diff --git a/.gitignore b/.gitignore index 9f62f6a..8096359 100644 --- a/.gitignore +++ b/.gitignore @@ -54,3 +54,10 @@ data/optimizer-jobs.json # claude code local settings and agents .claude/settings.local.json .claude/agents/ + +# local development files (not for commit) +[WEB] +ecosystem.config.js +scripts/aster-notifier.cjs +*.swp +.*.swp diff --git a/[WEB] b/[WEB] new file mode 100644 index 0000000..e69de29 diff --git a/config.default.json b/config.default.json index 56a4960..cfd2de5 100644 --- a/config.default.json +++ b/config.default.json @@ -46,6 +46,10 @@ "deduplicationWindowMs": 1000, "parallelProcessing": true, "maxConcurrentRequests": 3 + }, + "liquidationDatabase": { + "retentionDays": 90, + "cleanupIntervalHours": 24 } }, "version": "1.1.0" diff --git a/package-lock.json b/package-lock.json index 14944f1..3a2fc56 100644 --- a/package-lock.json +++ b/package-lock.json @@ -32,7 +32,7 @@ "clsx": "^2.1.1", "ethers": "^6.15.0", "gsap": "^3.13.0", - "html-to-image": "^1.11.13", + "lightweight-charts": "^4.1.3", "lucide-react": "^0.544.0", "next": "15.5.4", "next-auth": "^4.24.11", @@ -73,18 +73,21 @@ "version": "4.4.4", "resolved": "https://registry.npmjs.org/@adobe/css-tools/-/css-tools-4.4.4.tgz", "integrity": "sha512-Elp+iwUx5rN5+Y8xLt5/GRoG20WGoDCQ/1Fb+1LiGtvwbDavuSk0jhD/eZdckHAuzcDzccnkv+rEjyWfRx18gg==", - "dev": true + "dev": true, + "license": "MIT" }, "node_modules/@adraffy/ens-normalize": { "version": "1.10.1", "resolved": "https://registry.npmjs.org/@adraffy/ens-normalize/-/ens-normalize-1.10.1.tgz", - "integrity": "sha512-96Z2IP3mYmF1Xg2cDm8f1gWGf/HUVedQ3FMifV4kG/PQ4yEP51xDtRAEfhVNt5f/uzpNkZHwWQuUcu6D6K+Ekw==" + "integrity": "sha512-96Z2IP3mYmF1Xg2cDm8f1gWGf/HUVedQ3FMifV4kG/PQ4yEP51xDtRAEfhVNt5f/uzpNkZHwWQuUcu6D6K+Ekw==", + "license": "MIT" }, "node_modules/@alloc/quick-lru": { "version": "5.2.0", "resolved": "https://registry.npmjs.org/@alloc/quick-lru/-/quick-lru-5.2.0.tgz", "integrity": 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"dev": true, + "license": "MIT", "peer": true, "dependencies": { "@babel/helper-plugin-utils": "^7.8.0" @@ -463,6 +461,7 @@ "resolved": "https://registry.npmjs.org/@babel/plugin-syntax-jsx/-/plugin-syntax-jsx-7.27.1.tgz", "integrity": "sha512-y8YTNIeKoyhGd9O0Jiyzyyqk8gdjnumGTQPsz0xOZOQ2RmkVJeZ1vmmfIvFEKqucBG6axJGBZDE/7iI5suUI/w==", "dev": true, + "license": "MIT", "peer": true, "dependencies": { "@babel/helper-plugin-utils": "^7.27.1" @@ -479,6 +478,7 @@ "resolved": "https://registry.npmjs.org/@babel/plugin-syntax-logical-assignment-operators/-/plugin-syntax-logical-assignment-operators-7.10.4.tgz", "integrity": "sha512-d8waShlpFDinQ5MtvGU9xDAOzKH47+FFoney2baFIoMr952hKOLp1HR7VszoZvOsV/4+RRszNY7D17ba0te0ig==", "dev": true, + "license": "MIT", "peer": true, "dependencies": { "@babel/helper-plugin-utils": "^7.10.4" @@ -492,6 +492,7 @@ "resolved": "https://registry.npmjs.org/@babel/plugin-syntax-nullish-coalescing-operator/-/plugin-syntax-nullish-coalescing-operator-7.8.3.tgz", 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"strip-ansi": "^6.0.1" + }, + "engines": { + "node": ">=8" + } + }, + "node_modules/yargs/node_modules/strip-ansi": { + "version": "6.0.1", + "resolved": "https://registry.npmjs.org/strip-ansi/-/strip-ansi-6.0.1.tgz", + "integrity": "sha512-Y38VPSHcqkFrCpFnQ9vuSXmquuv5oXOKpGeT6aGrr3o3Gc9AlVa6JBfUSOCnbxGGZF+/0ooI7KrPuUSztUdU5A==", + "dev": true, + "license": "MIT", + "dependencies": { + "ansi-regex": "^5.0.1" + }, + "engines": { + "node": ">=8" + } + }, "node_modules/yocto-queue": { "version": "0.1.0", "resolved": "https://registry.npmjs.org/yocto-queue/-/yocto-queue-0.1.0.tgz", "integrity": "sha512-rVksvsnNCdJ/ohGc6xgPwyN8eheCxsiLM8mxuE/t/mOVqJewPuO1miLpTHQiRgTKCLexL4MeAFVagts7HmNZ2Q==", "dev": true, + "license": "MIT", "engines": { "node": ">=10" }, @@ -14223,6 +15416,7 @@ "version": "3.25.76", "resolved": "https://registry.npmjs.org/zod/-/zod-3.25.76.tgz", "integrity": "sha512-gzUt/qt81nXsFGKIFcC3YnfEAx5NkunCfnDlvuBSSFS02bcXu4Lmea0AFIUwbLWxWPx3d9p8S5QoaujKcNQxcQ==", + "license": "MIT", "funding": { "url": "https://github.com/sponsors/colinhacks" } diff --git a/package.json b/package.json index 9ed1785..2b1e9e6 100644 --- a/package.json +++ b/package.json @@ -25,9 +25,6 @@ "test:ws": "tsx tests/core/websocket.test.ts", "test:errors": "tsx tests/core/error-logging.test.ts", "test:integration": "tsx tests/integration/trading-flow.test.ts", - "test:tranche": "tsx tests/tranche-system-test.ts", - "test:tranche:integration": "tsx tests/tranche-integration-test.ts", - "test:tranche:all": "tsx tests/tranche-system-test.ts && tsx tests/tranche-integration-test.ts", "test:watch": "tsx watch tests/**/*.test.ts", "optimize:ui": "node optimize-config.js" }, @@ -55,7 +52,7 @@ "clsx": "^2.1.1", "ethers": "^6.15.0", "gsap": "^3.13.0", - "html-to-image": "^1.11.13", + "lightweight-charts": "^4.1.3", "lucide-react": "^0.544.0", "next": "15.5.4", "next-auth": "^4.24.11", diff --git a/src/app/api/bot/control/route.ts b/src/app/api/bot/control/route.ts index 282e3ea..57e392c 100644 --- a/src/app/api/bot/control/route.ts +++ b/src/app/api/bot/control/route.ts @@ -1,11 +1,14 @@ import { NextRequest, NextResponse } from 'next/server'; import { withAuth } from '@/lib/auth/with-auth'; import WebSocket from 'ws'; +import { configLoader } from '@/lib/config/configLoader'; // Helper to send control command via WebSocket async function sendBotCommand(action: string): Promise<{ success: boolean; error?: string }> { return new Promise((resolve) => { - const ws = new WebSocket('ws://localhost:8080'); + const config = configLoader.getConfig(); + const wsPort = config?.global?.server?.websocketPort || 8081; + const ws = new WebSocket(`ws://localhost:${wsPort}`); const timeout = setTimeout(() => { ws.close(); resolve({ success: false, error: 'Connection timeout' }); @@ -37,9 +40,9 @@ export const POST = withAuth(async (request: NextRequest, _user) => { const body = await request.json(); const { action } = body; - if (!action || !['pause', 'resume'].includes(action)) { + if (!action || !['pause', 'resume', 'stop'].includes(action)) { return NextResponse.json( - { error: 'Invalid action. Must be one of: pause, resume' }, + { error: 'Invalid action. Must be one of: pause, resume, stop' }, { status: 400 } ); } diff --git a/src/app/api/klines/route.ts b/src/app/api/klines/route.ts new file mode 100644 index 0000000..ac197d2 --- /dev/null +++ b/src/app/api/klines/route.ts @@ -0,0 +1,77 @@ +import { NextRequest, NextResponse } from 'next/server'; +import { getKlines } from '@/lib/api/market'; +import { getCandlesFor7Days } from '@/lib/klineCache'; + +export async function GET(request: NextRequest) { + try { + const searchParams = request.nextUrl.searchParams; + + const symbol = searchParams.get('symbol'); + if (!symbol) { + return NextResponse.json( + { success: false, error: 'Symbol parameter is required' }, + { status: 400 } + ); + } + + const interval = searchParams.get('interval') || '5m'; + const requestedLimit = parseInt(searchParams.get('limit') || '0'); + const since = searchParams.get('since'); + const endTime = searchParams.get('endTime'); + + // Validate interval + const validIntervals = ['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w', '1M']; + if (!validIntervals.includes(interval)) { + return NextResponse.json( + { success: false, error: `Invalid interval. Must be one of: ${validIntervals.join(', ')}` }, + { status: 400 } + ); + } + + // Calculate limit: use 7-day calculation if no specific limit requested + const limit = requestedLimit > 0 + ? Math.min(requestedLimit, 1500) + : getCandlesFor7Days(interval); + + console.log(`[Klines API] Fetching ${limit} candles for ${symbol} ${interval} (7-day optimized: ${getCandlesFor7Days(interval)})`); + + const klines = await getKlines(symbol, interval, limit, endTime ? parseInt(endTime) : undefined); + + // Transform to lightweight-charts format: [timestamp, open, high, low, close, volume] + const chartData = klines.map(kline => [ + Math.floor(kline.openTime / 1000), // Convert to seconds for TradingView + parseFloat(kline.open), + parseFloat(kline.high), + parseFloat(kline.low), + parseFloat(kline.close), + parseFloat(kline.volume) + ]); + + // Filter by since parameter if provided + const filteredData = since + ? chartData.filter(([timestamp]) => timestamp >= parseInt(since) / 1000) + : chartData; + + return NextResponse.json({ + success: true, + data: filteredData, + symbol, + interval, + count: filteredData.length, + requestedLimit, + calculatedLimit: limit, + sevenDayOptimal: getCandlesFor7Days(interval) + }); + + } catch (error) { + console.error('API error - get klines:', error); + return NextResponse.json( + { + success: false, + error: 'Failed to fetch klines data', + details: error instanceof Error ? error.message : 'Unknown error' + }, + { status: 500 } + ); + } +} \ No newline at end of file diff --git a/src/app/api/liquidations/symbols/route.ts b/src/app/api/liquidations/symbols/route.ts new file mode 100644 index 0000000..072c3ee --- /dev/null +++ b/src/app/api/liquidations/symbols/route.ts @@ -0,0 +1,23 @@ +import { NextResponse } from 'next/server'; +import { liquidationStorage } from '@/lib/services/liquidationStorage'; + +export async function GET() { + try { + const symbols = await liquidationStorage.getUniqueSymbols(); + + return NextResponse.json({ + success: true, + symbols: symbols || [] + }); + } catch (error) { + console.error('[API] Error fetching liquidation symbols:', error); + return NextResponse.json( + { + success: false, + error: 'Failed to fetch liquidation symbols', + symbols: [] + }, + { status: 500 } + ); + } +} diff --git a/src/app/api/logs/route.ts b/src/app/api/logs/route.ts new file mode 100644 index 0000000..8fcbfc7 --- /dev/null +++ b/src/app/api/logs/route.ts @@ -0,0 +1,153 @@ +import { NextRequest, NextResponse } from 'next/server'; +import { exec } from 'child_process'; +import { promisify } from 'util'; + +const execAsync = promisify(exec); + +export const dynamic = 'force-dynamic'; + +interface LogEntry { + id: string; + timestamp: number; + timestampFormatted: string; + level: 'info' | 'warn' | 'error'; + component: string; + message: string; +} + +/** + * Parse PM2 log line into structured format + */ +function parseLogLine(line: string): LogEntry | null { + // Skip empty lines and web server logs + if (!line.trim() || line.includes('[WEB]')) return null; + + // Extract timestamp: [HH:MM:SS.mmm] + const timestampMatch = line.match(/\[(\d{2}:\d{2}:\d{2}\.\d{3})\]/); + if (!timestampMatch) return null; + + const timeStr = timestampMatch[1]; + const now = new Date(); + const [hours, minutes, secondsMs] = timeStr.split(':'); + const [seconds, milliseconds] = secondsMs.split('.'); + + // Create a date object for today with the extracted time + const timestamp = new Date( + now.getFullYear(), + now.getMonth(), + now.getDate(), + parseInt(hours), + parseInt(minutes), + parseInt(seconds), + parseInt(milliseconds) + ); + + // Extract component from patterns like "ComponentName: message" + let component = 'System'; + let message = line; + + const componentMatch = line.match(/\[BOT\].*?\](.+)/); + if (componentMatch) { + message = componentMatch[1].trim(); + const nameMatch = message.match(/^(\w+(?:Manager|Service)?)\s*:/); + if (nameMatch) { + component = nameMatch[1]; + } + } + + // Determine log level + let level: 'info' | 'warn' | 'error' = 'info'; + if (message.toLowerCase().includes('error') || message.toLowerCase().includes('failed')) { + level = 'error'; + } else if (message.toLowerCase().includes('warn')) { + level = 'warn'; + } + + // Generate a unique ID + const id = `${timestamp.getTime()}_${Math.random().toString(36).substr(2, 9)}`; + + return { + id, + timestamp: timestamp.getTime(), + timestampFormatted: timeStr, + level, + component, + message + }; +} + +/** + * GET /api/logs + * Fetch logs from PM2 with optional filtering + */ +export async function GET(request: NextRequest) { + try { + const searchParams = request.nextUrl.searchParams; + const component = searchParams.get('component') || undefined; + const level = searchParams.get('level') as 'info' | 'warn' | 'error' | undefined; + const limit = searchParams.get('limit') ? parseInt(searchParams.get('limit')!, 10) : 500; + + // Get PM2 logs + const { stdout } = await execAsync(`pm2 logs aster --lines ${limit} --nostream --raw 2>&1 | grep "\\[BOT\\]" || true`); + + const lines = stdout.split('\n').filter(l => l.trim()); + const parsedLogs = lines + .map(parseLogLine) + .filter((log): log is LogEntry => log !== null); + + // Filter by component + let filteredLogs = parsedLogs; + if (component && component !== 'all') { + filteredLogs = filteredLogs.filter(log => log.component === component); + } + + // Filter by level + if (level) { + filteredLogs = filteredLogs.filter(log => log.level === level); + } + + // Get unique components + const components = Array.from(new Set(parsedLogs.map(log => log.component))).sort(); + + return NextResponse.json({ + success: true, + logs: filteredLogs.reverse(), // Most recent first + components, + count: filteredLogs.length, + }); + } catch (error) { + console.error('[API] Error fetching logs:', error); + return NextResponse.json( + { + success: false, + error: error instanceof Error ? error.message : 'Failed to fetch logs', + logs: [], + components: [], + }, + { status: 500 } + ); + } +} + +/** + * DELETE /api/logs + * Clear PM2 logs + */ +export async function DELETE() { + try { + await execAsync('pm2 flush aster'); + return NextResponse.json({ + success: true, + message: 'PM2 logs cleared', + }); + } catch (error) { + console.error('[API] Error clearing logs:', error); + return NextResponse.json( + { + success: false, + error: error instanceof Error ? error.message : 'Failed to clear logs', + }, + { status: 500 } + ); + } +} diff --git a/src/app/api/orders/all/route.ts b/src/app/api/orders/all/route.ts index 807a92a..baeec0e 100644 --- a/src/app/api/orders/all/route.ts +++ b/src/app/api/orders/all/route.ts @@ -74,12 +74,11 @@ export async function GET(request: NextRequest) { ); allOrders = orders; } else if (configuredSymbols.length > 0) { - // Fetch for all configured/active symbols - console.log(`[Orders API] Fetching orders from ${configuredSymbols.length} configured symbols...`); - + // Fetch for all configured/active symbols (when symbol is undefined or 'ALL') // Fetch generous amount per symbol to ensure we get enough orders // The limit will be applied AFTER filtering and sorting all orders from all symbols - const perSymbolLimit = Math.max(200, limit * 2); + // If filtering by FILLED status, we need to fetch more because many orders might not be filled + const perSymbolLimit = status === 'FILLED' ? Math.max(500, limit * 10) : Math.max(200, limit * 2); for (const sym of configuredSymbols) { try { @@ -88,9 +87,8 @@ export async function GET(request: NextRequest) { config.api, startTime ? parseInt(startTime) : undefined, endTime ? parseInt(endTime) : undefined, - Math.min(perSymbolLimit, 500) + Math.min(perSymbolLimit, 1000) ); - console.log(`[Orders API] Fetched ${orders.length} orders from ${sym}`); allOrders = allOrders.concat(orders); } catch (err) { console.error(`Failed to fetch orders for ${sym}:`, err); diff --git a/src/app/api/positions/[symbol]/[side]/close/route.ts b/src/app/api/positions/[symbol]/[side]/close/route.ts index 7f63c59..83cc9dc 100644 --- a/src/app/api/positions/[symbol]/[side]/close/route.ts +++ b/src/app/api/positions/[symbol]/[side]/close/route.ts @@ -6,7 +6,6 @@ import { loadConfig } from '@/lib/bot/config'; import { symbolPrecision } from '@/lib/utils/symbolPrecision'; import { getExchangeInfo } from '@/lib/api/market'; import { invalidateIncomeCache } from '@/lib/api/income'; -import { paperModeSimulator } from '@/lib/services/paperModeSimulator'; export async function POST( request: NextRequest, @@ -88,27 +87,13 @@ export async function POST( // Check if we're in paper mode (simulation) if (config.global.paperMode) { - console.log(`PAPER MODE: Closing simulated position for ${symbol} ${side}`); - - // Close the simulated position via paper mode simulator - const closed = await paperModeSimulator.closePosition(symbol, side, 'Manual close via UI'); - - if (!closed) { - return NextResponse.json( - { - error: `No simulated position found for ${symbol} ${side}`, - success: false, - simulated: true - }, - { status: 404 } - ); - } - + console.log(`PAPER MODE: Would close position for ${symbol} ${side} with quantity ${quantity}`); return NextResponse.json({ success: true, - message: `Paper mode: Successfully closed simulated ${symbol} ${side} position`, + message: `Paper mode: Simulated closing ${symbol} ${side} position of ${quantity} units`, simulated: true, - order_side: orderSide + order_side: orderSide, + quantity: quantity }); } diff --git a/src/app/api/positions/scale-out/deactivate/route.ts b/src/app/api/positions/scale-out/deactivate/route.ts new file mode 100644 index 0000000..b69bf01 --- /dev/null +++ b/src/app/api/positions/scale-out/deactivate/route.ts @@ -0,0 +1,117 @@ +import { NextRequest, NextResponse } from 'next/server'; +import WebSocket from 'ws'; +import { configLoader } from '@/lib/config/configLoader'; + +export const dynamic = 'force-dynamic'; + +/** + * Helper to send deactivate scale out command via WebSocket to the bot + */ +async function sendDeactivateCommand(data: any): Promise<{ success: boolean; error?: string }> { + return new Promise((resolve) => { + const config = configLoader.getConfig(); + const wsPort = config?.global?.server?.websocketPort || 8081; + const ws = new WebSocket(`ws://localhost:${wsPort}`); + const timeout = setTimeout(() => { + ws.close(); + resolve({ success: false, error: 'Connection timeout' }); + }, 10000); + + let responseReceived = false; + + ws.on('open', () => { + ws.send(JSON.stringify({ + type: 'deactivate_scale_out', + data + })); + }); + + ws.on('message', (message: Buffer) => { + try { + const response = JSON.parse(message.toString()); + + if (response.type === 'deactivate_scale_out_response') { + clearTimeout(timeout); + responseReceived = true; + ws.close(); + resolve({ success: true }); + } else if (response.type === 'deactivate_scale_out_success') { + clearTimeout(timeout); + responseReceived = true; + ws.close(); + resolve({ success: true }); + } else if (response.type === 'deactivate_scale_out_error') { + clearTimeout(timeout); + responseReceived = true; + ws.close(); + resolve({ success: false, error: response.data?.error || 'Unknown error' }); + } + } catch (error) { + // Ignore parse errors, keep waiting + } + }); + + ws.on('error', (error) => { + clearTimeout(timeout); + if (!responseReceived) { + resolve({ success: false, error: error.message }); + } + }); + + ws.on('close', () => { + clearTimeout(timeout); + if (!responseReceived) { + resolve({ success: false, error: 'Connection closed before response' }); + } + }); + }); +} + +/** + * POST /api/positions/scale-out/deactivate + * Deactivate scale out orders for a specific position + */ +export async function POST(request: NextRequest) { + try { + const body = await request.json(); + const { symbol, side } = body; + + if (!symbol || !side) { + return NextResponse.json( + { success: false, error: 'Symbol and side are required' }, + { status: 400 } + ); + } + + // Send deactivate command to bot via WebSocket + const result = await sendDeactivateCommand({ symbol, side }); + + if (!result.success) { + if (result.error?.includes('ECONNREFUSED') || result.error?.includes('timeout')) { + return NextResponse.json( + { success: false, error: 'Bot is not running or not responding. Please ensure the bot is started.' }, + { status: 503 } + ); + } + + return NextResponse.json( + { success: false, error: result.error || 'Failed to deactivate scale out' }, + { status: 500 } + ); + } + + return NextResponse.json({ + success: true, + message: 'Scale out deactivated successfully', + }); + } catch (error) { + console.error('[API] Error deactivating scale out:', error); + return NextResponse.json( + { + success: false, + error: error instanceof Error ? error.message : 'Failed to deactivate scale out', + }, + { status: 500 } + ); + } +} diff --git a/src/app/api/positions/scale-out/route.ts b/src/app/api/positions/scale-out/route.ts new file mode 100644 index 0000000..e28861f --- /dev/null +++ b/src/app/api/positions/scale-out/route.ts @@ -0,0 +1,181 @@ +import { NextRequest, NextResponse } from 'next/server'; +import WebSocket from 'ws'; +import { configLoader } from '@/lib/config/configLoader'; + +export const dynamic = 'force-dynamic'; + +/** + * Helper to send scale out command via WebSocket to the bot + */ +async function sendProtectCommand(data: any): Promise<{ success: boolean; error?: string }> { + return new Promise((resolve) => { + const config = configLoader.getConfig(); + const wsPort = config?.global?.server?.websocketPort || 8081; + const ws = new WebSocket(`ws://localhost:${wsPort}`); + const timeout = setTimeout(() => { + ws.close(); + resolve({ success: false, error: 'Connection timeout' }); + }, 10000); + + let responseReceived = false; + + ws.on('open', () => { + ws.send(JSON.stringify({ + type: 'scale_out_position', + data + })); + }); + + ws.on('message', (message: Buffer) => { + try { + const response = JSON.parse(message.toString()); + + if (response.type === 'scale_out_position_response') { + clearTimeout(timeout); + responseReceived = true; + ws.close(); + resolve({ success: true }); + } else if (response.type === 'scale_out_position_success') { + clearTimeout(timeout); + responseReceived = true; + ws.close(); + resolve({ success: true }); + } else if (response.type === 'scale_out_position_error') { + clearTimeout(timeout); + responseReceived = true; + ws.close(); + resolve({ success: false, error: response.data?.error || 'Unknown error' }); + } + } catch (error) { + // Ignore parse errors, keep waiting + } + }); + + ws.on('error', (error) => { + clearTimeout(timeout); + if (!responseReceived) { + resolve({ success: false, error: error.message }); + } + }); + + ws.on('close', () => { + clearTimeout(timeout); + if (!responseReceived) { + resolve({ success: false, error: 'Connection closed before response' }); + } + }); + }); +} + +/** + * POST /api/positions/scale-out + * Activate scale out orders (breakeven + trim levels) for a specific position + */ +export async function POST(request: NextRequest) { + try { + const body = await request.json(); + const { symbol, side, entryPrice, quantity, settings } = body; + + if (!symbol || !side) { + return NextResponse.json( + { success: false, error: 'Symbol and side are required' }, + { status: 400 } + ); + } + + if (typeof entryPrice !== 'number' || entryPrice <= 0) { + return NextResponse.json( + { success: false, error: 'Valid entry price is required' }, + { status: 400 } + ); + } + + if (typeof quantity !== 'number' || quantity <= 0) { + return NextResponse.json( + { success: false, error: 'Valid quantity is required' }, + { status: 400 } + ); + } + + if (!settings) { + return NextResponse.json( + { success: false, error: 'Protection settings are required' }, + { status: 400 } + ); + } + + // Validate settings structure + if (typeof settings.enableBreakeven !== 'boolean') { + return NextResponse.json( + { success: false, error: 'Invalid protection settings: enableBreakeven must be boolean' }, + { status: 400 } + ); + } + + if (!Array.isArray(settings.trimLevels)) { + return NextResponse.json( + { success: false, error: 'Invalid protection settings: trimLevels must be an array' }, + { status: 400 } + ); + } + + // Validate trim levels + for (const level of settings.trimLevels) { + if (typeof level.profitPercent !== 'number' || level.profitPercent <= 0) { + return NextResponse.json( + { success: false, error: 'Invalid trim level: profitPercent must be a positive number' }, + { status: 400 } + ); + } + if (typeof level.trimPercent !== 'number' || level.trimPercent <= 0 || level.trimPercent > 100) { + return NextResponse.json( + { success: false, error: 'Invalid trim level: trimPercent must be between 0 and 100' }, + { status: 400 } + ); + } + } + + // Send protection command to bot via WebSocket + const result = await sendProtectCommand({ + symbol, + side, + entryPrice, + quantity, + settings + }); + + if (!result.success) { + if (result.error?.includes('ECONNREFUSED') || result.error?.includes('timeout')) { + return NextResponse.json( + { success: false, error: 'Bot is not running or not responding. Please ensure the bot is started.' }, + { status: 503 } + ); + } + + return NextResponse.json( + { success: false, error: result.error || 'Failed to activate protection' }, + { status: 500 } + ); + } + + return NextResponse.json({ + success: true, + message: 'Scale out activated successfully', + details: { + symbol, + side, + breakeven: settings.enableBreakeven, + trimLevels: settings.trimLevels.length, + }, + }); + } catch (error) { + console.error('[API] Error activating scale out:', error); + return NextResponse.json( + { + success: false, + error: error instanceof Error ? error.message : 'Failed to activate scale out', + }, + { status: 500 } + ); + } +} diff --git a/src/app/api/positions/scale-out/status/route.ts b/src/app/api/positions/scale-out/status/route.ts new file mode 100644 index 0000000..2785a5a --- /dev/null +++ b/src/app/api/positions/scale-out/status/route.ts @@ -0,0 +1,102 @@ +import { NextRequest, NextResponse } from 'next/server'; +import WebSocket from 'ws'; +import { configLoader } from '@/lib/config/configLoader'; + +export const dynamic = 'force-dynamic'; + +/** + * GET /api/positions/scale-out/status + * Check if scale out is active for a specific position + */ +export async function GET(request: NextRequest) { + try { + const { searchParams } = new URL(request.url); + const symbol = searchParams.get('symbol'); + const side = searchParams.get('side'); + + if (!symbol || !side) { + return NextResponse.json( + { success: false, error: 'Symbol and side are required' }, + { status: 400 } + ); + } + + // Send check request via WebSocket to bot + const result = await checkScaleOutStatus({ symbol, side }); + + if (!result.success) { + return NextResponse.json( + { success: false, isActive: false, error: result.error }, + { status: 200 } // Return 200 with isActive: false instead of error + ); + } + + return NextResponse.json({ + success: true, + isActive: result.isActive || false, + }); + } catch (error) { + console.error('[API] Error checking scale out status:', error); + return NextResponse.json( + { + success: false, + isActive: false, + error: error instanceof Error ? error.message : 'Failed to check status', + }, + { status: 200 } // Return 200 to avoid errors in UI + ); + } +} + +/** + * Helper to check scale out status via WebSocket + */ +async function checkScaleOutStatus(data: any): Promise<{ success: boolean; isActive?: boolean; error?: string }> { + return new Promise((resolve) => { + const config = configLoader.getConfig(); + const wsPort = config?.global?.server?.websocketPort || 8081; + const ws = new WebSocket(`ws://localhost:${wsPort}`); + const timeout = setTimeout(() => { + ws.close(); + resolve({ success: false, error: 'Connection timeout' }); + }, 5000); + + let responseReceived = false; + + ws.on('open', () => { + ws.send(JSON.stringify({ + type: 'check_scale_out_status', + data + })); + }); + + ws.on('message', (message: Buffer) => { + try { + const response = JSON.parse(message.toString()); + + if (response.type === 'scale_out_status_response') { + clearTimeout(timeout); + responseReceived = true; + ws.close(); + resolve({ success: true, isActive: response.data?.isActive || false }); + } + } catch (error) { + // Ignore parse errors, keep waiting + } + }); + + ws.on('error', (error) => { + clearTimeout(timeout); + if (!responseReceived) { + resolve({ success: false, error: error.message }); + } + }); + + ws.on('close', () => { + clearTimeout(timeout); + if (!responseReceived) { + resolve({ success: false, error: 'Connection closed before response' }); + } + }); + }); +} diff --git a/src/app/api/vwap/route.ts b/src/app/api/vwap/route.ts new file mode 100644 index 0000000..6b376ab --- /dev/null +++ b/src/app/api/vwap/route.ts @@ -0,0 +1,49 @@ +import { NextResponse } from 'next/server'; +import { vwapService } from '@/lib/services/vwapService'; +import { loadConfig } from '@/lib/bot/config'; + +export async function GET(request: Request) { + try { + const { searchParams } = new URL(request.url); + const symbol = searchParams.get('symbol'); + const timeframe = searchParams.get('timeframe') || '1m'; + const lookback = parseInt(searchParams.get('lookback') || '100'); + + if (!symbol) { + return NextResponse.json( + { error: 'Symbol parameter is required' }, + { status: 400 } + ); + } + + // Read config to get VWAP settings for this symbol (optional fallback) + const config = await loadConfig(); + const symbolConfig = config.symbols[symbol]; + + // Use provided params or fall back to config + const finalTimeframe = timeframe || symbolConfig?.vwapTimeframe || '1m'; + const finalLookback = lookback || symbolConfig?.vwapLookback || 100; + + // Calculate VWAP + const vwap = await vwapService.getVWAP(symbol, finalTimeframe, finalLookback); + + return NextResponse.json({ + vwap, + symbol, + timeframe: finalTimeframe, + lookback: finalLookback, + timestamp: Date.now() + }); + + } catch (error: any) { + console.error('Failed to fetch VWAP data:', error); + + return NextResponse.json( + { + error: 'Failed to fetch VWAP data', + details: error.message + }, + { status: 500 } + ); + } +} diff --git a/src/app/config/page.tsx b/src/app/config/page.tsx index 7888cb4..276b500 100644 --- a/src/app/config/page.tsx +++ b/src/app/config/page.tsx @@ -3,20 +3,17 @@ import React, { useState } from 'react'; import { DashboardLayout } from '@/components/dashboard-layout'; import SymbolConfigForm from '@/components/SymbolConfigForm'; -import ShareConfigModal from '@/components/ShareConfigModal'; import { useConfig } from '@/components/ConfigProvider'; import { Card, CardContent, CardHeader, CardTitle } from '@/components/ui/card'; import { Skeleton } from '@/components/ui/skeleton'; import { Badge } from '@/components/ui/badge'; -import { Button } from '@/components/ui/button'; -import { AlertCircle, CheckCircle2, Settings, Share2 } from 'lucide-react'; +import { AlertCircle, CheckCircle2, Settings } from 'lucide-react'; import { Alert, AlertDescription } from '@/components/ui/alert'; import { toast } from 'sonner'; export default function ConfigPage() { const { config, loading, updateConfig } = useConfig(); const [saveStatus, setSaveStatus] = useState<'idle' | 'saving' | 'saved' | 'error'>('idle'); - const [shareModalOpen, setShareModalOpen] = useState(false); const handleSave = async (newConfig: any) => { setSaveStatus('saving'); @@ -72,44 +69,33 @@ export default function ConfigPage() { return ( -
+
{/* Page Header */}
-
+
-

