64 KiB
Trump-Copy-Strategie Implementation Plan
For agentic workers: REQUIRED SUB-SKILL: Use superpowers:subagent-driven-development (recommended) or superpowers:executing-plans to implement this plan task-by-task. Steps use checkbox (
- [ ]) syntax for tracking.
Goal: Dritte Paper-Engine, die „Trump kauft"-Events (on-chain WLFI-Wallet-Käufe + Truth-Social-Erwähnungen) nachkauft, holdHours hält und zum Close verkauft — inkl. Event-Backfill und Event-Study vor Paper-Start.
Architecture: Spiegelt die GridBot-Integration: pure Cycle-Funktion (live/trump-cycle.ts) + DB-Engine-Wrapper (live/trump-engine.ts, bot_state id=3) + dünner Backtest-Wrapper mit Paritätstest. Neu sind die Signal-Module (signals/): on-chain eth_getLogs über öffentliche RPCs und trumpstruth.org-RSS, Events landen dedupliziert in trump_events.
Tech Stack: Bun + TypeScript, Drizzle/Postgres, keine neuen Dependencies (RSS-Parsing per Regex, RPC per fetch).
Spec: docs/specs/2026-06-12-trump-copy-strategy-design.md
Verifizierte Fakten (2026-06-12, in diesem Plan fest verdrahtet):
- ERC-20-Contracts on-chain verifiziert (symbol()+decimals() per eth_call): WBTC
0x2260fac5e5542a773aa44fbcfedf7c193bc2c599(8), WETH0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2(18), LINK0x514910771af9ca656af840dff83e8264ecf986ca(18), AAVE0x7fc66500c84a76ad7e9c93437bfc5ac33e2ddae9(18), ONDO0xfaba6f8e4a5e8ab82f62fe7c39859fa577269be3(18), ENA0x57e114b691db790c35207b2e685d4a43181e6061(18) - Watchlist v1:
0x5be9a4959308a0d0c7bc0870e319314d8d957dbb— Etherscan-Label „World Liberty: Multisig", hält ONDO (342k) + Restbestände LINK/AAVE/ENA/WBTC - Crypto.com USDT-Paare vorhanden: LINK, AAVE, ONDO, ENA, SUI, SEI ✓ — TRX, WBTC, MOVE ✗
- trumpstruth.org: RSS
/feed(100 Items, live), Archiv/?page=N(10 Posts/Seite, Markup-Klassenstatus,status-info__body), Posts unter/statuses/<id> - Öffentlicher RPC
https://ethereum-rpc.publicnode.comfunktioniert (eth_blockNumber, eth_call)
Task 1: Pair-Typ erweitern
Files:
-
Modify:
src/server/types.ts -
Modify:
src/server/scripts/backfill.ts:10 -
Step 1:
types.tserweitern —PAIRSbleibt das Trend-Universum,Pairwird überALL_PAIRSverbreitert:
export const PAIRS = ['BTC_USDT', 'ETH_USDT', 'SOL_USDT', 'XRP_USDT'] as const;
/** Handels-Universum der Trump-Engine (Schnittmenge Mapping × Crypto.com-USDT-Paare). */
export const TRUMP_PAIRS = [
'BTC_USDT', 'ETH_USDT', 'SOL_USDT', 'XRP_USDT',
'LINK_USDT', 'AAVE_USDT', 'ONDO_USDT', 'ENA_USDT', 'SUI_USDT', 'SEI_USDT',
] as const;
export type Pair = (typeof PAIRS)[number] | (typeof TRUMP_PAIRS)[number];
/** Vereinigung beider Universen — für Candle-Backfill. */
export const ALL_PAIRS: readonly Pair[] = [...new Set<Pair>([...PAIRS, ...TRUMP_PAIRS])];
-
Step 2:
backfill.tsaufALL_PAIRSumstellen —import { PAIRS } from '../types'→import { ALL_PAIRS } from '../types'undfor (const pair of PAIRS)→for (const pair of ALL_PAIRS). -
Step 3: Tests laufen lassen
Run: bun test
Expected: alle bestehenden Tests grün (Pair ist nur breiter geworden; Trend-Engine iteriert weiter PAIRS).
