor;
+    }
+    if (focus_position.avg_qty >= focus_position.quantity && strategy.max_reward_factor) {
+      reward_factor = to_f2(focus_position.quantity * strategy.max_reward_factor / focus_position.avg_qty, "%.2f");
+    } else {
+      reward_factor = strategy.reward_factor;
+    }
     console.log("Getting entry and stop for ", symbol, kind);
     const entry = kind === "long" ? resistance : support;
     const stop = kind === "long" ? support : resistance;
@@ -58810,17 +58859,6 @@ class ExchangeAccount {
       ...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;
@@ -58902,7 +58940,7 @@ class ExchangeAccount {
         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,
+            follow: strategy.follow,
             threshold_qty: max_size
           });
         }
@@ -59250,33 +59288,15 @@ class App {
       console.log("Running strategy for ", strategy.symbol, "for account", strategy.expand.account.owner, strategy.expand.account.exchange);
       await callback({
         symbol: strategy.symbol,
-        kind: strategy.kind,
-        risk: strategy.risk,
-        resistance: strategy.resistance,
-        support: strategy.support,
-        account: strategy.expand.account,
-        reward_factor: strategy.reward_factor
+        account: strategy.expand.account
       });
     }
   }
   async profitWithinGapStrategy(payload) {
-    const {
-      account,
-      symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor = 1
-    } = payload;
+    const { account, symbol } = payload;
     const exchange_account = await this.getExchangeAccount(account);
     const result = await exchange_account.profitWithinGapStrategy({
-      symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor
+      symbol
     });
     return result;
   }

package/dist/index.d.ts

@@ -81,6 +81,8 @@ export interface AccountStrategy extends BaseSystemFields {
 	support?: number;
 	resistance?: number;
 	running?: boolean;
+	max_reward_factor?: number;
+	follow?: boolean;
 }
 interface Proxy$1 extends BaseSystemFields {
 	ip_address?: string;
@@ -1674,13 +1676,21 @@ declare class ExchangeAccount$1 {
 		symbol: string;
 		kind: "long" | "short";
 	}): Promise<void>;
+	determineReduceTp(payload: {
+		symbol: string;
+		factor: number;
+	}): Promise<{
+		long_diff: number;
+		short_diff: number;
+		gap: number;
+		gap_cost: number;
+		long_tp: number;
+		short_tp: number;
+		long_percent: number;
+		short_percent: number;
+	}>;
 	profitWithinGapStrategy(payload: {
 		symbol: string;
-		kind: "long" | "short";
-		risk: number;
-		resistance: number;
-		support: number;
-		reward_factor?: number;
 	}): Promise<{
 		reverse_config: any;
 		reverse_action: {
@@ -1891,18 +1901,10 @@ declare class App {
 	runDbStrategyAccounts(callback: (params: {
 		symbol: string;
 		account: ExchangeType;
-		risk: number;
-		resistance: number;
-		support: number;
 	}) => Promise<any>): Promise<void>;
 	profitWithinGapStrategy(payload: {
 		account: ExchangeType;
 		symbol: string;
-		kind: "long" | "short";
-		risk: number;
-		resistance: number;
-		support: number;
-		reward_factor?: number;
 	}): Promise<{
 		reverse_config: any;
 		reverse_action: {