- +

+ Bot Configuration

-

+

Configure your API credentials and trading parameters for each symbol

-
- {saveStatus === 'saved' && ( - - - Saved - - )} - -
+ {saveStatus === 'saved' && ( + + + Saved + + )}
{/* Status Alert */} {config?.global?.paperMode && ( - - + + Paper Mode Active: The bot is currently in simulation mode. No real trades will be executed. Disable paper mode in the settings below to start live trading. @@ -126,14 +112,14 @@ export default function ConfigPage() { {/* Important Notes */} - - - + + + Important Notes -
    +
    • Keep your API credentials secure and never share them with anyone
    • Always start with Paper Mode enabled to test your configuration
    • Use conservative stop-loss percentages to limit risk (recommended: 1-2%)
      • @@ -144,15 +130,6 @@ export default function ConfigPage() {
- - {/* Share Config Modal */} - {config && ( - setShareModalOpen(false)} - config={config} - /> - )} ); } \ No newline at end of file diff --git a/src/app/logs/page.tsx b/src/app/logs/page.tsx new file mode 100644 index 0000000..1d3d41c --- /dev/null +++ b/src/app/logs/page.tsx @@ -0,0 +1,341 @@ +'use client'; + +import React, { useEffect, useState, useRef } from 'react'; +import { Card, CardContent, CardHeader, CardTitle } from '@/components/ui/card'; +import { Button } from '@/components/ui/button'; +import { Badge } from '@/components/ui/badge'; +import { Input } from '@/components/ui/input'; +import { + Select, + SelectContent, + SelectItem, + SelectTrigger, + SelectValue, +} from '@/components/ui/select'; +import { + ArrowLeft, + Trash2, + RefreshCw, + Search, + Info, + AlertTriangle, + XCircle, + Pause, + Play, +} from 'lucide-react'; +import { useRouter } from 'next/navigation'; +import { toast } from 'sonner'; +import { DashboardLayout } from '@/components/dashboard-layout'; + +interface LogEntry { + id: string; + timestamp: number; + timestampFormatted: string; + level: 'info' | 'warn' | 'error'; + component: string; + message: string; + data?: any; +} + +export default function LogsPage() { + const router = useRouter(); + const [logs, setLogs] = useState([]); + const [components, setComponents] = useState([]); + const [loading, setLoading] = useState(true); + const [filters, setFilters] = useState({ + component: '', + level: '', + }); + const [searchQuery, setSearchQuery] = useState(''); + const [autoScroll, setAutoScroll] = useState(true); + const [isPaused, setIsPaused] = useState(false); + const logsEndRef = useRef(null); + const lastTimestamp = useRef(0); + + const fetchLogs = async (since?: number) => { + try { + const params = new URLSearchParams(); + if (filters.component) params.append('component', filters.component); + if (filters.level) params.append('level', filters.level); + if (since) params.append('since', since.toString()); + + const response = await fetch(`/api/logs?${params}`); + const data = await response.json(); + + if (data.success) { + if (since) { + // Append new logs + setLogs(prev => { + const combined = [...data.logs.reverse(), ...prev]; + // Keep max 1000 logs in UI + return combined.slice(0, 1000); + }); + } else { + // Full refresh + setLogs(data.logs.reverse()); + } + setComponents(data.components); + + // Update last timestamp + if (data.logs.length > 0) { + lastTimestamp.current = Math.max(...data.logs.map((l: LogEntry) => l.timestamp)); + } + } + } catch (error) { + console.error('Failed to fetch logs:', error); + } finally { + setLoading(false); + } + }; + + useEffect(() => { + fetchLogs(); + }, [filters]); + + useEffect(() => { + if (isPaused) return; + + // Poll for new logs every 2 seconds + const interval = setInterval(() => { + if (lastTimestamp.current > 0) { + fetchLogs(lastTimestamp.current); + } + }, 2000); + + return () => clearInterval(interval); + }, [isPaused, filters]); + + useEffect(() => { + if (autoScroll && !isPaused) { + logsEndRef.current?.scrollIntoView({ behavior: 'smooth' }); + } + }, [logs, autoScroll, isPaused]); + + const handleClearLogs = async () => { + if (!confirm('Are you sure you want to clear all logs?')) return; + + try { + const response = await fetch('/api/logs', { method: 'DELETE' }); + const data = await response.json(); + + if (data.success) { + setLogs([]); + lastTimestamp.current = 0; + toast.success('Logs cleared'); + } + } catch (error) { + console.error('Failed to clear logs:', error); + toast.error('Failed to clear logs'); + } + }; + + const handleRefresh = () => { + lastTimestamp.current = 0; + setLoading(true); + fetchLogs(); + }; + + const getLevelIcon = (level: string) => { + switch (level) { + case 'error': + return ; + case 'warn': + return ; + case 'info': + default: + return ; + } + }; + + const getLevelBadgeVariant = (level: string) => { + switch (level) { + case 'error': + return 'destructive'; + case 'warn': + return 'outline'; + case 'info': + default: + return 'secondary'; + } + }; + + const filteredLogs = logs.filter(log => { + if (searchQuery) { + const query = searchQuery.toLowerCase(); + return ( + log.message.toLowerCase().includes(query) || + log.component.toLowerCase().includes(query) + ); + } + return true; + }); + + return ( + +
+
+
+ +

System Logs

+
+
+ + + +
+
+ +
+
+ + setSearchQuery(e.target.value)} + className="pl-8" + /> +
+ + + + + +
+ setAutoScroll(e.target.checked)} + className="cursor-pointer" + /> + +
+
+ + + + + Logs ({filteredLogs.length}) + {isPaused && ( + + Paused + + )} + + + +
+ {loading && logs.length === 0 ? ( +
Loading logs...
+ ) : filteredLogs.length === 0 ? ( +
+ No logs found. {searchQuery && 'Try adjusting your search.'} +
+ ) : ( +
+ {filteredLogs.map((log) => ( +
+ + {log.timestampFormatted} + + {getLevelIcon(log.level)} + + {log.component} + + {log.message} + {log.data && ( +
+ data + 
+                            {JSON.stringify(log.data, null, 2)}
+
+
+ )} +
+ ))} +
+
+ )} +
+ + +
+ + ); +} diff --git a/src/app/page.tsx b/src/app/page.tsx index 93891cd..bb6e9e6 100644 --- a/src/app/page.tsx +++ b/src/app/page.tsx @@ -4,6 +4,7 @@ import React, { useState, useEffect, useMemo } from 'react'; import { DashboardLayout } from '@/components/dashboard-layout'; import { Skeleton } from '@/components/ui/skeleton'; import { Badge } from '@/components/ui/badge'; +import { Select, SelectContent, SelectItem, SelectTrigger, SelectValue } from '@/components/ui/select'; import { DollarSign, TrendingUp, @@ -15,6 +16,7 @@ import { import MinimalBotStatus from '@/components/MinimalBotStatus'; import LiquidationSidebar from '@/components/LiquidationSidebar'; import PositionTable from '@/components/PositionTable'; +import TradingViewChart from '@/components/TradingViewChart'; import PnLChart from '@/components/PnLChart'; import PerformanceCardInline from '@/components/PerformanceCardInline'; import SessionPerformanceCard from '@/components/SessionPerformanceCard'; @@ -48,6 +50,8 @@ export default function DashboardPage() { const [isLoading, setIsLoading] = useState(true); const [positions, setPositions] = useState([]); const [markPrices, setMarkPrices] = useState>({}); + const [selectedSymbol, setSelectedSymbol] = useState(''); + const [availableChartSymbols, setAvailableChartSymbols] = useState([]); // Initialize toast notifications useOrderNotifications(); @@ -71,6 +75,24 @@ export default function DashboardPage() { setAccountInfo(balanceData); setPositions(positionsData); setBalanceStatus({ source: 'api', timestamp: Date.now() }); + + // Fetch available symbols from liquidation database + try { + const liquidationSymbolsResp = await fetch('/api/liquidations/symbols'); + const liquidationSymbolsData = await liquidationSymbolsResp.json(); + if (liquidationSymbolsData.success && liquidationSymbolsData.symbols) { + // Combine configured symbols with symbols that have liquidation data + const configuredSymbols = config?.symbols ? Object.keys(config.symbols) : []; + const allSymbols = Array.from(new Set([...configuredSymbols, ...liquidationSymbolsData.symbols])); + setAvailableChartSymbols(allSymbols); + } + } catch (error) { + console.error('[Dashboard] Failed to fetch liquidation symbols:', error); + // Fallback to configured symbols only + if (config?.symbols) { + setAvailableChartSymbols(Object.keys(config.symbols)); + } + } } catch (error) { console.error('[Dashboard] Failed to load initial data:', error); setBalanceStatus({ error: error instanceof Error ? error.message : 'Unknown error' }); @@ -158,6 +180,28 @@ export default function DashboardPage() { }), {}); }, [config?.symbols]); + // Set default symbol when config loads + useEffect(() => { + if (config?.symbols && Object.keys(config.symbols).length > 0 && !selectedSymbol) { + // First try to find a symbol with open positions + const positionSymbols = positions.map(pos => pos.symbol); + const symbolsWithPositions = Object.keys(config.symbols).filter(symbol => + positionSymbols.includes(symbol) + ); + + const defaultSymbol = symbolsWithPositions.length > 0 + ? symbolsWithPositions[0] // Use symbol with position + : Object.keys(config.symbols)[0]; // Fallback to first configured symbol + + console.log(`[Dashboard] Setting default symbol: ${defaultSymbol}`, { + availableSymbols: Object.keys(config.symbols), + positionSymbols, + symbolsWithPositions + }); + setSelectedSymbol(defaultSymbol); + } + }, [config?.symbols, selectedSymbol, positions]); + // Calculate live account info with real-time mark prices // This supplements the official balance data with live price updates const liveAccountInfo = useMemo(() => { @@ -250,24 +294,26 @@ export default function DashboardPage() {
{/* Main Content */} -
- {/* Account Summary - Single Row */} -
+
+ {/* Account Summary - Minimal Design */} +
{/* Total Balance */} -
- +
+
- Balance -
+ Balance +
{isLoading ? ( - + ) : ( <> - {formatCurrency(liveAccountInfo.totalBalance)} + {formatCurrency(liveAccountInfo.totalBalance)} {balanceStatus.error ? ( - ! + ERROR ) : balanceStatus.source === 'websocket' ? ( - L + LIVE + ) : balanceStatus.source === 'rest-account' || balanceStatus.source === 'rest-balance' ? ( + REST ) : null} )} @@ -275,59 +321,59 @@ export default function DashboardPage() {
-
+
- {/* Available */} -
- + {/* Available Balance */} +
+
- Available + Available {isLoading ? ( - + ) : ( - {formatCurrency(liveAccountInfo.availableBalance)} + {formatCurrency(liveAccountInfo.availableBalance)} )}
-
+
- {/* In Position */} -
- + {/* Position Value */} +
+
- In Position + In Position {isLoading ? ( - + ) : ( - {formatCurrency(liveAccountInfo.totalPositionValue)} + {formatCurrency(liveAccountInfo.totalPositionValue)} )}
-
+
{/* Unrealized PnL */} -
+
{liveAccountInfo.totalPnL >= 0 ? ( - + ) : ( - + )}
- PnL + Unrealized PnL {isLoading ? ( - + ) : ( -
- + = 0 ? 'text-green-600 dark:text-green-400' : 'text-red-600 dark:text-red-400' }`}> {formatCurrency(liveAccountInfo.totalPnL)} = 0 ? "outline" : "destructive"} - className={`h-3 text-[9px] px-0.5 ${ + className={`h-4 text-[10px] px-1 ${ liveAccountInfo.totalPnL >= 0 ? 'border-green-600 text-green-600 dark:border-green-400 dark:text-green-400' : '' @@ -343,30 +389,42 @@ export default function DashboardPage() {
-
+
- {/* 24h Performance */} + {/* 24h Performance - Inline */} -
+
- {/* Session */} + {/* Live Session Performance */} -
+
- {/* Active Symbols */} -
- + {/* Active Trading Symbols */} +
+
- Symbols + Active Symbols
{config?.symbols && Object.keys(config.symbols).length > 0 ? ( <> - {Object.keys(config.symbols).length} + {Object.keys(config.symbols).length} +
+ {Object.keys(config.symbols).slice(0, 3).map((symbol, _index) => ( + + {symbol.replace('USDT', '')} + + ))} + {Object.keys(config.symbols).length > 3 && ( + + +{Object.keys(config.symbols).length - 3} + + )} +
) : ( - 0 + 0 )}
@@ -381,6 +439,16 @@ export default function DashboardPage() { onClosePosition={handleClosePosition} /> + {/* Trading Chart with Symbol Selector */} + {config?.symbols && Object.keys(config.symbols).length > 0 && selectedSymbol && ( + 0 ? availableChartSymbols : Object.keys(config.symbols)} + onSymbolChange={setSelectedSymbol} + /> + )} + {/* Recent Orders Table */}
diff --git a/src/app/tranches/page.tsx b/src/app/tranches/page.tsx index 7ff7d2d..35cf44c 100644 --- a/src/app/tranches/page.tsx +++ b/src/app/tranches/page.tsx @@ -1,6 +1,7 @@ 'use client'; -import { useState } from 'react'; +import { useState, useEffect } from 'react'; +import { DashboardLayout } from '@/components/dashboard-layout'; import { TrancheBreakdownCard } from '@/components/TrancheBreakdownCard'; import { TrancheTimeline } from '@/components/TrancheTimeline'; import { Card, CardContent, CardDescription, CardHeader, CardTitle } from '@/components/ui/card'; @@ -8,28 +9,42 @@ import { Tabs, TabsContent, TabsList, TabsTrigger } from '@/components/ui/tabs'; import { Select, SelectContent, SelectItem, SelectTrigger, SelectValue } from '@/components/ui/select'; import { Label } from '@/components/ui/label'; import { Badge } from '@/components/ui/badge'; -import { Layers, TrendingUp, AlertTriangle, Info } from 'lucide-react'; +import { TrendingUp, AlertTriangle, Info } from 'lucide-react'; export default function TranchesPage() { const [selectedSymbol, setSelectedSymbol] = useState('BTCUSDT'); const [selectedSide, setSelectedSide] = useState<'LONG' | 'SHORT'>('LONG'); + const [symbols, setSymbols] = useState(['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'SOLUSDT', 'XRPUSDT']); - // Common trading symbols - const symbols = ['BTCUSDT', 'ETHUSDT', 'BNBUSDT', 'SOLUSDT', 'XRPUSDT']; + // Fetch configured symbols from the config + useEffect(() => { + async function fetchConfiguredSymbols() { + try { + const response = await fetch('/api/config'); + if (response.ok) { + const config = await response.json(); + const configuredSymbols = Object.keys(config.symbols || {}); + if (configuredSymbols.length > 0) { + setSymbols(configuredSymbols); + // Set first configured symbol as default if current selection isn't in list + if (!configuredSymbols.includes(selectedSymbol)) { + setSelectedSymbol(configuredSymbols[0]); + } + } + } + } catch (error) { + console.error('Failed to fetch configured symbols:', error); + // Keep default symbols if fetch fails + } + } + fetchConfiguredSymbols(); + }, []); return ( -
- {/* Page Header */} -
-
- -
-

Multi-Tranche Management

-

- Track multiple position entries for better margin utilization -

-
-
+ +
+ {/* Info Card */} +
{/* Info Card */} @@ -173,6 +188,7 @@ export default function TranchesPage() {
-
+
+ ); } diff --git a/src/bot/index.ts b/src/bot/index.ts index 065597b..c51f564 100644 --- a/src/bot/index.ts +++ b/src/bot/index.ts @@ -9,7 +9,6 @@ import { initializePriceService, stopPriceService, getPriceService } from '../li import { vwapStreamer } from '../lib/services/vwapStreamer'; import { getPositionMode, setPositionMode } from '../lib/api/positionMode'; import { execSync } from 'child_process'; -import { cleanupScheduler } from '../lib/services/cleanupScheduler'; import { db } from '../lib/db/database'; import { configManager } from '../lib/services/configManager'; import pnlService from '../lib/services/pnlService'; @@ -39,10 +38,10 @@ class AsterBot { private positionManager: PositionManager | null = null; private config: Config | null = null; private isRunning = false; - private isPaused = false; private statusBroadcaster: StatusBroadcaster; private isHedgeMode: boolean = false; private tradeSizeWarnings: any[] = []; + private cleanupScheduler: any = null; constructor() { // Will be initialized with config port @@ -162,20 +161,6 @@ logErrorWithTimestamp('❌ Config error:', error.message); this.statusBroadcaster.addError(`Config: ${error.message}`); }); - // Listen for bot control commands from web UI - this.statusBroadcaster.on('bot_control', async (action: string) => { - switch (action) { - case 'pause': - await this.pause(); - break; - case 'resume': - await this.resume(); - break; - default: - logWarnWithTimestamp(`Unknown bot control action: ${action}`); - } - }); - // Check API keys const hasValidApiKeys = this.config.api.apiKey && this.config.api.secretKey && this.config.api.apiKey.length > 0 && this.config.api.secretKey.length > 0; @@ -476,8 +461,98 @@ logErrorWithTimestamp('⚠️ Position Manager failed to start:', error.message logWithTimestamp('ℹ️ Tranche Management disabled for all symbols'); } - // Initialize Hunter - this.hunter = new Hunter(this.config, this.isHedgeMode); + // Initialize Protective Order Service (always available for on-demand protection via UI) + try { + const { initializeProtectiveOrderService } = await import('../lib/services/protectiveOrderService'); + const protectiveOrderService = initializeProtectiveOrderService(this.config); + protectiveOrderService.start(); + logWithTimestamp('✅ Protective Order Service ready (activated per-position via UI)'); + + // Listen for scale_out_position commands from WebSocket + this.statusBroadcaster.removeAllListeners('scale_out_position'); + this.statusBroadcaster.on('scale_out_position', async (data: any) => { + try { + logWithTimestamp(`🛡️ Activating scale out for ${data.symbol} ${data.side}`); + await protectiveOrderService.activateProtection( + data.symbol, + data.side, + data.entryPrice, + data.quantity, + data.settings + ); + this.statusBroadcaster.broadcast('scale_out_position_success', { + symbol: data.symbol, + side: data.side, + timestamp: new Date() + }); + } catch (error: any) { + logErrorWithTimestamp(`❌ Failed to activate scale out for ${data.symbol}:`, error.message); + this.statusBroadcaster.broadcast('scale_out_position_error', { + symbol: data.symbol, + side: data.side, + error: error.message, + timestamp: new Date() + }); + } + }); + + // Listen for deactivate_scale_out commands from WebSocket + this.statusBroadcaster.removeAllListeners('deactivate_scale_out'); + this.statusBroadcaster.on('deactivate_scale_out', async (data: any) => { + try { + logWithTimestamp(`🛡️ Deactivating scale out for ${data.symbol} ${data.side}`); + await protectiveOrderService.deactivateProtection(data.symbol, data.side); + + // Broadcast success and status update + this.statusBroadcaster.broadcast('deactivate_scale_out_success', { + symbol: data.symbol, + side: data.side, + timestamp: new Date() + }); + + // Immediately broadcast status update to UI + this.statusBroadcaster.broadcast('scale_out_status_update', { + symbol: data.symbol, + side: data.side, + isActive: false, + reason: 'manual_deactivation' + }); + } catch (error: any) { + logErrorWithTimestamp(`❌ Failed to deactivate scale out for ${data.symbol}:`, error.message); + this.statusBroadcaster.broadcast('deactivate_scale_out_error', { + symbol: data.symbol, + side: data.side, + error: error.message, + timestamp: new Date() + }); + } + }); + + // Listen for check_scale_out_status commands from WebSocket + this.statusBroadcaster.removeAllListeners('check_scale_out_status'); + this.statusBroadcaster.on('check_scale_out_status', (data: any) => { + const isActive = protectiveOrderService.isProtectionActive(data.symbol, data.side); + this.statusBroadcaster.broadcast('scale_out_status_response', { + symbol: data.symbol, + side: data.side, + isActive, + timestamp: new Date() + }); + }); + } catch (error: any) { + logErrorWithTimestamp('⚠️ Protective Order Service failed to start:', error.message); + this.statusBroadcaster.addError(`Protective Order Service: ${error.message}`); + // Continue without protective orders + } + + // Initialize Hunter (or reuse existing instance to prevent duplicate listeners) + if (!this.hunter) { + this.hunter = new Hunter(this.config, this.isHedgeMode); + } else { + // Remove all old listeners before re-attaching to prevent duplicates + this.hunter.removeAllListeners(); + console.log('[Bot] Removed all old hunter event listeners to prevent duplicates'); + } // Inject status broadcaster for order events this.hunter.setStatusBroadcaster(this.statusBroadcaster); @@ -489,7 +564,8 @@ logErrorWithTimestamp('⚠️ Position Manager failed to start:', error.message // Connect hunter events to position manager and status broadcaster this.hunter.on('liquidationDetected', (liquidationEvent: any) => { - logWithTimestamp(`💥 Liquidation: ${liquidationEvent.symbol} ${liquidationEvent.side} ${liquidationEvent.quantity}`); + console.log(`[Bot] liquidationDetected event received for ${liquidationEvent.symbol}`); + // Broadcast to UI and log activity (don't log to console - already logged in hunter.ts) this.statusBroadcaster.broadcastLiquidation(liquidationEvent); this.statusBroadcaster.logActivity(`Liquidation: ${liquidationEvent.symbol} ${liquidationEvent.side} ${liquidationEvent.quantity}`); }); @@ -506,6 +582,9 @@ logErrorWithTimestamp('⚠️ Position Manager failed to start:', error.message this.statusBroadcaster.logActivity(`Blocked: ${data.symbol} ${data.side} - ${data.blockType}`); }); + // Remove old threshold monitor listeners to prevent duplicates + thresholdMonitor.removeAllListeners('thresholdUpdate'); + // Listen for threshold updates and broadcast to UI thresholdMonitor.on('thresholdUpdate', (thresholdUpdate: any) => { this.statusBroadcaster.broadcastThresholdUpdate(thresholdUpdate); @@ -558,8 +637,20 @@ logErrorWithTimestamp('❌ Hunter error:', error); logWithTimestamp('✅ Liquidation Hunter started'); // Start the cleanup scheduler for liquidation database - cleanupScheduler.start(); -logWithTimestamp('✅ Database cleanup scheduler started (7-day retention)'); + const dbConfig = this.config.global.liquidationDatabase; + const retentionDays = dbConfig?.retentionDays ?? 90; + const cleanupHours = dbConfig?.cleanupIntervalHours ?? 24; + + // Create a new scheduler instance with config values + const { CleanupScheduler } = await import('../lib/services/cleanupScheduler'); + this.cleanupScheduler = new CleanupScheduler(cleanupHours, retentionDays); + this.cleanupScheduler.start(); + + if (retentionDays > 0) { + logWithTimestamp(`✅ Database cleanup scheduler started (${retentionDays}-day retention, runs every ${cleanupHours}h)`); + } else { + logWithTimestamp('✅ Database cleanup scheduler started (retention disabled)'); + } this.isRunning = true; this.statusBroadcaster.setRunning(true); @@ -606,98 +697,6 @@ logErrorWithTimestamp('❌ Failed to start bot:', error); } } - async pause(): Promise { - if (!this.isRunning || this.isPaused) { -logWithTimestamp('⚠️ Cannot pause: Bot is not running or already paused'); - return; - } - - try { -logWithTimestamp('⏸️ Pausing bot...'); - this.isPaused = true; - this.statusBroadcaster.setBotState('paused'); - - // Stop the hunter from placing new trades - if (this.hunter) { - this.hunter.pause(); -logWithTimestamp('✅ Hunter paused (no new trades will be placed)'); - } - -logWithTimestamp('✅ Bot paused - existing positions will continue to be monitored'); - this.statusBroadcaster.logActivity('Bot paused'); - } catch (error) { -logErrorWithTimestamp('❌ Error while pausing bot:', error); - this.statusBroadcaster.addError(`Failed to pause: ${error}`); - } - } - - async resume(): Promise { - if (!this.isRunning || !this.isPaused) { -logWithTimestamp('⚠️ Cannot resume: Bot is not running or not paused'); - return; - } - - try { -logWithTimestamp('▶️ Resuming bot...'); - this.isPaused = false; - this.statusBroadcaster.setBotState('running'); - - // Resume the hunter - if (this.hunter) { - this.hunter.resume(); -logWithTimestamp('✅ Hunter resumed'); - } - -logWithTimestamp('✅ Bot resumed - trading active'); - this.statusBroadcaster.logActivity('Bot resumed'); - } catch (error) { -logErrorWithTimestamp('❌ Error while resuming bot:', error); - this.statusBroadcaster.addError(`Failed to resume: ${error}`); - } - } - - async stopAndCloseAll(): Promise { - if (!this.isRunning) { -logWithTimestamp('⚠️ Cannot stop: Bot is not running'); - return; - } - - try { -logWithTimestamp('🛑 Stopping bot and closing all positions...'); - this.isPaused = false; - this.statusBroadcaster.setBotState('stopped'); - - // Stop the hunter first - if (this.hunter) { - this.hunter.stop(); -logWithTimestamp('✅ Hunter stopped'); - } - - // Close all positions - if (this.positionManager) { - const positions = this.positionManager.getPositions(); - if (positions.length > 0) { -logWithTimestamp(`📊 Closing ${positions.length} open position(s)...`); - await this.positionManager.closeAllPositions(); -logWithTimestamp('✅ All positions closed'); - } else { -logWithTimestamp('ℹ️ No open positions to close'); - } - } - -logWithTimestamp('✅ Bot stopped and all positions closed'); - this.statusBroadcaster.logActivity('Bot stopped and all positions closed'); - - // Don't actually exit the process - just set state to stopped - // This allows the bot to be restarted from the UI - this.isRunning = false; - this.statusBroadcaster.setRunning(false); - } catch (error) { -logErrorWithTimestamp('❌ Error while stopping bot:', error); - this.statusBroadcaster.addError(`Failed to stop: ${error}`); - } - } - private async handleConfigUpdate(newConfig: Config): Promise { logWithTimestamp('🔄 Applying config update...'); @@ -805,7 +804,9 @@ logWithTimestamp('✅ Balance service stopped'); stopPriceService(); logWithTimestamp('✅ Price service stopped'); - cleanupScheduler.stop(); + if (this.cleanupScheduler) { + this.cleanupScheduler.stop(); + } logWithTimestamp('✅ Cleanup scheduler stopped'); configManager.stop(); diff --git a/src/bot/websocketServer.ts b/src/bot/websocketServer.ts index 08bf2b4..57aa6f9 100644 --- a/src/bot/websocketServer.ts +++ b/src/bot/websocketServer.ts @@ -6,7 +6,6 @@ import { getRateLimitManager } from '../lib/api/rateLimitManager'; export interface BotStatus { isRunning: boolean; - botState?: 'running' | 'paused' | 'stopped'; paperMode: boolean; uptime: number; startTime: Date | null; @@ -29,7 +28,6 @@ export class StatusBroadcaster extends EventEmitter { private clients: Set = new Set(); private status: BotStatus = { isRunning: false, - botState: 'stopped', paperMode: true, uptime: 0, startTime: null, @@ -87,22 +85,31 @@ export class StatusBroadcaster extends EventEmitter { } break; - case 'bot_control': - // Handle bot control commands (pause, resume, stop) - const { action } = message; - console.log(`🎮 Bot control requested: ${action}`); - - // Emit event for AsterBot to handle - this.emit('bot_control', action); + case 'scale_out_position': + console.log('🛡️ Scale out requested from web UI:', message.data); + this.emit('scale_out_position', message.data); + ws.send(JSON.stringify({ + type: 'scale_out_position_response', + success: true, + timestamp: Date.now() + })); + break; - // Send acknowledgment - ws.send(JSON.stringify({ - type: 'bot_control_ack', - action, - timestamp: Date.now() + case 'deactivate_scale_out': + console.log('🛡️ Scale out deactivation requested from web UI:', message.data); + this.emit('deactivate_scale_out', message.data); + ws.send(JSON.stringify({ + type: 'deactivate_scale_out_response', + success: true, + timestamp: Date.now() })); break; + case 'check_scale_out_status': + console.log('🛡️ Scale out status check requested from web UI:', message.data); + this.emit('check_scale_out_status', message.data); + break; + case 'ping': ws.send(JSON.stringify({ type: 'pong', timestamp: Date.now() })); break; @@ -183,7 +190,6 @@ export class StatusBroadcaster extends EventEmitter { setRunning(isRunning: boolean): void { this.status.isRunning = isRunning; - this.status.botState = isRunning ? 'running' : 'stopped'; if (isRunning) { this.status.startTime = new Date(); this.status.uptime = 0; @@ -194,11 +200,6 @@ export class StatusBroadcaster extends EventEmitter { this._broadcast('status', this.status); } - setBotState(state: 'running' | 'paused' | 'stopped'): void { - this.status.botState = state; - this._broadcast('status', this.status); - } - addError(error: string): void { this.status.errors.push(error); // Keep only last 10 errors @@ -235,12 +236,18 @@ export class StatusBroadcaster extends EventEmitter { private _broadcast(type: string, data: any): void { const message = JSON.stringify({ type, data }); + let sentCount = 0; this.clients.forEach(client => { if (client.readyState === WebSocket.OPEN) { client.send(message); + sentCount++; } }); + + if (type === 'liquidation') { + console.log(`[WebSocketServer] Sent ${type} to ${sentCount} open clients (${this.clients.size} total)`); + } } logActivity(activity: string): void { @@ -253,6 +260,7 @@ export class StatusBroadcaster extends EventEmitter { // Broadcast liquidation events to connected clients broadcastLiquidation(liquidationEvent: LiquidationEvent): void { + console.log(`[WebSocketServer] Broadcasting liquidation ${liquidationEvent.symbol} to ${this.clients.size} clients`); this._broadcast('liquidation', { symbol: liquidationEvent.symbol, side: liquidationEvent.side, @@ -317,7 +325,6 @@ export class StatusBroadcaster extends EventEmitter { price: number; type: 'opened' | 'closed' | 'updated'; pnl?: number; - paperMode?: boolean; }): void { this._broadcast('position_update', { ...data, @@ -414,7 +421,6 @@ export class StatusBroadcaster extends EventEmitter { quantity: number; pnl?: number; reason?: string; - paperMode?: boolean; }): void { this._broadcast('position_closed', { ...data, @@ -555,115 +561,4 @@ export class StatusBroadcaster extends EventEmitter { timestamp: new Date(), }); } - - // Tranche Management Broadcasting Methods - - // Broadcast when a new tranche is created - broadcastTrancheCreated(data: { - trancheId: string; - symbol: string; - side: 'LONG' | 'SHORT'; - entryPrice: number; - quantity: number; - marginUsed: number; - leverage: number; - tpPrice: number; - slPrice: number; - }): void { - this._broadcast('tranche_created', { - ...data, - timestamp: new Date(), - }); - } - - // Broadcast when a tranche is isolated (underwater >threshold%) - broadcastTrancheIsolated(data: { - trancheId: string; - symbol: string; - side: 'LONG' | 'SHORT'; - entryPrice: number; - currentPrice: number; - unrealizedPnl: number; - pnlPercent: number; - isolationThreshold: number; - }): void { - this._broadcast('tranche_isolated', { - ...data, - timestamp: new Date(), - }); - } - - // Broadcast when a tranche is closed (fully or partially) - broadcastTrancheClosed(data: { - trancheId: string; - symbol: string; - side: 'LONG' | 'SHORT'; - entryPrice: number; - exitPrice: number; - quantity: number; - realizedPnl: number; - closedFully: boolean; - orderId?: string; - }): void { - this._broadcast('tranche_closed', { - ...data, - timestamp: new Date(), - }); - } - - // Broadcast when tranches are synced with exchange position - broadcastTrancheSyncUpdate(data: { - symbol: string; - side: 'LONG' | 'SHORT'; - totalTranches: number; - activeTranches: number; - isolatedTranches: number; - totalQuantity: number; - exchangeQuantity: number; - syncStatus: 'synced' | 'drift' | 'conflict'; - quantityDrift?: number; - }): void { - this._broadcast('tranche_sync', { - ...data, - timestamp: new Date(), - }); - } - - // Broadcast real-time P&L updates for all tranches - broadcastTranchePnLUpdate(data: { - symbol: string; - side: 'LONG' | 'SHORT'; - activeTranches: Array<{ - trancheId: string; - entryPrice: number; - currentPrice: number; - quantity: number; - unrealizedPnl: number; - pnlPercent: number; - isolated: boolean; - }>; - totalUnrealizedPnl: number; - weightedAvgEntry: number; - }): void { - this._broadcast('tranche_pnl_update', { - ...data, - timestamp: new Date(), - }); - } - - // Broadcast when tranche limit is reached - broadcastTrancheLimitReached(data: { - symbol: string; - side: 'LONG' | 'SHORT'; - activeTranches: number; - maxTranches: number; - isolatedTranches: number; - maxIsolatedTranches: number; - reason: string; - }): void { - this._broadcast('tranche_limit_reached', { - ...data, - timestamp: new Date(), - }); - } } \ No newline at end of file diff --git a/src/components/BotControlButtons.tsx b/src/components/BotControlButtons.tsx index ea568ca..c3b8fe9 100644 --- a/src/components/BotControlButtons.tsx +++ b/src/components/BotControlButtons.tsx @@ -4,18 +4,29 @@ import { useState } from 'react'; import { useBotStatus } from '@/hooks/useBotStatus'; import { Button } from '@/components/ui/button'; import { toast } from 'sonner'; -import { Pause, Play, Loader2 } from 'lucide-react'; +import { Pause, Play, Square, Loader2 } from 'lucide-react'; +import { + AlertDialog, + AlertDialogAction, + AlertDialogCancel, + AlertDialogContent, + AlertDialogDescription, + AlertDialogFooter, + AlertDialogHeader, + AlertDialogTitle, +} from '@/components/ui/alert-dialog'; export default function BotControlButtons() { const { status, isConnected } = useBotStatus(); const [isLoading, setIsLoading] = useState(false); + const [showStopDialog, setShowStopDialog] = useState(false); const botState = (status as any)?.botState || 'stopped'; const isRunning = botState === 'running'; const isPaused = botState === 'paused'; const isStopped = botState === 'stopped'; - const sendControlCommand = async (action: 'pause' | 'resume') => { + const sendControlCommand = async (action: 'pause' | 'resume' | 'stop') => { setIsLoading(true); try { const response = await fetch('/api/bot/control', { @@ -30,9 +41,11 @@ export default function BotControlButtons() { throw new Error(data.error || `Failed to ${action} bot`); } - toast.success(`Bot ${action === 'pause' ? 'paused' : 'resumed'}`, { - description: action === 'pause' - ? 'No new trades will be placed' + toast.success(`Bot ${action === 'stop' ? 'stopped' : action === 'pause' ? 'paused' : 'resumed'} successfully`, { + description: action === 'stop' + ? 'All positions are being closed' + : action === 'pause' + ? 'No new trades will be placed, positions will continue to be monitored' : 'Trading has resumed' }); } catch (error: any) { @@ -47,46 +60,100 @@ export default function BotControlButtons() { const handlePause = () => sendControlCommand('pause'); const handleResume = () => sendControlCommand('resume'); + const handleStop = () => { + setShowStopDialog(true); + }; + + const confirmStop = () => { + setShowStopDialog(false); + sendControlCommand('stop'); + }; if (!isConnected || isStopped) { return null; } return ( -
- {isRunning && ( - - )} + <> +
+ {isRunning && ( + + )} + + {isPaused && ( + + )} - {isPaused && ( - )} -
+
+ + + + + Stop Bot & Close All Positions? + + This will: +
    +
  • Stop monitoring for new liquidations
    • +
  • Close all open positions at market price
    • +
  • Cancel all open orders
    • +
  • Stop the bot completely
    • +
+

