feat: GridBot als zweite Paper-Engine — No-Stop-XRP-Grid live

processGridCycle (Paritätstest gegen runGridBacktest), GridEngine mit
DB-Recovery (grid_state/grid_lots, bot_state id=2), bot-Spalte in
paper_trades/equity_snapshots, /api/grid, Dashboard-Panel.
Bewusster Paper-Probelauf trotz Gate-Fail (User-Entscheidung 2026-06-10).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-06-10 07:29:42 +00:00
parent f754b91acd
commit 021049b259
12 changed files with 1267 additions and 17 deletions

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@@ -1,6 +1,8 @@
# trade-kuns # trade-kuns
Multi-Pair-Trendfolge-Paper-Bot (BTC/ETH/SOL/XRP_USDT): Donchian-20-Breakout auf 4h, EMA-200 + ADX-20-Filter, Chandelier-Trailing-Stop (3×ATR), long-only, fixe Parameter. **Paper-only — keine Order-Ausführung.** Zwei Paper-Engines in einem Prozess (**paper-only — keine Order-Ausführung**):
1. **Trend-Bot** (BTC/ETH/SOL/XRP_USDT): Donchian-20-Breakout auf 4h, EMA-200 + ADX-20-Filter, Chandelier-Trailing-Stop (3×ATR), long-only, fixe Parameter. State: `bot_state` id=1.
2. **GridBot** (nur XRP): No-Stop-ATR-Grid — 8 Levels, Spacing 3×ATR(4h), nie Verlust-Verkäufe, verlustfreies Re-Center bei leerem Grid außerhalb der Range. State: `bot_state` id=2, `grid_state`/`grid_lots`. Spec/Validierung: `docs/walkforward-grid-2026-06-10.md`.
## Stack & Befehle ## Stack & Befehle
- Bun 1.3 + TypeScript, Drizzle (Postgres), Zod. Tests collocated (`*.test.ts`). - Bun 1.3 + TypeScript, Drizzle (Postgres), Zod. Tests collocated (`*.test.ts`).

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@@ -0,0 +1,25 @@
CREATE TABLE "grid_lots" (
"id" serial PRIMARY KEY NOT NULL,
"pair" varchar(16) NOT NULL,
"level_idx" integer NOT NULL,
"qty" double precision NOT NULL,
"entry_ts" timestamp with time zone NOT NULL,
"entry_price" double precision NOT NULL,
"entry_cost" double precision NOT NULL,
"risk_amount" double precision NOT NULL
);
--> statement-breakpoint
CREATE TABLE "grid_state" (
"pair" varchar(16) PRIMARY KEY NOT NULL,
"center" double precision NOT NULL,
"spacing" double precision NOT NULL,
"lower_bound" double precision NOT NULL,
"upper_bound" double precision NOT NULL,
"budget_per_level" double precision NOT NULL,
"activated_ts" timestamp with time zone NOT NULL
);
--> statement-breakpoint
ALTER TABLE "equity_snapshots" ADD COLUMN "bot" text DEFAULT 'trend' NOT NULL;--> statement-breakpoint
ALTER TABLE "equity_snapshots" DROP CONSTRAINT "equity_snapshots_pkey";--> statement-breakpoint
ALTER TABLE "equity_snapshots" ADD CONSTRAINT "equity_snapshots_bot_ts_pk" PRIMARY KEY("bot","ts");--> statement-breakpoint
ALTER TABLE "paper_trades" ADD COLUMN "bot" text DEFAULT 'trend' NOT NULL;