package/dist/index.js

@@ -58695,15 +58695,64 @@ class ExchangeAccount {
       });
     }
   }
+  async determineReduceTp(payload) {
+    const { symbol, factor } = payload;
+    const positions = await this.syncAccount({
+      symbol,
+      as_view: true
+    });
+    const symbol_config = await this.recomputeSymbolConfig({ symbol });
+    const long_position = positions.find((k) => k.kind === "long");
+    const short_position = positions.find((k) => k.kind === "short");
+    const gap = Math.abs(long_position.entry - short_position.entry);
+    const gap_cost = gap * long_position.quantity * factor;
+    const long_diff = gap_cost / (short_position.entry * short_position.quantity);
+    const short_diff = gap_cost / (long_position.entry * long_position.quantity);
+    const long_tp = to_f2((long_diff + 1) * short_position.entry, symbol_config.price_places);
+    const short_tp = to_f2((short_diff + 1) ** -1 * long_position.entry, symbol_config.price_places);
+    const long_percent = to_f2(Math.abs(long_tp - long_position.entry) * 100 / long_position.entry, "%.4f");
+    const short_percent = to_f2(Math.abs(short_tp - short_position.entry) * 100 / short_position.entry, "%.4f");
+    return {
+      long_diff,
+      short_diff,
+      gap,
+      gap_cost,
+      long_tp,
+      short_tp,
+      long_percent,
+      short_percent
+    };
+  }
   async profitWithinGapStrategy(payload) {
-    const {
+    const { symbol } = payload;
+    let reward_factor = 1;
+    const strategy = await this.getAccountStrategy({ symbol });
+    if (!strategy) {
+      return;
+    }
+    console.log("Fetching positions for ", symbol);
+    const positions = await this.syncAccount({
       symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor = 1
-    } = payload;
+      as_view: true
+    });
+    const risk = strategy.risk;
+    const kind = strategy.kind;
+    const support = strategy.support;
+    const resistance = strategy.resistance;
+    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;
+    if (strategy.max_reward_factor === 0) {
+      reward_factor = strategy.reward_factor;
+    }
+    if (focus_position.avg_qty >= focus_position.quantity && strategy.max_reward_factor) {
+      reward_factor = to_f2(focus_position.quantity * strategy.max_reward_factor / focus_position.avg_qty, "%.2f");
+    } else {
+      reward_factor = strategy.reward_factor;
+    }
     console.log("Getting entry and stop for ", symbol, kind);
     const entry = kind === "long" ? resistance : support;
     const stop = kind === "long" ? support : resistance;
@@ -58765,17 +58814,6 @@ class ExchangeAccount {
       ...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;
@@ -58857,7 +58895,7 @@ class ExchangeAccount {
         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,
+            follow: strategy.follow,
             threshold_qty: max_size
           });
         }
@@ -59205,33 +59243,15 @@ class App {
       console.log("Running strategy for ", strategy.symbol, "for account", strategy.expand.account.owner, strategy.expand.account.exchange);
       await callback({
         symbol: strategy.symbol,
-        kind: strategy.kind,
-        risk: strategy.risk,
-        resistance: strategy.resistance,
-        support: strategy.support,
-        account: strategy.expand.account,
-        reward_factor: strategy.reward_factor
+        account: strategy.expand.account
       });
     }
   }
   async profitWithinGapStrategy(payload) {
-    const {
-      account,
-      symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor = 1
-    } = payload;
+    const { account, symbol } = payload;
     const exchange_account = await this.getExchangeAccount(account);
     const result = await exchange_account.profitWithinGapStrategy({
-      symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor
+      symbol
     });
     return result;
   }

package/dist/mcp-server.cjs

@@ -65431,15 +65431,64 @@ class ExchangeAccount {
       });
     }
   }
+  async determineReduceTp(payload) {
+    const { symbol, factor } = payload;
+    const positions = await this.syncAccount({
+      symbol,
+      as_view: true
+    });
+    const symbol_config = await this.recomputeSymbolConfig({ symbol });
+    const long_position = positions.find((k) => k.kind === "long");
+    const short_position = positions.find((k) => k.kind === "short");
+    const gap = Math.abs(long_position.entry - short_position.entry);
+    const gap_cost = gap * long_position.quantity * factor;
+    const long_diff = gap_cost / (short_position.entry * short_position.quantity);
+    const short_diff = gap_cost / (long_position.entry * long_position.quantity);
+    const long_tp = to_f2((long_diff + 1) * short_position.entry, symbol_config.price_places);
+    const short_tp = to_f2((short_diff + 1) ** -1 * long_position.entry, symbol_config.price_places);
+    const long_percent = to_f2(Math.abs(long_tp - long_position.entry) * 100 / long_position.entry, "%.4f");
+    const short_percent = to_f2(Math.abs(short_tp - short_position.entry) * 100 / short_position.entry, "%.4f");
+    return {
+      long_diff,
+      short_diff,
+      gap,
+      gap_cost,
+      long_tp,
+      short_tp,
+      long_percent,
+      short_percent
+    };
+  }
   async profitWithinGapStrategy(payload) {
-    const {
+    const { symbol } = payload;
+    let reward_factor = 1;
+    const strategy = await this.getAccountStrategy({ symbol });
+    if (!strategy) {
+      return;
+    }
+    console.log("Fetching positions for ", symbol);
+    const positions = await this.syncAccount({
       symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor = 1
-    } = payload;
+      as_view: true
+    });
+    const risk = strategy.risk;
+    const kind = strategy.kind;
+    const support = strategy.support;
+    const resistance = strategy.resistance;
+    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;
+    if (strategy.max_reward_factor === 0) {
+      reward_factor = strategy.reward_factor;
+    }
+    if (focus_position.avg_qty >= focus_position.quantity && strategy.max_reward_factor) {
+      reward_factor = to_f2(focus_position.quantity * strategy.max_reward_factor / focus_position.avg_qty, "%.2f");
+    } else {
+      reward_factor = strategy.reward_factor;
+    }
     console.log("Getting entry and stop for ", symbol, kind);
     const entry = kind === "long" ? resistance : support;
     const stop = kind === "long" ? support : resistance;
@@ -65501,17 +65550,6 @@ class ExchangeAccount {
       ...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;
@@ -65593,7 +65631,7 @@ class ExchangeAccount {
         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,
+            follow: strategy.follow,
             threshold_qty: max_size
           });
         }
@@ -65941,33 +65979,15 @@ class App {
       console.log("Running strategy for ", strategy.symbol, "for account", strategy.expand.account.owner, strategy.expand.account.exchange);
       await callback({
         symbol: strategy.symbol,
-        kind: strategy.kind,
-        risk: strategy.risk,
-        resistance: strategy.resistance,
-        support: strategy.support,
-        account: strategy.expand.account,
-        reward_factor: strategy.reward_factor
+        account: strategy.expand.account
       });
     }
   }
   async profitWithinGapStrategy(payload) {
-    const {
-      account,
-      symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor = 1
-    } = payload;
+    const { account, symbol } = payload;
     const exchange_account = await this.getExchangeAccount(account);
     const result = await exchange_account.profitWithinGapStrategy({
-      symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor
+      symbol
     });
     return result;
   }