- Step 4: Commit
git add src/server/types.ts src/server/scripts/backfill.ts
git commit -m "feat: Pair-Typ um Trump-Universum erweitert (LINK/AAVE/ONDO/ENA/SUI/SEI)"
Task 2: DB-Schema — trump_events, trump_positions, trump_signal_state + exitReason
Files:
-
Modify:
src/server/db/schema.ts -
Modify:
src/server/engine/portfolio.ts:34(exitReason-Union) -
Create: Migration via
bun run db:generate -
Step 1: Tabellen in
schema.tsanhängen
/** „Trump kauft"-Events (on-chain Transfers in Watchlist-Wallets, Truth-Social-Erwähnungen). */
export const trumpEvents = pgTable(
'trump_events',
{
id: serial('id').primaryKey(),
source: text('source').notNull(), // 'onchain' | 'truth'
token: text('token').notNull(), // Symbol, z. B. 'WBTC', 'TRX'
instrument: varchar('instrument', { length: 16 }), // null = nicht auf Crypto.com handelbar
eventTs: timestamp('event_ts', { withTimezone: true }).notNull(),
ref: text('ref').notNull(), // Tx-Hash bzw. Post-URL
notionalUsd: doublePrecision('notional_usd'), // nur onchain
consumedAt: timestamp('consumed_at', { withTimezone: true }), // null = noch nicht von der Engine verarbeitet
createdAt: timestamp('created_at', { withTimezone: true }).notNull().defaultNow(),
},
(t) => [uniqueIndex('trump_events_source_ref_token').on(t.source, t.ref, t.token)],
);
/** Offene Positionen der Trump-Engine (Zeit-Exit, kein Stop). */
export const trumpPositions = pgTable('trump_positions', {
pair: varchar('pair', { length: 16 }).primaryKey(),
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(), // = entryCost → r = Return auf Einsatz
exitDueTs: timestamp('exit_due_ts', { withTimezone: true }).notNull(),
eventId: integer('event_id').notNull(),
});
/** Cursor des On-Chain-Pollers (letzter vollständig gescannter Block). */
export const trumpSignalState = pgTable('trump_signal_state', {
id: integer('id').primaryKey(), // immer 1
lastBlock: integer('last_block').notNull(),
updatedAt: timestamp('updated_at', { withTimezone: true }).notNull().defaultNow(),
});
- Step 2:
exitReason-Union inportfolio.tserweitern — Zeile 34:
exitReason: 'trailing_stop' | 'end_of_data' | 'rotation' | 'grid_tp' | 'grid_stop' | 'trump_hold';
- Step 3: Migration generieren und anwenden
Run: bun run db:generate && bun run db:migrate
Expected: neue Migration unter drizzle/, Migrate läuft fehlerfrei gegen localhost:54320/tradekuns.
- Step 4: Tests + Commit
Run: bun test
Expected: grün.
git add src/server/db/schema.ts src/server/engine/portfolio.ts drizzle/
git commit -m "feat: Schema für Trump-Engine (trump_events, trump_positions, trump_signal_state)"
Task 3: signals/watchlist.ts — kuratierte Config
Files:
-
Create:
src/server/signals/watchlist.ts -
Test:
src/server/signals/watchlist.test.ts -
Step 1: Failing Test schreiben
import { describe, expect, test } from 'bun:test';
import { TRACKED_TOKENS, COIN_KEYWORDS, WATCHED_WALLETS } from './watchlist';
import { TRUMP_PAIRS } from '../types';
describe('watchlist', () => {
test('alle Token-Instrumente liegen im Trump-Universum', () => {
for (const t of TRACKED_TOKENS) {
if (t.instrument) expect(TRUMP_PAIRS).toContain(t.instrument);
}
});
test('Contract-Adressen und Wallets sind lowercase (getLogs-Vergleich)', () => {
for (const t of TRACKED_TOKENS) expect(t.contract).toBe(t.contract.toLowerCase());
for (const w of WATCHED_WALLETS) expect(w.address).toBe(w.address.toLowerCase());
});
test('Keyword-Instrumente liegen im Trump-Universum oder sind null', () => {
for (const c of COIN_KEYWORDS) {
if (c.instrument) expect(TRUMP_PAIRS).toContain(c.instrument);
}
});
});
-
Step 2: Test fails — Run:
bun test src/server/signals/watchlist.test.ts→ FAIL (Modul fehlt). -
Step 3:
watchlist.tsimplementieren
import type { Pair } from '../types';
/**
* Kuratierte Trump-Signal-Config. Aufnahme-Kriterium Watchlist:
* öffentlich dokumentierte Attribution (Etherscan-Label oder Presse mit Tx-Beleg),
* Quelle als Kommentar an jedem Eintrag. Alle Adressen lowercase.