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@@ -0,0 +1,604 @@
{
"id": "2e351b16-12b9-4c9a-a777-29cd5cf06dd4",
"prevId": "38fbc5fc-4ef1-4dae-b408-21bcafa513b7",
"version": "7",
"dialect": "postgresql",
"tables": {
"public.backtest_runs": {
"name": "backtest_runs",
"schema": "",
"columns": {
"id": {
"name": "id",
"type": "serial",
"primaryKey": true,
"notNull": true
},
"created_at": {
"name": "created_at",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true,
"default": "now()"
},
"kind": {
"name": "kind",
"type": "text",
"primaryKey": false,
"notNull": true
},
"config": {
"name": "config",
"type": "jsonb",
"primaryKey": false,
"notNull": true
},
"result": {
"name": "result",
"type": "jsonb",
"primaryKey": false,
"notNull": true
}
},
"indexes": {},
"foreignKeys": {},
"compositePrimaryKeys": {},
"uniqueConstraints": {},
"policies": {},
"checkConstraints": {},
"isRLSEnabled": false
},
"public.bot_state": {
"name": "bot_state",
"schema": "",
"columns": {
"id": {
"name": "id",
"type": "integer",
"primaryKey": true,
"notNull": true
},
"cash": {
"name": "cash",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"start_capital": {
"name": "start_capital",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"cursor_ts": {
"name": "cursor_ts",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true
},
"updated_at": {
"name": "updated_at",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true,
"default": "now()"
}
},
"indexes": {},
"foreignKeys": {},
"compositePrimaryKeys": {},
"uniqueConstraints": {},
"policies": {},
"checkConstraints": {},
"isRLSEnabled": false
},
"public.candles": {
"name": "candles",
"schema": "",
"columns": {
"pair": {
"name": "pair",
"type": "varchar(16)",
"primaryKey": false,
"notNull": true
},
"ts": {
"name": "ts",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true
},
"open": {
"name": "open",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"high": {
"name": "high",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"low": {
"name": "low",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"close": {
"name": "close",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"volume": {
"name": "volume",
"type": "double precision",
"primaryKey": false,
"notNull": true
}
},
"indexes": {},
"foreignKeys": {},
"compositePrimaryKeys": {
"candles_pair_ts_pk": {
"name": "candles_pair_ts_pk",
"columns": [
"pair",
"ts"
]
}
},
"uniqueConstraints": {},
"policies": {},
"checkConstraints": {},
"isRLSEnabled": false
},
"public.decision_logs": {
"name": "decision_logs",
"schema": "",
"columns": {
"id": {
"name": "id",
"type": "serial",
"primaryKey": true,
"notNull": true
},
"pair": {
"name": "pair",
"type": "varchar(16)",
"primaryKey": false,
"notNull": true
},
"bar_ts": {
"name": "bar_ts",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true
},
"signal": {
"name": "signal",
"type": "text",
"primaryKey": false,
"notNull": false
},
"blocked_by": {
"name": "blocked_by",
"type": "text",
"primaryKey": false,
"notNull": false
},
"close": {
"name": "close",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"atr": {
"name": "atr",
"type": "double precision",
"primaryKey": false,
"notNull": false
},
"adx": {
"name": "adx",
"type": "double precision",
"primaryKey": false,
"notNull": false
},
"donchian_high": {
"name": "donchian_high",
"type": "double precision",
"primaryKey": false,
"notNull": false
},
"trend_ema": {
"name": "trend_ema",
"type": "double precision",
"primaryKey": false,
"notNull": false
},
"price_after_4h": {
"name": "price_after_4h",
"type": "double precision",
"primaryKey": false,
"notNull": false
},
"price_after_24h": {
"name": "price_after_24h",
"type": "double precision",
"primaryKey": false,
"notNull": false
},
"price_after_72h": {
"name": "price_after_72h",
"type": "double precision",
"primaryKey": false,
"notNull": false
}
},
"indexes": {
"decision_logs_pair_bar_ts": {
"name": "decision_logs_pair_bar_ts",
"columns": [
{
"expression": "pair",
"isExpression": false,
"asc": true,
"nulls": "last"
},
{
"expression": "bar_ts",
"isExpression": false,
"asc": true,
"nulls": "last"
}
],
"isUnique": true,
"concurrently": false,
"method": "btree",
"with": {}
}
},
"foreignKeys": {},
"compositePrimaryKeys": {},
"uniqueConstraints": {},
"policies": {},
"checkConstraints": {},
"isRLSEnabled": false
},
"public.equity_snapshots": {
"name": "equity_snapshots",
"schema": "",
"columns": {
"bot": {
"name": "bot",
"type": "text",
"primaryKey": false,
"notNull": true,
"default": "'trend'"
},
"ts": {
"name": "ts",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true
},
"equity": {
"name": "equity",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"cash": {
"name": "cash",
"type": "double precision",
"primaryKey": false,
"notNull": true
}
},
"indexes": {},
"foreignKeys": {},
"compositePrimaryKeys": {
"equity_snapshots_bot_ts_pk": {
"name": "equity_snapshots_bot_ts_pk",
"columns": [
"bot",
"ts"
]
}
},
"uniqueConstraints": {},
"policies": {},
"checkConstraints": {},
"isRLSEnabled": false
},
"public.grid_lots": {
"name": "grid_lots",
"schema": "",
"columns": {
"id": {
"name": "id",
"type": "serial",
"primaryKey": true,
"notNull": true
},
"pair": {
"name": "pair",
"type": "varchar(16)",
"primaryKey": false,
"notNull": true
},
"level_idx": {
"name": "level_idx",
"type": "integer",
"primaryKey": false,
"notNull": true
},
"qty": {
"name": "qty",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"entry_ts": {
"name": "entry_ts",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true
},
"entry_price": {
"name": "entry_price",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"entry_cost": {
"name": "entry_cost",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"risk_amount": {
"name": "risk_amount",
"type": "double precision",
"primaryKey": false,
"notNull": true
}
},
"indexes": {},
"foreignKeys": {},
"compositePrimaryKeys": {},
"uniqueConstraints": {},
"policies": {},
"checkConstraints": {},
"isRLSEnabled": false
},
"public.grid_state": {
"name": "grid_state",
"schema": "",
"columns": {
"pair": {
"name": "pair",
"type": "varchar(16)",
"primaryKey": true,
"notNull": true
},
"center": {
"name": "center",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"spacing": {
"name": "spacing",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"lower_bound": {
"name": "lower_bound",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"upper_bound": {
"name": "upper_bound",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"budget_per_level": {
"name": "budget_per_level",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"activated_ts": {
"name": "activated_ts",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true
}
},
"indexes": {},
"foreignKeys": {},
"compositePrimaryKeys": {},
"uniqueConstraints": {},
"policies": {},
"checkConstraints": {},
"isRLSEnabled": false
},
"public.paper_trades": {
"name": "paper_trades",
"schema": "",
"columns": {
"id": {
"name": "id",
"type": "serial",
"primaryKey": true,
"notNull": true
},
"bot": {
"name": "bot",
"type": "text",
"primaryKey": false,
"notNull": true,
"default": "'trend'"
},
"pair": {
"name": "pair",
"type": "varchar(16)",
"primaryKey": false,
"notNull": true
},
"side": {
"name": "side",
"type": "text",
"primaryKey": false,
"notNull": true
},
"entry_ts": {
"name": "entry_ts",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true
},
"entry_price": {
"name": "entry_price",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"exit_ts": {
"name": "exit_ts",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true
},
"exit_price": {
"name": "exit_price",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"qty": {
"name": "qty",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"pnl": {
"name": "pnl",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"r": {
"name": "r",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"exit_reason": {
"name": "exit_reason",
"type": "text",
"primaryKey": false,
"notNull": true
}
},
"indexes": {},
"foreignKeys": {},
"compositePrimaryKeys": {},
"uniqueConstraints": {},
"policies": {},
"checkConstraints": {},
"isRLSEnabled": false
},
"public.positions": {
"name": "positions",
"schema": "",
"columns": {
"pair": {
"name": "pair",
"type": "varchar(16)",
"primaryKey": true,
"notNull": true
},
"side": {
"name": "side",
"type": "text",
"primaryKey": false,
"notNull": true
},
"qty": {
"name": "qty",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"entry_ts": {
"name": "entry_ts",
"type": "timestamp with time zone",
"primaryKey": false,
"notNull": true
},
"entry_price": {
"name": "entry_price",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"entry_cost": {
"name": "entry_cost",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"initial_stop": {
"name": "initial_stop",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"stop": {
"name": "stop",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"trail_extreme": {
"name": "trail_extreme",
"type": "double precision",
"primaryKey": false,
"notNull": true
},
"risk_amount": {
"name": "risk_amount",
"type": "double precision",
"primaryKey": false,
"notNull": true
}
},
"indexes": {},
"foreignKeys": {},
"compositePrimaryKeys": {},
"uniqueConstraints": {},
"policies": {},
"checkConstraints": {},
"isRLSEnabled": false
}
},
"enums": {},
"schemas": {},
"sequences": {},
"roles": {},
"policies": {},
"views": {},
"_meta": {
"columns": {},
"schemas": {},
"tables": {}
}
}