package/dist/mcp-server.js

@@ -65408,15 +65408,64 @@ class ExchangeAccount {
       });
     }
   }
+  async determineReduceTp(payload) {
+    const { symbol, factor } = payload;
+    const positions = await this.syncAccount({
+      symbol,
+      as_view: true
+    });
+    const symbol_config = await this.recomputeSymbolConfig({ symbol });
+    const long_position = positions.find((k) => k.kind === "long");
+    const short_position = positions.find((k) => k.kind === "short");
+    const gap = Math.abs(long_position.entry - short_position.entry);
+    const gap_cost = gap * long_position.quantity * factor;
+    const long_diff = gap_cost / (short_position.entry * short_position.quantity);
+    const short_diff = gap_cost / (long_position.entry * long_position.quantity);
+    const long_tp = to_f2((long_diff + 1) * short_position.entry, symbol_config.price_places);
+    const short_tp = to_f2((short_diff + 1) ** -1 * long_position.entry, symbol_config.price_places);
+    const long_percent = to_f2(Math.abs(long_tp - long_position.entry) * 100 / long_position.entry, "%.4f");
+    const short_percent = to_f2(Math.abs(short_tp - short_position.entry) * 100 / short_position.entry, "%.4f");
+    return {
+      long_diff,
+      short_diff,
+      gap,
+      gap_cost,
+      long_tp,
+      short_tp,
+      long_percent,
+      short_percent
+    };
+  }
   async profitWithinGapStrategy(payload) {
-    const {
+    const { symbol } = payload;
+    let reward_factor = 1;
+    const strategy = await this.getAccountStrategy({ symbol });
+    if (!strategy) {
+      return;
+    }
+    console.log("Fetching positions for ", symbol);
+    const positions = await this.syncAccount({
       symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor = 1
-    } = payload;
+      as_view: true
+    });
+    const risk = strategy.risk;
+    const kind = strategy.kind;
+    const support = strategy.support;
+    const resistance = strategy.resistance;
+    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;
+    if (strategy.max_reward_factor === 0) {
+      reward_factor = strategy.reward_factor;
+    }
+    if (focus_position.avg_qty >= focus_position.quantity && strategy.max_reward_factor) {
+      reward_factor = to_f2(focus_position.quantity * strategy.max_reward_factor / focus_position.avg_qty, "%.2f");
+    } else {
+      reward_factor = strategy.reward_factor;
+    }
     console.log("Getting entry and stop for ", symbol, kind);
     const entry = kind === "long" ? resistance : support;
     const stop = kind === "long" ? support : resistance;
@@ -65478,17 +65527,6 @@ class ExchangeAccount {
       ...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;
@@ -65570,7 +65608,7 @@ class ExchangeAccount {
         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,
+            follow: strategy.follow,
             threshold_qty: max_size
           });
         }
@@ -65918,33 +65956,15 @@ class App {
       console.log("Running strategy for ", strategy.symbol, "for account", strategy.expand.account.owner, strategy.expand.account.exchange);
       await callback({
         symbol: strategy.symbol,
-        kind: strategy.kind,
-        risk: strategy.risk,
-        resistance: strategy.resistance,
-        support: strategy.support,
-        account: strategy.expand.account,
-        reward_factor: strategy.reward_factor
+        account: strategy.expand.account
       });
     }
   }
   async profitWithinGapStrategy(payload) {
-    const {
-      account,
-      symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor = 1
-    } = payload;
+    const { account, symbol } = payload;
     const exchange_account = await this.getExchangeAccount(account);
     const result = await exchange_account.profitWithinGapStrategy({
-      symbol,
-      kind,
-      risk,
-      resistance,
-      support,
-      reward_factor
+      symbol
     });
     return result;
   }

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@gbozee/ultimate",
   "type": "module",
-  "version": "0.0.2-91",
+  "version": "0.0.2-93",
   "main": "./dist/index.cjs",
   "module": "./dist/index.js",
   "types": "./dist/index.d.ts",