*/
export interface TrackedToken {
symbol: string;
contract: string;
decimals: number;
instrument: Pair | null; // null = Event nur loggen, nicht handeln
}
export const WATCHED_WALLETS: { address: string; label: string }[] = [
// Etherscan-Label „World Liberty: Multisig"; hält ONDO + Reste LINK/AAVE/ENA/WBTC (on-chain verifiziert 2026-06-12)
{ address: '0x5be9a4959308a0d0c7bc0870e319314d8d957dbb', label: 'World Liberty: Multisig' },
];
// Contracts + decimals on-chain verifiziert via eth_call symbol()/decimals() am 2026-06-12
export const TRACKED_TOKENS: TrackedToken[] = [
{ symbol: 'WBTC', contract: '0x2260fac5e5542a773aa44fbcfedf7c193bc2c599', decimals: 8, instrument: 'BTC_USDT' },
{ symbol: 'WETH', contract: '0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2', decimals: 18, instrument: 'ETH_USDT' },
{ symbol: 'LINK', contract: '0x514910771af9ca656af840dff83e8264ecf986ca', decimals: 18, instrument: 'LINK_USDT' },
{ symbol: 'AAVE', contract: '0x7fc66500c84a76ad7e9c93437bfc5ac33e2ddae9', decimals: 18, instrument: 'AAVE_USDT' },
{ symbol: 'ONDO', contract: '0xfaba6f8e4a5e8ab82f62fe7c39859fa577269be3', decimals: 18, instrument: 'ONDO_USDT' },
{ symbol: 'ENA', contract: '0x57e114b691db790c35207b2e685d4a43181e6061', decimals: 18, instrument: 'ENA_USDT' },
];
export const TOKEN_BY_CONTRACT = new Map(TRACKED_TOKENS.map((t) => [t.contract, t]));
/** Truth-Social-Matching: names case-insensitive, tickers nur in Großschreibung (False-Positive-Schutz). */
export const COIN_KEYWORDS: { symbol: string; instrument: Pair | null; names: string[]; tickers: string[] }[] = [
{ symbol: 'BTC', instrument: 'BTC_USDT', names: ['bitcoin'], tickers: ['BTC'] },
{ symbol: 'ETH', instrument: 'ETH_USDT', names: ['ethereum', 'ether'], tickers: ['ETH'] },
{ symbol: 'XRP', instrument: 'XRP_USDT', names: ['ripple'], tickers: ['XRP'] },
{ symbol: 'SOL', instrument: 'SOL_USDT', names: ['solana'], tickers: ['SOL'] },
{ symbol: 'LINK', instrument: 'LINK_USDT', names: ['chainlink'], tickers: ['LINK'] },
{ symbol: 'AAVE', instrument: 'AAVE_USDT', names: ['aave'], tickers: ['AAVE'] },
{ symbol: 'ONDO', instrument: 'ONDO_USDT', names: ['ondo'], tickers: ['ONDO'] },
{ symbol: 'ENA', instrument: 'ENA_USDT', names: ['ethena'], tickers: ['ENA'] },
{ symbol: 'SUI', instrument: 'SUI_USDT', names: [], tickers: ['SUI'] }, // 'sui' lowercase zu generisch
{ symbol: 'SEI', instrument: 'SEI_USDT', names: [], tickers: ['SEI'] },
{ symbol: 'TRX', instrument: null, names: ['tron'], tickers: ['TRX'] }, // kein USDT-Paar auf Crypto.com
];
/** RPC-Endpunkte ohne Account; Reihenfolge = Priorität. */
export const RPC_URLS = [
'https://ethereum-rpc.publicnode.com',
'https://eth.llamarpc.com',
'https://cloudflare-eth.com',
];
export const TRUTH_FEED_URL = 'https://trumpstruth.org/feed';
export const MIN_NOTIONAL_USD = 50_000; // Spam-/Dust-Schutz on-chain
export const TRUTH_DEDUPE_MS = 72 * 3600_000; // max. 1 Truth-Event je Coin pro 72 h
-
Step 4: Test passes — Run:
bun test src/server/signals/watchlist.test.ts→ PASS. -
Step 5: Commit
git add src/server/signals/watchlist.ts src/server/signals/watchlist.test.ts
git commit -m "feat: Trump-Signal-Watchlist (WLFI-Multisig, verifizierte ERC-20-Contracts, Truth-Keywords)"
Task 4: signals/onchain.ts — eth_getLogs-Scanner
Files:
-
Create:
src/server/signals/onchain.ts -
Test:
src/server/signals/onchain.test.ts -
Step 1: Failing Tests für die puren Teile (Filter-Bau + Log-Decoding)