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@@ -15,6 +15,13 @@
"when": 1781071452889, "when": 1781071452889,
"tag": "0001_certain_omega_red", "tag": "0001_certain_omega_red",
"breakpoints": true "breakpoints": true
},
{
"idx": 2,
"version": "7",
"when": 1781076227862,
"tag": "0002_burly_joystick",
"breakpoints": true
} }
] ]
} }

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@@ -52,6 +52,14 @@
<div class="panel"><h2>Letzte Entscheidungen (4h-Bars)</h2><div id="decisions"></div></div> <div class="panel"><h2>Letzte Entscheidungen (4h-Bars)</h2><div id="decisions"></div></div>
<div class="panel">
<h2>GridBot XRP <span class="tag">No-Stop · 3×ATR · 8 Levels · Paper</span></h2>
<div class="kpis" id="grid-kpis" style="margin-bottom:12px"></div>
<div id="grid-info" style="color:var(--muted);font-size:12.5px;margin-bottom:10px"></div>
<h2>Offene Lots</h2><div id="grid-lots"></div>
<h2 style="margin-top:14px">Grid-Trades</h2><div id="grid-trades"></div>
</div>
<script> <script>
const fmt = (n, d = 2) => n == null || Number.isNaN(n) ? '' : n.toLocaleString('de-DE', { minimumFractionDigits: d, maximumFractionDigits: d }); const fmt = (n, d = 2) => n == null || Number.isNaN(n) ? '' : n.toLocaleString('de-DE', { minimumFractionDigits: d, maximumFractionDigits: d });
const fmtTs = (ts) => ts == null ? '' : new Date(ts).toLocaleString('de-DE', { day: '2-digit', month: '2-digit', hour: '2-digit', minute: '2-digit' }); const fmtTs = (ts) => ts == null ? '' : new Date(ts).toLocaleString('de-DE', { day: '2-digit', month: '2-digit', hour: '2-digit', minute: '2-digit' });
@@ -109,11 +117,12 @@ function drawChart(curve, startCapital) {
async function refresh() { async function refresh() {
try { try {
const [pf, stats, trades, decisions] = await Promise.all([ const [pf, stats, trades, decisions, grid] = await Promise.all([
fetch('/api/portfolio').then(r => r.json()), fetch('/api/portfolio').then(r => r.json()),
fetch('/api/stats').then(r => r.json()), fetch('/api/stats').then(r => r.json()),
fetch('/api/trades?limit=30').then(r => r.json()), fetch('/api/trades?limit=30').then(r => r.json()),
fetch('/api/decisions?limit=12').then(r => r.json()), fetch('/api/decisions?limit=12').then(r => r.json()),
fetch('/api/grid').then(r => r.json()),
]); ]);
const pnl = pf.equity - pf.startCapital; const pnl = pf.equity - pf.startCapital;
@@ -150,6 +159,29 @@ async function refresh() {
}), }),
'Noch keine Entscheidungen — die erste 4h-Bar schließt demnächst.'); 'Noch keine Entscheidungen — die erste 4h-Bar schließt demnächst.');
const gPnl = grid.equity - grid.startCapital;
document.getElementById('grid-kpis').innerHTML =
kpi('Equity', fmt(grid.equity) + ' $') +
kpi('PnL', sign(gPnl) + ' $', cls(gPnl)) +
kpi('Cash', fmt(grid.cash) + ' $') +
kpi('Trades', grid.stats.trades) +
kpi('Win Rate', grid.stats.trades ? fmt(grid.stats.winRate * 100, 0) + ' %' : '');
const gs = grid.grids[0];
document.getElementById('grid-info').textContent = gs
? `Aktives Grid: Center ${fmt(gs.center, 4)} · Spacing ${fmt(gs.spacing, 4)} · Range ${fmt(gs.lowerBound, 4)}${fmt(gs.upperBound, 4)} · Budget/Level ${fmt(gs.budgetPerLevel)} $ · aktiviert ${fmtTs(gs.activatedTs)} · XRP jetzt ${fmt(gs.lastPrice, 4)}`
: 'Kein aktives Grid — Aktivierung beim nächsten 4h-Close.';
document.getElementById('grid-lots').innerHTML = table(
['Level', 'Entry', 'Entry-Preis', 'Letzter', 'Wert $', 'PnL $'],
grid.lots.map(l => `<tr><td>L${l.levelIdx + 1}</td><td>${fmtTs(l.entryTs)}</td><td>${fmt(l.entryPrice, 4)}</td><td>${fmt(l.lastPrice, 4)}</td><td>${fmt(l.value)}</td><td class="${cls(l.unrealizedPnl)}">${sign(l.unrealizedPnl)}</td></tr>`),
'Keine offenen Lots — warten auf den ersten Dip unter ein Level.');
document.getElementById('grid-trades').innerHTML = table(
['Entry', 'Exit', 'Entry-Preis', 'Exit-Preis', 'PnL $', 'Grund'],
grid.trades.map(t => `<tr><td>${fmtTs(new Date(t.entryTs).getTime())}</td><td>${fmtTs(new Date(t.exitTs).getTime())}</td><td>${fmt(t.entryPrice, 4)}</td><td>${fmt(t.exitPrice, 4)}</td><td class="${cls(t.pnl)}">${sign(t.pnl)}</td><td>${t.exitReason}</td></tr>`),
'Noch keine Grid-Trades.');
const eng = pf.engine || {}; const eng = pf.engine || {};
const ok = eng.lastCycleOk !== false; const ok = eng.lastCycleOk !== false;
document.getElementById('status').innerHTML = document.getElementById('status').innerHTML =