+ This action cannot be undone. Are you sure? +

+ + + + Cancel + + Stop & Close All + + + + + ); } diff --git a/src/components/LiquidationFeed.tsx b/src/components/LiquidationFeed.tsx index 29810f7..16dff37 100644 --- a/src/components/LiquidationFeed.tsx +++ b/src/components/LiquidationFeed.tsx @@ -41,21 +41,27 @@ export default function LiquidationFeed({ volumeThresholds = {}, maxEvents = 50 }); const { formatQuantity, formatPriceWithCommas } = useSymbolPrecision(); - // Capture initial values to avoid re-running effect when props change - const initialMaxEvents = useRef(maxEvents); - const initialVolumeThresholds = useRef(volumeThresholds); + // Use refs to track current prop values without causing re-subscriptions + const volumeThresholdsRef = useRef(volumeThresholds); + const maxEventsRef = useRef(maxEvents); + + // Update refs when props change (doesn't trigger WebSocket re-subscription) + useEffect(() => { + volumeThresholdsRef.current = volumeThresholds; + maxEventsRef.current = maxEvents; + }, [volumeThresholds, maxEvents]); // Load historical liquidations on mount useEffect(() => { const loadHistoricalLiquidations = async () => { try { - const response = await fetch(`/api/liquidations?limit=${initialMaxEvents.current}`); + const response = await fetch(`/api/liquidations?limit=${maxEventsRef.current}`); if (response.ok) { const result = await response.json(); if (result.success && result.data) { const historicalEvents = result.data.map((liq: any) => { - const volume = liq.volume_usdt || (liq.quantity * liq.price); - const threshold = initialVolumeThresholds.current[liq.symbol] || 10000; + const volume = liq.quantity * liq.price; + const threshold = volumeThresholdsRef.current[liq.symbol] || 10000; return { symbol: liq.symbol, side: liq.side, @@ -98,15 +104,17 @@ export default function LiquidationFeed({ volumeThresholds = {}, maxEvents = 50 loadHistoricalLiquidations(); }, []); // Only run once on mount - using refs for current values - // Handle WebSocket messages + // Handle WebSocket messages - Subscribe ONCE on mount useEffect(() => { + console.log('[LiquidationFeed] Subscribing to WebSocket'); + const handleMessage = (message: any) => { if (message.type === 'liquidation') { const liquidationData = message.data; - // Calculate volume and determine if high volume + // Calculate volume and determine if high volume (use ref for latest threshold) const volume = liquidationData.quantity * liquidationData.price; - const threshold = volumeThresholds[liquidationData.symbol] || 10000; // Default $10k + const threshold = volumeThresholdsRef.current[liquidationData.symbol] || 10000; const isHighVolume = volume >= threshold; const liquidationEvent: LiquidationEvent = { @@ -116,7 +124,7 @@ export default function LiquidationFeed({ volumeThresholds = {}, maxEvents = 50 }; setEvents(prev => { - const newEvents = [liquidationEvent, ...prev].slice(0, maxEvents); + const newEvents = [liquidationEvent, ...prev].slice(0, maxEventsRef.current); // Update stats const now = Date.now(); @@ -148,10 +156,11 @@ export default function LiquidationFeed({ volumeThresholds = {}, maxEvents = 50 const cleanupConnectionListener = websocketService.addConnectionListener(handleConnectionChange); return () => { + console.log('[LiquidationFeed] Cleaning up WebSocket subscription'); cleanupMessageHandler(); cleanupConnectionListener(); }; - }, [volumeThresholds, maxEvents]); + }, []); // Empty deps - subscribe to WebSocket only once on mount const formatTime = (timestamp: Date | number): string => { const date = timestamp instanceof Date ? timestamp : new Date(timestamp); diff --git a/src/components/LiquidationSidebar.tsx b/src/components/LiquidationSidebar.tsx index 47cf050..7b494fd 100644 --- a/src/components/LiquidationSidebar.tsx +++ b/src/components/LiquidationSidebar.tsx @@ -35,22 +35,38 @@ export default function LiquidationSidebar({ volumeThresholds = {}, maxEvents = const [newEventIds, setNewEventIds] = useState>(new Set()); const _containerRef = useRef(null); const prevEventsRef = useRef([]); + + // Generate unique instance ID for debugging + const instanceId = useRef(Math.random().toString(36).substring(7)); - // Capture initial values to avoid re-running effect when props change - const initialMaxEvents = useRef(maxEvents); - const initialVolumeThresholds = useRef(volumeThresholds); + // Use refs to track current prop values without causing re-subscriptions + const volumeThresholdsRef = useRef(volumeThresholds); + const maxEventsRef = useRef(maxEvents); + + // Update refs when props change (doesn't trigger WebSocket re-subscription) + useEffect(() => { + volumeThresholdsRef.current = volumeThresholds; + maxEventsRef.current = maxEvents; + }, [volumeThresholds, maxEvents]); // Load historical liquidations on mount useEffect(() => { + console.log(`[LiquidationSidebar:${instanceId.current}] Historical liquidation useEffect triggered`); + const loadHistoricalLiquidations = async () => { try { - const response = await fetch(`/api/liquidations?limit=${initialMaxEvents.current}`); + console.log(`[LiquidationSidebar:${instanceId.current}] Fetching historical liquidations from API...`); + const response = await fetch(`/api/liquidations?limit=${maxEventsRef.current}`); + console.log(`[LiquidationSidebar:${instanceId.current}] API response status:`, response.status); + if (response.ok) { const result = await response.json(); + console.log(`[LiquidationSidebar:${instanceId.current}] API response:`, result); + if (result.success && result.data) { const historicalEvents = result.data.map((liq: any) => { const volume = liq.volume_usdt || (liq.quantity * liq.price); - const threshold = initialVolumeThresholds.current[liq.symbol] || 10000; + const threshold = volumeThresholdsRef.current[liq.symbol] || 10000; return { symbol: liq.symbol, side: liq.side, @@ -65,12 +81,16 @@ export default function LiquidationSidebar({ volumeThresholds = {}, maxEvents = isHighVolume: volume >= threshold, }; }); - console.log(`Loaded ${historicalEvents.length} historical liquidations`); + console.log(`[LiquidationSidebar:${instanceId.current}] Loaded ${historicalEvents.length} historical liquidations`); setEvents(historicalEvents); + } else { + console.log(`[LiquidationSidebar:${instanceId.current}] No data in API response or unsuccessful`); } + } else { + console.error(`[LiquidationSidebar:${instanceId.current}] API request failed with status:`, response.status); } } catch (error) { - console.error('Failed to load historical liquidations:', error); + console.error(`[LiquidationSidebar:${instanceId.current}] Failed to load historical liquidations:`, error); } finally { setIsLoading(false); } @@ -79,15 +99,18 @@ export default function LiquidationSidebar({ volumeThresholds = {}, maxEvents = loadHistoricalLiquidations(); }, []); // Only run once on mount - using refs for current values - // Handle WebSocket messages for real-time updates + // Handle WebSocket messages for real-time updates - Subscribe ONCE on mount useEffect(() => { + console.log(`[LiquidationSidebar:${instanceId.current}] Subscribing to WebSocket`); + const handleMessage = (message: any) => { if (message.type === 'liquidation') { + console.log(`[LiquidationSidebar:${instanceId.current}] Received liquidation:`, message.data?.symbol, 'eventTime:', message.data?.eventTime); const liquidationData = message.data; - // Calculate volume and determine if high volume + // Calculate volume and determine if high volume (use ref for latest threshold) const volume = liquidationData.quantity * liquidationData.price; - const threshold = volumeThresholds[liquidationData.symbol] || 10000; // Default $10k + const threshold = volumeThresholdsRef.current[liquidationData.symbol] || 10000; const isHighVolume = volume >= threshold; const liquidationEvent: LiquidationEvent = { @@ -98,10 +121,23 @@ export default function LiquidationSidebar({ volumeThresholds = {}, maxEvents = // Mark this event as new for animation const eventId = `${liquidationData.symbol}-${liquidationData.eventTime}`; - setNewEventIds(prev => new Set([...prev, eventId])); setEvents(prev => { - const newEvents = [liquidationEvent, ...prev].slice(0, maxEvents); + // Check if this liquidation already exists (deduplicate) + const isDuplicate = prev.some(e => + e.symbol === liquidationData.symbol && + e.eventTime === liquidationData.eventTime + ); + + if (isDuplicate) { + console.log(`[LiquidationSidebar:${instanceId.current}] Duplicate liquidation detected, skipping:`, eventId); + return prev; + } + + // Mark as new for animation + setNewEventIds(prevIds => new Set([...prevIds, eventId])); + + const newEvents = [liquidationEvent, ...prev].slice(0, maxEventsRef.current); prevEventsRef.current = newEvents; return newEvents; }); @@ -127,10 +163,11 @@ export default function LiquidationSidebar({ volumeThresholds = {}, maxEvents = const cleanupConnectionListener = websocketService.addConnectionListener(handleConnectionChange); return () => { + console.log(`[LiquidationSidebar:${instanceId.current}] Cleaning up WebSocket subscription`); cleanupMessageHandler(); cleanupConnectionListener(); }; - }, [volumeThresholds, maxEvents]); + }, []); // Empty deps - subscribe to WebSocket only once on mount const formatTime = (timestamp: Date | number): string => { const date = timestamp instanceof Date ? timestamp : new Date(timestamp); @@ -175,7 +212,7 @@ export default function LiquidationSidebar({ volumeThresholds = {}, maxEvents = }; return ( -
+
diff --git a/src/components/PerformanceCardInline.tsx b/src/components/PerformanceCardInline.tsx index 9574ded..1d73e9f 100644 --- a/src/components/PerformanceCardInline.tsx +++ b/src/components/PerformanceCardInline.tsx @@ -3,7 +3,7 @@ import React, { useEffect, useState } from 'react'; import { Badge } from '@/components/ui/badge'; import { Skeleton } from '@/components/ui/skeleton'; -import { Clock } from 'lucide-react'; +import { Clock, TrendingUp, TrendingDown } from 'lucide-react'; import websocketService from '@/lib/services/websocketService'; import dataStore from '@/lib/services/dataStore'; @@ -115,42 +115,51 @@ export default function PerformanceCardInline() { if (isLoading || !pnlData) { return ( -
+
- 24h - + 24h Performance +
); } const totalPnL = pnlData.metrics.totalPnl; + const totalRealizedPnL = pnlData.metrics.totalRealizedPnl; + const totalFees = pnlData.metrics.totalCommission + pnlData.metrics.totalFundingFee; const totalTrades = pnlData.dailyPnL.reduce((sum, day) => sum + day.tradeCount, 0); const isProfit = totalPnL >= 0; const returnPercent = totalBalance > 0 ? (totalPnL / totalBalance) * 100 : 0; return ( -
+
-
- 24h +
+ 24h {totalTrades > 0 && ( - - {totalTrades} + + {totalTrades} trades )}
-
- - {formatCurrency(totalPnL)} - +
+
+ {isProfit ? ( + + ) : ( + + )} + + {formatCurrency(totalPnL)} + +
{formatPercentage(returnPercent)} +
+ Real: {formatCurrency(totalRealizedPnL)} + Fees: {formatCurrency(Math.abs(totalFees))} +
diff --git a/src/components/PersistentErrorBanner.tsx b/src/components/PersistentErrorBanner.tsx index 95ac33b..98fb9aa 100644 --- a/src/components/PersistentErrorBanner.tsx +++ b/src/components/PersistentErrorBanner.tsx @@ -31,8 +31,15 @@ const ERROR_COLORS = { export function PersistentErrorBanner() { const [systemicErrors, setSystemicErrors] = useState>(new Map()); + const [hasShownInitialConnection, setHasShownInitialConnection] = useState(false); useEffect(() => { + // Wait 5 seconds before allowing websocket errors to be shown + // This prevents the banner from flashing on initial page load + const initialDelay = setTimeout(() => { + setHasShownInitialConnection(true); + }, 5000); + const cleanup = websocketService.addMessageHandler((message: any) => { if (!message.type || !message.type.endsWith('_error')) { return; @@ -50,6 +57,11 @@ export function PersistentErrorBanner() { return; } + // Skip websocket errors during initial 5 second grace period + if (message.type === 'websocket_error' && !hasShownInitialConnection) { + return; + } + // Determine error type let errorType: ErrorType = 'general'; if (message.type === 'websocket_error') errorType = 'websocket'; @@ -109,10 +121,11 @@ export function PersistentErrorBanner() { }, 10000); // Check every 10 seconds return () => { + clearTimeout(initialDelay); cleanup(); clearInterval(interval); }; - }, []); + }, [hasShownInitialConnection]); const dismissError = (key: string) => { setSystemicErrors(prev => { diff --git a/src/components/PnLChart.tsx b/src/components/PnLChart.tsx index 11162a0..eb92176 100644 --- a/src/components/PnLChart.tsx +++ b/src/components/PnLChart.tsx @@ -533,31 +533,31 @@ export default function PnLChart() { return ( - -
+ +
{!isCollapsed && ( -
+
setChartType(value as ChartType)}> - - Daily - Total - Breakdown - Per Symbol + + Daily + Total + Breakdown + Per Symbol
@@ -595,19 +595,19 @@ export default function PnLChart() { {/* Performance Summary - Minimal inline design */} {safeMetrics && ( -
-
+
+
{safeMetrics.totalPnl >= 0 ? ( - + ) : ( - + )} - = 0 ? 'text-green-600 dark:text-green-400' : 'text-red-600 dark:text-red-400'}`}> + = 0 ? 'text-green-600 dark:text-green-400' : 'text-red-600 dark:text-red-400'}`}> {formatTooltipValue(safeMetrics.totalPnl)} = 0 ? "outline" : "destructive"} - className={`h-3.5 md:h-4 text-[9px] md:text-[10px] px-0.5 md:px-1 ${safeMetrics.totalPnl >= 0 ? 'border-green-600 text-green-600 dark:border-green-400 dark:text-green-400' : ''}`} + className={`h-4 text-[10px] px-1 ${safeMetrics.totalPnl >= 0 ? 'border-green-600 text-green-600 dark:border-green-400 dark:text-green-400' : ''}`} > {pnlPercentage >= 0 ? '+' : ''}{pnlPercentage.toFixed(2)}% @@ -615,17 +615,17 @@ export default function PnLChart() {
-
- - Win - +
+ + Win + {safeMetrics.winRate.toFixed(1)}%
-
+
-
+
APR
-
+
Best: {safeMetrics.bestDay ? formatTooltipValue(safeMetrics.bestDay.netPnl) : '-'} Worst: {safeMetrics.worstDay ? formatTooltipValue(safeMetrics.worstDay.netPnl) : '-'} Avg: {formatTooltipValue(safeMetrics.avgDailyPnl)} @@ -656,19 +656,19 @@ export default function PnLChart() { ) : chartType === 'symbols' ? ( ) : ( - + {chartType === 'daily' ? ( - + - + } /> ) : ( - + - + } /> >({}); const [vwapData, setVwapData] = useState>({}); + const [protectionStatus, setProtectionStatus] = useState>({}); const [isCollapsed, setIsCollapsed] = useState(false); const [closePositionModal, setClosePositionModal] = useState<{ isOpen: boolean; @@ -69,6 +71,19 @@ export default function PositionTable({ quantity: 0, }); const [isClosingPosition, setIsClosingPosition] = useState(false); + const [protectPositionModal, setProtectPositionModal] = useState<{ + isOpen: boolean; + position: { + symbol: string; + side: 'LONG' | 'SHORT'; + quantity: number; + entryPrice: number; + markPrice: number; + } | null; + }>({ + isOpen: false, + position: null, + }); const { config } = useConfig(); const { formatPrice, formatQuantity, formatPriceWithCommas } = useSymbolPrecision(); @@ -181,13 +196,18 @@ export default function PositionTable({ }); setVwapData(prev => ({ ...prev, ...vwapUpdates })); } + } else if (message.type === 'scale_out_status_update') { + // Update scale out button status when orders are filled/canceled + const { symbol, side, isActive } = message.data; + const key = `${symbol}_${side}`; + setProtectionStatus(prev => ({ ...prev, [key]: isActive })); } }; const cleanupWebSocket = websocketService.addMessageHandler(handleWebSocketMessage); - // Load initial VWAP data once - loadVWAPData(); + // Skip initial VWAP load - WebSocket will provide updates + // loadVWAPData(); // Cleanup on unmount return () => { @@ -235,6 +255,53 @@ export default function PositionTable({ } }, [positions.length, loadVWAPData]); // Include loadVWAPData dependency + // Load scale out status for all positions on mount and when position count changes + useEffect(() => { + const displayedPositions = positions.length > 0 ? positions : realPositions; + if (displayedPositions.length === 0) return; + + // Create a unique key for each position to track what we've checked + const positionKeys = displayedPositions.map(p => `${p.symbol}_${p.side}`); + const uncheckedPositions = displayedPositions.filter(p => { + const key = `${p.symbol}_${p.side}`; + return !(key in protectionStatus); + }); + + // Only check if we have new positions we haven't checked yet + if (uncheckedPositions.length === 0) return; + + // Request status for all positions in parallel (much faster) + const checkStatuses = async () => { + const statusPromises = uncheckedPositions.map(async (position) => { + const key = `${position.symbol}_${position.side}`; + try { + const response = await fetch(`/api/positions/scale-out/status?symbol=${position.symbol}&side=${position.side}`); + if (response.ok) { + const data = await response.json(); + return { key, isActive: data.isActive }; + } + } catch (error) { + console.error(`Failed to check scale out status for ${position.symbol}:`, error); + } + return null; + }); + + const results = await Promise.all(statusPromises); + const updates: Record = {}; + results.forEach(result => { + if (result) updates[result.key] = result.isActive; + }); + + if (Object.keys(updates).length > 0) { + setProtectionStatus(prev => ({ ...prev, ...updates })); + } + }; + + // Small delay to batch requests after component mounts + const timer = setTimeout(checkStatuses, 100); + return () => clearTimeout(timer); + }, [positions.length, realPositions.length]); // Removed protectionStatus from deps + // Handle close position const handleClosePosition = useCallback((position: Position) => { @@ -327,30 +394,147 @@ export default function PositionTable({ }); }, []); + // Handle protect position + const handleProtectPosition = useCallback((position: Position) => { + const key = `${position.symbol}_${position.side}`; + const isProtected = protectionStatus[key]; + + // If already protected, deactivate instead of showing modal + if (isProtected) { + handleDeactivateProtection(position); + } else { + setProtectPositionModal({ + isOpen: true, + position: { + symbol: position.symbol, + side: position.side, + quantity: position.quantity, + entryPrice: position.entryPrice, + markPrice: position.markPrice, + }, + }); + } + }, [protectionStatus]); + + const handleDeactivateProtection = useCallback(async (position: Position) => { + try { + const response = await fetch('/api/positions/scale-out/deactivate', { + method: 'POST', + headers: { + 'Content-Type': 'application/json', + }, + body: JSON.stringify({ + symbol: position.symbol, + side: position.side, + }), + }); + + const result = await response.json(); + + if (result.success) { + toast.success(`Scale out deactivated for ${position.symbol}`); + const key = `${position.symbol}_${position.side}`; + setProtectionStatus(prev => ({ ...prev, [key]: false })); + } else { + throw new Error(result.error || 'Failed to deactivate scale out'); + } + } catch (error: any) { + console.error('[PositionTable] Error deactivating scale out:', error); + toast.error(`Failed to deactivate scale out`, { + description: error.message || 'Unknown error occurred', + }); + } + }, []); + + const handleProtectConfirm = useCallback(async (settings: ScaleOutSettings) => { + if (!protectPositionModal.position) return; + + try { + const response = await fetch('/api/positions/scale-out', { + method: 'POST', + headers: { + 'Content-Type': 'application/json', + }, + body: JSON.stringify({ + symbol: protectPositionModal.position.symbol, + side: protectPositionModal.position.side, + entryPrice: protectPositionModal.position.entryPrice, + quantity: protectPositionModal.position.quantity, + settings, + }), + }); + + const result = await response.json(); + + if (result.success) { + toast.success(`Scale out active for ${protectPositionModal.position.symbol}`, { + description: settings.enableBreakeven + ? `Breakeven order and ${settings.trimLevels.length} trim level(s) set` + : `${settings.trimLevels.length} trim level(s) set`, + duration: 5000, + }); + + // Update protection status + const key = `${protectPositionModal.position.symbol}_${protectPositionModal.position.side}`; + setProtectionStatus(prev => ({ ...prev, [key]: true })); + } else { + showTradingError( + 'Failed to activate scale out', + result.error || 'An unknown error occurred', + { + symbol: protectPositionModal.position.symbol, + component: 'PositionTable', + rawError: result, + } + ); + } + } catch (error) { + console.error('Error activating protection:', error); + showApiError( + 'Network error', + 'Failed to connect to the server', + { + symbol: protectPositionModal.position.symbol, + component: 'PositionTable', + rawError: error, + } + ); + } finally { + setProtectPositionModal({ isOpen: false, position: null }); + } + }, [protectPositionModal]); + + const handleProtectCancel = useCallback(() => { + setProtectPositionModal({ isOpen: false, position: null }); + }, []); + // Use passed positions if available, otherwise use fetched positions // Apply live mark prices to calculate real-time PnL - const displayPositions = (positions.length > 0 ? positions : realPositions).map(position => { - const liveMarkPrice = markPrices[position.symbol]; - if (liveMarkPrice && liveMarkPrice !== position.markPrice) { - // Calculate live PnL based on current mark price - const entryPrice = position.entryPrice; - const quantity = position.quantity; - const isLong = position.side === 'LONG'; - - const priceDiff = liveMarkPrice - entryPrice; - const livePnL = isLong ? priceDiff * quantity : -priceDiff * quantity; - const notionalValue = quantity * entryPrice; - const livePnLPercent = notionalValue > 0 ? (livePnL / notionalValue) * 100 : 0; - - return { - ...position, - markPrice: liveMarkPrice, - pnl: livePnL, - pnlPercent: livePnLPercent - }; - } - return position; - }); + // Memoized to avoid recalculating on every render + const displayPositions = useMemo(() => { + return (positions.length > 0 ? positions : realPositions).map(position => { + const liveMarkPrice = markPrices[position.symbol]; + if (liveMarkPrice && liveMarkPrice !== position.markPrice) { + // Calculate live PnL based on current mark price + const entryPrice = position.entryPrice; + const quantity = position.quantity; + const isLong = position.side === 'LONG'; + + const priceDiff = liveMarkPrice - entryPrice; + const livePnL = isLong ? priceDiff * quantity : -priceDiff * quantity; + const notionalValue = quantity * entryPrice; + const livePnLPercent = notionalValue > 0 ? (livePnL / notionalValue) * 100 : 0; + + return { + ...position, + markPrice: liveMarkPrice, + pnl: livePnL, + pnlPercent: livePnLPercent + }; + } + return position; + }); + }, [positions, realPositions, markPrices]); const _totalPnL = displayPositions.reduce((sum, p) => sum + p.pnl, 0); const _totalMargin = displayPositions.reduce((sum, p) => sum + p.margin, 0); @@ -378,28 +562,28 @@ export default function PositionTable({ onClick={() => setIsCollapsed(!isCollapsed)} className="flex items-center gap-2 hover:opacity-80 transition-opacity" > - Positions - + Positions + {displayPositions.length} - + {!isCollapsed && ( - -
+ +
- Symbol - Side - Size - Entry/Mark - Liq. Price - PnL - Protection - Actions + Symbol + Side + Size + Entry/Mark + Liq. Price + PnL + Protection + Actions @@ -424,52 +608,52 @@ export default function PositionTable({ return ( - -
- + - + {position.side === 'LONG' ? ( - + ) : ( - + )} {position.side[0]} - -
+ +
{formatQuantity(position.symbol, position.quantity)}
-
+
${position.margin.toFixed(2)}
- -
+ +
${formatPriceWithCommas(position.symbol, position.entryPrice)}
-
+
${formatPriceWithCommas(position.symbol, position.markPrice)}
- + {position.liquidationPrice && position.liquidationPrice > 0 ? ( @@ -486,16 +670,16 @@ export default function PositionTable({ return ( <> {(isNearLiquidation || isCritical) && ( - + )} - + ${formatPriceWithCommas(position.symbol, position.liquidationPrice)} ); })()}
-
+
{(() => { const distancePercent = position.side === 'LONG' ? ((position.markPrice - position.liquidationPrice) / position.markPrice) * 100 @@ -521,20 +705,20 @@ export default function PositionTable({ — )} - +
- = 0 ? 'text-green-600 dark:text-green-400' : 'text-red-600 dark:text-red-400'}`}> + = 0 ? 'text-green-600 dark:text-green-400' : 'text-red-600 dark:text-red-400'}`}> {position.pnl >= 0 ? '+' : ''}${Math.abs(position.pnl).toFixed(2)} = 0 ? "outline" : "destructive"} - className={`h-3 md:h-3.5 text-[8px] md:text-[9px] px-0.5 md:px-1 ${position.pnl >= 0 ? 'border-green-600 text-green-600 dark:border-green-400 dark:text-green-400' : ''}`} + className={`h-3.5 text-[9px] px-1 ${position.pnl >= 0 ? 'border-green-600 text-green-600 dark:border-green-400 dark:text-green-400' : ''}`} > {position.pnlPercent >= 0 ? '+' : ''}{position.pnlPercent.toFixed(1)}%
- +
@@ -612,20 +796,39 @@ export default function PositionTable({ )}
- - + +
+ {(() => { + const key = `${position.symbol}_${position.side}`; + const isProtected = protectionStatus[key]; + return ( + + ); + })()} + +
); @@ -703,6 +906,16 @@ export default function PositionTable({ + + {/* Scale Out Modal */} + {protectPositionModal.position && ( + + )} ); } \ No newline at end of file diff --git a/src/components/ProtectiveOrdersSection.tsx b/src/components/ProtectiveOrdersSection.tsx new file mode 100644 index 0000000..ab316c5 --- /dev/null +++ b/src/components/ProtectiveOrdersSection.tsx @@ -0,0 +1,228 @@ +'use client'; + +import { Card, CardContent, CardDescription, CardHeader, CardTitle } from '@/components/ui/card'; +import { Label } from '@/components/ui/label'; +import { Input } from '@/components/ui/input'; +import { Switch } from '@/components/ui/switch'; +import { Separator } from '@/components/ui/separator'; +import { Button } from '@/components/ui/button'; +import { Info, Plus, Trash2, Shield } from 'lucide-react'; +import { Tooltip, TooltipContent, TooltipProvider, TooltipTrigger } from '@/components/ui/tooltip'; +import { Alert, AlertDescription } from '@/components/ui/alert'; + +interface ProtectiveOrdersSectionProps { + symbol: string; + config: any; + onChange: (field: string, value: any) => void; +} + +export function ProtectiveOrdersSection({ symbol, config, onChange }: ProtectiveOrdersSectionProps) { + const enabled = config.enableProtectiveOrders ?? false; + const breakeven = config.protectiveBreakeven ?? { enabled: false, triggerOffset: 0, trimPercent: 50 }; + const trimLevels = config.protectiveTrimLevels ?? []; + + const handleBreakevenChange = (field: string, value: any) => { + onChange('protectiveBreakeven', { + ...breakeven, + [field]: value, + }); + }; + + const addTrimLevel = () => { + const newLevel = { triggerPercent: 2, trimPercent: 25 }; + onChange('protectiveTrimLevels', [...trimLevels, newLevel]); + }; + + const removeTrimLevel = (index: number) => { + const updated = trimLevels.filter((_: any, i: number) => i !== index); + onChange('protectiveTrimLevels', updated); + }; + + const updateTrimLevel = (index: number, field: string, value: number) => { + const updated = [...trimLevels]; + updated[index] = { ...updated[index], [field]: value }; + onChange('protectiveTrimLevels', updated); + }; + + return ( + + + + + Protective Orders + + + Automatically trim portions of positions at specific price levels before TP/SL + + + + {/* Enable/Disable Toggle */} +
+
+ +