import { describe, expect, test } from 'bun:test';
import { buildLogFilter, decodeTransferLogs, TRANSFER_TOPIC } from './onchain';
const WALLET = '0x5be9a4959308a0d0c7bc0870e319314d8d957dbb';
describe('buildLogFilter', () => {
test('filtert auf Token-Whitelist + Transfer-Topic + Wallet als Empfänger', () => {
const f = buildLogFilter(100, 200);
expect(f.fromBlock).toBe('0x64');
expect(f.toBlock).toBe('0xc8');
expect(f.address).toContain('0x514910771af9ca656af840dff83e8264ecf986ca'); // LINK
expect(f.topics[0]).toBe(TRANSFER_TOPIC);
expect(f.topics[1]).toBeNull(); // from: beliebig
expect(f.topics[2]).toContain('0x000000000000000000000000' + WALLET.slice(2));
});
});
describe('decodeTransferLogs', () => {
test('dekodiert Token, Menge (decimals-skaliert), Tx-Hash, Block', () => {
const log = {
address: '0x514910771af9ca656af840dff83e8264ecf986ca', // LINK, 18 decimals
topics: [
TRANSFER_TOPIC,
'0x000000000000000000000000aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa',
'0x000000000000000000000000' + WALLET.slice(2),
],
data: '0x' + (5n * 10n ** 18n).toString(16).padStart(64, '0'), // 5 LINK
transactionHash: '0xabc',
blockNumber: '0x64',
};
const out = decodeTransferLogs([log]);
expect(out).toHaveLength(1);
expect(out[0]).toEqual({ symbol: 'LINK', instrument: 'LINK_USDT', amount: 5, txHash: '0xabc', blockNumber: 100 });
});
test('ignoriert Logs unbekannter Token-Contracts', () => {
const log = {
address: '0x000000000000000000000000000000000000dead',
topics: [TRANSFER_TOPIC, '0x0', '0x0'],
data: '0x1',
transactionHash: '0xdef',
blockNumber: '0x65',
};
expect(decodeTransferLogs([log])).toHaveLength(0);
});
});
-
Step 2: Test fails — Run:
bun test src/server/signals/onchain.test.ts→ FAIL. -
Step 3: Implementieren
import type { Pair } from '../types';
import { RPC_URLS, TOKEN_BY_CONTRACT, TRACKED_TOKENS, WATCHED_WALLETS } from './watchlist';
/** keccak256("Transfer(address,address,uint256)") */
export const TRANSFER_TOPIC = '0xddf252ad1be2c89b69c2b068fc378daa952ba7f163c4a11628f55a4df523b3ef';
export interface OnchainTransfer {
symbol: string;
instrument: Pair | null;
amount: number; // decimals-skaliert
txHash: string;
blockNumber: number;
}
export function buildLogFilter(fromBlock: number, toBlock: number) {
return {
fromBlock: '0x' + fromBlock.toString(16),
toBlock: '0x' + toBlock.toString(16),
address: TRACKED_TOKENS.map((t) => t.contract),
topics: [
TRANSFER_TOPIC,
null, // from: beliebig
WATCHED_WALLETS.map((w) => '0x000000000000000000000000' + w.address.slice(2)),
] as (string | string[] | null)[],
};
}
export function decodeTransferLogs(logs: any[]): OnchainTransfer[] {
const out: OnchainTransfer[] = [];
for (const log of logs) {
const token = TOKEN_BY_CONTRACT.get(String(log.address).toLowerCase());
if (!token) continue;
const raw = BigInt(log.data === '0x' ? '0x0' : log.data);
out.push({
symbol: token.symbol,
instrument: token.instrument,
amount: Number(raw) / 10 ** token.decimals,
txHash: log.transactionHash,
blockNumber: Number(BigInt(log.blockNumber)),
});
}
return out;
}
/** JSON-RPC mit URL-Fallback (erst alle URLs einmal, dann Fehler). */
export async function rpc(method: string, params: unknown[]): Promise<any> {
let lastErr: unknown;
for (const url of RPC_URLS) {
try {
const res = await fetch(url, {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify({ jsonrpc: '2.0', id: 1, method, params }),