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@@ -1,12 +1,14 @@
import { and, desc, eq, gte } from 'drizzle-orm'; import { and, desc, eq, gte } from 'drizzle-orm';
import { db } from '../db/client'; import { db } from '../db/client';
import { botState, candles, decisionLogs, equitySnapshots, paperTrades, positions } from '../db/schema'; import { botState, candles, decisionLogs, equitySnapshots, gridLots, gridState, paperTrades, positions } from '../db/schema';
import { aggregate4h } from '../market/aggregate'; import { aggregate4h } from '../market/aggregate';
import { computeMetrics, type EquityPoint } from '../backtest/metrics'; import { computeMetrics, type EquityPoint } from '../backtest/metrics';
import type { ClosedTrade } from '../engine/portfolio'; import type { ClosedTrade } from '../engine/portfolio';
import type { Pair } from '../types'; import type { Pair } from '../types';
import { PAIRS } from '../types'; import { PAIRS } from '../types';
import type { LiveEngine } from '../live/engine'; import type { LiveEngine } from '../live/engine';
import type { GridEngine } from '../live/grid-engine';
import { GRID_CYCLE_CONFIG } from '../live/grid-engine';
function json(data: unknown, status = 200): Response { function json(data: unknown, status = 200): Response {
return new Response(JSON.stringify(data), { status, headers: { 'content-type': 'application/json' } }); return new Response(JSON.stringify(data), { status, headers: { 'content-type': 'application/json' } });
@@ -66,7 +68,7 @@ async function getPortfolio(engine: LiveEngine) {
async function getStats() { async function getStats() {
const [state] = await db.select().from(botState).where(eq(botState.id, 1)); const [state] = await db.select().from(botState).where(eq(botState.id, 1));
const tradeRows = await db.select().from(paperTrades); const tradeRows = await db.select().from(paperTrades).where(eq(paperTrades.bot, 'trend'));
const trades: ClosedTrade[] = tradeRows.map((t) => ({ const trades: ClosedTrade[] = tradeRows.map((t) => ({
pair: t.pair as Pair, pair: t.pair as Pair,
entryTs: t.entryTs.getTime(), entryTs: t.entryTs.getTime(),
@@ -79,7 +81,11 @@ async function getStats() {
exitReason: t.exitReason as ClosedTrade['exitReason'], exitReason: t.exitReason as ClosedTrade['exitReason'],
side: t.side as 'long' | 'short', side: t.side as 'long' | 'short',
})); }));
const curveRows = await db.select().from(equitySnapshots).orderBy(equitySnapshots.ts); const curveRows = await db
.select()
.from(equitySnapshots)
.where(eq(equitySnapshots.bot, 'trend'))
.orderBy(equitySnapshots.ts);
const curve: EquityPoint[] = curveRows.map((r) => ({ ts: r.ts.getTime(), equity: r.equity })); const curve: EquityPoint[] = curveRows.map((r) => ({ ts: r.ts.getTime(), equity: r.equity }));
const start = state?.startCapital ?? 1000; const start = state?.startCapital ?? 1000;
const metrics = computeMetrics(trades, curve, start); const metrics = computeMetrics(trades, curve, start);
@@ -104,7 +110,78 @@ async function getStats() {
return { ...metrics, startCapital: start, equityCurve: curve, btcBuyHoldPct }; return { ...metrics, startCapital: start, equityCurve: curve, btcBuyHoldPct };
} }
export function createServer(engine: LiveEngine, port: number) { async function getGrid(gridEngine: GridEngine) {
const [state] = await db.select().from(botState).where(eq(botState.id, 2));
const stateRows = await db.select().from(gridState);
const lotRows = await db.select().from(gridLots);
const tradeRows = await db
.select()
.from(paperTrades)
.where(eq(paperTrades.bot, 'grid'))
.orderBy(desc(paperTrades.exitTs))
.limit(30);
const closes = await latestCloses();
let equity = state?.cash ?? 0;
const lots = lotRows.map((l) => {
const last = closes.get(l.pair as Pair) ?? l.entryPrice;
const value = l.qty * last;
equity += value;
return {
pair: l.pair,
levelIdx: l.levelIdx,
qty: l.qty,
entryTs: l.entryTs.getTime(),
entryPrice: l.entryPrice,
lastPrice: last,
value,
unrealizedPnl: value - l.entryCost,
};
});
const wins = tradeRows.filter((t) => t.pnl > 0);
const grossWin = wins.reduce((s, t) => s + t.pnl, 0);
const grossLoss = tradeRows.filter((t) => t.pnl < 0).reduce((s, t) => s - t.pnl, 0);
const curveRows = await db
.select()
.from(equitySnapshots)
.where(eq(equitySnapshots.bot, 'grid'))
.orderBy(equitySnapshots.ts);
return {
equity,
cash: state?.cash ?? 0,
startCapital: state?.startCapital ?? 0,
cursorTs: state?.cursorTs.getTime() ?? null,
config: {
pairs: GRID_CYCLE_CONFIG.pairs,
spacingAtrMult: GRID_CYCLE_CONFIG.params.spacingAtrMult,
gridLevels: GRID_CYCLE_CONFIG.params.gridLevels,
noStop: !GRID_CYCLE_CONFIG.params.hardStop,
},
grids: stateRows.map((s) => ({
pair: s.pair,
center: s.center,
spacing: s.spacing,
lowerBound: s.lowerBound,
upperBound: s.upperBound,
budgetPerLevel: s.budgetPerLevel,
activatedTs: s.activatedTs.getTime(),
lastPrice: closes.get(s.pair as Pair) ?? null,
})),
lots,
trades: tradeRows,
stats: {
trades: tradeRows.length,
winRate: tradeRows.length ? wins.length / tradeRows.length : 0,
profitFactor: grossLoss > 0 ? grossWin / grossLoss : tradeRows.length ? Infinity : 0,
totalPnl: tradeRows.reduce((s, t) => s + t.pnl, 0),
},
equityCurve: curveRows.map((r) => ({ ts: r.ts.getTime(), equity: r.equity })),
engine: gridEngine.status,
};
}
export function createServer(engine: LiveEngine, gridEngine: GridEngine, port: number) {
const indexHtml = Bun.file(new URL('../../../public/index.html', import.meta.url)); const indexHtml = Bun.file(new URL('../../../public/index.html', import.meta.url));
return Bun.serve({ return Bun.serve({
@@ -124,7 +201,13 @@ export function createServer(engine: LiveEngine, port: number) {
return json(await getPortfolio(engine)); return json(await getPortfolio(engine));
case '/api/trades': { case '/api/trades': {
const limit = clampLimit(url, 100, 500); const limit = clampLimit(url, 100, 500);
const rows = await db.select().from(paperTrades).orderBy(desc(paperTrades.exitTs)).limit(limit); const bot = url.searchParams.get('bot') ?? 'trend';
const rows = await db
.select()
.from(paperTrades)
.where(eq(paperTrades.bot, bot))
.orderBy(desc(paperTrades.exitTs))
.limit(limit);
return json(rows); return json(rows);
} }
case '/api/decisions': { case '/api/decisions': {
@@ -136,6 +219,8 @@ export function createServer(engine: LiveEngine, port: number) {
} }
case '/api/stats': case '/api/stats':
return json(await getStats()); return json(await getStats());
case '/api/grid':
return json(await getGrid(gridEngine));
case '/api/candles': { case '/api/candles': {
const pair = url.searchParams.get('pair') ?? 'BTC_USDT'; const pair = url.searchParams.get('pair') ?? 'BTC_USDT';
if (!(PAIRS as readonly string[]).includes(pair)) return json({ error: 'unbekanntes Pair' }, 400); if (!(PAIRS as readonly string[]).includes(pair)) return json({ error: 'unbekanntes Pair' }, 400);