+ Place LIMIT orders to trim position size at breakeven or profit levels +

+
+ onChange('enableProtectiveOrders', checked)} + /> +
+ + {enabled && ( + <> + + + {/* Breakeven Protection */} +
+
+
+ +

+ Automatically trim position when price returns near entry +

+
+ handleBreakevenChange('enabled', checked)} + /> +
+ + {breakeven.enabled && ( +
+
+
+ + + + + + + +

+ 0 = exact breakeven, 1 = 1% profit, -1 = 1% loss from entry +

+ + + +
+ handleBreakevenChange('triggerOffset', parseFloat(e.target.value) || 0)} + placeholder="0" + /> +

+ Default: 0% (exact breakeven) +

+
+ +
+ + handleBreakevenChange('trimPercent', parseFloat(e.target.value) || 50)} + placeholder="50" + /> +

+ % of position to close (1-100%) +

+
+
+ )} +
+ + + + {/* Multi-Level Trims */} +
+
+
+ +

+ Set multiple profit/loss levels for position trimming +

+
+ +
+ + {trimLevels.length > 0 && ( +
+ {trimLevels.map((level: any, index: number) => ( +
+
+
+ + updateTrimLevel(index, 'triggerPercent', parseFloat(e.target.value) || 0)} + placeholder="2" + /> +
+
+ + updateTrimLevel(index, 'trimPercent', parseFloat(e.target.value) || 25)} + placeholder="25" + /> +
+
+ +
+ ))} +
+ )} +
+ + + + + How it works: Protective orders use LIMIT orders with the po_ prefix. + They won't interfere with your main TP/SL orders. These are complementary safety measures that + execute before your main exit targets. + + + + )} + + + ); +} diff --git a/src/components/RecentOrdersTable.tsx b/src/components/RecentOrdersTable.tsx index d4f1e76..35a5a88 100644 --- a/src/components/RecentOrdersTable.tsx +++ b/src/components/RecentOrdersTable.tsx @@ -130,7 +130,9 @@ export default function RecentOrdersTable({ maxRows: _maxRows = 50 }: RecentOrde // Initial load useEffect(() => { - loadOrders(); + // Clear cache and force initial load + orderStore.clearCache(); + loadOrders(true); }, [loadOrders]); // Subscribe to order updates diff --git a/src/components/ScaleOutModal.tsx b/src/components/ScaleOutModal.tsx new file mode 100644 index 0000000..dbfcd93 --- /dev/null +++ b/src/components/ScaleOutModal.tsx @@ -0,0 +1,435 @@ +'use client'; + +import { useState } from 'react'; +import { Dialog, DialogContent, DialogDescription, DialogFooter, DialogHeader, DialogTitle } from '@/components/ui/dialog'; +import { Button } from '@/components/ui/button'; +import { Label } from '@/components/ui/label'; +import { Input } from '@/components/ui/input'; +import { Switch } from '@/components/ui/switch'; +import { Separator } from '@/components/ui/separator'; +import { Shield, Plus, Trash2, Info, AlertTriangle } from 'lucide-react'; +import { Alert, AlertDescription } from '@/components/ui/alert'; + +interface ScaleOutModalProps { + isOpen: boolean; + onClose: () => void; + position: { + symbol: string; + side: 'LONG' | 'SHORT'; + quantity: number; + entryPrice: number; + markPrice: number; + } | null; + onConfirm: (settings: ScaleOutSettings) => Promise; +} + +export interface ScaleOutSettings { + enableBreakeven: boolean; + breakevenTrimPercent?: number; + trimLevels: Array<{ + profitPercent: number; + trimPercent: number; + }>; + enableTrailingTakeProfit: boolean; + trailingTakeProfitPercent?: number; + trailingActivationPercent?: number; + enableDCAOnDrop?: boolean; + disableDefaultTPSL?: boolean; +} + +export function ScaleOutModal({ isOpen, onClose, position, onConfirm }: ScaleOutModalProps) { + const [isSubmitting, setIsSubmitting] = useState(false); + const [breakevenEnabled, setBreakevenEnabled] = useState(false); + const [breakevenTrim, setBreakevenTrim] = useState(50); + const [trimLevels, setTrimLevels] = useState>([]); + const [trailingTakeProfitEnabled, setTrailingTakeProfitEnabled] = useState(false); + const [trailingTakeProfitPercent, setTrailingTakeProfitPercent] = useState(2); + const [trailingActivationPercent, setTrailingActivationPercent] = useState(1); + const [enableDCAOnDrop, setEnableDCAOnDrop] = useState(false); // Activate when position is 1% profitable + const [disableDefaultTPSL, setDisableDefaultTPSL] = useState(false); + + // Check if any orders would trigger immediately + const getImmediateExecutionWarnings = (): string[] => { + if (!position) return []; + + const warnings: string[] = []; + const currentPnlPercent = ((position.markPrice - position.entryPrice) / position.entryPrice) * 100; + const isLong = position.side === 'LONG'; + + // Adjust for SHORT positions (negative PnL when price goes up) + const effectivePnl = isLong ? currentPnlPercent : -currentPnlPercent; + + // Check if breakeven would trigger immediately + if (breakevenEnabled && effectivePnl >= 0) { + warnings.push(`⚠️ Breakeven order will execute immediately (position is ${effectivePnl.toFixed(2)}% profitable)`); + } + + // Check if any trim levels would trigger immediately + trimLevels.forEach((level, idx) => { + if (effectivePnl >= level.profitPercent) { + warnings.push(`⚠️ Trim level #${idx + 1} (${level.profitPercent}%) will execute immediately`); + } + }); + + return warnings; + }; + + const immediateWarnings = getImmediateExecutionWarnings(); + + const handleAddTrimLevel = () => { + setTrimLevels([...trimLevels, { profitPercent: 2, trimPercent: 25 }]); + }; + + const handleRemoveTrimLevel = (index: number) => { + setTrimLevels(trimLevels.filter((_, i) => i !== index)); + }; + + const handleUpdateTrimLevel = (index: number, field: 'profitPercent' | 'trimPercent', value: number) => { + const updated = [...trimLevels]; + updated[index][field] = value; + setTrimLevels(updated); + }; + + const handleSubmit = async () => { + // Check if there's any full position exit method enabled + const hasFullExit = + (breakevenEnabled && breakevenTrim === 100) || + trimLevels.some(level => level.trimPercent === 100); + + // Check if only trailing TP is enabled (acts like no stop loss) + const onlyTrailingTP = !breakevenEnabled && trimLevels.length === 0 && trailingTakeProfitEnabled; + + // Validate: if disabling default TP/SL, must have full position exit OR understand the risk + if (disableDefaultTPSL) { + if (!breakevenEnabled && trimLevels.length === 0 && !trailingTakeProfitEnabled) { + alert('⚠️ You must enable at least one exit method (Breakeven, Trim Levels, or Trailing TP) when disabling default TP/SL. Otherwise your position has no exit protection.'); + return; + } + + if (onlyTrailingTP) { + const confirmed = confirm( + '⚠️ Warning: Only Trailing TP enabled with no Stop Loss\n\n' + + 'Your position will have NO downside protection. If price moves against you, the position will remain open until liquidation.\n\n' + + 'Trailing TP only closes positions when profitable. Are you sure you want to continue?' + ); + if (!confirmed) return; + } else if (!hasFullExit) { + const confirmed = confirm( + '⚠️ Warning: Partial exit only, no full position close\n\n' + + 'Your scale out settings will only reduce the position size. The remaining position will have no exit protection and could remain open indefinitely.\n\n' + + 'Consider setting at least one trim level to 100% or enabling Breakeven with 100% trim. Continue anyway?' + ); + if (!confirmed) return; + } + } + + setIsSubmitting(true); + try { + await onConfirm({ + enableBreakeven: breakevenEnabled, + breakevenTrimPercent: breakevenTrim, + trimLevels, + enableTrailingTakeProfit: trailingTakeProfitEnabled, + trailingTakeProfitPercent: trailingTakeProfitPercent, + trailingActivationPercent: trailingActivationPercent, + enableDCAOnDrop: enableDCAOnDrop, + disableDefaultTPSL: disableDefaultTPSL, + }); + onClose(); + } catch (error) { + console.error('Failed to activate protection:', error); + } finally { + setIsSubmitting(false); + } + }; + + if (!position) return null; + + return ( + + + + + + Scale Out Strategy - {position.symbol} + + + Configure automated partial exits to reduce position size at specific profit levels + + + +
+ {/* Position Info */} +
+
+ Side: + {position.side} +
+
+ Quantity: + {position.quantity} +
+
+ Entry: + ${position.entryPrice.toFixed(2)} +
+
+ Current: + ${position.markPrice.toFixed(2)} +
+
+ + + + {/* Immediate Execution Warning */} + {immediateWarnings.length > 0 && ( + + + +
Orders will execute immediately:
+
    + {immediateWarnings.map((warning, idx) => ( +
  • {warning}
    • + ))} +
+ + + )} + + {/* Breakeven Protection */} +
+
+
+ +

Trim position when price returns near entry

+
+ +
+ + {breakevenEnabled && ( +
+
+ + setBreakevenTrim(parseFloat(e.target.value) || 50)} + placeholder="50" + /> +

% of position to close

+
+
+ )} +
+ + + + {/* Additional Trim Levels */} +
+
+
+ +

Set multiple profit/loss targets

+
+ +
+ + {trimLevels.length > 0 && ( +
+ {trimLevels.map((level, index) => ( +
+
+
+ + handleUpdateTrimLevel(index, 'profitPercent', parseFloat(e.target.value) || 0)} + placeholder="2" + /> +
+
+ + handleUpdateTrimLevel(index, 'trimPercent', parseFloat(e.target.value) || 25)} + placeholder="25" + /> +
+
+ +
+ ))} +
+ )} +
+ + + + {/* Trailing Take Profit */} +
+
+
+ +

Captures upside while protecting profits (exit never falls below break-even)

+
+ +
+ + {trailingTakeProfitEnabled && ( +
+
+ + setTrailingActivationPercent(parseFloat(e.target.value) || 1)} + placeholder="1" + /> +

+ Trailing activates when position reaches {trailingActivationPercent}% profit +

+
+
+ + setTrailingTakeProfitPercent(parseFloat(e.target.value) || 2)} + placeholder="2" + /> +

+ TP will be placed {trailingTakeProfitPercent}% {position.side === 'LONG' ? 'below' : 'above'} highest profitable price (never below entry) +

+
+
+
+ +

Continue adding to position if liquidations meet threshold

+
+ +
+
+ )} +
+ + + + {/* Disable Default TP/SL */} +
+
+
+ +

Remove bot's automatic stop loss and take profit orders for this position

+
+ +
+ + {disableDefaultTPSL && ( + <> + {(() => { + const hasFullExit = + (breakevenEnabled && breakevenTrim === 100) || + trimLevels.some(level => level.trimPercent === 100); + + const onlyTrailingTP = !breakevenEnabled && trimLevels.length === 0 && trailingTakeProfitEnabled; + const noExitMethods = !breakevenEnabled && trimLevels.length === 0 && !trailingTakeProfitEnabled; + + if (hasFullExit) { + // Full exit configured - no warning needed + return null; + } + + if (noExitMethods) { + return ( + + + +
⚠️ Warning: No exit protection
+

+ You must enable at least one scale out method (breakeven, trim levels, or trailing TP). + Otherwise, your position will remain open indefinitely or until liquidation. +

+ + + ); + } + + if (onlyTrailingTP) { + return ( + + + +
⚠️ Warning: No stop loss protection
+

+ Trailing TP only closes positions when profitable. If price moves against you, + there will be no downside protection and the position could remain open until liquidation. +

+ + + ); + } + + // Partial exits only + return ( + + + +
⚠️ Warning: Partial exit only
+

+ Your scale out settings will only reduce position size. The remaining position will have no exit protection. + Consider setting at least one trim level to 100% for full position close. +

+ + + ); + })()} + + )} +
+ + + + + Protective orders will be placed as LIMIT orders that execute when price hits your targets. + They won't interfere with your existing TP/SL orders. + + +
+ + + + + + + + ); +} diff --git a/src/components/SessionPerformanceCard.tsx b/src/components/SessionPerformanceCard.tsx index cb6cd77..601f4f7 100644 --- a/src/components/SessionPerformanceCard.tsx +++ b/src/components/SessionPerformanceCard.tsx @@ -3,7 +3,7 @@ import React, { useEffect, useState } from 'react'; import { Badge } from '@/components/ui/badge'; import { Skeleton } from '@/components/ui/skeleton'; -import { Activity } from 'lucide-react'; +import { Activity, TrendingUp, TrendingDown } from 'lucide-react'; import websocketService from '@/lib/services/websocketService'; interface SessionPnL { @@ -80,33 +80,70 @@ export default function SessionPerformanceCard() { if (isLoading || !sessionPnL) { return ( -
+
- Session - + Session +
); } + // Calculate win rate + const winRate = sessionPnL.tradeCount > 0 + ? (sessionPnL.winCount / sessionPnL.tradeCount) * 100 + : 0; + + // Calculate average profit per trade + const avgProfitPerTrade = sessionPnL.tradeCount > 0 + ? sessionPnL.realizedPnl / sessionPnL.tradeCount + : 0; + const isProfit = sessionPnL.realizedPnl >= 0; return ( -
+
-
- Session - +
+ Session + {formatDuration(sessionPnL.startTime)}
- - {formatCurrency(sessionPnL.realizedPnl)} - +
+
+ {isProfit ? ( + + ) : ( + + )} + + {formatCurrency(sessionPnL.realizedPnl)} + +
+ {sessionPnL.tradeCount > 0 && ( + <> + + {sessionPnL.tradeCount} trades + +
+ Win: {winRate.toFixed(0)}% + Avg: {formatCurrency(avgProfitPerTrade)} +
+ + )} +
); diff --git a/src/components/SymbolConfigForm.tsx b/src/components/SymbolConfigForm.tsx index 1a355de..d56c99c 100644 --- a/src/components/SymbolConfigForm.tsx +++ b/src/components/SymbolConfigForm.tsx @@ -24,6 +24,7 @@ import { AlertCircle, Settings2, BarChart3, + Database, } from 'lucide-react'; import { toast } from 'sonner'; import { TrancheSettingsSection } from './TrancheSettingsSection'; @@ -144,6 +145,14 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig vwapProtection: false, // VWAP protection disabled by default vwapTimeframe: '1m', // Default to 1 minute timeframe vwapLookback: 100, // Default to 100 candles + // Multi-Tranche defaults (disabled by default) + enableTrancheManagement: false, + trancheIsolationThreshold: 5, + maxTranches: 3, + maxIsolatedTranches: 2, + allowTrancheWhileIsolated: true, + trancheAutoCloseIsolated: false, + trancheRecoveryThreshold: 0.5, }; }; @@ -285,8 +294,8 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig [selectedSymbol]: hasLongSize || hasShortSize })); - setLongTradeSizeInput((hasLongSize && symbolConfig.longTradeSize !== undefined ? symbolConfig.longTradeSize : symbolConfig.tradeSize).toString()); - setShortTradeSizeInput((hasShortSize && symbolConfig.shortTradeSize !== undefined ? symbolConfig.shortTradeSize : symbolConfig.tradeSize).toString()); + setLongTradeSizeInput((hasLongSize && symbolConfig.longTradeSize !== undefined ? symbolConfig.longTradeSize : symbolConfig.tradeSize ?? 100).toString()); + setShortTradeSizeInput((hasShortSize && symbolConfig.shortTradeSize !== undefined ? symbolConfig.shortTradeSize : symbolConfig.tradeSize ?? 100).toString()); } else { setSymbolDetails(null); } @@ -439,12 +448,11 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseFloat(e.target.value); handleGlobalChange('riskPercent', isNaN(value) ? 0 : value); }} - placeholder="90" className="w-24" min="0.1" max="100" @@ -455,7 +463,7 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig

- Maximum percentage of your account to risk across all positions (default: 90%) + Maximum percentage of your account to risk across all positions

@@ -490,7 +498,7 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig

- One-way: All positions use BOTH | Hedge: Separate LONG and SHORT positions (default: HEDGE) + One-way: All positions use BOTH | Hedge: Separate LONG and SHORT positions

@@ -508,19 +516,18 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseInt(e.target.value); handleGlobalChange('maxOpenPositions', isNaN(value) ? 10 : value); }} - placeholder="5" className="w-24" min="1" max="50" step="1" /> - Maximum concurrent positions (default: 5, hedged pairs count as one) + Maximum concurrent positions (hedged pairs count as one)
@@ -598,7 +605,7 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseInt(e.target.value); handleGlobalChange('server', { @@ -606,7 +613,6 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig dashboardPort: isNaN(value) ? 3000 : value }); }} - placeholder="3000" className="w-24" min="1024" max="65535" @@ -623,7 +629,7 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseInt(e.target.value); handleGlobalChange('server', { @@ -631,7 +637,6 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig websocketPort: isNaN(value) ? 8080 : value }); }} - placeholder="8080" className="w-24" min="1024" max="65535" @@ -695,6 +700,85 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig + + {/* Liquidation Database Settings Card */} + + + + + Liquidation Database + + + Configure how long to keep liquidation data for chart analysis + + + +
+ +
+ { + const value = parseInt(e.target.value); + handleGlobalChange('liquidationDatabase', { + ...config.global.liquidationDatabase, + retentionDays: isNaN(value) ? 90 : Math.max(0, value) + }); + }} + className="w-24" + min="0" + max="3650" + step="1" + /> + + Days to keep liquidation data (0 = never delete) + +
+

+ More data means better chart analysis but uses more disk space. + Set to 0 to keep all liquidation data permanently. +

+
+ +
+ +
+ { + const value = parseInt(e.target.value); + handleGlobalChange('liquidationDatabase', { + ...config.global.liquidationDatabase, + cleanupIntervalHours: isNaN(value) ? 24 : Math.max(1, value) + }); + }} + className="w-24" + min="1" + max="168" + step="1" + /> + + How often to run database cleanup (default: 24) + +
+
+ + + + + Current settings: { + (config.global.liquidationDatabase?.retentionDays ?? 90) === 0 + ? "All liquidation data will be kept permanently" + : `Liquidation data older than ${config.global.liquidationDatabase?.retentionDays ?? 90} days will be automatically deleted every ${config.global.liquidationDatabase?.cleanupIntervalHours ?? 24} hours` + } + + + + @@ -809,8 +893,7 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig
{selectedSymbol && config.symbols[selectedSymbol] && ( - <> - +
{selectedSymbol} Settings @@ -830,16 +913,15 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseFloat(e.target.value); handleSymbolChange(selectedSymbol, 'longVolumeThresholdUSDT', isNaN(value) ? 0 : value); }} - placeholder="10000" min="0" />

- Min liquidation volume for longs (default: 10000 USDT) + Min liquidation volume for longs (buy on sell liquidations)

@@ -847,16 +929,15 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseFloat(e.target.value); handleSymbolChange(selectedSymbol, 'shortVolumeThresholdUSDT', isNaN(value) ? 0 : value); }} - placeholder="10000" min="0" />

- Min liquidation volume for shorts (default: 10000 USDT) + Min liquidation volume for shorts (sell on buy liquidations)

@@ -864,17 +945,16 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseInt(e.target.value); handleSymbolChange(selectedSymbol, 'leverage', isNaN(value) ? 1 : value); }} - placeholder="10" min="1" max="125" />

- Trading leverage (default: 10x) + Trading leverage (1-125x)

@@ -932,18 +1012,17 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseFloat(e.target.value); handleSymbolChange(selectedSymbol, 'tradeSize', isNaN(value) ? 0 : value); }} - placeholder="100" min="0" step="0.01" />

- Position size in USDT (default: 100, used for both long and short) + Position size in USDT (used for both long and short)

{symbolDetails && !loadingDetails && getMinimumMargin() && (
@@ -1090,16 +1169,15 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseFloat(e.target.value); handleSymbolChange(selectedSymbol, 'maxPositionMarginUSDT', isNaN(value) ? 0 : value); }} - placeholder="10000" min="0" />

- Max total margin exposure for this symbol (default: 10000 USDT) + Max total margin exposure for this symbol

@@ -1107,17 +1185,16 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseFloat(e.target.value); handleSymbolChange(selectedSymbol, 'slPercent', isNaN(value) ? 0 : value); }} - placeholder="2" min="0.1" step="0.1" />

- Stop loss percentage (default: 2%) + Stop loss percentage

@@ -1125,17 +1202,16 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseFloat(e.target.value); handleSymbolChange(selectedSymbol, 'tpPercent', isNaN(value) ? 0 : value); }} - placeholder="3" min="0.1" step="0.1" />

- Take profit percentage (default: 3%) + Take profit percentage

@@ -1146,13 +1222,13 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig

- Default order type for opening positions (default: LIMIT) + Default order type for opening positions

@@ -1218,13 +1294,13 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig

- Candle timeframe for VWAP calculation (default: 1m) + Candle timeframe for VWAP calculation

@@ -1243,7 +1319,7 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const value = parseInt(e.target.value); if (e.target.value === '' || isNaN(value)) { @@ -1260,12 +1336,11 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig handleSymbolChange(selectedSymbol, 'vwapLookback', value); } }} - placeholder="100" min="10" max="500" />

- Number of candles for VWAP (default: 100) + Number of candles for VWAP (10-500)

@@ -1313,7 +1388,7 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const seconds = parseFloat(e.target.value); if (e.target.value === '' || isNaN(seconds)) { @@ -1330,7 +1405,6 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig handleSymbolChange(selectedSymbol, 'thresholdTimeWindow', seconds * 1000); } }} - placeholder="60" min="10" max="300" step="10" @@ -1344,7 +1418,7 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig { const seconds = parseFloat(e.target.value); if (e.target.value === '' || isNaN(seconds)) { @@ -1361,7 +1435,6 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig handleSymbolChange(selectedSymbol, 'thresholdCooldown', seconds * 1000); } }} - placeholder="30" min="10" max="300" step="10" @@ -1384,27 +1457,29 @@ export default function SymbolConfigForm({ onSave, currentConfig }: SymbolConfig )} + + {/* Multi-Tranche Position Management */} +
+ + handleSymbolChange(selectedSymbol, field, value)} + /> +
+ )} + + )} - {/* Multi-Tranche Position Management */} - handleSymbolChange(selectedSymbol, field, value)} - /> - - )} - - )} - - {Object.keys(config.symbols).length === 0 && ( -
- -