signal: AbortSignal.timeout(15_000),
});
if (!res.ok) throw new Error(`HTTP ${res.status} (${url})`);
const json = await res.json();
if (json.error) throw new Error(`RPC ${method}: ${json.error.message} (${url})`);
return json.result;
} catch (err) {
lastErr = err;
}
}
throw lastErr;
}
export async function getBlockNumber(): Promise<number> {
return Number(BigInt(await rpc('eth_blockNumber', [])));
}
/** Block-Timestamp in Unix ms. */
export async function getBlockTs(blockNumber: number): Promise<number> {
const block = await rpc('eth_getBlockByNumber', ['0x' + blockNumber.toString(16), false]);
return Number(BigInt(block.timestamp)) * 1000;
}
/** Transfers in Watchlist-Wallets im Blockbereich [fromBlock, toBlock] (inkl.), gechunkt à maxChunk. */
export async function fetchTransfers(fromBlock: number, toBlock: number, maxChunk = 5000): Promise<OnchainTransfer[]> {
const out: OnchainTransfer[] = [];
for (let from = fromBlock; from <= toBlock; from += maxChunk) {
const to = Math.min(from + maxChunk - 1, toBlock);
const logs = await rpc('eth_getLogs', [buildLogFilter(from, to)]);
out.push(...decodeTransferLogs(logs));
}
return out;
}
-
Step 4: Tests passes — Run:
bun test src/server/signals/onchain.test.ts→ PASS. -
Step 5: Commit
git add src/server/signals/onchain.ts src/server/signals/onchain.test.ts
git commit -m "feat: On-Chain-Scanner für Watchlist-Transfers (eth_getLogs, RPC-Fallback, Chunking)"
Task 5: signals/truth.ts — RSS-Parser + Coin-Matching
Files:
-
Create:
src/server/signals/truth.ts -
Test:
src/server/signals/truth.test.ts -
Step 1: Failing Tests
import { describe, expect, test } from 'bun:test';
import { matchCoins, parseTruthFeed } from './truth';
const XML = `<?xml version="1.0"?><rss><channel>
<item><link>https://trumpstruth.org/statuses/1</link><pubDate>Fri, 12 Jun 2026 01:49:56 +0000</pubDate><description><![CDATA[<p>Bitcoin is going to the MOON. Buy BTC!</p>]]></description></item>
<item><link>https://trumpstruth.org/statuses/2</link><pubDate>Thu, 11 Jun 2026 09:00:00 +0000</pubDate><description><![CDATA[Crooked media!]]></description></item>
</channel></rss>`;
describe('parseTruthFeed', () => {
test('extrahiert URL, Timestamp, Klartext (Tags entfernt)', () => {
const posts = parseTruthFeed(XML);
expect(posts).toHaveLength(2);
expect(posts[0].url).toBe('https://trumpstruth.org/statuses/1');
expect(posts[0].ts).toBe(Date.parse('Fri, 12 Jun 2026 01:49:56 +0000'));
expect(posts[0].text).toContain('Bitcoin is going to the MOON');
expect(posts[0].text).not.toContain('<p>');
});
});
describe('matchCoins', () => {
test('Name case-insensitive, Ticker nur exakt groß', () => {
expect(matchCoins('I love BITCOIN and solana')).toEqual(['BTC', 'SOL']);
expect(matchCoins('Buy ETH now')).toEqual(['ETH']);
expect(matchCoins('the ethics committee')).toEqual([]); // 'eth' klein/Teilwort matcht nicht
expect(matchCoins('Das sei seitwärts')).toEqual([]); // 'SEI' nur in Großschreibung
expect(matchCoins('THE ARENA IS PACKED')).toEqual([]); // 'ENA' nur mit Wortgrenze
expect(matchCoins('Tron will be huge')).toEqual(['TRX']); // nicht handelbar, aber Event
});
test('dedupliziert Mehrfach-Erwähnungen im selben Text', () => {
expect(matchCoins('BTC BTC Bitcoin')).toEqual(['BTC']);
});
});
-
Step 2: Test fails — Run:
bun test src/server/signals/truth.test.ts→ FAIL. -
Step 3: Implementieren
import { COIN_KEYWORDS } from './watchlist';