View File

@@ -29,6 +29,7 @@ export const positions = pgTable('positions', {
export const paperTrades = pgTable('paper_trades', { export const paperTrades = pgTable('paper_trades', {
id: serial('id').primaryKey(), id: serial('id').primaryKey(),
bot: text('bot').notNull().default('trend'), // 'trend' | 'grid'
pair: varchar('pair', { length: 16 }).notNull(), pair: varchar('pair', { length: 16 }).notNull(),
side: text('side').notNull(), side: text('side').notNull(),
entryTs: timestamp('entry_ts', { withTimezone: true }).notNull(), entryTs: timestamp('entry_ts', { withTimezone: true }).notNull(),
@@ -69,10 +70,38 @@ export const botState = pgTable('bot_state', {
updatedAt: timestamp('updated_at', { withTimezone: true }).notNull().defaultNow(), updatedAt: timestamp('updated_at', { withTimezone: true }).notNull().defaultNow(),
}); });
export const equitySnapshots = pgTable('equity_snapshots', { export const equitySnapshots = pgTable(
ts: timestamp('ts', { withTimezone: true }).primaryKey(), // 4h-Bucket 'equity_snapshots',
{
bot: text('bot').notNull().default('trend'),
ts: timestamp('ts', { withTimezone: true }).notNull(), // 4h-Bucket
equity: doublePrecision('equity').notNull(), equity: doublePrecision('equity').notNull(),
cash: doublePrecision('cash').notNull(), cash: doublePrecision('cash').notNull(),
},
(t) => [primaryKey({ columns: [t.bot, t.ts] })],
);
/** Aktives Grid je Pair (No-Stop-GridBot). */
export const gridState = pgTable('grid_state', {
pair: varchar('pair', { length: 16 }).primaryKey(),
center: doublePrecision('center').notNull(),
spacing: doublePrecision('spacing').notNull(),
lowerBound: doublePrecision('lower_bound').notNull(),
upperBound: doublePrecision('upper_bound').notNull(),
budgetPerLevel: doublePrecision('budget_per_level').notNull(),
activatedTs: timestamp('activated_ts', { withTimezone: true }).notNull(),
});
/** Offene Grid-Lots (Inventar). */
export const gridLots = pgTable('grid_lots', {
id: serial('id').primaryKey(),
pair: varchar('pair', { length: 16 }).notNull(),
levelIdx: integer('level_idx').notNull(),
qty: doublePrecision('qty').notNull(),
entryTs: timestamp('entry_ts', { withTimezone: true }).notNull(),
entryPrice: doublePrecision('entry_price').notNull(),
entryCost: doublePrecision('entry_cost').notNull(),
riskAmount: doublePrecision('risk_amount').notNull(),
}); });
export const backtestRuns = pgTable('backtest_runs', { export const backtestRuns = pgTable('backtest_runs', {

View File

@@ -1,13 +1,21 @@
import { env } from './config'; import { env } from './config';
import { LiveEngine } from './live/engine'; import { LiveEngine } from './live/engine';
import { GridEngine } from './live/grid-engine';
import { createServer } from './api/server'; import { createServer } from './api/server';
const CYCLE_MS = 5 * 60 * 1000; const CYCLE_MS = 5 * 60 * 1000;
const engine = new LiveEngine(); const engine = new LiveEngine();
const gridEngine = new GridEngine();
await engine.init(); await engine.init();
createServer(engine, env.PORT); await gridEngine.init();
console.log(`trade-kuns Live-Paper-Engine läuft auf :${env.PORT}`); createServer(engine, gridEngine, env.PORT);
console.log(`trade-kuns Live-Paper-Engines (trend + grid) laufen auf :${env.PORT}`);
void engine.runCycle(); // Grid läuft nach der Trend-Engine — deren Gap-Fetch füllt die Candle-DB für beide.
setInterval(() => void engine.runCycle(), CYCLE_MS); const cycle = async () => {
await engine.runCycle();
await gridEngine.runCycle();
};
void cycle();
setInterval(() => void cycle(), CYCLE_MS);

View File

@@ -186,8 +186,11 @@ export class LiveEngine {
.onConflictDoNothing(); .onConflictDoNothing();
} }
for (const s of result.equitySnapshots) { for (const s of result.equitySnapshots) {
const row = { ts: new Date(s.ts), equity: s.equity, cash: s.cash }; const row = { bot: 'trend', ts: new Date(s.ts), equity: s.equity, cash: s.cash };
await tx.insert(equitySnapshots).values(row).onConflictDoUpdate({ target: equitySnapshots.ts, set: row }); await tx
.insert(equitySnapshots)
.values(row)
.onConflictDoUpdate({ target: [equitySnapshots.bot, equitySnapshots.ts], set: row });
} }
await tx await tx
.update(botState) .update(botState)