No symbols configured yet

-

Add a symbol above to get started

-
- )} + {Object.keys(config.symbols).length === 0 && ( +
+ +

No symbols configured yet

+

Add a symbol above to get started

+
+ )} diff --git a/src/components/TradingViewChart.tsx b/src/components/TradingViewChart.tsx new file mode 100644 index 0000000..a5550a1 --- /dev/null +++ b/src/components/TradingViewChart.tsx @@ -0,0 +1,1259 @@ +'use client'; + +import React, { useRef, useEffect, useState, useCallback, useMemo } from 'react'; +import orderStore from '@/lib/services/orderStore'; +import { createChart, IChartApi, ISeriesApi, CandlestickData, Time } from 'lightweight-charts'; +import { Button } from '@/components/ui/button'; +import { Card, CardContent, CardHeader, CardTitle } from '@/components/ui/card'; +import { getCachedKlines, setCachedKlines, updateCachedKlines, getCandlesFor7Days, prependHistoricalKlines } from '@/lib/klineCache'; +import { Select, SelectContent, SelectItem, SelectTrigger, SelectValue } from '@/components/ui/select'; +import { Checkbox } from '@/components/ui/checkbox'; +import { Label } from '@/components/ui/label'; +import { Loader2, AlertCircle, RefreshCw } from 'lucide-react'; + +// Types +interface LiquidationData { + time: number; + event_time: number; + volume: number; + volume_usdt: number; + side: 'BUY' | 'SELL'; + price: number; + quantity: number; +} + +interface GroupedLiquidation { + timestamp: number; + side: number; // 1 = long liquidation (red), 0 = short liquidation (blue) + totalVolume: number; + count: number; + price: number; +} + +interface TradingViewChartProps { + symbol: string; + liquidations?: LiquidationData[]; + positions?: any[]; + className?: string; + availableSymbols?: string[]; + onSymbolChange?: (symbol: string) => void; +} + +const TIMEFRAMES = [ + { value: '1m', label: '1 Min' }, + { value: '5m', label: '5 Min' }, + { value: '15m', label: '15 Min' }, + { value: '30m', label: '30 Min' }, + { value: '1h', label: '1 Hour' }, + { value: '4h', label: '4 Hours' }, + { value: '1d', label: '1 Day' }, +]; + +const LIQUIDATION_GROUPINGS = [ + { value: '1m', label: '1 Min' }, + { value: '5m', label: '5 Min' }, + { value: '15m', label: '15 Min' }, + { value: '30m', label: '30 Min' }, + { value: '1h', label: '1 Hour' }, + { value: '2h', label: '2 Hours' }, + { value: '4h', label: '4 Hours' }, + { value: '6h', label: '6 Hours' }, + { value: '12h', label: '12 Hours' }, + { value: '1d', label: '1 Day' }, +]; + +// Debounce utility +function debounce any>( + func: T, + wait: number +): (...args: Parameters) => void { + let timeout: NodeJS.Timeout; + return (...args: Parameters) => { + clearTimeout(timeout); + timeout = setTimeout(() => func(...args), wait); + }; +} + +// Convert timeframe to seconds for liquidation grouping +function timeframeToSeconds(timeframe: string): number { + const timeframes: Record = { + '1m': 60, + '3m': 180, + '5m': 300, + '15m': 900, + '30m': 1800, + '1h': 3600, + '2h': 7200, + '4h': 14400, + '6h': 21600, + '8h': 28800, + '12h': 43200, + '1d': 86400, + '3d': 259200, + '1w': 604800, + '1M': 2592000 + }; + return timeframes[timeframe] || 300; // Default to 5 minutes +} + +export default function TradingViewChart({ + symbol, + liquidations = [], + positions = [], + className, + availableSymbols = [], + onSymbolChange +}: TradingViewChartProps) { + // Chart refs + const chartContainerRef = useRef(null); + // Responsive chart height (550px - slightly bigger for better visibility) + const [chartHeight, setChartHeight] = useState(550); + // Chart visibility toggle + const [isVisible, setIsVisible] = useState(true); + + useEffect(() => { + function handleResize() { + setChartHeight(550); // Fixed 550px height + } + window.addEventListener('resize', handleResize); + return () => window.removeEventListener('resize', handleResize); + }, []); + + const chartRef = useRef(null); + const candlestickSeriesRef = useRef | null>(null); + const positionLinesRef = useRef([]); + const vwapLineRef = useRef(null); + const orderMarkersRef = useRef([]); + + // State + const [timeframe, setTimeframe] = useState('5m'); + const [loading, setLoading] = useState(true); + const [error, setError] = useState(null); + const [klineData, setKlineData] = useState([]); + const [dbLiquidations, setDbLiquidations] = useState([]); + const [showLiquidations, setShowLiquidations] = useState(true); + const [liquidationGrouping, setLiquidationGrouping] = useState('5m'); + const [openOrders, setOpenOrders] = useState([]); + const [showVWAP, setShowVWAP] = useState(false); + const [showRecentOrders, setShowRecentOrders] = useState(false); + const [showPositions, setShowPositions] = useState(true); // Show TP/SL lines + const [autoRefresh, setAutoRefresh] = useState(false); + const [refreshInterval, setRefreshInterval] = useState(30); // Default 30 seconds + const [lastUpdate, setLastUpdate] = useState(null); + const [isRefreshing, setIsRefreshing] = useState(false); + const [isLoadingHistorical, setIsLoadingHistorical] = useState(false); + const [hasUserInteracted, setHasUserInteracted] = useState(false); + const isInitialLoadRef = useRef(true); + + // Refs to store refresh functions for auto-refresh + const fetchKlineDataRef = useRef<(force?: boolean) => Promise>(); + const fetchLiquidationDataRef = useRef<() => Promise>(); + const fetchOpenOrdersRef = useRef<() => Promise>(); + const isLoadingHistoricalRef = useRef(false); + const loadHistoricalDataRef = useRef<() => Promise>(); + + // Combine props liquidations with database liquidations + const allLiquidations = useMemo(() => + [...liquidations, ...dbLiquidations], + [liquidations, dbLiquidations] + ); + + // Group liquidations by time for marker display + const groupLiquidationsByTime = useCallback((liquidations: LiquidationData[], timeframeStr: string): GroupedLiquidation[] => { + const groups: Record = {}; + const periodSeconds = timeframeToSeconds(timeframeStr); + + // Sort liquidations by time first (don't modify original array) + const sortedLiquidations = [...liquidations].sort((a, b) => a.event_time - b.event_time); + + sortedLiquidations.forEach(liq => { + const timestamp = liq.event_time; // Already in milliseconds + const timestampSeconds = Math.floor(timestamp / 1000); // Convert to seconds + const periodStart = Math.floor(timestampSeconds / periodSeconds) * periodSeconds; + + // SHOW ON LAST CANDLE: Add period duration to show at END of period + const periodEnd = periodStart + periodSeconds; + + // Map database sides: 'SELL' = long liquidation (red), 'BUY' = short liquidation (blue) + const side = liq.side === 'SELL' ? 1 : 0; + const key = `${periodStart}_${side}`; + + if (!groups[key]) { + groups[key] = { + timestamp: periodEnd * 1000, // Use END of period (last candle) + side, + totalVolume: 0, + count: 0, + price: 0 + }; + } + + groups[key].totalVolume += liq.volume_usdt; + groups[key].count += 1; + groups[key].price = (groups[key].price * (groups[key].count - 1) + liq.price) / groups[key].count; + }); + + // Sort the grouped results by timestamp to ensure proper ordering + return Object.values(groups).sort((a, b) => a.timestamp - b.timestamp); + }, []); + + // Get color by volume and side + const getColorByVolume = useCallback((volume: number, side: number): string => { + if (side === 1) { // Long liquidations (red spectrum) + return volume > 1000000 ? '#ff1744' : // >$1M: Bright red + volume > 100000 ? '#ff5722' : // >$100K: Orange-red + '#ff9800'; // <$100K: Orange + } else { // Short liquidations (blue spectrum) + return volume > 1000000 ? '#1976d2' : // >$1M: Dark blue + volume > 100000 ? '#2196f3' : // >$100K: Medium blue + '#64b5f6'; // <$100K: Light blue + } + }, []); + + // Get size by volume + const getSizeByVolume = useCallback((volume: number): number => { + return volume > 1000000 ? 2 : // >$1M: Large + volume > 100000 ? 1 : // >$100K: Medium + 0; // <$100K: Small + }, []); + + // Update position indicators + const updatePositionIndicators = useCallback((positions: any[], orders: any[]) => { + if (!candlestickSeriesRef.current) { + return; + } + + // Clear existing position lines + positionLinesRef.current.forEach(line => { + try { + candlestickSeriesRef.current?.removePriceLine(line); + } catch (_e) { + // Ignore errors from already removed lines + } + }); + positionLinesRef.current = []; + + // Don't show position lines if toggle is off + if (!showPositions) { + return; + } + + // Filter positions for current symbol + const symbolPositions = positions.filter(pos => pos.symbol === symbol); + + symbolPositions.forEach(position => { + try { + const entryPrice = parseFloat(position.entryPrice || position.markPrice || position.avgPrice || '0'); + const quantity = parseFloat(position.quantity || position.positionAmt || position.size || '0'); + const side = position.side; // "LONG" or "SHORT" + const positionAmt = side === 'SHORT' ? -quantity : quantity; // Convert to signed amount + const unrealizedPnl = parseFloat(position.unrealizedProfit || position.pnl || '0'); + const liquidationPrice = parseFloat(position.liquidationPrice || '0'); + + if (entryPrice > 0 && Math.abs(positionAmt) > 0) { + const isLong = positionAmt > 0; + + // Entry price line - using different approach + const entryLine = candlestickSeriesRef.current!.createPriceLine({ + price: entryPrice, + color: isLong ? '#26a69a' : '#ef5350', + lineWidth: 2, + lineStyle: 0, // Solid line + axisLabelVisible: true, + title: `${isLong ? 'LONG' : 'SHORT'} Entry: ${entryPrice}`, + }); + positionLinesRef.current.push(entryLine); + + // Liquidation price line (if available) + if (liquidationPrice > 0) { + const liqLine = candlestickSeriesRef.current!.createPriceLine({ + price: liquidationPrice, + color: '#ff1744', // Bright red for liquidation + lineWidth: 1, + lineStyle: 1, // Dashed line + axisLabelVisible: true, + title: `Liquidation: ${liquidationPrice}`, + }); + positionLinesRef.current.push(liqLine); + } + } + } catch (error) { + console.error('[TradingViewChart] Error adding position line:', error); + } + }); + + // Find and process open orders for current symbol + const symbolOrders = orders.filter(order => order.symbol === symbol); + + symbolOrders.forEach(order => { + try { + const orderPrice = parseFloat(order.stopPrice || order.price || '0'); + + if (orderPrice > 0) { + const isTP = order.type.includes('TAKE_PROFIT'); + const isSL = order.type.includes('STOP') && !isTP; + + let color = '#ffa726'; // Default orange + let title = `Order: ${orderPrice}`; + + if (isTP) { + color = '#4caf50'; // Green for TP + title = `TP: ${orderPrice}`; + } else if (isSL) { + color = '#f44336'; // Red for SL + title = `SL: ${orderPrice}`; + } + + const orderLine = candlestickSeriesRef.current!.createPriceLine({ + price: orderPrice, + color, + lineWidth: 1, + lineStyle: 2, // Dotted line + axisLabelVisible: true, + title, + }); + positionLinesRef.current.push(orderLine); + } + } catch (error) { + console.error('[TradingViewChart] Error adding order line:', error); + } + }); + }, [symbol, showPositions]); + + // Debounced position updates + const debouncedUpdatePositions = useCallback( + // eslint-disable-next-line react-hooks/exhaustive-deps + debounce((positions: any[], orders: any[]) => { + updatePositionIndicators(positions, orders); + }, 250), + [updatePositionIndicators] + ); + + // Load historical data when scrolling back in time + const loadHistoricalData = useCallback(async () => { + if (!symbol || !timeframe || isLoadingHistoricalRef.current) return; + + const cached = getCachedKlines(symbol, timeframe); + if (!cached) return; + + isLoadingHistoricalRef.current = true; + setIsLoadingHistorical(true); + + try { + // Fetch candles before the earliest loaded candle + const endTime = cached.earliestCandleTime - 1; + const response = await fetch(`/api/klines?symbol=${symbol}&interval=${timeframe}&endTime=${endTime}&limit=500`); + const result = await response.json(); + + if (result.success && result.data.length > 0) { + // Prepend historical data to cache + const updated = prependHistoricalKlines(symbol, timeframe, result.data); + + if (updated) { + // Transform and update chart data + const transformedData: CandlestickData[] = updated.data.map((kline: any[]) => { + const timestamp = typeof kline[0] === 'number' ? kline[0] : parseInt(kline[0]); + return { + time: timestamp as Time, + open: parseFloat(kline[1]), + high: parseFloat(kline[2]), + low: parseFloat(kline[3]), + close: parseFloat(kline[4]) + }; + }); + + transformedData.sort((a, b) => (a.time as number) - (b.time as number)); + setKlineData(transformedData); + + console.log(`[TradingViewChart] Loaded ${result.data.length} historical candles`); + } + } + } catch (error) { + console.error('[TradingViewChart] Error loading historical data:', error); + } finally { + setIsLoadingHistorical(false); + isLoadingHistoricalRef.current = false; + } + }, [symbol, timeframe]); + + // Store function ref + loadHistoricalDataRef.current = loadHistoricalData; + + // Fetch liquidation data from database + const fetchLiquidationData = useCallback(async () => { + if (!symbol) return; + + try { + const response = await fetch(`/api/liquidations?symbol=${symbol}&limit=2000`); + const result = await response.json(); + + if (result.success && result.data) { + const transformedLiquidations: LiquidationData[] = result.data.map((liq: any) => ({ + time: liq.event_time, + event_time: liq.event_time, + volume: liq.volume_usdt, + volume_usdt: liq.volume_usdt, + side: liq.side, + price: liq.price, + quantity: liq.quantity + })); + + // Only update if data has changed (check length and latest timestamp) + setDbLiquidations(prev => { + if (prev.length === transformedLiquidations.length && + prev.length > 0 && transformedLiquidations.length > 0 && + prev[prev.length - 1]?.event_time === transformedLiquidations[transformedLiquidations.length - 1]?.event_time) { + return prev; // No change + } + return transformedLiquidations; + }); + } + } catch (error) { + console.error('Error fetching liquidation data:', error); + } + }, [symbol]); + + fetchLiquidationDataRef.current = fetchLiquidationData; + + // Fetch open orders for TP/SL display + const fetchOpenOrders = useCallback(async () => { + if (!symbol) return; + + try { + const response = await fetch('/api/orders'); + const result = await response.json(); + + if (Array.isArray(result)) { + // Filter orders for current symbol + const symbolOrders = result.filter((order: any) => order.symbol === symbol); + + // Only update if data has changed (check length and order IDs) + setOpenOrders(prev => { + if (prev.length === symbolOrders.length && prev.length > 0 && symbolOrders.length > 0) { + const prevIds = prev.map(o => o.orderId).sort().join(','); + const newIds = symbolOrders.map(o => o.orderId).sort().join(','); + if (prevIds === newIds) { + return prev; // No change + } + } + return symbolOrders; + }); + } + } catch (error) { + console.error('Error fetching open orders:', error); + } + }, [symbol]); + + fetchOpenOrdersRef.current = fetchOpenOrders; + + // Fetch kline data with caching + const fetchKlineData = useCallback(async (force = false) => { + if (!symbol || !timeframe) return; + + if (force) { + setIsRefreshing(true); + } else { + setLoading(true); + } + setError(null); + + try { + // When forcing refresh, only fetch the latest candles (much more efficient) + if (force) { + const cached = getCachedKlines(symbol, timeframe); + + if (cached) { + // We have cached data - only fetch latest 2 candles to update + const lastCachedTime = cached.lastCandleTime || cached.data[cached.data.length - 1][0]; + + // Fetch just the latest 2 candles (current incomplete + most recent complete) + const response = await fetch(`/api/klines?symbol=${symbol}&interval=${timeframe}&since=${lastCachedTime}&limit=2`); + const result = await response.json(); + + if (result.success && result.data.length > 0) { + // Update cache with just the new candles + const updated = updateCachedKlines(symbol, timeframe, result.data); + + if (updated) { + // Update chart with merged data + const transformedData: CandlestickData[] = updated.data.map((kline: any[]) => { + const timestamp = typeof kline[0] === 'number' ? kline[0] : parseInt(kline[0]); + return { + time: timestamp as Time, + open: parseFloat(kline[1]), + high: parseFloat(kline[2]), + low: parseFloat(kline[3]), + close: parseFloat(kline[4]) + }; + }); + + transformedData.sort((a, b) => (a.time as number) - (b.time as number)); + + // Only update if data has actually changed + setKlineData(prev => { + if (prev.length === transformedData.length && + prev[prev.length - 1]?.close === transformedData[transformedData.length - 1]?.close) { + return prev; // No change + } + return transformedData; + }); + } + } + } else { + // No cache - do a full initial fetch + const since = Date.now() - (7 * 24 * 60 * 60 * 1000); + const response = await fetch(`/api/klines?symbol=${symbol}&interval=${timeframe}&since=${since}&limit=500`); + const result = await response.json(); + + if (result.success && result.data.length > 0) { + const transformedData: CandlestickData[] = result.data.map((kline: any[]) => { + const timestamp = typeof kline[0] === 'number' ? kline[0] : parseInt(kline[0]); + return { + time: timestamp as Time, + open: parseFloat(kline[1]), + high: parseFloat(kline[2]), + low: parseFloat(kline[3]), + close: parseFloat(kline[4]) + }; + }); + + transformedData.sort((a, b) => (a.time as number) - (b.time as number)); + setKlineData(transformedData); + + // Cache the data + setCachedKlines(symbol, timeframe, result.data); + } + } + + setIsRefreshing(false); + setLastUpdate(new Date()); + return; + } + + // Check cache first for normal loads + const cached = getCachedKlines(symbol, timeframe); + + if (cached) { + // Use cached data immediately + const transformedData: CandlestickData[] = cached.data.map((kline: any[]) => { + const timestamp = typeof kline[0] === 'number' ? kline[0] : parseInt(kline[0]); + return { + time: timestamp as Time, + open: parseFloat(kline[1]), + high: parseFloat(kline[2]), + low: parseFloat(kline[3]), + close: parseFloat(kline[4]) + }; + }); + + // Sort data by time (TradingView requires chronological order) + transformedData.sort((a, b) => (a.time as number) - (b.time as number)); + setKlineData(transformedData); + + // Check if we need to fetch recent updates (cache older than 2 minutes) + const cacheAge = Date.now() - cached.lastUpdate; + const needsUpdate = cacheAge > 2 * 60 * 1000; // 2 minutes + + if (!needsUpdate) { + setLoading(false); + return; + } + + // Fetch only recent candles since last cache update + try { + const updateResponse = await fetch(`/api/klines?symbol=${symbol}&interval=${timeframe}&since=${cached.lastCandleTime}&limit=100`); + const updateResult = await updateResponse.json(); + + if (updateResult.success && updateResult.data.length > 0) { + // Update cache with new data + const updated = updateCachedKlines(symbol, timeframe, updateResult.data); + + if (updated) { + // Update chart with merged data + const updatedTransformed: CandlestickData[] = updated.data.map((kline: any[]) => { + const timestamp = typeof kline[0] === 'number' ? kline[0] : parseInt(kline[0]); + return { + time: timestamp as Time, + open: parseFloat(kline[1]), + high: parseFloat(kline[2]), + low: parseFloat(kline[3]), + close: parseFloat(kline[4]) + }; + }); + + updatedTransformed.sort((a, b) => (a.time as number) - (b.time as number)); + setKlineData(updatedTransformed); + } + } + } catch (updateError) { + console.warn('[TradingViewChart] Failed to fetch updates, using cached data:', updateError); + } + + setLoading(false); + return; + } + + // No cache available, fetch full 7-day history + const sevenDayLimit = getCandlesFor7Days(timeframe); + + const response = await fetch(`/api/klines?symbol=${symbol}&interval=${timeframe}&limit=${sevenDayLimit}`); + const result = await response.json(); + + if (!result.success) { + throw new Error(result.error || 'Failed to fetch kline data'); + } + + // Transform API response to lightweight-charts format + const transformedData: CandlestickData[] = result.data.map((kline: any[]) => { + const timestamp = typeof kline[0] === 'number' ? kline[0] : parseInt(kline[0]); + return { + time: timestamp as Time, + open: parseFloat(kline[1]), + high: parseFloat(kline[2]), + low: parseFloat(kline[3]), + close: parseFloat(kline[4]) + }; + }); + + // Sort data by time (TradingView requires chronological order) + transformedData.sort((a, b) => (a.time as number) - (b.time as number)); + + // Cache the data + setCachedKlines(symbol, timeframe, result.data); + + setKlineData(transformedData); + } catch (error) { + console.error('[TradingViewChart] Error fetching kline data:', error); + setError(error instanceof Error ? error.message : 'Failed to fetch chart data'); + } finally { + setLoading(false); + setIsRefreshing(false); + setLastUpdate(new Date()); + } + }, [symbol, timeframe]); + + // Store function refs for auto-refresh + fetchKlineDataRef.current = fetchKlineData; + + // Initialize chart + useEffect(() => { + // Don't initialize chart if still loading or there's an error or chart is hidden + if (loading || error || !isVisible) { + return; + } + + if (!chartContainerRef.current) { + return; + } + + const containerWidth = chartContainerRef.current.clientWidth; + + try { + const chart = createChart(chartContainerRef.current, { + autoSize: true, + layout: { + textColor: 'white', + background: { color: '#1a1a1a' }, + }, + grid: { + vertLines: { color: 'rgba(197, 203, 206, 0.1)' }, + horzLines: { color: 'rgba(197, 203, 206, 0.1)' }, + }, + crosshair: { + mode: 1, + }, + rightPriceScale: { + borderColor: 'rgba(197, 203, 206, 0.5)', + }, + timeScale: { + borderColor: 'rgba(197, 203, 206, 0.5)', + timeVisible: true, + secondsVisible: false, + }, + }); + + const candlestickSeries = chart.addCandlestickSeries({ + upColor: '#26a69a', + downColor: '#ef5350', + borderVisible: false, + wickUpColor: '#26a69a', + wickDownColor: '#ef5350', + }); + + chartRef.current = chart; + candlestickSeriesRef.current = candlestickSeries; + + // Track user interactions (scrolling, zooming) + const handleVisibleLogicalRangeChange = debounce((newRange: any) => { + if (!newRange) return; + + // Mark that user has interacted if this wasn't triggered by initial load + if (!isInitialLoadRef.current) { + setHasUserInteracted(true); + } + + // Check if we're approaching the beginning of loaded data + const firstVisibleBar = Math.floor(newRange.from); + if (firstVisibleBar < 20 && !loading && loadHistoricalDataRef.current) { + // User is getting close to the oldest loaded data + loadHistoricalDataRef.current(); + } + }, 500); + + chart.timeScale().subscribeVisibleLogicalRangeChange(handleVisibleLogicalRangeChange); + } catch (error) { + console.error(`[TradingViewChart] Error creating chart:`, error); + } + + return () => { + if (chartRef.current) { + chartRef.current.remove(); + chartRef.current = null; + candlestickSeriesRef.current = null; + } + }; + }, [loading, error, isVisible, chartHeight]); // Re-initialize when loading/error/visibility states change + + // Fetch data when symbol or timeframe changes + useEffect(() => { + if (symbol && timeframe && isVisible) { + // Reset interaction state for new symbol/timeframe + setHasUserInteracted(false); + isInitialLoadRef.current = true; + + fetchKlineData(); + fetchLiquidationData(); + fetchOpenOrders(); + } + }, [symbol, timeframe, isVisible, fetchKlineData, fetchLiquidationData, fetchOpenOrders]); + + // Auto-refresh effect - refreshes at configured interval when enabled + useEffect(() => { + if (!autoRefresh || !isVisible || !symbol || !timeframe) { + return; + } + + const intervalMs = refreshInterval * 1000; + const interval = setInterval(() => { + console.log(`[TradingViewChart] Auto-refresh triggered (${refreshInterval}s interval)`); + // Use refs to avoid dependency issues + if (fetchKlineDataRef.current) fetchKlineDataRef.current(true); + if (fetchLiquidationDataRef.current) fetchLiquidationDataRef.current(); + if (fetchOpenOrdersRef.current) fetchOpenOrdersRef.current(); + }, intervalMs); + + return () => clearInterval(interval); + }, [autoRefresh, isVisible, symbol, timeframe, refreshInterval]); + + // Update chart data when klineData changes + useEffect(() => { + if (candlestickSeriesRef.current && klineData.length > 0) { + candlestickSeriesRef.current.setData(klineData); + + // Only set visible range on initial load or if user hasn't interacted + if (chartRef.current && klineData.length > 0 && !hasUserInteracted) { + const totalBars = klineData.length; + + // Calculate how many bars to show (e.g., show 60 bars = 1 hour of 1m candles) + // Adjust this number based on your preference + const barsToShow = Math.min(60, totalBars); // Show up to 60 bars + + // The most recent bar is at index (totalBars - 1) + // We want it at 2/3 of the visible area, so we need to show more bars on the right + const lastBarIndex = totalBars - 1; + const firstBarIndex = Math.max(0, lastBarIndex - barsToShow); + + // Add empty space on the right (1/3 of visible area means adding half of barsToShow) + const rightPadding = Math.floor(barsToShow / 2); + + chartRef.current.timeScale().setVisibleLogicalRange({ + from: firstBarIndex, + to: lastBarIndex + rightPadding, + }); + + // Mark that initial load is complete + isInitialLoadRef.current = false; + } + } + }, [klineData, hasUserInteracted]); + + // Update position indicators when positions change or toggle changes + useEffect(() => { + if (showPositions && positions.length > 0) { + debouncedUpdatePositions(positions, openOrders); + } else if (!showPositions) { + // Clear lines when toggle is off + positionLinesRef.current.forEach(line => { + try { + candlestickSeriesRef.current?.removePriceLine(line); + } catch (_e) { + // Ignore errors + } + }); + positionLinesRef.current = []; + } + }, [positions, openOrders, showPositions, debouncedUpdatePositions]); + + // Manual refresh handler + const handleRefresh = useCallback(() => { + console.log('[TradingViewChart] Manual refresh triggered'); + if (fetchKlineDataRef.current) fetchKlineDataRef.current(true); + if (fetchLiquidationDataRef.current) fetchLiquidationDataRef.current(); + if (fetchOpenOrdersRef.current) fetchOpenOrdersRef.current(); + }, []); + + if (!symbol) { + return ( + + +
+ +

Select a symbol to view chart

+
+ + + ); + } + + // --- Recent orders overlay logic --- + // Use filled orders from orderStore (same as RecentOrdersTable) + const [filledOrders, setFilledOrders] = React.useState([]); + useEffect(() => { + const loadOrders = async () => { + // Only load if toggle is enabled + if (!showRecentOrders) { + setFilledOrders([]); + return; + } + + // Get ALL orders from store data, then filter locally for this symbol + const allOrders = orderStore.getOrders().data; + const symbolFilledOrders = allOrders.filter((order: any) => + order.status === 'FILLED' && order.symbol === symbol + ); + setFilledOrders(symbolFilledOrders); + }; + + loadOrders(); + + // Listen for updates + const handleUpdate = () => { + if (!showRecentOrders) return; // Don't update if toggle is off + // Get ALL orders from store data, then filter locally for this symbol + const allOrders = orderStore.getOrders().data; + const symbolFilledOrders = allOrders.filter((order: any) => + order.status === 'FILLED' && order.symbol === symbol + ); + setFilledOrders(symbolFilledOrders); + }; + orderStore.on('orders:updated', handleUpdate); + orderStore.on('orders:filtered', handleUpdate); + return () => { + orderStore.off('orders:updated', handleUpdate); + orderStore.off('orders:filtered', handleUpdate); + }; + }, [symbol, showRecentOrders]); + + // Combine all overlays into one marker array + React.useEffect(() => { + if (!candlestickSeriesRef.current) return; + let markers: any[] = []; + // Add liquidation markers if enabled + if (showLiquidations && allLiquidations.length > 0) { + const groupedLiquidations = groupLiquidationsByTime(allLiquidations, liquidationGrouping); + const liqMarkers = groupedLiquidations.map(group => ({ + time: Math.floor(group.timestamp / 1000) as Time, + position: 'belowBar', + color: getColorByVolume(group.totalVolume, group.side), + shape: 'circle', + size: getSizeByVolume(group.totalVolume), + text: `${group.count}${group.side === 1 ? 'L' : 'S'} $${group.totalVolume >= 1000 ? (group.totalVolume/1000).toFixed(0) + 'K' : group.totalVolume.toFixed(0)}`, + id: `liq_${group.timestamp}_${group.side}` + })); + markers = markers.concat(liqMarkers); + } + // Add recent order markers if enabled + if (showRecentOrders && filledOrders.length > 0) { + const seenOrderIds = new Set(); + const orderMarkers = filledOrders.map((order: any) => { + if (!order.orderId || seenOrderIds.has(order.orderId)) return null; + seenOrderIds.add(order.orderId); + const orderTime = Number(order.updateTime || order.time || order.transactTime); + let candle = klineData.find(k => typeof k.time === 'number' && Math.abs((k.time * 1000) - orderTime) < 60 * 1000); + if (!candle && klineData.length > 0) { + candle = klineData.reduce((closest, k) => { + return Math.abs((k.time as number * 1000) - orderTime) < Math.abs((closest.time as number * 1000) - orderTime) ? k : closest; + }, klineData[0]); + } + if (!candle) return null; + + // Determine order characteristics + const isBuy = order.side === 'BUY'; + const isReduceOnly = order.reduceOnly === true || order.reduceOnly === 'true'; + const realizedPnl = order.realizedProfit ? parseFloat(order.realizedProfit) : 0; + + // Determine position type based on side and reduce flag + let positionType = ''; + if (isReduceOnly) { + // Reduce order - exiting position + positionType = isBuy ? 'Close SHORT' : 'Close LONG'; + } else { + // Opening order + positionType = isBuy ? 'LONG' : 'SHORT'; + } + + // Determine color and shape + let color: string; + let shape: 'arrowUp' | 'arrowDown' | 'circle'; + let position: 'aboveBar' | 'belowBar'; + + if (isReduceOnly) { + // Exit orders - show profit/loss color + if (realizedPnl > 0) { + color = '#4caf50'; // Green for profit + shape = 'arrowDown'; + position = isBuy ? 'aboveBar' : 'belowBar'; + } else if (realizedPnl < 0) { + color = '#f44336'; // Red for loss + shape = 'arrowDown'; + position = isBuy ? 'aboveBar' : 'belowBar'; + } else { + color = '#9e9e9e'; // Gray for breakeven + shape = 'arrowDown'; + position = isBuy ? 'aboveBar' : 'belowBar'; + } + } else { + // Entry orders + if (isBuy) { + color = '#26a69a'; // Teal for LONG + shape = 'arrowUp'; + position = 'belowBar'; + } else { + color = '#ef5350'; // Red for SHORT + shape = 'arrowDown'; + position = 'aboveBar'; + } + } + + // Build text label with quantity + const qty = order.executedQty || order.origQty || '0'; + const price = order.avgPrice || order.price || order.stopPrice || ''; + + let text = ''; + if (isReduceOnly) { + // Exit order - show close info with P&L + if (realizedPnl !== 0) { + const pnlSign = realizedPnl > 0 ? '+' : ''; + text = `${positionType}\n${qty} @ ${price}\n${pnlSign}$${realizedPnl.toFixed(2)}`; + } else { + text = `${positionType}\n${qty} @ ${price}`; + } + } else { + // Entry order - show position type and size + text = `${positionType}\n${qty} @ ${price}`; + } + + return { + time: candle.time, + position, + color, + shape, + size: 2, + text, + id: `order_${order.orderId}`, + type: 'order' + }; + }).filter(Boolean); + markers = markers.concat(orderMarkers); + } + // Sort all markers by time in ascending order (required by lightweight-charts) + markers.sort((a, b) => (a.time as number) - (b.time as number)); + + // Always update markers when dependencies change (don't use complex comparison) + candlestickSeriesRef.current.setMarkers(markers); + }, [showLiquidations, allLiquidations, liquidationGrouping, showRecentOrders, filledOrders, klineData]); + + // --- VWAP overlay logic --- + React.useEffect(() => { + if (!showVWAP) { + if (candlestickSeriesRef.current && vwapLineRef.current) { + candlestickSeriesRef.current.removePriceLine(vwapLineRef.current); + vwapLineRef.current = null; + } + return; + } + if (!candlestickSeriesRef.current || !symbol) { + return; + } + // Fetch VWAP from streamer API (or fallback to service) + const fetchVWAP = async () => { + try { + const configResp = await fetch('/api/config'); + const configData = await configResp.json(); + const symbolConfig = configData.symbols?.[symbol] || {}; + const timeframe = symbolConfig.vwapTimeframe || '1m'; + const lookback = symbolConfig.vwapLookback || 100; + const vwapResp = await fetch(`/api/vwap?symbol=${symbol}&timeframe=${timeframe}&lookback=${lookback}`); + const vwapData = await vwapResp.json(); + + if (vwapData && vwapData.vwap) { + // Remove previous VWAP line if any + if (vwapLineRef.current) { + candlestickSeriesRef.current?.removePriceLine(vwapLineRef.current); + vwapLineRef.current = null; + } + // Add VWAP line + vwapLineRef.current = candlestickSeriesRef.current?.createPriceLine({ + price: vwapData.vwap, + color: '#ffd600', + lineWidth: 2, + lineStyle: 0, + axisLabelVisible: true, + title: `VWAP (${timeframe})` + }); + } else { + console.warn('[TradingViewChart] No VWAP data returned for', symbol, timeframe, vwapData); + } + } catch (err) { + console.warn('[TradingViewChart] VWAP fetch error', err); + } + }; + fetchVWAP(); + // Optionally, poll for updates every 10s + const interval = setInterval(fetchVWAP, 10000); + return () => { + clearInterval(interval); + if (candlestickSeriesRef.current && vwapLineRef.current) { + candlestickSeriesRef.current.removePriceLine(vwapLineRef.current); + vwapLineRef.current = null; + } + }; + }, [showVWAP, symbol]); + + return ( + + +
+ {availableSymbols.length > 0 && onSymbolChange ? ( + + ) : ( + + {symbol} + + )} + + + + {isVisible && ( + <> +
+ + {lastUpdate && ( + + {lastUpdate.toLocaleTimeString()} + + )} + + )} +
+ + {isVisible && ( +
+
+
+
+ setAutoRefresh(checked as boolean)} + className="h-4 w-4" + /> + +
+ {autoRefresh && ( + + )} +
+ +
+ setShowRecentOrders(checked as boolean)} + className="h-4 w-4" + /> + +
+ +
+ setShowPositions(checked as boolean)} + className="h-4 w-4" + /> + +
+ +
+ setShowVWAP(checked as boolean)} + className="h-4 w-4" + /> + +
+
+ +
+ +
+
+ setShowLiquidations(checked as boolean)} + className="h-4 w-4" + /> + +
+ + {showLiquidations && ( +
+ + +
+ )} +
+ +
+ +
+ + +
+
+ )} + + {isVisible && ( + + {loading && ( +
+
+ +

Loading chart data...