export interface TruthPost {
url: string;
ts: number; // Unix ms
text: string;
}
const esc = (s: string) => s.replace(/[.*+?^${}()|[\]\\]/g, '\\$&');
/** RSS-Items per Regex (kein XML-Parser nötig — Feed ist flach und stabil). */
export function parseTruthFeed(xml: string): TruthPost[] {
const posts: TruthPost[] = [];
for (const item of xml.match(/<item>[\s\S]*?<\/item>/g) ?? []) {
const url = item.match(/<link>([^<]+)<\/link>/)?.[1]?.trim();
const pubDate = item.match(/<pubDate>([^<]+)<\/pubDate>/)?.[1];
const descRaw = item.match(/<description>([\s\S]*?)<\/description>/)?.[1] ?? '';
if (!url || !pubDate) continue;
const ts = Date.parse(pubDate);
if (Number.isNaN(ts)) continue;
const text = descRaw
.replace(/^<!\[CDATA\[|\]\]>$/g, '')
.replace(/<[^>]+>/g, ' ')
.replace(/&/g, '&').replace(/</g, '<').replace(/>/g, '>').replace(/"/g, '"').replace(/'/g, "'")
.replace(/\s+/g, ' ')
.trim();
posts.push({ url, ts, text });
}
return posts;
}
/** Erwähnte Coins (Symbole, dedupliziert, in COIN_KEYWORDS-Reihenfolge). */
export function matchCoins(text: string): string[] {
const hits: string[] = [];
for (const c of COIN_KEYWORDS) {
const nameHit = c.names.some((n) => new RegExp(`\\b${esc(n)}\\b`, 'i').test(text));
const tickerHit = c.tickers.some((t) => new RegExp(`\\b${esc(t)}\\b`).test(text)); // case-sensitive
if (nameHit || tickerHit) hits.push(c.symbol);
}
return hits;
}
-
Step 4: Tests passes — Run:
bun test src/server/signals/truth.test.ts→ PASS. Hinweis: schlägt der'I love BITCOIN'-Fall fehl, prüfen ob\b+i-Flag korrekt kombiniert ist — Namen matchen case-insensitive, Ticker case-sensitive; das ist die gewollte Asymmetrie. -
Step 5: Commit
git add src/server/signals/truth.ts src/server/signals/truth.test.ts
git commit -m "feat: Truth-Social-RSS-Parser + Coin-Keyword-Matching"
Task 6: signals/poller.ts — Events einsammeln und persistieren
Files:
- Create:
src/server/signals/poller.ts - Test:
src/server/signals/poller.test.ts
Der Poller ist der einzige unpure Signal-Teil. Die testbare Logik (Notional-Filter, 72h-Dedupe) liegt in exportierten puren Helfern; die DB/HTTP-Orchestrierung bleibt dünn.
- Step 1: Failing Tests für die puren Helfer
import { describe, expect, test } from 'bun:test';
import { dedupeTruthEvents, passesNotional } from './poller';
describe('passesNotional', () => {
test('amount × Preis gegen MIN_NOTIONAL_USD (50k)', () => {
expect(passesNotional(10, 6000)).toBe(true); // 60k
expect(passesNotional(10, 4000)).toBe(false); // 40k
expect(passesNotional(10, null)).toBe(false); // kein Preis → kein Event
});
});
describe('dedupeTruthEvents', () => {
const H = 3600_000;
test('max. ein Event je Coin pro 72h, über DB-Bestand + Batch hinweg', () => {
const existing = new Map([['BTC', 1000 * H]]);
const batch = [
{ symbol: 'BTC', ts: 1000 * H + 71 * H, url: 'u1' }, // < 72h nach Bestand → raus
{ symbol: 'BTC', ts: 1000 * H + 73 * H, url: 'u2' }, // ≥ 72h → bleibt
{ symbol: 'BTC', ts: 1000 * H + 74 * H, url: 'u3' }, // < 72h nach u2 → raus
{ symbol: 'ETH', ts: 1000 * H, url: 'u4' }, // anderer Coin → bleibt
];
expect(dedupeTruthEvents(batch, existing).map((e) => e.url)).toEqual(['u2', 'u4']);
});
});
-
Step 2: Test fails — Run:
bun test src/server/signals/poller.test.ts→ FAIL. -
Step 3: Implementieren
import { and, desc, eq, inArray } from 'drizzle-orm';
import { db } from '../db/client';
import { trumpEvents, trumpSignalState } from '../db/schema';