View File

@@ -0,0 +1,85 @@
import { describe, expect, test } from 'bun:test';
import type { Candle, Pair } from '../types';
import { DEFAULT_EXEC } from '../engine/portfolio';
import { runGridBacktest, DEFAULT_GRID_PARAMS } from '../backtest/grid';
import { processGridCycle, type GridCycleConfig, type GridLiveState } from './grid-cycle';
const M15 = 15 * 60 * 1000;
const PAIR: Pair = 'XRP_USDT';
const T0 = Date.UTC(2025, 0, 1);
// Live-Spec: No-Stop, ADX-Filter aus, 3×ATR, 8 Levels
const PARAMS = { ...DEFAULT_GRID_PARAMS, spacingAtrMult: 3, gridLevels: 8, adxMax: 100, hardStop: false };
const CFG: GridCycleConfig = { exec: DEFAULT_EXEC, params: PARAMS, minNotionalUsdt: 10, pairs: [PAIR] };
/** Volatile Serie: Trend + zwei Crash-Erholungs-Zyklen — füllt Levels und löst TPs aus. */
function synthetic(): Candle[] {
const out: Candle[] = [];
let price = 1.0;
for (let k = 0; k < 16 * 400; k++) {
const phase = Math.floor(k / 16);
let drift = 0.0002;
if ((phase > 120 && phase < 150) || (phase > 260 && phase < 290)) drift = -0.004; // Crashes
if ((phase >= 150 && phase < 220) || (phase >= 290 && phase < 360)) drift = 0.0025; // Erholungen
const open = price;
price = Math.max(0.1, price + drift + 0.01 * Math.sin(k / 5));
out.push({
ts: T0 + k * M15, open, high: Math.max(open, price) + 0.005,
low: Math.min(open, price) - 0.005, close: price, volume: 1,
});
}
return out;
}
function freshState(c15: Candle[]): GridLiveState {
return { cash: 1000, grids: new Map(), cursorTs: c15[0].ts - 1 };
}
describe('processGridCycle', () => {
test('Parität mit runGridBacktest (identische grid_tp-Trades)', () => {
const c15 = synthetic();
const map = new Map([[PAIR, c15]]);
const live = processGridCycle(map, freshState(c15), CFG);
const bt = runGridBacktest(map, {
startCapital: 1000, exec: DEFAULT_EXEC, params: PARAMS, minNotionalUsdt: 10,
tradeFrom: 0, tradeTo: c15[c15.length - 1].ts + M15,
});
const btTps = bt.trades.filter((t) => t.exitReason === 'grid_tp');
expect(live.closedTrades.length).toBeGreaterThanOrEqual(3);
expect(live.closedTrades).toEqual(btTps);
});
test('Split-Äquivalenz: ein Lauf ≡ zwei Läufe mit Cut', () => {
const c15 = synthetic();
const map = new Map([[PAIR, c15]]);
const full = processGridCycle(map, freshState(c15), CFG);
const cut = c15[Math.floor(c15.length * 0.6)].ts;
const r1 = processGridCycle(new Map([[PAIR, c15.filter((c) => c.ts <= cut)]]), freshState(c15), CFG);
const r2 = processGridCycle(map, { cash: r1.cash, grids: r1.grids, cursorTs: r1.cursorTs }, CFG);
expect(r2.cursorTs).toBe(full.cursorTs);
expect(r2.cash).toBeCloseTo(full.cash, 8);
expect([...r1.closedTrades, ...r2.closedTrades]).toEqual(full.closedTrades);
expect(JSON.stringify([...r2.grids.entries()])).toBe(JSON.stringify([...full.grids.entries()]));
});
test('Idempotenz: zweiter Lauf ohne neue Candles ist No-op', () => {
const c15 = synthetic();
const map = new Map([[PAIR, c15]]);
const r1 = processGridCycle(map, freshState(c15), CFG);
const r2 = processGridCycle(map, { cash: r1.cash, grids: r1.grids, cursorTs: r1.cursorTs }, CFG);
expect(r2.closedTrades).toEqual([]);
expect(r2.cash).toBe(r1.cash);
expect(r2.cursorTs).toBe(r1.cursorTs);
});
test('No-Stop-Invariante: kein Trade mit Verlust außer end_of_data', () => {
const c15 = synthetic();
const res = processGridCycle(new Map([[PAIR, c15]]), freshState(c15), CFG);
for (const t of res.closedTrades) {
expect(t.exitReason).toBe('grid_tp');
expect(t.pnl).toBeGreaterThan(0);
}
});
});