+
+
+ )} + + {error && ( +
+
+ +

{error}

+ +
+
+ )} + + {!loading && !error && ( +
+ {isLoadingHistorical && ( +
+ + Loading history... +
+ )} +
+
+ )} + + )} + + ); +} \ No newline at end of file diff --git a/src/components/app-sidebar.tsx b/src/components/app-sidebar.tsx index 9d3ab36..1e26dd3 100644 --- a/src/components/app-sidebar.tsx +++ b/src/components/app-sidebar.tsx @@ -14,6 +14,8 @@ import { RefreshCw, Bug, Target, + Layers, + FileText, } from "lucide-react" import { RateLimitSidebar } from "@/components/RateLimitSidebar" @@ -50,6 +52,11 @@ const navigation = [ icon: Settings, href: "/config", }, + { + title: "Tranches", + icon: Layers, + href: "/tranches", + }, { title: "Optimizer", icon: Target, @@ -60,6 +67,11 @@ const navigation = [ icon: BookOpen, href: "/wiki", }, + { + title: "System Logs", + icon: FileText, + href: "/logs", + }, { title: "Error Logs", icon: Bug, diff --git a/src/components/dashboard-layout.tsx b/src/components/dashboard-layout.tsx index f325ea4..65db837 100644 --- a/src/components/dashboard-layout.tsx +++ b/src/components/dashboard-layout.tsx @@ -16,7 +16,6 @@ import { LogOut } from "lucide-react" import { useConfig } from "@/components/ConfigProvider" import { signOut } from "next-auth/react" import { RateLimitBarCompact } from "@/components/RateLimitBar" -import BotControlButtons from "@/components/BotControlButtons" interface DashboardLayoutProps { children: React.ReactNode @@ -42,36 +41,25 @@ export function DashboardLayout({ children }: DashboardLayoutProps) { -
+
{/* Open Beta Warning */} -
+
⚠️ OPEN BETA - Only use what you can afford to lose
- {/* Mobile Beta Badge */} -
- ⚠️ - BETA -
- {/* Rate Limit Compact Bar */} - -
- -
+ +
-
- {/* Bot Control Buttons */} - - +
{/* External Links */} -
+
{/* GitHub */} AsterDex
- -
- -
+ +
diff --git a/src/hooks/useBotStatus.ts b/src/hooks/useBotStatus.ts index 3f26d12..03d2442 100644 --- a/src/hooks/useBotStatus.ts +++ b/src/hooks/useBotStatus.ts @@ -51,6 +51,14 @@ export function useBotStatus(): UseBotStatusReturn { case 'trade_opportunity': case 'vwap_update': case 'vwap_bulk': + case 'rateLimit': + case 'sl_placed': + case 'tp_placed': + case 'threshold_update': + case 'scale_out_activated': + case 'scale_out_deactivated': + case 'scale_out_status_response': + case 'scale_out_status_update': // These messages are handled by other components, ignore silently break; default: diff --git a/src/lib/api/market.ts b/src/lib/api/market.ts index 327fdf8..8b13c6e 100644 --- a/src/lib/api/market.ts +++ b/src/lib/api/market.ts @@ -22,8 +22,14 @@ export async function getMarkPrice(symbol?: string): Promise { - const params = { symbol, interval, limit }; +export async function getKlines(symbol: string, interval: string = '1m', limit: number = 500, endTime?: number): Promise { + const params: any = { symbol, interval, limit }; + + // If endTime is provided, fetch candles BEFORE that time + if (endTime) { + params.endTime = endTime; + } + const query = paramsToQuery(params); const axios = getRateLimitedAxios(); const response: AxiosResponse = await axios.get(`${BASE_URL}/fapi/v1/klines?${query}`); diff --git a/src/lib/bot/hunter.ts b/src/lib/bot/hunter.ts index 3ddcf45..46f8641 100644 --- a/src/lib/bot/hunter.ts +++ b/src/lib/bot/hunter.ts @@ -10,7 +10,6 @@ import { liquidationStorage } from '../services/liquidationStorage'; import { vwapService } from '../services/vwapService'; import { vwapStreamer } from '../services/vwapStreamer'; import { thresholdMonitor } from '../services/thresholdMonitor'; -import { getTrancheManager } from '../services/trancheManager'; import { symbolPrecision } from '../utils/symbolPrecision'; import { parseExchangeError, @@ -29,7 +28,6 @@ export class Hunter extends EventEmitter { private ws: WebSocket | null = null; private config: Config; private isRunning = false; - private isPaused = false; private statusBroadcaster: any; // Will be injected private isHedgeMode: boolean; private positionTracker: PositionTracker | null = null; @@ -38,6 +36,12 @@ export class Hunter extends EventEmitter { private cleanupInterval: NodeJS.Timeout | null = null; // Periodic cleanup timer private syncInterval: NodeJS.Timeout | null = null; // Position mode sync timer private lastModeSync: number = Date.now(); // Track last mode sync time + private wsKeepAliveInterval: NodeJS.Timeout | null = null; // WebSocket keepalive ping timer + private wsInactivityTimeout: NodeJS.Timeout | null = null; // WebSocket inactivity detector + private lastLiquidationTime: number = Date.now(); // Track last liquidation received + private statusLogInterval: NodeJS.Timeout | null = null; // Periodic status logging + private shouldReconnect: boolean = true; // Flag to control automatic reconnection + private reconnectTimeout: NodeJS.Timeout | null = null; // Track scheduled reconnection constructor(config: Config, isHedgeMode: boolean = false) { super(); @@ -308,9 +312,9 @@ logErrorWithTimestamp('Hunter: Failed to initialize symbol precision manager:', // Continue anyway, will use default precision values } - // In paper mode, simulate liquidation events (regardless of API keys) - if (this.config.global.paperMode) { -logWithTimestamp('Hunter: Running in PAPER MODE - simulating liquidations with real market prices'); + // In paper mode with no API keys, simulate liquidation events + if (this.config.global.paperMode && (!this.config.api.apiKey || !this.config.api.secretKey)) { +logWithTimestamp('Hunter: Running in paper mode without API keys - simulating liquidations'); this.simulateLiquidations(); } else { this.connectWebSocket(); @@ -319,7 +323,13 @@ logWithTimestamp('Hunter: Running in PAPER MODE - simulating liquidations with r stop(): void { this.isRunning = false; - this.isPaused = false; + this.shouldReconnect = false; // Disable auto-reconnect on shutdown + + // Cancel any scheduled reconnections + if (this.reconnectTimeout) { + clearTimeout(this.reconnectTimeout); + this.reconnectTimeout = null; + } // Stop periodic cleanup this.stopPeriodicCleanup(); @@ -328,46 +338,112 @@ logWithTimestamp('Hunter: Running in PAPER MODE - simulating liquidations with r if (this.syncInterval) { clearInterval(this.syncInterval); this.syncInterval = null; -logWithTimestamp('Hunter: Stopped periodic position mode sync'); + logWithTimestamp('Hunter: Stopped periodic position mode sync'); } + // Clean up WebSocket keepalive and inactivity timers + this.cleanupWebSocketTimers(); + if (this.ws) { this.ws.close(); this.ws = null; } + + // Remove all event listeners to prevent memory leaks and duplicate event handlers + this.removeAllListeners(); } - pause(): void { - if (!this.isRunning || this.isPaused) { -logWithTimestamp('Hunter: Cannot pause - not running or already paused'); - return; + private connectWebSocket(): void { + // Cancel any pending reconnection attempts + if (this.reconnectTimeout) { + clearTimeout(this.reconnectTimeout); + this.reconnectTimeout = null; } - this.isPaused = true; -logWithTimestamp('Hunter: Paused - no new trades will be placed'); - } - resume(): void { - if (!this.isRunning || !this.isPaused) { -logWithTimestamp('Hunter: Cannot resume - not running or not paused'); - return; + // Clean up any existing keepalive/inactivity timers + if (this.wsKeepAliveInterval) { + clearInterval(this.wsKeepAliveInterval); + this.wsKeepAliveInterval = null; + } + if (this.wsInactivityTimeout) { + clearTimeout(this.wsInactivityTimeout); + this.wsInactivityTimeout = null; + } + if (this.statusLogInterval) { + clearInterval(this.statusLogInterval); + this.statusLogInterval = null; + } + + // CRITICAL: Close and remove all listeners from old WebSocket before creating new one + // This prevents duplicate event handlers from accumulating + if (this.ws) { + try { + // Temporarily disable auto-reconnect to prevent close event from triggering reconnection + const wasAutoReconnectEnabled = this.shouldReconnect; + this.shouldReconnect = false; + + this.ws.removeAllListeners(); + if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) { + this.ws.close(); + } + + // Restore auto-reconnect flag + this.shouldReconnect = wasAutoReconnectEnabled; + } catch (error) { + logErrorWithTimestamp('Hunter: Error closing old WebSocket:', error); + } + this.ws = null; } - this.isPaused = false; -logWithTimestamp('Hunter: Resumed - trading active'); - } - private connectWebSocket(): void { this.ws = new WebSocket('wss://fstream.asterdex.com/ws/!forceOrder@arr'); this.ws.on('open', () => { -logWithTimestamp('Hunter WS connected'); + logWithTimestamp('Hunter WS connected'); + this.lastLiquidationTime = Date.now(); + + // Start ping/pong keepalive - send ping every 30 seconds + this.wsKeepAliveInterval = setInterval(() => { + if (this.ws && this.ws.readyState === WebSocket.OPEN) { + this.ws.ping(); + } + }, 30000); + + // Start inactivity monitor - reconnect if no liquidations for 5 minutes + this.startInactivityMonitor(); + + // Start periodic status logging - every 2 minutes + this.statusLogInterval = setInterval(() => { + const timeSinceLastLiq = Date.now() - this.lastLiquidationTime; + const minutesInactive = Math.floor(timeSinceLastLiq / 60000); + const secondsInactive = Math.floor((timeSinceLastLiq % 60000) / 1000); + + if (minutesInactive >= 1) { + logWithTimestamp(`📊 Hunter: Monitoring | Last liquidation: ${minutesInactive}m ${secondsInactive}s ago`); + } else { + logWithTimestamp(`📊 Hunter: Monitoring | Last liquidation: ${secondsInactive}s ago`); + } + }, 120000); // Every 2 minutes + }); + + this.ws.on('ping', () => { + // Server sent ping, respond with pong (ws library handles this automatically) + }); + + this.ws.on('pong', () => { + // Received pong response from server - connection is alive }); this.ws.on('message', (data: Buffer) => { try { const event = JSON.parse(data.toString()); + + // Update last liquidation time for any valid message + this.lastLiquidationTime = Date.now(); + this.startInactivityMonitor(); // Reset inactivity timer + this.handleLiquidationEvent(event); } catch (error) { -logErrorWithTimestamp('Hunter: WS message parse error:', error); + logErrorWithTimestamp('Hunter: WS message parse error:', error); // Log to error database errorLogger.logError(error instanceof Error ? error : new Error(String(error)), { type: 'websocket', @@ -393,7 +469,7 @@ logErrorWithTimestamp('Hunter: WS message parse error:', error); }); this.ws.on('error', (error) => { -logErrorWithTimestamp('Hunter WS error:', error); + logErrorWithTimestamp('Hunter WS error:', error); // Log to error database errorLogger.logWebSocketError( 'wss://fstream.asterdex.com/ws/!forceOrder@arr', @@ -411,30 +487,75 @@ logErrorWithTimestamp('Hunter WS error:', error); } ); } - // Reconnect after delay - setTimeout(() => this.connectWebSocket(), 5000); + // Clean up timers before reconnecting + this.cleanupWebSocketTimers(); + // Reconnect after delay (only if auto-reconnect is enabled) + if (this.shouldReconnect && this.isRunning) { + this.reconnectTimeout = setTimeout(() => this.connectWebSocket(), 5000); + } }); this.ws.on('close', () => { -logWithTimestamp('Hunter WS closed'); - if (this.isRunning) { - // Broadcast reconnection attempt to UI - if (this.statusBroadcaster) { - this.statusBroadcaster.broadcastWebSocketError( - 'Hunter WebSocket Closed', - 'Liquidation stream disconnected. Reconnecting in 5 seconds...', - { - component: 'Hunter', - } - ); - } - setTimeout(() => this.connectWebSocket(), 5000); + logWithTimestamp('Hunter WS closed'); + // Clean up timers + this.cleanupWebSocketTimers(); + + // Only reconnect if auto-reconnect is enabled and bot is running + // This prevents reconnection loops during manual disconnects + if (this.shouldReconnect && this.isRunning) { + this.reconnectTimeout = setTimeout(() => this.connectWebSocket(), 5000); } }); } + private startInactivityMonitor(): void { + // Clear any existing inactivity timeout + if (this.wsInactivityTimeout) { + clearTimeout(this.wsInactivityTimeout); + } + + // Set up new inactivity timeout - 5 minutes without liquidations + this.wsInactivityTimeout = setTimeout(() => { + const timeSinceLastLiq = Date.now() - this.lastLiquidationTime; + const minutesInactive = Math.floor(timeSinceLastLiq / 60000); + + logWarnWithTimestamp(`⚠️ Hunter: No liquidations for ${minutesInactive} minutes. Reconnecting stream...`); + + // Force reconnection (this is intentional, so we allow it) + if (this.ws) { + // Temporarily disable auto-reconnect to prevent close handler from double-reconnecting + this.shouldReconnect = false; + this.ws.close(); + this.ws = null; + this.shouldReconnect = true; + } + this.connectWebSocket(); + }, 5 * 60 * 1000); // 5 minutes + } + + private cleanupWebSocketTimers(): void { + if (this.wsKeepAliveInterval) { + clearInterval(this.wsKeepAliveInterval); + this.wsKeepAliveInterval = null; + } + if (this.wsInactivityTimeout) { + clearTimeout(this.wsInactivityTimeout); + this.wsInactivityTimeout = null; + } + if (this.statusLogInterval) { + clearInterval(this.statusLogInterval); + this.statusLogInterval = null; + } + if (this.reconnectTimeout) { + clearTimeout(this.reconnectTimeout); + this.reconnectTimeout = null; + } + } + private async handleLiquidationEvent(event: any): Promise { if (event.e !== 'forceOrder') return; // Not a liquidation event + + console.log(`[Hunter] handleLiquidationEvent START: ${event.o.s} @ ${Date.now()}`); const liquidation: LiquidationEvent = { symbol: event.o.s, @@ -452,6 +573,10 @@ logWithTimestamp('Hunter WS closed'); time: event.E, // Keep for backward compatibility }; + // Log liquidation received with basic info + const volumeUSDT = liquidation.qty * liquidation.price; + logWithTimestamp(`💥 Liquidation: ${liquidation.symbol} ${liquidation.side} ${liquidation.qty.toFixed(4)} @ $${liquidation.price.toLocaleString()} ($${volumeUSDT.toFixed(2)})`); + // Check if threshold system is enabled globally and for this symbol const useThresholdSystem = this.config.global.useThresholdSystem === true && this.config.symbols[liquidation.symbol]?.useThreshold === true; @@ -460,16 +585,16 @@ logWithTimestamp('Hunter WS closed'); const thresholdStatus = useThresholdSystem ? thresholdMonitor.processLiquidation(liquidation) : null; // Emit liquidation event to WebSocket clients (all liquidations) with threshold info + console.log(`[Hunter] About to emit liquidationDetected for ${liquidation.symbol}`); this.emit('liquidationDetected', { ...liquidation, thresholdStatus }); + console.log(`[Hunter] Finished emitting liquidationDetected for ${liquidation.symbol}`); const symbolConfig = this.config.symbols[liquidation.symbol]; if (!symbolConfig) return; // Symbol not in config - const volumeUSDT = liquidation.qty * liquidation.price; - // Store liquidation in database (non-blocking) liquidationStorage.saveLiquidation(liquidation, volumeUSDT).catch(error => { logErrorWithTimestamp('Hunter: Failed to store liquidation:', error); @@ -592,12 +717,6 @@ logWithTimestamp(`Hunter: ✓ Cooldown passed - Triggering ${tradeSide} trade fo } private async analyzeAndTrade(liquidation: LiquidationEvent, symbolConfig: SymbolConfig, _forcedSide?: 'BUY' | 'SELL'): Promise { - // Check if bot is paused - if (this.isPaused) { -logWithTimestamp(`Hunter: Skipping trade - bot is paused (${liquidation.symbol} ${liquidation.side})`); - return; - } - try { // Get mark price and recent 1m kline const [markPriceData] = Array.isArray(await getMarkPrice(liquidation.symbol)) ? @@ -755,46 +874,6 @@ logErrorWithTimestamp('Hunter: Analysis error:', error); let order: any; // Declare order variable for error handling try { - // Check tranche management limits (if enabled) - if (symbolConfig.enableTrancheManagement) { - try { - const trancheManager = getTrancheManager(); - const trancheSide = side === 'BUY' ? 'LONG' : 'SHORT'; - - // Update P&L and check isolation conditions - const markPriceData = await getMarkPrice(symbol); - const price = parseFloat(Array.isArray(markPriceData) ? markPriceData[0].markPrice : markPriceData.markPrice); - await trancheManager.updateUnrealizedPnl(symbol, price); - - // Check if we can open a new tranche - const canOpen = trancheManager.canOpenNewTranche(symbol, trancheSide); - if (!canOpen.allowed) { - logWithTimestamp(`Hunter: ${canOpen.reason}`); - - // Broadcast to UI - if (this.statusBroadcaster) { - this.statusBroadcaster.broadcastTradingError( - `Tranche Limit Reached - ${symbol}`, - canOpen.reason || 'Cannot open new tranche', - { - component: 'Hunter', - symbol, - details: { - activeTranches: trancheManager.getTranches(symbol, trancheSide).length, - maxTranches: symbolConfig.maxTranches || 3, - } - } - ); - } - - return; // Block the trade - } - } catch (trancheError) { - // If TrancheManager is not initialized, log warning but continue - logWarnWithTimestamp('Hunter: TrancheManager check failed (not initialized?), continuing with trade:', trancheError); - } - } - // Check position limits before placing trade if (this.positionTracker && !this.config.global.paperMode) { // Check if we already have a pending order for this symbol @@ -1171,6 +1250,7 @@ logWarnWithTimestamp('Hunter: Cannot determine correct mode. Since we cannot ver // Create tranche if tranche management is enabled if (symbolConfig.enableTrancheManagement) { try { + const { getTrancheManager } = await import('../services/trancheManager'); const trancheManager = getTrancheManager(); const _trancheSide = side === 'BUY' ? 'LONG' : 'SHORT'; @@ -1630,73 +1710,34 @@ logWithTimestamp('Hunter: No symbols configured for simulation'); return; } - // Generate realistic liquidation events using actual market prices - const generateEvent = async () => { + // Generate random liquidation events every 5-10 seconds + const generateEvent = () => { if (!this.isRunning) return; - try { - // Pick a random symbol from config - const symbol = symbols[Math.floor(Math.random() * symbols.length)]; - const symbolConfig = this.config.symbols[symbol]; - - // Fetch real market price - const markPriceData = await getMarkPrice(symbol); - const currentPrice = parseFloat( - Array.isArray(markPriceData) ? markPriceData[0].markPrice : markPriceData.markPrice - ); - - // Random side with slight bias - const side = Math.random() > 0.5 ? 'SELL' : 'BUY'; - - // Simulate price with small variance (±0.5%) - const priceVariance = 0.005; - const simulatedPrice = currentPrice * (1 + (Math.random() - 0.5) * priceVariance); - - // Calculate realistic quantity based on configured thresholds - const thresholdUSDT = side === 'SELL' - ? (symbolConfig.longVolumeThresholdUSDT || 1000) - : (symbolConfig.shortVolumeThresholdUSDT || 1000); - - // Generate quantity that's 1-3x the threshold - const volumeMultiplier = 1 + Math.random() * 2; - const volumeUSDT = thresholdUSDT * volumeMultiplier; - const qty = volumeUSDT / simulatedPrice; - - const mockEvent = { - e: 'forceOrder', - o: { - s: symbol, - S: side, - o: 'LIMIT', - p: simulatedPrice.toString(), - q: qty.toString(), - ap: simulatedPrice.toString(), - X: 'FILLED', - l: qty.toString(), - z: qty.toString(), - T: Date.now() - }, - E: Date.now() - }; - -logWithTimestamp( - `Hunter: [PAPER MODE] Simulated liquidation - ${symbol} ${side} ` + - `${volumeUSDT.toFixed(0)} USDT @ $${simulatedPrice.toFixed(4)}` - ); + const symbol = symbols[Math.floor(Math.random() * symbols.length)]; + const side = Math.random() > 0.5 ? 'SELL' : 'BUY'; + const price = symbol === 'BTCUSDT' ? 40000 + Math.random() * 5000 : 2000 + Math.random() * 500; + const qty = Math.random() * 10; + + const mockEvent = { + o: { + s: symbol, + S: side, + p: price.toString(), + q: qty.toString(), + T: Date.now() + } + }; - // Handle the simulated liquidation event - await this.handleLiquidationEvent(mockEvent); - } catch (error) { -logErrorWithTimestamp('Hunter: Error generating simulated liquidation:', error); - } +logWithTimestamp(`Hunter: Simulated liquidation - ${symbol} ${side} ${qty.toFixed(4)} @ $${price.toFixed(2)}`); + this.handleLiquidationEvent(mockEvent); - // Schedule next event (random interval 10-30 seconds for more realistic behavior) - const delay = 10000 + Math.random() * 20000; + // Schedule next event + const delay = 5000 + Math.random() * 5000; // 5-10 seconds setTimeout(generateEvent, delay); }; - // Start generating events after 3 seconds - setTimeout(generateEvent, 3000); -logWithTimestamp('Hunter: Simulation started - will generate liquidations every 10-30 seconds using real market prices'); + // Start generating events after 2 seconds + setTimeout(generateEvent, 2000); } } diff --git a/src/lib/bot/positionManager.ts b/src/lib/bot/positionManager.ts index 32cf56a..5f704f2 100644 --- a/src/lib/bot/positionManager.ts +++ b/src/lib/bot/positionManager.ts @@ -12,8 +12,7 @@ import { errorLogger } from '../services/errorLogger'; import { getPriceService } from '../services/priceService'; import { invalidateIncomeCache } from '../api/income'; import { logWithTimestamp, logErrorWithTimestamp, logWarnWithTimestamp } from '../utils/timestamp'; -import { paperModeSimulator } from '../services/paperModeSimulator'; -import { getTrancheManager } from '../services/trancheManager'; +import { getProtectiveOrderService } from '../services/protectiveOrderService'; // Minimal local state - only track order IDs linked to positions interface PositionOrders { @@ -187,49 +186,10 @@ logErrorWithTimestamp('PositionManager: Failed to fetch exchange info:', error.m // Continue anyway - will use raw values } - // In paper mode, initialize the paper mode simulator instead of real streams - if (this.config.global.paperMode) { -logWithTimestamp('PositionManager: Running in PAPER MODE - initializing simulator'); - - // Initialize paper mode simulator - paperModeSimulator.initialize(this.config); - paperModeSimulator.start(); - - // Listen for paper mode events and broadcast to UI - paperModeSimulator.on('positionOpened', (data) => { - if (this.statusBroadcaster) { - this.statusBroadcaster.broadcastPositionUpdate({ - symbol: data.symbol, - side: data.side, - quantity: data.quantity, - price: data.entryPrice, - type: 'opened', - paperMode: true - }); - } - }); - - paperModeSimulator.on('positionClosed', (data) => { - if (this.statusBroadcaster) { - this.statusBroadcaster.broadcastPositionClosed({ - symbol: data.symbol, - side: data.side, - quantity: 0, // Not tracked in paper mode - pnl: data.pnlUSDT, - reason: data.reason, - paperMode: true - }); - } - }); - - paperModeSimulator.on('pnlUpdate', (data) => { - if (this.statusBroadcaster) { - this.statusBroadcaster.broadcast('paper_mode_pnl', data); - } - }); - -logWithTimestamp('✅ Paper mode simulator active - positions will be tracked and simulated'); - return; // Don't start real WebSocket streams + // Skip user data stream in paper mode with no API keys + if (this.config.global.paperMode && (!this.config.api.apiKey || !this.config.api.secretKey)) { +logWithTimestamp('PositionManager: Running in paper mode without API keys - simulating streams'); + return; } try { @@ -247,12 +207,6 @@ logErrorWithTimestamp('PositionManager: Failed to start:', error); this.isRunning = false; logWithTimestamp('PositionManager: Stopping...'); - // Stop paper mode simulator if in paper mode - if (this.config.global.paperMode) { - paperModeSimulator.stop(); -logWithTimestamp('PositionManager: Paper mode simulator stopped'); - } - if (this.keepaliveInterval) clearInterval(this.keepaliveInterval); if (this.riskCheckInterval) clearInterval(this.riskCheckInterval); if (this.orderCheckInterval) clearInterval(this.orderCheckInterval); @@ -911,43 +865,6 @@ logErrorWithTimestamp(`PositionManager: Failed to ensure protection for ${symbol if (sizeChanged) { this.refreshBalance(); } - - // Sync tranches with exchange position if tranche management is enabled - const symbolConfig = this.config.symbols[symbol]; - if (symbolConfig?.enableTrancheManagement) { - try { - const trancheManager = getTrancheManager(); - const trancheSide = positionAmt > 0 ? 'LONG' : 'SHORT'; - - // Create exchange position object for sync - const exchangePosition: ExchangePosition = { - symbol: pos.s, - positionAmt: pos.pa, - entryPrice: pos.ep, - markPrice: pos.mp || '0', - unRealizedProfit: pos.up, - liquidationPrice: pos.lp || '0', - leverage: this.symbolLeverage.get(symbol)?.toString() || '0', - marginType: pos.mt, - isolatedMargin: pos.iw || '0', - isAutoAddMargin: pos.iam || 'false', - positionSide: positionSide, - updateTime: event.E, - }; - - // Sync with exchange (3 separate arguments) - await trancheManager.syncWithExchange( - symbol, - trancheSide, - exchangePosition - ); - -logWithTimestamp(`PositionManager: Synced tranches for ${symbol} ${trancheSide} with exchange`); - } catch (trancheError) { -logWarnWithTimestamp('PositionManager: Failed to sync tranches with exchange:', trancheError); - // Don't fail the position update, just log the warning - } - } } }); @@ -1003,6 +920,12 @@ logWithTimestamp(`PositionManager: Order cancellation already in progress for ${ this.positionOrders.delete(key); this.previousPositionSizes.delete(key); + // Clear protective orders for this position + const protectiveService = getProtectiveOrderService(); + if (protectiveService) { + protectiveService.clearProtectiveOrders(symbol, position.positionSide); + } + // Trigger balance refresh after position closure this.refreshBalance(); } @@ -1034,9 +957,61 @@ logWithTimestamp(`PositionManager: ORDER_TRADE_UPDATE - Symbol: ${symbol}, Order // Check if this is a filled order that affects positions (SL/TP fills) if (orderStatus === 'FILLED' && order.rp) { // rp = realized profit (from exchange API) logWithTimestamp(`PositionManager: Reduce-only order filled for ${symbol}`); + + // Check if this was a protective order + const clientOrderId = order.c; + if (clientOrderId && clientOrderId.startsWith('po_')) { + const protectiveService = getProtectiveOrderService(); + if (protectiveService) { + protectiveService.handleOrderFilled(orderId); + + // Broadcast status update to UI + const positionSide = order.ps || 'BOTH'; + const side = positionSide === 'LONG' ? 'LONG' : positionSide === 'SHORT' ? 'SHORT' : (order.S === 'BUY' ? 'SHORT' : 'LONG'); + const isActive = protectiveService.isProtectionActive(symbol, side); + if (this.statusBroadcaster) { + this.statusBroadcaster.broadcast('scale_out_status_update', { + symbol, + side, + isActive, + reason: 'order_filled' + }); + } + } + } + // Trigger balance refresh after SL/TP execution this.refreshBalance(); } + + // Check if this is a canceled protective order + if (orderStatus === 'CANCELED') { + const clientOrderId = order.c; + if (clientOrderId && clientOrderId.startsWith('po_')) { + const protectiveService = getProtectiveOrderService(); + if (protectiveService) { + protectiveService.handleOrderFilled(orderId); // Same cleanup for canceled orders + + // Broadcast status update to UI (but skip if manually deactivating) + const positionSide = order.ps || 'BOTH'; + const side = positionSide === 'LONG' ? 'LONG' : positionSide === 'SHORT' ? 'SHORT' : (order.S === 'BUY' ? 'SHORT' : 'LONG'); + + // Skip status update if this position is being manually deactivated + // (the deactivation handler will send its own status update) + if (!protectiveService.isDeactivating(symbol, side)) { + const isActive = protectiveService.isProtectionActive(symbol, side); + if (this.statusBroadcaster) { + this.statusBroadcaster.broadcast('scale_out_status_update', { + symbol, + side, + isActive, + reason: 'order_canceled' + }); + } + } + } + } + } // Track our SL/TP order IDs when they're placed if (orderStatus === 'NEW' && (orderType === 'STOP_MARKET' || orderType === 'TAKE_PROFIT_MARKET')) { @@ -1215,46 +1190,6 @@ logWarnWithTimestamp(`PositionManager: Could not find position key for order ${o logWithTimestamp(`PositionManager: Using exchange-provided PnL for ${symbol} ${orderType}: $${realizedPnl.toFixed(2)}`); } - // Close tranche if tranche management is enabled - const symbolConfig = this.config.symbols[symbol]; - if (symbolConfig?.enableTrancheManagement) { - // Use async IIFE to handle await properly - (async () => { - try { - const trancheManager = getTrancheManager(); - - // Find position side from the position that was closed - let positionSideForTranche: 'LONG' | 'SHORT' | 'BOTH' = 'BOTH'; - for (const [key] of this.positionOrders.entries()) { - if (key.includes(symbol)) { - const position = this.currentPositions.get(key); - if (position) { - positionSideForTranche = position.positionSide as any; - break; - } - } - } - - // Process the order fill and close appropriate tranches - await trancheManager.processOrderFill({ - symbol, - side, // The order side (BUY or SELL) - positionSide: positionSideForTranche, - quantityFilled: executedQty, - fillPrice: avgPrice, - realizedPnl, - orderId: orderId.toString(), - }); - - const trancheSide = side === 'BUY' ? 'SHORT' : 'LONG'; -logWithTimestamp(`PositionManager: Processed tranche close for ${symbol} ${trancheSide}, PnL: $${realizedPnl.toFixed(2)}`); - } catch (trancheError) { -logErrorWithTimestamp('PositionManager: Failed to process tranche close:', trancheError); - // Don't fail the position close, just log the error - } - })(); - } - // Broadcast order filled event (SL/TP) if (this.statusBroadcaster) { this.statusBroadcaster.broadcastOrderFilled({ @@ -1338,30 +1273,36 @@ logWithTimestamp(`PositionManager: Position ${key} is closed, removing order tra } // Listen for new positions from Hunter - public async onNewPosition(data: { symbol: string; side: string; quantity: number; orderId?: number; paperMode?: boolean }): Promise { + public onNewPosition(data: { symbol: string; side: string; quantity: number; orderId?: number }): void { // In the new architecture, we wait for ACCOUNT_UPDATE to confirm the position // The WebSocket will tell us when the position is actually open logWithTimestamp(`PositionManager: Notified of potential new position: ${data.symbol} ${data.side}`); - // For paper mode, use the paper mode simulator - if (this.config.global.paperMode || data.paperMode) { - const symbolConfig = this.config.symbols[data.symbol]; - if (!symbolConfig) { -logErrorWithTimestamp(`PositionManager: Cannot open paper mode position - ${data.symbol} not in config`); - return; - } - -logWithTimestamp(`PositionManager: Opening paper mode position for ${data.symbol} ${data.side}`); + // For paper mode, simulate the position + if (this.config.global.paperMode) { + // Use the proper position side based on hedge mode + const positionSide = this.isHedgeMode ? + (data.side === 'BUY' ? 'LONG' : 'SHORT') : 'BOTH'; + const key = `${data.symbol}_${positionSide}`; - // Open simulated position with proper SL/TP - await paperModeSimulator.openPosition({ + // Simulate the position in our map + this.currentPositions.set(key, { symbol: data.symbol, - side: data.side as 'BUY' | 'SELL', - quantity: data.quantity, - leverage: symbolConfig.leverage || 10, - slPercent: symbolConfig.slPercent || 2, - tpPercent: symbolConfig.tpPercent || 5, + positionAmt: data.side === 'BUY' ? data.quantity.toString() : (-data.quantity).toString(), + entryPrice: '0', // Will be updated by market price + markPrice: '0', + unRealizedProfit: '0', + liquidationPrice: '0', + leverage: this.config.symbols[data.symbol]?.leverage?.toString() || '10', + marginType: 'isolated', + isolatedMargin: '0', + isAutoAddMargin: 'false', + positionSide: positionSide, + updateTime: Date.now() }); + + // Place SL/TP for paper mode + this.ensurePositionProtected(data.symbol, positionSide, data.side === 'BUY' ? data.quantity : -data.quantity); } } @@ -1371,6 +1312,13 @@ logWithTimestamp(`PositionManager: Opening paper mode position for ${data.symbol const posAmt = parseFloat(position.positionAmt); const key = this.getPositionKey(symbol, position.positionSide, posAmt); + // Check if default TP/SL is disabled for this position via scale out settings + const protectiveOrderService = (await import('../services/protectiveOrderService')).getProtectiveOrderService(); + if (protectiveOrderService?.isDefaultTPSLDisabled(symbol, position.positionSide)) { +logWithTimestamp(`PositionManager: Skipping default TP/SL management for ${key} - disabled via scale out settings`); + return; + } + // Check if adjustment is already in progress for this position if (this.orderPlacementLocks.has(key)) { logWithTimestamp(`PositionManager: Order adjustment already in progress for ${key}, skipping`); @@ -1463,6 +1411,14 @@ logWarnWithTimestamp(`PositionManager: No config for symbol ${symbol}`); } const posAmt = parseFloat(position.positionAmt); + + // Check if default TP/SL is disabled for this position via scale out settings + const protectiveOrderService = (await import('../services/protectiveOrderService')).getProtectiveOrderService(); + if (protectiveOrderService?.isDefaultTPSLDisabled(symbol, position.positionSide)) { +logWithTimestamp(`PositionManager: Skipping default TP/SL placement for ${symbol} ${position.positionSide} - disabled via scale out settings`); + return; + } + const entryPrice = parseFloat(position.entryPrice); const quantity = Math.abs(posAmt); const isLong = posAmt > 0; @@ -2062,6 +2018,11 @@ logWithTimestamp('PositionManager: Checking for orphaned and duplicate orders... const openOrders = await this.getOpenOrdersFromExchange(); const positions = await this.getPositionsFromExchange(); + // Filter out protective orders (they are managed by ProtectiveOrderService) + const managedOrders = openOrders.filter(order => { + return !order.clientOrderId || !order.clientOrderId.startsWith('po_'); + }); + // Create map of active positions with their position details const activePositions = new Map(); @@ -2093,7 +2054,7 @@ logWithTimestamp('PositionManager: Checking for orphaned and duplicate orders... // Find orphaned orders (reduce-only orders without matching positions) // Enhanced check considers order quantity matching - const orphanedOrders = openOrders.filter(order => { + const orphanedOrders = managedOrders.filter(order => { if (!order.reduceOnly) return false; const symbolDetails = symbolPositionDetails.get(order.symbol); @@ -2204,7 +2165,7 @@ logWithTimestamp(`PositionManager: Found stuck entry order for ${order.symbol} - } // Find all SL orders for this specific position - const slOrders = openOrders.filter(o => { + const slOrders = managedOrders.filter(o => { // Must match symbol if (o.symbol !