import { getCandles } from '../market/candle-store';
import { fetchTransfers, getBlockNumber, getBlockTs } from './onchain';
import { matchCoins, parseTruthFeed } from './truth';
import { COIN_KEYWORDS, MIN_NOTIONAL_USD, TRUTH_DEDUPE_MS, TRUTH_FEED_URL } from './watchlist';
const M15 = 15 * 60 * 1000;
/** Obergrenze Blöcke je Zyklus (~4 getLogs-Calls); Ethereum macht ~25 Blöcke/5min — reichlich Aufholpuffer. */
const MAX_BLOCKS_PER_CYCLE = 20_000;
export function passesNotional(amount: number, price: number | null): boolean {
return price !== null && amount * price >= MIN_NOTIONAL_USD;
}
/** existing: Coin → eventTs des jüngsten Truth-Events in der DB. Batch muss ts-aufsteigend sein. */
export function dedupeTruthEvents(
batch: { symbol: string; ts: number; url: string }[],
existing: Map<string, number>,
): { symbol: string; ts: number; url: string }[] {
const lastTs = new Map(existing);
const out: { symbol: string; ts: number; url: string }[] = [];
for (const e of [...batch].sort((a, b) => a.ts - b.ts)) {
const prev = lastTs.get(e.symbol);
if (prev !== undefined && e.ts - prev < TRUTH_DEDUPE_MS) continue;
lastTs.set(e.symbol, e.ts);
out.push(e);
}
return out;
}
/** Letzter 15m-Close ≤ ts als USD-Proxy (USDT≈USD). null wenn keine Candle vorhanden. */
async function priceAt(instrument: string, ts: number): Promise<number | null> {
const candles = await getCandles(instrument as any, ts - 24 * 3600_000, ts + M15);
return candles.length > 0 ? candles[candles.length - 1].close : null;
}
export async function pollOnchain(): Promise<number> {
const head = await getBlockNumber();
let [state] = await db.select().from(trumpSignalState).where(eq(trumpSignalState.id, 1));
if (!state) {
// Erster Lauf: ab jetzt scannen (Historie macht trump-backfill)
await db.insert(trumpSignalState).values({ id: 1, lastBlock: head });
return 0;
}
const from = state.lastBlock + 1;
const to = Math.min(head, state.lastBlock + MAX_BLOCKS_PER_CYCLE);
if (from > to) return 0;
const transfers = await fetchTransfers(from, to);
let inserted = 0;
const blockTs = new Map<number, number>();
for (const t of transfers) {
if (!blockTs.has(t.blockNumber)) blockTs.set(t.blockNumber, await getBlockTs(t.blockNumber));
const ts = blockTs.get(t.blockNumber)!;
const price = t.instrument ? await priceAt(t.instrument, ts) : null;
if (!passesNotional(t.amount, price)) continue;
await db
.insert(trumpEvents)
.values({
source: 'onchain', token: t.symbol, instrument: t.instrument,
eventTs: new Date(ts), ref: t.txHash, notionalUsd: t.amount * price!,
})
.onConflictDoNothing();
inserted++;
}
await db.update(trumpSignalState).set({ lastBlock: to, updatedAt: new Date() }).where(eq(trumpSignalState.id, 1));
return inserted;
}
export async function pollTruth(): Promise<number> {
const res = await fetch(TRUTH_FEED_URL, { signal: AbortSignal.timeout(15_000) });
if (!res.ok) throw new Error(`trumpstruth HTTP ${res.status}`);
const posts = parseTruthFeed(await res.text());
const candidates: { symbol: string; ts: number; url: string }[] = [];
for (const p of posts) for (const symbol of matchCoins(p.text)) candidates.push({ symbol, ts: p.ts, url: p.url });
if (candidates.length === 0) return 0;
const symbols = [...new Set(candidates.map((c) => c.symbol))];
const existing = new Map<string, number>();
for (const s of symbols) {
const [row] = await db
.select({ eventTs: trumpEvents.eventTs })