View File

@@ -0,0 +1,189 @@
import type { Candle, Pair } from '../types';
import { PAIRS } from '../types';
import { aggregateTf } from '../market/aggregate';
import { atr } from '../indicators/atr';
import { adx } from '../indicators/adx';
import type { ClosedTrade, ExecConfig } from '../engine/portfolio';
import type { GridParams } from '../backtest/grid';
import type { EquitySnapshot } from './process-cycle';
export interface GridLot {
levelIdx: number;
qty: number;
entryTs: number;
entryPrice: number;
entryCost: number;
riskAmount: number;
}
export interface GridStateForPair {
center: number;
spacing: number;
lowerBound: number; // center (N+1)·spacing
upperBound: number; // center + (N+1)·spacing
budgetPerLevel: number;
activatedTs: number;
lots: (GridLot | null)[]; // Index = Level
}
export interface GridLiveState {
cash: number;
grids: Map<Pair, GridStateForPair>;
cursorTs: number;
}
export interface GridCycleConfig {
exec: ExecConfig;
params: GridParams; // hardStop muss false sein (No-Stop-Design)
minNotionalUsdt: number;
pairs: Pair[];
}
export interface GridCycleResult {
cash: number;
grids: Map<Pair, GridStateForPair>;
cursorTs: number;
closedTrades: ClosedTrade[];
equitySnapshots: EquitySnapshot[];
equity: number;
}
/**
* Cursor-inkrementelle Variante von runGridBacktest (No-Stop-Semantik):
* Tf-Close: Aktivierung / verlustfreies Re-Center bei leerem Grid außerhalb der Range;
* 15m: Sells (nur Lots von vor diesem Bar) vor Buys. Lots werden nie mit Verlust
* verkauft. Pure Funktion — Paritätstest gegen runGridBacktest erzwingt Gleichheit.
*/
export function processGridCycle(
candles15ByPair: Map<Pair, Candle[]>,
state: GridLiveState,
cfg: GridCycleConfig,
): GridCycleResult {
const { exec, params: p } = cfg;
let cash = state.cash;
const grids = new Map<Pair, GridStateForPair>();
for (const [pair, g] of state.grids) grids.set(pair, { ...g, lots: g.lots.map((l) => (l ? { ...l } : null)) });
const trades: ClosedTrade[] = [];
const equitySnapshots: EquitySnapshot[] = [];
const lastClose = new Map<Pair, number>();
const cursorBucket = Math.floor(state.cursorTs / p.tfMs) * p.tfMs;
const pairs = cfg.pairs.filter((pr) => candles15ByPair.has(pr));
const equity = (): number => {
let eq = cash;
for (const [pair, g] of grids) {
const last = lastClose.get(pair) ?? 0;
for (const lot of g.lots) if (lot) eq += lot.qty * last;
}
return eq;
};
const contexts = pairs.map((pair) => {
const c15 = candles15ByPair.get(pair)!;
const c4h = aggregateTf(c15, p.tfMs);
let next4h = 0;
while (next4h < c4h.length && c4h[next4h].ts < cursorBucket) next4h++;
for (const c of c15) {
if (c.ts > state.cursorTs) break;
lastClose.set(pair, c.close);
}
return { pair, c4h, atr: atr(c4h, p.atrPeriod), adx: adx(c4h, p.atrPeriod), next4h };
});
const byPair = new Map(contexts.map((c) => [c.pair, c]));
const timeline: { ts: number; pair: Pair; candle: Candle }[] = [];
for (const ctx of contexts) {
for (const candle of candles15ByPair.get(ctx.pair)!) {
if (candle.ts > state.cursorTs) timeline.push({ ts: candle.ts, pair: ctx.pair, candle });
}
}
timeline.sort((a, b) => a.ts - b.ts || PAIRS.indexOf(a.pair) - PAIRS.indexOf(b.pair));
const sell = (pair: Pair, ts: number, price: number, lot: GridLot, reason: ClosedTrade['exitReason']): void => {
const fill = price * (1 - exec.slippage);
const proceeds = lot.qty * fill;
const fee = proceeds * exec.feeRate;
cash += proceeds - fee;
const pnl = proceeds - fee - lot.entryCost;
trades.push({
pair, entryTs: lot.entryTs, entryPrice: lot.entryPrice, exitTs: ts, exitPrice: fill,
qty: lot.qty, pnl, r: pnl / lot.riskAmount, exitReason: reason, side: 'long',
});
};
let cursorTs = state.cursorTs;
let lastEquityBucket = -1;
for (const { ts, pair, candle } of timeline) {
const ctx = byPair.get(pair)!;
const bucket = Math.floor(ts / p.tfMs) * p.tfMs;
// 1) Neu abgeschlossene Tf-Bars: Aktivierung / verlustfreies Re-Center
while (ctx.next4h < ctx.c4h.length && ctx.c4h[ctx.next4h].ts < bucket) {
const i = ctx.next4h++;
const bar = ctx.c4h[i];
const g = grids.get(pair);
if (g) {
const outOfRange = bar.close < g.lowerBound || bar.close > g.upperBound;
if (outOfRange && g.lots.every((l) => !l)) grids.delete(pair);
} else if (!Number.isNaN(ctx.atr[i]) && !Number.isNaN(ctx.adx[i]) && ctx.adx[i] < p.adxMax) {
const spacing = p.spacingAtrMult * ctx.atr[i];
const budgetPerLevel = equity() / pairs.length / p.gridLevels;
if (spacing > 0 && budgetPerLevel >= cfg.minNotionalUsdt) {
grids.set(pair, {
center: bar.close,
spacing,
lowerBound: bar.close - (p.gridLevels + 1) * spacing,
upperBound: bar.close + (p.gridLevels + 1) * spacing,
budgetPerLevel,
activatedTs: bar.ts + p.tfMs,
lots: Array(p.gridLevels).fill(null),
});
}
}
}
// 2) 15m-Fills: Sells zuerst (nur Lots von vor diesem Bar), dann Buys
const g = grids.get(pair);
if (g) {
for (let k = 0; k < g.lots.length; k++) {
const lot = g.lots[k];
if (!lot || lot.entryTs >= ts) continue;
const tp = g.center - k * g.spacing;
if (candle.high >= tp) {
sell(pair, ts, tp, lot, 'grid_tp');
g.lots[k] = null;
}
}
for (let k = 0; k < g.lots.length; k++) {
const levelPrice = g.center - (k + 1) * g.spacing;
if (!g.lots[k] && candle.low <= levelPrice) {
const fill = levelPrice * (1 + exec.slippage);
const qty = g.budgetPerLevel / fill;
const cost = qty * fill;
const fee = cost * exec.feeRate;
if (cash >= cost + fee) {
cash -= cost + fee;
g.lots[k] = {
levelIdx: k, qty, entryTs: ts, entryPrice: fill, entryCost: cost + fee,
riskAmount: Math.max((levelPrice - g.lowerBound) * qty, 1e-9),
};
}
}
}
}
lastClose.set(pair, candle.close);
cursorTs = Math.max(cursorTs, ts);
// 3) Equity-Punkt einmal pro Tf-Bucket
if (bucket !== lastEquityBucket) {
lastEquityBucket = bucket;
equitySnapshots.push({ ts: bucket, equity: equity(), cash });
}
}
return { cash, grids, cursorTs, closedTrades: trades, equitySnapshots, equity: equity() };
}