== symbol) return false; // Must be a stop order type @@ -2221,7 +2182,7 @@ logWithTimestamp(`PositionManager: Evaluating SL order ${o.orderId} for position }); // Find all TP orders for this specific position - const tpOrders = openOrders.filter(o => { + const tpOrders = managedOrders.filter(o => { // Must match symbol if (o.symbol !== symbol) return false; // Must be a take profit or limit order type @@ -2852,65 +2813,4 @@ logErrorWithTimestamp('PositionManager: Failed to refresh balance:', error); public getPositionsMap(): Map { return this.currentPositions; } - - // Close all open positions (used by bot stop command) - public async closeAllPositions(): Promise { - const positions = this.getPositions().filter(p => Math.abs(parseFloat(p.positionAmt)) > 0); - - if (positions.length === 0) { -logWithTimestamp('PositionManager: No positions to close'); - return; - } - -logWithTimestamp(`PositionManager: Closing ${positions.length} position(s)...`); - - for (const position of positions) { - try { - const symbol = position.symbol; - const positionAmt = parseFloat(position.positionAmt); - const side = positionAmt > 0 ? 'SELL' : 'BUY'; - const quantity = Math.abs(positionAmt); - - // Cancel any open orders for this position - try { - const openOrders = await this.getOpenOrdersFromExchange(); - const ordersForSymbol = openOrders.filter(o => o.symbol === symbol); - - for (const order of ordersForSymbol) { - await this.cancelOrderById(symbol, order.orderId); -logWithTimestamp(`PositionManager: Cancelled order ${order.orderId} for ${symbol}`); - } - } catch (error) { -logErrorWithTimestamp(`PositionManager: Failed to cancel orders for ${symbol}:`, error); - } - - // Close position with market order - const positionSide = position.positionSide === 'LONG' ? 'LONG' : position.positionSide === 'SHORT' ? 'SHORT' : 'BOTH'; - - await placeOrder({ - symbol, - side, - type: 'MARKET', - quantity, - positionSide, - reduceOnly: true - }, this.config.api); - -logWithTimestamp(`PositionManager: Closed position ${symbol} ${positionSide} - ${quantity} @ MARKET`); - - if (this.statusBroadcaster) { - this.statusBroadcaster.broadcastPositionClosed({ - symbol, - side: positionSide, - quantity, - reason: 'Bot stopped - position closed by user' - }); - } - } catch (error) { -logErrorWithTimestamp(`PositionManager: Failed to close position ${position.symbol}:`, error); - } - } - -logWithTimestamp('PositionManager: Finished closing all positions'); - } } diff --git a/src/lib/config/types.ts b/src/lib/config/types.ts index 265395c..c05e451 100644 --- a/src/lib/config/types.ts +++ b/src/lib/config/types.ts @@ -30,11 +30,6 @@ export const symbolConfigSchema = z.object({ // Threshold system settings useThreshold: z.boolean().optional(), - thresholdTimeWindow: z.number().min(10000).optional(), // Minimum 10 seconds - thresholdCooldown: z.number().min(10000).optional(), // Minimum 10 seconds - - // Order execution settings - forceMarketEntry: z.boolean().optional(), }).refine(data => { // Ensure we have either legacy or new volume thresholds return data.volumeThresholdUSDT !== undefined || diff --git a/src/lib/db/database.ts b/src/lib/db/database.ts index c6b00b5..ce929e9 100644 --- a/src/lib/db/database.ts +++ b/src/lib/db/database.ts @@ -48,7 +48,8 @@ export class Database { order_trade_time INTEGER, event_time INTEGER NOT NULL, created_at INTEGER DEFAULT (strftime('%s', 'now')), - metadata TEXT + metadata TEXT, + UNIQUE(symbol, event_time) ); CREATE INDEX IF NOT EXISTS idx_liquidations_event_time @@ -69,10 +70,22 @@ export class Database { console.error('Error creating schema:', err); } else { console.log('Database schema initialized'); + // Initialize tranche tables after main schema is ready + this.initTrancheTables(); } }); } + private async initTrancheTables(): Promise { + try { + const { initTrancheTables } = await import('./trancheDb'); + await initTrancheTables(); + console.log('Tranche tables initialized'); + } catch (error) { + console.error('Error initializing tranche tables:', error); + } + } + async run(sql: string, params: any[] = []): Promise { return new Promise((resolve, reject) => { this.db.run(sql, params, function(err) { diff --git a/src/lib/db/initDb.ts b/src/lib/db/initDb.ts index f1feb35..7b7ffe6 100644 --- a/src/lib/db/initDb.ts +++ b/src/lib/db/initDb.ts @@ -1,5 +1,4 @@ import { db } from './database'; -import { initTrancheTables } from './trancheDb'; let initialized = false; @@ -7,8 +6,6 @@ export async function ensureDbInitialized(): Promise { if (!initialized) { try { await db.initialize(); - // Initialize tranche tables - await initTrancheTables(); initialized = true; } catch (error) { console.error('Failed to initialize database:', error); diff --git a/src/lib/klineCache.ts b/src/lib/klineCache.ts new file mode 100644 index 0000000..e12c34a --- /dev/null +++ b/src/lib/klineCache.ts @@ -0,0 +1,160 @@ +// Kline caching utility for historical data +export interface CachedKlineData { + symbol: string; + interval: string; + data: number[][]; // [timestamp, open, high, low, close, volume] + lastUpdate: number; + lastCandleTime: number; + earliestCandleTime: number; // Track oldest loaded candle +} + +// Calculate candles needed for 7 days based on timeframe +export const getCandlesFor7Days = (interval: string): number => { + const minutesInInterval = { + '1m': 1, + '3m': 3, + '5m': 5, + '15m': 15, + '30m': 30, + '1h': 60, + '2h': 120, + '4h': 240, + '6h': 360, + '8h': 480, + '12h': 720, + '1d': 1440, + '3d': 4320, + '1w': 10080, + '1M': 43200 // Approximate 30 days + } as const; + + const minutes = minutesInInterval[interval as keyof typeof minutesInInterval]; + if (!minutes) return 500; // Default fallback + + const minutesIn7Days = 7 * 24 * 60; // 10,080 minutes + const candlesNeeded = Math.ceil(minutesIn7Days / minutes); + + // Cap at API limit but ensure we get at least 7 days + return Math.min(candlesNeeded, 1500); +}; + +// In-memory cache +const klineCache = new Map(); + +export const getCacheKey = (symbol: string, interval: string): string => { + return `${symbol}_${interval}`; +}; + +export const getCachedKlines = (symbol: string, interval: string): CachedKlineData | null => { + const key = getCacheKey(symbol, interval); + const cached = klineCache.get(key); + + if (!cached) return null; + + // Check if cache is still valid (within 5 minutes for most recent data) + const now = Date.now(); + const cacheAge = now - cached.lastUpdate; + const maxAge = 5 * 60 * 1000; // 5 minutes + + if (cacheAge > maxAge) { + // Cache is stale, but we can still use historical data + // We'll just need to fetch recent candles + return cached; + } + + return cached; +}; + +export const setCachedKlines = (symbol: string, interval: string, data: number[][]): void => { + const key = getCacheKey(symbol, interval); + const now = Date.now(); + + if (data.length === 0) return; + + // Sort data by timestamp to ensure correct order + const sortedData = [...data].sort((a, b) => a[0] - b[0]); + + const cached: CachedKlineData = { + symbol, + interval, + data: sortedData, + lastUpdate: now, + lastCandleTime: sortedData[sortedData.length - 1][0] * 1000, // Convert back to milliseconds + earliestCandleTime: sortedData[0][0] * 1000 // Track oldest loaded candle + }; + + klineCache.set(key, cached); +}; + +export const updateCachedKlines = (symbol: string, interval: string, newData: number[][]): CachedKlineData | null => { + const key = getCacheKey(symbol, interval); + const cached = klineCache.get(key); + + if (!cached || newData.length === 0) return null; + + // Merge new data with existing cache + const existingData = cached.data; + const newTimestamps = new Set(newData.map(candle => candle[0])); + + // Remove any existing candles that are being updated + const filteredExisting = existingData.filter(candle => !newTimestamps.has(candle[0])); + + // Combine and sort + const combinedData = [...filteredExisting, ...newData].sort((a, b) => a[0] - b[0]); + + // Keep only the most recent candles (limit to prevent memory issues) + const maxCandles = getCandlesFor7Days(interval) + 100; // Extra buffer + const trimmedData = combinedData.slice(-maxCandles); + + const updated: CachedKlineData = { + symbol, + interval, + data: trimmedData, + lastUpdate: Date.now(), + lastCandleTime: trimmedData[trimmedData.length - 1][0] * 1000, + earliestCandleTime: trimmedData[0][0] * 1000 + }; + + klineCache.set(key, updated); + return updated; +}; + +// Prepend historical data to the beginning of the cache +export const prependHistoricalKlines = (symbol: string, interval: string, historicalData: number[][]): CachedKlineData | null => { + const key = getCacheKey(symbol, interval); + const cached = klineCache.get(key); + + if (!cached || historicalData.length === 0) return null; + + // Filter out any duplicates + const existingTimestamps = new Set(cached.data.map(candle => candle[0])); + const newHistorical = historicalData.filter(candle => !existingTimestamps.has(candle[0])); + + if (newHistorical.length === 0) return cached; // No new data + + // Prepend and sort + const combinedData = [...newHistorical, ...cached.data].sort((a, b) => a[0] - b[0]); + + const updated: CachedKlineData = { + symbol, + interval, + data: combinedData, + lastUpdate: Date.now(), + lastCandleTime: combinedData[combinedData.length - 1][0] * 1000, + earliestCandleTime: combinedData[0][0] * 1000 + }; + + klineCache.set(key, updated); + return updated; +}; + +export const clearCache = (): void => { + klineCache.clear(); +}; + +export const getCacheStats = (): { size: number; keys: string[] } => { + return { + size: klineCache.size, + keys: Array.from(klineCache.keys()) + }; +}; \ No newline at end of file diff --git a/src/lib/services/cleanupScheduler.ts b/src/lib/services/cleanupScheduler.ts index 3ce8c54..7062cd8 100644 --- a/src/lib/services/cleanupScheduler.ts +++ b/src/lib/services/cleanupScheduler.ts @@ -1,11 +1,14 @@ import { liquidationStorage } from './liquidationStorage'; +import { loadConfig } from '../bot/config'; export class CleanupScheduler { private intervalId: NodeJS.Timeout | null = null; private readonly intervalMs: number; + private readonly retentionDays: number; - constructor(intervalHours: number = 24) { + constructor(intervalHours: number = 24, retentionDays: number = 90) { this.intervalMs = intervalHours * 60 * 60 * 1000; + this.retentionDays = retentionDays; } start(): void { @@ -14,7 +17,7 @@ export class CleanupScheduler { return; } - console.log(`Starting cleanup scheduler (runs every ${this.intervalMs / (1000 * 60 * 60)} hours)`); + console.log(`Starting cleanup scheduler (runs every ${this.intervalMs / (1000 * 60 * 60)} hours, keeps ${this.retentionDays} days of data)`); this.runCleanup(); @@ -36,7 +39,11 @@ export class CleanupScheduler { console.log('Running liquidation cleanup...'); const startTime = Date.now(); - const deletedCount = await liquidationStorage.cleanupOldLiquidations(); + // Load current config to get retention settings + const config = await loadConfig(); + const retentionDays = config.global.liquidationDatabase?.retentionDays ?? this.retentionDays; + + const deletedCount = await liquidationStorage.cleanupOldLiquidations(retentionDays); const duration = Date.now() - startTime; console.log(`Cleanup completed in ${duration}ms. Deleted ${deletedCount} records.`); @@ -57,4 +64,7 @@ export class CleanupScheduler { } } -export const cleanupScheduler = new CleanupScheduler(24); \ No newline at end of file +// Default: cleanup every 24 hours, keep 90 days of liquidation data +// To disable cleanup: set retentionDays to 0 +// To keep more data: increase retentionDays (e.g., 365 for 1 year) +export const cleanupScheduler = new CleanupScheduler(24, 90); \ No newline at end of file diff --git a/src/lib/services/liquidationStorage.ts b/src/lib/services/liquidationStorage.ts index 68688b1..1cafcb5 100644 --- a/src/lib/services/liquidationStorage.ts +++ b/src/lib/services/liquidationStorage.ts @@ -42,7 +42,7 @@ export interface LiquidationStats { export class LiquidationStorage { async saveLiquidation(event: LiquidationEvent, volumeUSDT: number): Promise { const sql = ` - INSERT INTO liquidations ( + INSERT OR IGNORE INTO liquidations ( symbol, side, order_type, quantity, price, average_price, volume_usdt, order_status, order_last_filled_quantity, order_filled_accumulated_quantity, order_trade_time, @@ -125,17 +125,23 @@ export class LiquidationStorage { return { liquidations, total }; } - async cleanupOldLiquidations(): Promise { - const sevenDaysAgo = Math.floor(Date.now() / 1000) - (7 * 24 * 60 * 60); + async cleanupOldLiquidations(retentionDays: number = 90): Promise { + // If retentionDays is 0, disable cleanup entirely + if (retentionDays <= 0) { + console.log('Liquidation cleanup disabled (retentionDays = 0)'); + return 0; + } + + const cutoffTime = Math.floor(Date.now() / 1000) - (retentionDays * 24 * 60 * 60); const countSql = 'SELECT COUNT(*) as count FROM liquidations WHERE created_at < ?'; - const countResult = await db.get<{ count: number }>(countSql, [sevenDaysAgo]); + const countResult = await db.get<{ count: number }>(countSql, [cutoffTime]); const deletedCount = countResult?.count || 0; const sql = 'DELETE FROM liquidations WHERE created_at < ?'; - await db.run(sql, [sevenDaysAgo]); + await db.run(sql, [cutoffTime]); - console.log(`Cleaned up ${deletedCount} liquidations older than 7 days`); + console.log(`Cleaned up ${deletedCount} liquidations older than ${retentionDays} days`); return deletedCount; } @@ -207,6 +213,22 @@ export class LiquidationStorage { return await db.all(sql, [limit]); } + + async getUniqueSymbols(): Promise { + try { + const sql = ` + SELECT DISTINCT symbol + FROM liquidations + ORDER BY symbol ASC + `; + + const result = await db.all<{ symbol: string }>(sql, []); + return result.map(row => row.symbol); + } catch (error) { + console.error('Error getting unique symbols:', error); + return []; + } + } } export const liquidationStorage = new LiquidationStorage(); \ No newline at end of file diff --git a/src/lib/services/logStore.ts b/src/lib/services/logStore.ts new file mode 100644 index 0000000..41adf82 --- /dev/null +++ b/src/lib/services/logStore.ts @@ -0,0 +1,124 @@ +/** + * In-memory log storage service for UI consumption + * Stores recent logs in a circular buffer with categorization + */ + +export interface LogEntry { + id: string; + timestamp: number; + timestampFormatted: string; + level: 'info' | 'warn' | 'error'; + component: string; + message: string; + data?: any; +} + +class LogStore { + private static instance: LogStore; + private logs: LogEntry[] = []; + private maxLogs = 1000; // Keep last 1000 logs + private logId = 0; + + private constructor() {} + + public static getInstance(): LogStore { + if (!LogStore.instance) { + LogStore.instance = new LogStore(); + } + return LogStore.instance; + } + + /** + * Add a log entry to the store + */ + public addLog( + level: 'info' | 'warn' | 'error', + component: string, + message: string, + data?: any + ): void { + const now = new Date(); + const entry: LogEntry = { + id: `${Date.now()}-${this.logId++}`, + timestamp: now.getTime(), + timestampFormatted: this.formatTimestamp(now), + level, + component, + message, + data, + }; + + this.logs.push(entry); + + // Maintain circular buffer + if (this.logs.length > this.maxLogs) { + this.logs.shift(); + } + } + + /** + * Get logs with optional filtering + */ + public getLogs(params?: { + component?: string; + level?: 'info' | 'warn' | 'error'; + limit?: number; + since?: number; // timestamp in ms + }): LogEntry[] { + let filtered = [...this.logs]; + + if (params?.component) { + const componentLower = params.component.toLowerCase(); + filtered = filtered.filter(log => + log.component.toLowerCase().includes(componentLower) + ); + } + + if (params?.level) { + filtered = filtered.filter(log => log.level === params.level); + } + + if (params?.since !== undefined) { + filtered = filtered.filter(log => log.timestamp >= params.since!); + } + + // Return most recent first + filtered.reverse(); + + if (params?.limit) { + filtered = filtered.slice(0, params.limit); + } + + return filtered; + } + + /** + * Get available components for filtering + */ + public getComponents(): string[] { + const components = new Set(); + this.logs.forEach(log => components.add(log.component)); + return Array.from(components).sort(); + } + + /** + * Clear all logs + */ + public clear(): void { + this.logs = []; + this.logId = 0; + } + + /** + * Format timestamp for display + */ + private formatTimestamp(date: Date): string { + const hours = String(date.getHours()).padStart(2, '0'); + const minutes = String(date.getMinutes()).padStart(2, '0'); + const seconds = String(date.getSeconds()).padStart(2, '0'); + const milliseconds = String(date.getMilliseconds()).padStart(3, '0'); + return `${hours}:${minutes}:${seconds}.${milliseconds}`; + } +} + +export const logStore = LogStore.getInstance(); diff --git a/src/lib/services/pnlService.ts b/src/lib/services/pnlService.ts index af1a953..1da51cf 100644 --- a/src/lib/services/pnlService.ts +++ b/src/lib/services/pnlService.ts @@ -121,22 +121,23 @@ class PnLService extends EventEmitter { }); } - // Initialize starting accumulated PnL on first update (even if zero) - if (this.lastUpdateTime === 0) { + // Initialize starting accumulated PnL on first update + if (this.sessionPnL.startingAccumulatedPnl === 0 && totalAccumulatedPnl !== 0) { this.sessionPnL.startingAccumulatedPnl = totalAccumulatedPnl; } - // Update session PnL tracking + // Update session PnL const _previousAccumulated = this.sessionPnL.currentAccumulatedPnl; this.sessionPnL.currentAccumulatedPnl = totalAccumulatedPnl; this.sessionPnL.unrealizedPnl = totalUnrealizedPnl; - // Note: Session realized PnL is now accumulated from individual trades in updateFromOrderEvent - // using the 'rp' field which gives accurate per-trade realized profit - // We keep the accumulated PnL fields for reference but don't use them for session tracking - + // Session realized PnL is the difference from starting point + this.sessionPnL.realizedPnl = totalAccumulatedPnl - this.sessionPnL.startingAccumulatedPnl; this.sessionPnL.totalPnl = this.sessionPnL.realizedPnl + totalUnrealizedPnl; + // Trade counting is now handled in updateFromOrderEvent via the rp field + // We only track accumulated PnL changes here for verification + // Update drawdown const currentValue = this.sessionPnL.currentBalance + this.sessionPnL.unrealizedPnl; if (currentValue > this.sessionPnL.peak) { @@ -192,9 +193,6 @@ class PnLService extends EventEmitter { // Count closing trades (reduce-only or trades with realized PnL) const isReduceOnly = order.R === true || order.R === 'true'; if (isReduceOnly || realizedProfit !== 0) { - // Accumulate realized PnL for the session - this.sessionPnL.realizedPnl += realizedProfit; - this.sessionPnL.tradeCount++; // Track win/loss based on realized profit diff --git a/src/lib/services/protectiveOrderService.ts b/src/lib/services/protectiveOrderService.ts new file mode 100644 index 0000000..8f88f90 --- /dev/null +++ b/src/lib/services/protectiveOrderService.ts @@ -0,0 +1,1116 @@ +import { EventEmitter } from 'events'; +import { Config } from '../types'; +import { placeOrder } from '../api/orders'; +import { symbolPrecision } from '../utils/symbolPrecision'; +import { logWithTimestamp, logErrorWithTimestamp, logWarnWithTimestamp } from '../utils/timestamp'; +import { errorLogger } from './errorLogger'; + +// Exchange position interface (from positionManager) +interface ExchangePosition { + symbol: string; + positionAmt: string; + entryPrice: string; + markPrice: string; + unRealizedProfit: string; + liquidationPrice: string; + leverage: string; + marginType: string; + isolatedMargin: string; + isAutoAddMargin: string; + positionSide: string; + updateTime: number; +} + +interface ProtectiveOrder { + orderId: string; + symbol: string; + side: 'BUY' | 'SELL'; + positionSide: string; + triggerType: 'breakeven' | 'trim_level' | 'trailing_tp'; + triggerPercent: number; + quantity: number; + price: number; + createdAt: number; + trailPercent?: number; // For trailing TP +} + +export class ProtectiveOrderService extends EventEmitter { + private config: Config; + private activeOrders: Map = new Map(); // key: "BTCUSDT_LONG" + private isRunning = false; + private monitorInterval?: NodeJS.Timeout; + private deactivatingKeys: Set = new Set(); // Track positions being manually deactivated + private trailingStops: Map = new Map(); + private trailingStopMonitor?: NodeJS.Timeout; + private disabledDefaultTPSL: Set = new Set(); // Track positions with disabled default TP/SL (key: "BTCUSDT_LONG") + + constructor(config: Config) { + super(); + this.config = config; + } + + public updateConfig(newConfig: Config): void { + this.config = newConfig; + } + + public start(): void { + if (this.isRunning) { + logWithTimestamp('ProtectiveOrderService: Already running, skipping duplicate start'); + return; + } + this.isRunning = true; + + // Note: No monitoring interval needed - scale out orders are activated on-demand via UI + logWithTimestamp('ProtectiveOrderService: Started (on-demand mode)'); + } + + public stop(): void { + if (!this.isRunning) return; + this.isRunning = false; + + if (this.monitorInterval) { + clearInterval(this.monitorInterval); + this.monitorInterval = undefined; + } + + logWithTimestamp('ProtectiveOrderService: Stopped'); + } + + /** + * Activate protective orders for a specific position with custom settings + * This is used by the UI when a user manually activates protection + */ + public async activateProtection( + symbol: string, + side: 'LONG' | 'SHORT', + entryPrice: number, + currentQuantity: number, + settings: { + enableBreakeven: boolean; + breakevenTrimPercent?: number; + trimLevels: Array<{ profitPercent: number; trimPercent: number }>; + enableTrailingTakeProfit: boolean; + trailingTakeProfitPercent?: number; + trailingActivationPercent?: number; + enableDCAOnDrop?: boolean; + disableDefaultTPSL?: boolean; + } + ): Promise { + if (currentQuantity <= 0) { + throw new Error('Invalid position quantity'); + } + + // Create a mock position for the protective order logic + const positionSide = side; // 'LONG' or 'SHORT' + const posAmt = side === 'LONG' ? currentQuantity : -currentQuantity; + + const mockPosition: ExchangePosition = { + symbol, + positionAmt: posAmt.toString(), + entryPrice: entryPrice.toString(), + markPrice: entryPrice.toString(), // We'll use current market price + unRealizedProfit: '0', + liquidationPrice: '0', + leverage: '10', + marginType: 'isolated', + isolatedMargin: '0', + isAutoAddMargin: 'false', + positionSide: positionSide, + updateTime: Date.now(), + }; + + const key = this.getPositionKey(symbol, positionSide); + + // Clear any existing protective orders for this position + this.clearProtectiveOrders(symbol, positionSide); + + // Cancel default TP/SL if requested and mark position to skip future recreations + if (settings.disableDefaultTPSL) { + this.disabledDefaultTPSL.add(key); + await this.cancelDefaultTPSL(symbol, positionSide); + } else { + // Ensure we remove the flag if user re-enables default TP/SL + this.disabledDefaultTPSL.delete(key); + } + + logWithTimestamp( + `ProtectiveOrderService: Activating scale out for ${symbol} ${side} - Breakeven: ${settings.enableBreakeven}, Trim levels: ${settings.trimLevels.length}, Trailing TP: ${settings.enableTrailingTakeProfit}, DCA: ${settings.enableDCAOnDrop || false}, Disable Default TP/SL: ${settings.disableDefaultTPSL || false}` + ); + + // Place breakeven order if enabled + if (settings.enableBreakeven) { + const trimPercent = settings.breakevenTrimPercent || 25; // Default 25% + await this.placeBreakevenOrder(mockPosition, entryPrice, trimPercent, key); + } + + // Place trim level orders + for (const level of settings.trimLevels) { + await this.placeTrimLevelOrder( + mockPosition, + entryPrice, + level.profitPercent, + level.trimPercent, + key + ); + } + + // Place trailing take profit if enabled + if (settings.enableTrailingTakeProfit) { + const trailPercent = settings.trailingTakeProfitPercent || 2; // Default 2% + const activationPercent = settings.trailingActivationPercent || 0; // Default 0% (immediate) + const enableDCA = settings.enableDCAOnDrop || false; + await this.placeTrailingTakeProfit(mockPosition, entryPrice, trailPercent, activationPercent, enableDCA, key); + } + + logWithTimestamp( + `ProtectiveOrderService: Scale out activated for ${symbol} ${side}` + ); + } + + /** + * Place a breakeven protective order + */ + private async placeBreakevenOrder( + position: ExchangePosition, + entryPrice: number, + trimPercent: number, + key: string + ): Promise { + const symbol = position.symbol; + const posAmt = parseFloat(position.positionAmt); + const isLong = posAmt > 0; + + // Breakeven is exactly at entry price + const triggerPrice = entryPrice; + + // Calculate quantity to trim + const trimQuantity = Math.abs(posAmt) * (trimPercent / 100); + const formattedQty = symbolPrecision.formatQuantity(symbol, trimQuantity); + + try { + const side = isLong ? 'SELL' : 'BUY'; + const clientOrderId = `po_be_${symbol}_${Date.now()}`; + + const orderParams: any = { + symbol, + side, + type: 'LIMIT', + quantity: formattedQty, + price: symbolPrecision.formatPrice(symbol, triggerPrice), + timeInForce: 'GTC', + positionSide: position.positionSide, + newClientOrderId: clientOrderId, + }; + + // In one-way mode, use reduceOnly. In hedge mode, don't use it. + if (this.config.global.positionMode !== 'HEDGE') { + orderParams.reduceOnly = true; + } + + logWithTimestamp( + `ProtectiveOrderService: Placing breakeven order for ${symbol}:`, + JSON.stringify({ ...orderParams, apiKey: '***' }, null, 2) + ); + + const order = await placeOrder(orderParams, this.config.api); + + logWithTimestamp( + `ProtectiveOrderService: ✅ Binance response for breakeven order:`, + JSON.stringify(order, null, 2) + ); + + const protectiveOrder: ProtectiveOrder = { + orderId: order.orderId, + symbol, + side, + positionSide: position.positionSide, + triggerType: 'breakeven', + triggerPercent: 0, + quantity: trimQuantity, + price: triggerPrice, + createdAt: Date.now(), + }; + + if (!this.activeOrders.has(key)) { + this.activeOrders.set(key, []); + } + this.activeOrders.get(key)!.push(protectiveOrder); + + logWithTimestamp( + `ProtectiveOrderService: ✅ Placed breakeven order #${order.orderId} for ${symbol} at ${triggerPrice.toFixed(2)} (${trimPercent}% of position)` + ); + + this.emit('protectiveOrderPlaced', protectiveOrder); + } catch (error: any) { + logErrorWithTimestamp( + `ProtectiveOrderService: Failed to place breakeven order for ${symbol}:`, + error?.response?.data || error?.message + ); + throw error; + } + } + + /** + * Place a trim level protective order at a specific profit percentage + */ + private async placeTrimLevelOrder( + position: ExchangePosition, + entryPrice: number, + profitPercent: number, + trimPercent: number, + key: string + ): Promise { + const symbol = position.symbol; + const posAmt = parseFloat(position.positionAmt); + const isLong = posAmt > 0; + + // Calculate trigger price + const priceMultiplier = isLong + ? 1 + profitPercent / 100 + : 1 - profitPercent / 100; + const triggerPrice = entryPrice * priceMultiplier; + + // Calculate quantity to trim + const trimQuantity = Math.abs(posAmt) * (trimPercent / 100); + const formattedQty = symbolPrecision.formatQuantity(symbol, trimQuantity); + + try { + const side = isLong ? 'SELL' : 'BUY'; + const clientOrderId = `po_trim_${symbol}_${profitPercent}_${Date.now()}`; + + const orderParams: any = { + symbol, + side, + type: 'LIMIT', + quantity: formattedQty, + price: symbolPrecision.formatPrice(symbol, triggerPrice), + timeInForce: 'GTC', + positionSide: position.positionSide, + newClientOrderId: clientOrderId, + }; + + // In one-way mode, use reduceOnly. In hedge mode, don't use it. + if (this.config.global.positionMode !== 'HEDGE') { + orderParams.reduceOnly = true; + } + + logWithTimestamp( + `ProtectiveOrderService: Placing trim order for ${symbol} (+${profitPercent}%):`, + JSON.stringify({ ...orderParams, apiKey: '***' }, null, 2) + ); + + const order = await placeOrder(orderParams, this.config.api); + + const protectiveOrder: ProtectiveOrder = { + orderId: order.orderId, + symbol, + side, + positionSide: position.positionSide, + triggerType: 'trim_level', + triggerPercent: profitPercent, + quantity: trimQuantity, + price: triggerPrice, + createdAt: Date.now(), + }; + + if (!this.activeOrders.has(key)) { + this.activeOrders.set(key, []); + } + this.activeOrders.get(key)!.push(protectiveOrder); + + logWithTimestamp( + `ProtectiveOrderService: ✅ Placed trim order #${order.orderId} for ${symbol} at ${triggerPrice.toFixed(2)} (+${profitPercent}%, ${trimPercent}% of position)` + ); + + this.emit('protectiveOrderPlaced', protectiveOrder); + } catch (error: any) { + logErrorWithTimestamp( + `ProtectiveOrderService: Failed to place trim order for ${symbol} at ${profitPercent}%:`, + error?.response?.data || error?.message + ); + throw error; + } + } + + /** + * Place a trailing take profit order (never goes below entry - profit protection only) + */ + private async placeTrailingTakeProfit( + position: ExchangePosition, + entryPrice: number, + trailPercent: number, + activationPercent: number, + enableDCA: boolean, + key: string + ): Promise { + const symbol = position.symbol; + const posAmt = parseFloat(position.positionAmt); + const isLong = posAmt > 0; + + // NOTE: We DON'T place the TP order immediately! + // The monitoring loop will place it once activation threshold is reached + // This prevents placing a TP at breakeven when activation > trail distance + + // Just track the trailing TP configuration - no order placed yet + const activationDistance = activationPercent / 100; + const activationPrice = activationPercent > 0 + ? (isLong ? entryPrice * (1 + activationDistance) : entryPrice * (1 - activationDistance)) + : entryPrice; + + // Track trailing TP state WITHOUT placing order yet + // The monitoring loop will create the order once activation is reached + this.trailingStops.set(key, { + trailPercent, + highestPrice: entryPrice, // Track from entry, not activation + orderId: '', // No order yet - will be created on activation + entryPrice, + enableDCA, + activationPercent, + activated: false, // Will be set to true once activation threshold is reached + }); + + logWithTimestamp( + `ProtectiveOrderService: ✅ Trailing TP configured for ${symbol}: activates at ${activationPercent}% profit (${activationPrice.toFixed(2)}), then trails ${trailPercent}% with min 0.5% profit buffer` + ); + + // Start monitoring - will place order when activation threshold is reached + this.startTrailingTakeProfitMonitoring(); + + // Emit event for UI feedback (no order ID yet) + this.emit('protectiveOrderConfigured', { + symbol, + positionSide: position.positionSide, + triggerType: 'trailing_tp', + activationPercent, + trailPercent, + }); + } + + // DEPRECATED: Old config-based methods (not used - protective orders are now on-demand via UI) + /* + public async checkPositionForProtectiveOrders( + position: ExchangePosition, + currentPrice: number + ): Promise { + const symbol = position.symbol; + const symbolConfig = this.config.symbols[symbol]; + + if (!symbolConfig?.enableProtectiveOrders) { + return; // Protective orders not enabled for this symbol + } + + const posAmt = parseFloat(position.positionAmt); + if (Math.abs(posAmt) < 0.0001) { + return; // No position + } + + const entryPrice = parseFloat(position.entryPrice); + const isLong = posAmt > 0; + const key = this.getPositionKey(symbol, position.positionSide); + + // Calculate current P&L percentage + const pnlPercent = isLong + ? ((currentPrice - entryPrice) / entryPrice) * 100 + : ((entryPrice - currentPrice) / entryPrice) * 100; + + // Check if we should place breakeven protective order + if (symbolConfig.protectiveBreakeven?.enabled) { + await this.checkBreakevenOrder(position, currentPrice, pnlPercent, key); + } + + // Check if we should place trim level orders + if (symbolConfig.protectiveTrimLevels && symbolConfig.protectiveTrimLevels.length > 0) { + await this.checkTrimLevelOrders(position, currentPrice, pnlPercent, key); + } + } + */ + +// +// private async checkBreakevenOrder( +// position: ExchangePosition, +// currentPrice: number, +// pnlPercent: number, +// key: string +// ): Promise { +// const symbol = position.symbol; +// const symbolConfig = this.config.symbols[symbol]; +// const breakeven = symbolConfig.protectiveBreakeven!; +// const entryPrice = parseFloat(position.entryPrice); +// const posAmt = parseFloat(position.positionAmt); +// const isLong = posAmt > 0; +// +// // Check if we already have a breakeven order +// const existingOrders = this.activeOrders.get(key) || []; +// const hasBreakevenOrder = existingOrders.some(o => o.triggerType === 'breakeven'); +// +// if (hasBreakevenOrder) { +// return; // Already placed +// } +// +// // Calculate trigger price with offset +// const offsetMultiplier = 1 + (breakeven.triggerOffset / 100); +// const triggerPrice = entryPrice * offsetMultiplier; +// +// // Check if current price has crossed the trigger +// const shouldTrigger = isLong +// ? currentPrice >= triggerPrice +// : currentPrice <= triggerPrice; +// +// if (!shouldTrigger) { +// return; // Not at trigger price yet +// } +// +// // Calculate quantity to trim +// const trimQuantity = Math.abs(posAmt) * (breakeven.trimPercent / 100); +// const formattedQty = symbolPrecision.formatQuantity(symbol, trimQuantity); +// +// // Place protective order +// try { +// const side = isLong ? 'SELL' : 'BUY'; +// const clientOrderId = `po_be_${symbol}_${Date.now()}`; +// +// const orderParams: any = { +// symbol, +// side, +// type: 'LIMIT', +// quantity: formattedQty, +// price: symbolPrecision.formatPrice(symbol, triggerPrice), +// timeInForce: 'GTC', +// positionSide: position.positionSide, +// reduceOnly: true, +// newClientOrderId: clientOrderId, +// }; +// +// const order = await placeOrder(orderParams, this.config.api); +// +// const protectiveOrder: ProtectiveOrder = { +// orderId: order.orderId, +// symbol, +// side, +// positionSide: position.positionSide, +// triggerType: 'breakeven', +// triggerPercent: breakeven.triggerOffset, +// quantity: trimQuantity, +// price: triggerPrice, +// createdAt: Date.now(), +// }; +// +// // Track the order +// if (!this.activeOrders.has(key)) { +// this.activeOrders.set(key, []); +// } +// this.activeOrders.get(key)!.push(protectiveOrder); +// +// logWithTimestamp( +// `ProtectiveOrderService: Placed breakeven trim order for ${symbol} at ${triggerPrice.toFixed(2)} (${breakeven.trimPercent}% of position)` +// ); +// +// this.emit('protectiveOrderPlaced', protectiveOrder); +// } catch (error: any) { +// logErrorWithTimestamp( +// `ProtectiveOrderService: Failed to place breakeven order for ${symbol}:`, +// error?.response?.data || error?.message +// ); +// +// await errorLogger.logError(error instanceof Error ? error : new Error(String(error)), { +// type: 'trading', +// severity: 'medium', +// context: { +// component: 'ProtectiveOrderService', +// symbol, +// userAction: 'Place breakeven protective order', +// }, +// }); +// } +// } +// +// private async checkTrimLevelOrders( +// position: ExchangePosition, +// currentPrice: number, +// pnlPercent: number, +// key: string +// ): Promise { +// const symbol = position.symbol; +// const symbolConfig = this.config.symbols[symbol]; +// const trimLevels = symbolConfig.protectiveTrimLevels!; +// const entryPrice = parseFloat(position.entryPrice); +// const posAmt = parseFloat(position.positionAmt); +// const isLong = posAmt > 0; +// +// const existingOrders = this.activeOrders.get(key) || []; +// +// // Check each trim level +// for (const level of trimLevels) { +// // Skip if we already have an order for this level +// const hasLevelOrder = existingOrders.some( +// o => o.triggerType === 'trim_level' && o.triggerPercent === level.triggerPercent +// ); +// +// if (hasLevelOrder) { +// continue; +// } +// +// // Check if we've reached this P&L level +// const shouldTrigger = isLong +// ? pnlPercent >= level.triggerPercent +// : pnlPercent >= level.triggerPercent; +// +// if (!shouldTrigger) { +// continue; +// } +// +// // Calculate trigger price based on P&L percentage +// const priceMultiplier = 1 + (level.triggerPercent / 100); +// const triggerPrice = isLong +// ? entryPrice * priceMultiplier +// : entryPrice * (2 - priceMultiplier); +// +// // Calculate quantity to trim (percentage of current position) +// const currentPosQty = Math.abs(posAmt); +// const trimQuantity = currentPosQty * (level.trimPercent / 100); +// const formattedQty = symbolPrecision.formatQuantity(symbol, trimQuantity); +// +// // Place protective order +// try { +// const side = isLong ? 'SELL' : 'BUY'; +// const clientOrderId = `po_tl_${symbol}_${level.triggerPercent}_${Date.now()}`; +// +// const orderParams: any = { +// symbol, +// side, +// type: 'LIMIT', +// quantity: formattedQty, +// price: symbolPrecision.formatPrice(symbol, triggerPrice), +// timeInForce: 'GTC', +// positionSide: position.positionSide, +// reduceOnly: true, +// newClientOrderId: clientOrderId, +// }; +// +// const order = await placeOrder(orderParams, this.config.api); +// +// const protectiveOrder: ProtectiveOrder = { +// orderId: order.orderId, +// symbol, +// side, +// positionSide: position.positionSide, +// triggerType: 'trim_level', +// triggerPercent: level.triggerPercent, +// quantity: trimQuantity, +// price: triggerPrice, +// createdAt: Date.now(), +// }; +// +// // Track the order +// if (!this.activeOrders.has(key)) { +// this.activeOrders.set(key, []); +// } +// this.activeOrders.get(key)!.push(protectiveOrder); +// +// logWithTimestamp( +// `ProtectiveOrderService: Placed trim level order for ${symbol} at ${triggerPrice.toFixed(2)} (${level.trimPercent}% at ${level.triggerPercent}% P&L)` +// ); +// +// this.emit('protectiveOrderPlaced', protectiveOrder); +// } catch (error: any) { +// logErrorWithTimestamp( +// `ProtectiveOrderService: Failed to place trim level order for ${symbol}:`, +// error?.response?.data || error?.message +// ); +// +// await errorLogger.logError(error instanceof Error ? error : new Error(String(error)), { +// type: 'trading', +// severity: 'medium', +// context: { +// component: 'ProtectiveOrderService', +// symbol, +// userAction: 'Place trim level protective order', +// }, +// }); +// } +// } +// } +// + // Remove protective orders when position closes + public clearProtectiveOrders(symbol: string, positionSide: string): void { + const key = this.getPositionKey(symbol, positionSide); + this.activeOrders.delete(key); + logWithTimestamp(`ProtectiveOrderService: Cleared scale out orders for ${key}`); + } + + /** + * Check if a position has active scale out + */ + public isProtectionActive(symbol: string, side: string): boolean { + const key = this.getPositionKey(symbol, side); + const orders = this.activeOrders.get(key); + return orders !== undefined && orders.length > 0; + } + + /** + * Cancel default TP/SL orders for a position + */ + private async cancelDefaultTPSL(symbol: string, positionSide: string): Promise { + try { + const { getOpenOrders } = await import('../api/market'); + const { cancelOrder } = await import('../api/orders'); + const openOrders = await getOpenOrders(symbol, this.config.api); + + // Filter for TP/SL orders (TAKE_PROFIT_MARKET, STOP_MARKET, STOP, TAKE_PROFIT) + // Exclude protective orders (po_ prefix) + const tpslOrders = openOrders.filter((order: any) => { + const isTPSL = ['TAKE_PROFIT_MARKET', 'STOP_MARKET', 'STOP', 'TAKE_PROFIT'].includes(order.type); + const isProtective = order.clientOrderId?.startsWith('po_'); + const matchesPositionSide = order.positionSide === positionSide; + return isTPSL && !isProtective && matchesPositionSide; + }); + + if (tpslOrders.length === 0) { + logWithTimestamp(`ProtectiveOrderService: No default TP/SL orders found for ${symbol} ${positionSide}`); + return; + } + + logWithTimestamp(`ProtectiveOrderService: Cancelling ${tpslOrders.length} default TP/SL orders for ${symbol} ${positionSide}`); + + for (const order of tpslOrders) { + try { + await cancelOrder({ symbol, orderId: order.orderId }, this.config.api); + logWithTimestamp(`ProtectiveOrderService: Cancelled default ${order.type} order #${order.orderId}`); + } catch (error: any) { + logErrorWithTimestamp(`ProtectiveOrderService: Failed to cancel order ${order.orderId}:`, error.message); + } + } + } catch (error: any) { + logErrorWithTimestamp(`ProtectiveOrderService: Failed to cancel default TP/SL for ${symbol}:`, error.message); + } + } + + /** + * Deactivate scale out for a position (cancel all scale out orders) + */ + public async deactivateProtection(symbol: string, side: string): Promise { + const key = this.getPositionKey(symbol, side); + const orders = this.activeOrders.get(key); + + if (!orders || orders.length === 0) { + logWithTimestamp(`ProtectiveOrderService: No active scale out for ${key}`); + return; + } + + // Mark this position as being manually deactivated + this.deactivatingKeys.add(key); + + logWithTimestamp(`ProtectiveOrderService: Deactivating scale out for ${key} - Cancelling ${orders.length} orders`); + + // Cancel all protective orders + const cancelOrder = (await import('../api/orders')).cancelOrder; + + for (const order of orders) { + try { + await cancelOrder({ symbol, orderId: Number(order.orderId) }, this.config.api); + logWithTimestamp(`ProtectiveOrderService: Cancelled ${order.triggerType} order for ${symbol}`); + } catch (error: any) { + logErrorWithTimestamp(`ProtectiveOrderService: Failed to cancel order ${order.orderId}:`, error.message); + } + } + + // Clear from tracking + this.activeOrders.delete(key); + this.trailingStops.delete(key); // Also clear trailing stop tracking + this.disabledDefaultTPSL.delete(key); // Allow default TP/SL to resume + + // Remove from deactivating set after a delay (to handle race conditions with ORDER_TRADE_UPDATE) + setTimeout(() => { + this.deactivatingKeys.delete(key); + }, 2000); + + logWithTimestamp(`ProtectiveOrderService: Scale out deactivated for ${key}`); + } + + // Handle order fill events to remove from tracking + public handleOrderFilled(orderId: string | number): void { + const orderIdStr = String(orderId); + for (const [key, orders] of this.activeOrders.entries()) { + const index = orders.findIndex(o => o.orderId === orderIdStr); + if (index !== -1) { + const order = orders[index]; + orders.splice(index, 1); + logWithTimestamp( + `ProtectiveOrderService: Protective order filled - ${order.symbol} ${order.triggerType} at ${order.price.toFixed(2)}` + ); + this.emit('protectiveOrderFilled', order); + + // If it was a trailing TP, clean up tracking + if (order.triggerType === 'trailing_tp') { + this.trailingStops.delete(key); + } + + // If no orders left, clean up + if (orders.length === 0) { + this.activeOrders.delete(key); + this.trailingStops.delete(key); + } + break; + } + } + } + + // Check if a position is being manually deactivated + public isDeactivating(symbol: string, side: string): boolean { + const key = this.getPositionKey(symbol, side); + return this.deactivatingKeys.has(key); + } + + /** + * Start monitoring trailing TPs to adjust them as price moves + */ + private startTrailingTakeProfitMonitoring(): void { + if (this.trailingStopMonitor) { + return; // Already monitoring + } + + logWithTimestamp('ProtectiveOrderService: Starting trailing TP monitoring'); + + this.trailingStopMonitor = setInterval(async () => { + await this.checkAndAdjustTrailingTakeProfits(); + }, 5000); // Check every 5 seconds + } + + /** + * Stop monitoring trailing TPs + */ + private stopTrailingTakeProfitMonitoring(): void { + if (this.trailingStopMonitor) { + clearInterval(this.trailingStopMonitor); + this.trailingStopMonitor = undefined; + logWithTimestamp('ProtectiveOrderService: Stopped trailing TP monitoring'); + } + } + + /** + * Check all active trailing TPs and adjust if needed + */ + private async checkAndAdjustTrailingTakeProfits(): Promise { + if (this.trailingStops.size === 0) { + this.stopTrailingTakeProfitMonitoring(); + return; + } + + try { + // Get current mark prices for all symbols + const { getMarkPrice } = await import('../api/market'); + const markPrices = (await getMarkPrice()) as any[]; + const priceMap = new Map(markPrices.map((p: any) => [p.symbol, parseFloat(p.markPrice)])); + + // Also get current positions to fetch quantity + const { getPositions } = await import('../api/market'); + const positions = await getPositions(this.config.api); + + for (const [key, trailData] of this.trailingStops.entries()) { + const [symbol, positionSide] = key.split('_'); + const currentPrice = priceMap.get(symbol); + + if (!currentPrice) continue; + + const isLong = positionSide === 'LONG'; + + // STEP 1: Check if activation threshold has been reached + if (!trailData.activated) { + const activationDistance = trailData.activationPercent / 100; + const activationPrice = trailData.activationPercent > 0 + ? (isLong ? trailData.entryPrice * (1 + activationDistance) : trailData.entryPrice * (1 - activationDistance)) + : trailData.entryPrice; + + const activationReached = isLong + ? currentPrice >= activationPrice + : currentPrice <= activationPrice; + + if (activationReached) { + // Activation threshold reached! Place the initial TP order + logWithTimestamp( + `ProtectiveOrderService: 🎯 Activation threshold reached for ${symbol} at ${currentPrice.toFixed(2)} (target: ${activationPrice.toFixed(2)})` + ); + + // Find position to get quantity + const position = positions.find(p => p.symbol === symbol); + if (!position) { + logWarnWithTimestamp(`ProtectiveOrderService: Position ${symbol} not found, skipping TP placement`); + continue; + } + + const posAmt = parseFloat(position.positionAmt); + const stopQuantity = Math.abs(posAmt); + + // Calculate initial TP with MINIMUM 0.5% profit buffer + const minProfitBuffer = 0.005; // 0.5% minimum profit + const stopDistance = trailData.trailPercent / 100; + + const idealTpPrice = isLong + ? currentPrice * (1 - stopDistance) + : currentPrice * (1 + stopDistance); + + // Enforce MINIMUM 0.5% profit (not just breakeven) + const minProfitPrice = isLong + ? trailData.entryPrice * (1 + minProfitBuffer) + : trailData.entryPrice * (1 - minProfitBuffer); + + const initialTpPrice = isLong + ? Math.max(idealTpPrice, minProfitPrice) + : Math.min(idealTpPrice, minProfitPrice); + + // Place the TP order + const orderId = await this.placeTrailingTPOrder( + symbol, + positionSide, + position.positionSide, + stopQuantity, + initialTpPrice, + isLong + ); + + if (orderId) { + trailData.orderId = orderId; + trailData.activated = true; + trailData.highestPrice = currentPrice; // Start tracking from activation point + + logWithTimestamp( + `ProtectiveOrderService: ✅ Placed initial trailing TP #${orderId} at ${initialTpPrice.toFixed(2)} (min 0.5% profit: ${minProfitPrice.toFixed(2)})` + ); + } + } + continue; // Don't trail until activated + } + + // STEP 2: Trail the TP if price moves in favorable direction + let needsAdjustment = false; + let newHighestPrice = trailData.highestPrice; + + if (isLong && currentPrice > trailData.highestPrice) { + newHighestPrice = currentPrice; + needsAdjustment = true; + } else if (!isLong && currentPrice < trailData.highestPrice) { + newHighestPrice = currentPrice; + needsAdjustment = true; + } + + if (needsAdjustment) { + // Calculate new TP price with minimum 0.5% profit + const minProfitBuffer = 0.005; // 0.5% minimum profit + const stopDistance = trailData.trailPercent / 100; + + const idealTpPrice = isLong + ? newHighestPrice * (1 - stopDistance) + : newHighestPrice * (1 + stopDistance); + + const minProfitPrice = isLong + ? trailData.entryPrice * (1 + minProfitBuffer) + : trailData.entryPrice * (1 - minProfitBuffer); + + const newTpPrice = isLong + ? Math.max(idealTpPrice, minProfitPrice) + : Math.min(idealTpPrice, minProfitPrice); + + // Update the TP order + await this.adjustTrailingTakeProfit(symbol, positionSide, trailData.orderId, newTpPrice); + + // Update tracking + trailData.highestPrice = newHighestPrice; + + logWithTimestamp( + `ProtectiveOrderService: 📈 Trailed TP for ${symbol} to ${newTpPrice.toFixed(2)} (high: ${newHighestPrice.toFixed(2)}, min profit: ${minProfitPrice.toFixed(2)})` + ); + } + } + } catch (error: any) { + logErrorWithTimestamp('ProtectiveOrderService: Error checking trailing TPs:', error.message); + } + } + + /** + * Place the initial trailing TP order when activation threshold is reached + */ + private async placeTrailingTPOrder( + symbol: string, + positionSide: string, + positionSideAPI: string, + quantity: number, + stopPrice: number, + isLong: boolean + ): Promise { + try { + const side = isLong ? 'SELL' : 'BUY'; + const clientOrderId = `po_trail_${symbol}_${Date.now()}`; + + const orderParams: any = { + symbol, + side, + type: 'STOP_MARKET', + quantity: symbolPrecision.formatQuantity(symbol, quantity), + stopPrice: symbolPrecision.formatPrice(symbol, stopPrice), + positionSide: positionSideAPI, + newClientOrderId: clientOrderId, + workingType: 'MARK_PRICE', + }; + + if (this.config.global.positionMode !== 'HEDGE') { + orderParams.reduceOnly = true; + } + + logWithTimestamp( + `ProtectiveOrderService: Placing trailing TP order for ${symbol}:`, + JSON.stringify({ ...orderParams, apiKey: '***' }, null, 2) + ); + + const order = await placeOrder(orderParams, this.config.api); + + // Track the order + const key = this.getPositionKey(symbol, positionSide); + const protectiveOrder: ProtectiveOrder = { + orderId: order.orderId, + symbol, + side, + positionSide: positionSideAPI, + triggerType: 'trailing_tp', + triggerPercent: 0, // Activation already reached + quantity, + price: stopPrice, + createdAt: Date.now(), + }; + + if (!this.activeOrders.has(key)) { + this.activeOrders.set(key, []); + } + this.activeOrders.get(key)!.push(protectiveOrder); + + this.emit('protectiveOrderPlaced', protectiveOrder); + + return order.orderId; + } catch (error: any) { + logErrorWithTimestamp( + `ProtectiveOrderService: Failed to place trailing TP order for ${symbol}:`, + error?.response?.data || error?.message + ); + return ''; + } + } + + /** + * Adjust a trailing TP order to a new price + */ + private async adjustTrailingTakeProfit( + symbol: string, + positionSide: string, + oldOrderId: string, + newStopPrice: number + ): Promise { + try { + const { cancelOrder } = await import('../api/orders'); + const key = this.getPositionKey(symbol, positionSide); + + // Find the order in tracking + const orders = this.activeOrders.get(key); + const orderIndex = orders?.findIndex(o => o.orderId === oldOrderId); + + if (orderIndex === undefined || orderIndex === -1 || !orders) { + logWarnWithTimestamp(`ProtectiveOrderService: Trailing TP order ${oldOrderId} not found in tracking`); + return; + } + + const oldOrder = orders[orderIndex]; + const quantity = oldOrder.quantity; + const side = oldOrder.side; + + // Cancel old order + await cancelOrder({ symbol, orderId: Number(oldOrderId) }, this.config.api); + + // Place new order at adjusted price + const clientOrderId = `po_trail_${symbol}_${Date.now()}`; + const orderParams: any = { + symbol, + side, + type: 'STOP_MARKET', + quantity: symbolPrecision.formatQuantity(symbol, quantity), + stopPrice: symbolPrecision.formatPrice(symbol, newStopPrice), + positionSide, + newClientOrderId: clientOrderId, + workingType: 'MARK_PRICE', + }; + + if (this.config.global.positionMode !== 'HEDGE') { + orderParams.reduceOnly = true; + } + + const newOrder = await placeOrder(orderParams, this.config.api); + + // Update tracking + orders[orderIndex] = { + ...oldOrder, + orderId: newOrder.orderId, + price: newStopPrice, + }; + + // Update trail data + const trailData = this.trailingStops.get(key); + if (trailData) { + trailData.orderId = newOrder.orderId; + } + + logWithTimestamp( + `ProtectiveOrderService: ✅ Adjusted trailing TP for ${symbol} from ${oldOrder.price.toFixed(2)} to ${newStopPrice.toFixed(2)}` + ); + } catch (error: any) { + logErrorWithTimestamp( + `ProtectiveOrderService: Failed to adjust trailing TP for ${symbol}:`, + error?.response?.data || error?.message + ); + } + } + + // DEPRECATED: Placeholder for old automatic monitoring +// private async checkAndPlaceProtectiveOrders(): Promise { +// // This will be called by position manager when it has position updates +// // For now, it's a placeholder for future integration +// } + + private getPositionKey(symbol: string, positionSide: string): string { + return `${symbol}_${positionSide}`; + } + + // Get all active protective orders for a position + public getProtectiveOrders(symbol: string, positionSide: string): ProtectiveOrder[] { + const key = this.getPositionKey(symbol, positionSide); + return this.activeOrders.get(key) || []; + } + + // Check if default TP/SL is disabled for this position + public isDefaultTPSLDisabled(symbol: string, positionSide: string): boolean { + const key = this.getPositionKey(symbol, positionSide); + return this.disabledDefaultTPSL.has(key); + } +} + +// Singleton instance +let protectiveOrderServiceInstance: ProtectiveOrderService | null = null; + +export function getProtectiveOrderService(): ProtectiveOrderService | null { + return protectiveOrderServiceInstance; +} + +export function initializeProtectiveOrderService(config: Config): ProtectiveOrderService { + if (!protectiveOrderServiceInstance) { + protectiveOrderServiceInstance = new ProtectiveOrderService(config); + } else { + protectiveOrderServiceInstance.updateConfig(config); + } + return protectiveOrderServiceInstance; +} + +// Export singleton for API usage +export const protectiveOrderService = new Proxy({} as ProtectiveOrderService, { + get(_target, prop) { + if (!protectiveOrderServiceInstance) { + throw new Error('ProtectiveOrderService not initialized. Call initializeProtectiveOrderService() first.'); + } + return (protectiveOrderServiceInstance as any)[prop]; + }, +}); diff --git a/src/lib/services/thresholdMonitor.ts b/src/lib/services/thresholdMonitor.ts index d8c6516..5e59de7 100644 --- a/src/lib/services/thresholdMonitor.ts +++ b/src/lib/services/thresholdMonitor.ts @@ -158,6 +158,19 @@ export class ThresholdMonitor extends EventEmitter { // BUY liquidation means shorts are getting liquidated, we might want to SELL (short) const isLongOpportunity = liquidation.side === 'SELL'; + // DEDUPLICATION: Check if this exact liquidation already exists based on eventTime and quantity + // This prevents duplicate WebSocket events from inflating the threshold count + const liquidationKey = `${liquidation.eventTime}_${liquidation.quantity}_${liquidation.price}`; + const targetArray = isLongOpportunity ? status.recentLiquidations.long : status.recentLiquidations.short; + const isDuplicate = targetArray.some(liq => + `${liq.eventTime}_${liq.quantity}_${liq.price}` === liquidationKey + ); + + if (isDuplicate) { + // Skip duplicate liquidation - don't add to threshold count + return status; + } + if (isLongOpportunity) { status.recentLiquidations.long.push(liquidation); } else { diff --git a/src/lib/services/websocketService.ts b/src/lib/services/websocketService.ts index c1f40df..bcca37b 100644 --- a/src/lib/services/websocketService.ts +++ b/src/lib/services/websocketService.ts @@ -172,6 +172,10 @@ class WebSocketService { this.isIntentionalDisconnect = true; } + // Broadcast to all handlers (only log important events to reduce spam) + if (['liquidation', 'shutdown', 'error'].includes(message.type)) { + console.log(`[WebSocketService] Broadcasting ${message.type} to ${this.handlers.size} handlers`); + } this.handlers.forEach(handler => { try { handler(message); diff --git a/src/lib/types.ts b/src/lib/types.ts index 53b874b..b9bb699 100644 --- a/src/lib/types.ts +++ b/src/lib/types.ts @@ -32,19 +32,14 @@ export interface SymbolConfig { thresholdTimeWindow?: number; // Time window in ms for volume accumulation (default: 60000) thresholdCooldown?: number; // Cooldown period in ms between triggers (default: 30000) - // Tranche management settings - enableTrancheManagement?: boolean; // Enable multi-tranche system (default: false) - trancheIsolationThreshold?: number; // % loss to isolate tranche (default: 5) - maxTranches?: number; // Max active tranches (default: 3) - maxIsolatedTranches?: number; // Max isolated tranches before blocking (default: 2) - trancheAllocation?: 'equal' | 'dynamic'; // How to size new tranches (default: 'equal') - trancheStrategy?: TrancheStrategy; // Tranche behavior settings - - // Advanced tranche settings - allowTrancheWhileIsolated?: boolean; // Allow new tranches when some are isolated (default: true) - isolatedTrancheMinMargin?: number; // Min margin to keep in isolated tranches (USDT) - trancheAutoCloseIsolated?: boolean; // Auto-close isolated tranches when recovered (default: false) - trancheRecoveryThreshold?: number; // % profit to auto-close isolated tranche (default: 0.5%) + // Multi-Tranche Position Management + enableTrancheManagement?: boolean; // Enable tracking of multiple independent position entries + trancheIsolationThreshold?: number; // P&L % threshold to isolate underwater tranches (e.g., 5 for -5%) + maxTranches?: number; // Maximum number of active tranches per symbol/side (e.g., 3) + maxIsolatedTranches?: number; // Maximum number of isolated tranches allowed before blocking new trades + allowTrancheWhileIsolated?: boolean; // Allow opening new tranches while some are isolated + trancheAutoCloseIsolated?: boolean; // Automatically close isolated tranches when they recover + trancheRecoveryThreshold?: number; // P&L % threshold to auto-close recovered tranches (e.g., 0.5 for +0.5%) } export interface ApiCredentials { @@ -80,6 +75,7 @@ export interface GlobalConfig { useThresholdSystem?: boolean; // Enable 60-second rolling volume threshold system (default: false) server?: ServerConfig; // Optional server configuration rateLimit?: RateLimitConfig; // Rate limit configuration + liquidationDatabase?: LiquidationDatabaseConfig; // Liquidation data retention settings } export interface Config { @@ -144,101 +140,4 @@ export interface MarkPrice { symbol: string; markPrice: string; indexPrice: string; -} - -// Tranche Management Types - -export interface TrancheStrategy { - // Note: Closing strategy is hardcoded to LIFO (Last In, First Out) - // This closes newest tranches first for quick profit-taking - - // Note: SL/TP strategy is hardcoded to BEST_ENTRY - // This protects the most favorable entry price - - // Isolation behavior (future feature - currently only HOLD is implemented) - isolationAction: 'HOLD' | 'REDUCE_LEVERAGE' | 'PARTIAL_CLOSE'; -} - -export interface Tranche { - // Identity - id: string; // UUID v4 - symbol: string; // e.g., "BTCUSDT" - side: 'LONG' | 'SHORT'; // Position direction - positionSide: 'LONG' | 'SHORT' | 'BOTH'; // Exchange position side - - // Entry details - entryPrice: number; // Average entry price for this tranche - quantity: number; // Position size in base asset (BTC, ETH, etc.) - marginUsed: number; // USDT margin allocated - leverage: number; // Leverage used (1-125) - entryTime: number; // Unix timestamp - entryOrderId?: string; // Exchange order ID that created this tranche - - // Exit details - exitPrice?: number; // Average exit price (when closed) - exitTime?: number; // Unix timestamp - exitOrderId?: string; // Exchange order ID that closed this tranche - - // P&L tracking - unrealizedPnl: number; // Current unrealized P&L (updated real-time) - realizedPnl: number; // Final realized P&L (on close) - - // Risk management (inherited from SymbolConfig at entry time) - tpPercent: number; // Take profit % - slPercent: number; // Stop loss % - tpPrice: number; // Calculated TP price - slPrice: number; // Calculated SL price - - // Status tracking - status: 'active' | 'closed' | 'liquidated'; - isolated: boolean; // True if underwater > isolation threshold - isolationTime?: number; // When it became isolated - isolationPrice?: number; // Price when isolated - - // Metadata - notes?: string; // Optional notes (e.g., "manual entry", "recovered from restart") -} - -export interface TrancheGroup { - symbol: string; - side: 'LONG' | 'SHORT'; - positionSide: 'LONG' | 'SHORT' | 'BOTH'; - - // Tranche tracking - tranches: Tranche[]; // All tranches (active + closed) - activeTranches: Tranche[]; // Currently open tranches - isolatedTranches: Tranche[]; // Underwater tranches - - // Aggregated metrics (sum of active tranches) - totalQuantity: number; // Total position size - totalMarginUsed: number; // Total margin allocated - weightedAvgEntry: number; // Weighted average entry price - totalUnrealizedPnl: number; // Sum of all unrealized P&L - - // Exchange sync - lastExchangeQuantity: number; // Last known exchange position size - lastExchangeSync: number; // Last sync timestamp - syncStatus: 'synced' | 'drift' | 'conflict'; // Sync health - - // Order management - activeSlOrderId?: number; // Current exchange SL order - activeTpOrderId?: number; // Current exchange TP order - targetSlPrice?: number; // Target SL price - targetTpPrice?: number; // Target TP price -} - -export interface TrancheEvent { - id: number; // Auto-increment ID - trancheId: string; // Foreign key to tranche - eventType: 'created' | 'isolated' | 'closed' | 'liquidated' | 'updated'; - eventTime: number; // Unix timestamp - - // Event details - price?: number; // Price at event time - quantity?: number; // Quantity affected - pnl?: number; // P&L at event (if applicable) - - // Context - trigger?: string; // What triggered the event - metadata?: string; // JSON with additional details -} +}; diff --git a/src/lib/utils/timestamp.ts b/src/lib/utils/timestamp.ts index 41c6c53..659f50f 100644 --- a/src/lib/utils/timestamp.ts +++ b/src/lib/utils/timestamp.ts @@ -3,6 +3,69 @@ * Provides formatted timestamps for terminal output */ +// Server-side log buffer (Node.js only) +interface ServerLogEntry { + timestamp: string; + level: 'info' | 'warn' | 'error'; + component: string; + message: string; +} + +const MAX_SERVER_LOGS = 1000; +const serverLogBuffer: ServerLogEntry[] = []; + +export function getServerLogs(limit?: number): ServerLogEntry[] { + return limit ? serverLogBuffer.slice(-limit) : [...serverLogBuffer]; +} + +export function clearServerLogs(): void { + serverLogBuffer.length = 0; +} + +function addToServerBuffer(level: 'info' | 'warn' | 'error', args: any[]): void { + // Only buffer logs on server-side + if (typeof window !== 'undefined') return; + + const component = extractComponent(args); + const message = formatMessage(args); + + serverLogBuffer.push({ + timestamp: new Date().toISOString(), + level, + component, + message + }); + + // Keep only last MAX_SERVER_LOGS entries + if (serverLogBuffer.length > MAX_SERVER_LOGS) { + serverLogBuffer.shift(); + } +} + +/** + * Extract component name from log message + * Looks for patterns like "ComponentName: message" + */ +function extractComponent(args: any[]): string { + const firstArg = String(args[0] || ''); + const match = firstArg.match(/^([A-Za-z]+(?:Manager|Service|Bot)?)\s*:/); + return match ? match[1] : 'System'; +} + +/** + * Format args into a single message string + */ +function formatMessage(args: any[]): string { + return args + .map(arg => { + if (typeof arg === 'string') return arg; + if (arg instanceof Error) return arg.message; + if (typeof arg === 'object') return JSON.stringify(arg); + return String(arg); + }) + .join(' '); +} + /** * Get current timestamp in ISO 8601 format with milliseconds * Example: 2025-10-11 09:05:29.736 @@ -43,6 +106,9 @@ export function getTimeOnly(): string { export function logWithTimestamp(...args: any[]): void { const timestamp = getTimeOnly(); console.log(`[${timestamp}]`, ...args); + + // Store in server-side buffer + addToServerBuffer('info', args); } /** @@ -52,6 +118,9 @@ export function logWithTimestamp(...args: any[]): void { export function logErrorWithTimestamp(...args: any[]): void { const timestamp = getTimeOnly(); console.error(`[${timestamp}]`, ...args); + + // Store in server-side buffer + addToServerBuffer('error', args); } /** @@ -61,4 +130,7 @@ export function logErrorWithTimestamp(...args: any[]): void { export function logWarnWithTimestamp(...args: any[]): void { const timestamp = getTimeOnly(); console.warn(`[${timestamp}]`, ...args); + + // Store in server-side buffer + addToServerBuffer('warn', args); } diff --git a/src/middleware.ts b/src/middleware.ts index a8f5090..78b9d1f 100644 --- a/src/middleware.ts +++ b/src/middleware.ts @@ -12,7 +12,7 @@ export default withAuth( const pathname = req.nextUrl.pathname; // Allow public paths - const PUBLIC_PATHS = ['/login', '/api/auth', '/api/health']; + const PUBLIC_PATHS = ['/login', '/api/auth', '/api/health', '/api/klines', '/api/logs']; if (PUBLIC_PATHS.some(path => pathname.startsWith(path))) { return true; }