View File

@@ -0,0 +1,181 @@
import { eq } from 'drizzle-orm';
import { db } from '../db/client';
import { botState, equitySnapshots, gridLots, gridState, paperTrades } from '../db/schema';
import { getCandles } from '../market/candle-store';
import { H4 } from '../market/aggregate';
import { DEFAULT_GRID_PARAMS } from '../backtest/grid';
import { DEFAULT_EXEC } from '../engine/portfolio';
import type { Candle, Pair } from '../types';
import {
processGridCycle,
type GridCycleConfig,
type GridCycleResult,
type GridLiveState,
type GridStateForPair,
} from './grid-cycle';
const M15 = 15 * 60 * 1000;
const BOT_STATE_ID = 2; // id=1 gehört der Trend-Engine
const START_CAPITAL = 1000;
/** ATR/ADX(14) brauchen nur ~30 Bars — 200 ist reichlich Warmup. */
const WARMUP_TF_BARS = 200;
/** Live-Spec aus dem Walk-Forward: No-Stop, XRP only, 3×ATR, 8 Levels, kein ADX-Filter. */
export const GRID_CYCLE_CONFIG: GridCycleConfig = {
exec: DEFAULT_EXEC,
params: { ...DEFAULT_GRID_PARAMS, spacingAtrMult: 3, gridLevels: 8, adxMax: 100, hardStop: false },
minNotionalUsdt: 10,
pairs: ['XRP_USDT'],
};
export interface GridEngineStatus {
lastCycleAt: number | null;
lastCycleOk: boolean;
lastError: string | null;
cursorTs: number | null;
}
/**
* Zweite Paper-Engine (No-Stop-Grid). Holt selbst keine Candles —
* läuft im Zyklus NACH der Trend-Engine, deren Gap-Fetch die DB füllt.
*/
export class GridEngine {
status: GridEngineStatus = { lastCycleAt: null, lastCycleOk: true, lastError: null, cursorTs: null };
private cycling = false;
async init(): Promise<void> {
const [row] = await db.select().from(botState).where(eq(botState.id, BOT_STATE_ID));
if (row) {
this.status.cursorTs = row.cursorTs.getTime();
return;
}
const cursor = Math.floor(Date.now() / M15) * M15 - M15;
await db.insert(botState).values({
id: BOT_STATE_ID,
cash: START_CAPITAL,
startCapital: START_CAPITAL,
cursorTs: new Date(cursor),
});
this.status.cursorTs = cursor;
}
async runCycle(): Promise<void> {
if (this.cycling) return;
this.cycling = true;
try {
const state = await this.loadState();
const tfMs = GRID_CYCLE_CONFIG.params.tfMs;
const from = Math.floor(state.cursorTs / tfMs) * tfMs - WARMUP_TF_BARS * tfMs;
const candles15 = new Map<Pair, Candle[]>();
for (const pair of GRID_CYCLE_CONFIG.pairs) {
candles15.set(pair, await getCandles(pair, from));
}
const result = processGridCycle(candles15, state, GRID_CYCLE_CONFIG);
await this.persist(state, result);
this.status.lastCycleAt = Date.now();
this.status.lastCycleOk = true;
this.status.lastError = null;
this.status.cursorTs = result.cursorTs;
} catch (err) {
this.status.lastCycleAt = Date.now();
this.status.lastCycleOk = false;
this.status.lastError = err instanceof Error ? err.message : String(err);
console.error('Grid-Zyklus fehlgeschlagen:', err);
} finally {
this.cycling = false;
}
}
private async loadState(): Promise<GridLiveState> {
const [row] = await db.select().from(botState).where(eq(botState.id, BOT_STATE_ID));
if (!row) throw new Error('bot_state (grid) fehlt — init() nicht gelaufen?');
const stateRows = await db.select().from(gridState);
const lotRows = await db.select().from(gridLots);
const grids = new Map<Pair, GridStateForPair>();
for (const s of stateRows) {
const levels = GRID_CYCLE_CONFIG.params.gridLevels;
const lots: GridStateForPair['lots'] = Array(levels).fill(null);
for (const l of lotRows) {
if (l.pair === s.pair && l.levelIdx < levels) {
lots[l.levelIdx] = {
levelIdx: l.levelIdx,
qty: l.qty,
entryTs: l.entryTs.getTime(),
entryPrice: l.entryPrice,
entryCost: l.entryCost,
riskAmount: l.riskAmount,
};
}
}
grids.set(s.pair as Pair, {
center: s.center,
spacing: s.spacing,
lowerBound: s.lowerBound,
upperBound: s.upperBound,
budgetPerLevel: s.budgetPerLevel,
activatedTs: s.activatedTs.getTime(),
lots,
});
}
return { cash: row.cash, grids, cursorTs: row.cursorTs.getTime() };
}
private async persist(prev: GridLiveState, result: GridCycleResult): Promise<void> {
await db.transaction(async (tx) => {
// Grid-State + Lots vollständig ersetzen (kleine Mengen: ≤1 Grid, ≤8 Lots)
await tx.delete(gridLots);
await tx.delete(gridState);
for (const [pair, g] of result.grids) {
await tx.insert(gridState).values({
pair,
center: g.center,
spacing: g.spacing,
lowerBound: g.lowerBound,
upperBound: g.upperBound,
budgetPerLevel: g.budgetPerLevel,
activatedTs: new Date(g.activatedTs),
});
for (const lot of g.lots) {
if (!lot) continue;
await tx.insert(gridLots).values({
pair,
levelIdx: lot.levelIdx,
qty: lot.qty,
entryTs: new Date(lot.entryTs),
entryPrice: lot.entryPrice,
entryCost: lot.entryCost,
riskAmount: lot.riskAmount,
});
}
}
if (result.closedTrades.length > 0) {
await tx.insert(paperTrades).values(
result.closedTrades.map((t) => ({
bot: 'grid',
pair: t.pair,
side: t.side,
entryTs: new Date(t.entryTs),
entryPrice: t.entryPrice,
exitTs: new Date(t.exitTs),
exitPrice: t.exitPrice,
qty: t.qty,
pnl: t.pnl,
r: t.r,
exitReason: t.exitReason,
})),
);
}
for (const s of result.equitySnapshots) {
const row = { bot: 'grid', ts: new Date(s.ts), equity: s.equity, cash: s.cash };
await tx
.insert(equitySnapshots)
.values(row)
.onConflictDoUpdate({ target: [equitySnapshots.bot, equitySnapshots.ts], set: row });
}
await tx
.update(botState)
.set({ cash: result.cash, cursorTs: new Date(result.cursorTs), updatedAt: new Date() })
.where(eq(botState.id, BOT_STATE_ID));
});
}
}