.from(trumpEvents)
.where(and(eq(trumpEvents.source, 'truth'), eq(trumpEvents.token, s)))
.orderBy(desc(trumpEvents.eventTs))
.limit(1);
if (row) existing.set(s, row.eventTs.getTime());
}
let inserted = 0;
for (const e of dedupeTruthEvents(candidates, existing)) {
const kw = COIN_KEYWORDS.find((c) => c.symbol === e.symbol)!;
await db
.insert(trumpEvents)
.values({ source: 'truth', token: e.symbol, instrument: kw.instrument, eventTs: new Date(e.ts), ref: e.url })
.onConflictDoNothing();
inserted++;
}
return inserted;
}
/** Beide Quellen, Fehler isoliert (eine tote Quelle stoppt die andere nicht). */
export async function pollSignals(): Promise<void> {
const results = await Promise.allSettled([pollOnchain(), pollTruth()]);
for (const r of results) {
if (r.status === 'rejected') console.error('Signal-Poller-Fehler:', r.reason);
}
}
-
Step 4: Tests passes — Run:
bun test src/server/signals/poller.test.ts→ PASS. -
Step 5: Commit
git add src/server/signals/poller.ts src/server/signals/poller.test.ts
git commit -m "feat: Signal-Poller (on-chain Cursor-Scan + Truth-RSS, Notional-Filter, 72h-Dedupe)"
Task 7: live/trump-cycle.ts — pure Cycle-Funktion (Kernstück)
Files:
- Create:
src/server/live/trump-cycle.ts - Test:
src/server/live/trump-cycle.test.ts
Semantik (Spec §4): Event mit eventTs ≤ candle.ts → Buy zum Open dieser Candle (= „nächster 15m-Open nach dem Event"). Zeit-Exit zum Close der ersten Candle mit ts + 15min ≥ entryTs + holdHours. Events werden beim Verarbeiten immer konsumiert — auch wenn kein Slot frei/Pair belegt (verfallen, kein Nachholen). Exits vor Entries je Candle (Slot/Cash wird frei).
- Step 1: Failing Tests
import { describe, expect, test } from 'bun:test';
import type { Candle, Pair } from '../types';
import { DEFAULT_EXEC } from '../engine/portfolio';
import { processTrumpCycle, type TrumpCycleConfig, type TrumpLiveState } from './trump-cycle';
const M15 = 15 * 60 * 1000;
const T0 = 1_750_000_000_000 - (1_750_000_000_000 % (4 * 3600_000)); // 4h-aligned
function flat(pair: Pair, n: number, price = 100): Candle[] {
return Array.from({ length: n }, (_, i) => ({
ts: T0 + i * M15, open: price, high: price, low: price, close: price, volume: 1,
}));
}
const CFG: TrumpCycleConfig = {
exec: DEFAULT_EXEC, holdHours: 60, equityFraction: 0.2,
maxPositions: 5, minNotionalUsdt: 10, pairs: ['BTC_USDT', 'ETH_USDT'],
};
const fresh = (): TrumpLiveState => ({ cash: 10_000, positions: [], cursorTs: T0 });
describe('processTrumpCycle', () => {
test('Event → Buy am Open der ersten Candle nach eventTs, 20% Equity', () => {
const candles = new Map([['BTC_USDT' as Pair, flat('BTC_USDT', 300)]]);
const events = [{ id: 1, instrument: 'BTC_USDT' as Pair, eventTs: T0 + M15 + 1 }];
const r = processTrumpCycle(candles, events, fresh(), CFG);
expect(r.positions).toHaveLength(1);
expect(r.positions[0].entryTs).toBe(T0 + 2 * M15); // erste Candle mit ts ≥ eventTs
expect(r.positions[0].entryCost).toBeCloseTo(10_000 * 0.2, 0);
expect(r.consumed).toEqual([{ eventId: 1, consumedAt: T0 + 2 * M15 }]);
});
test('Zeit-Exit zum Close nach genau holdHours, exitReason trump_hold', () => {
const n = 60 * 4 + 20; // > 60h an 15m-Candles
const candles = new Map([['BTC_USDT' as Pair, flat('BTC_USDT', n)]]);
const events = [{ id: 1, instrument: 'BTC_USDT' as Pair, eventTs: T0 }];
const r = processTrumpCycle(candles, events, fresh(), CFG);
expect(r.positions).toHaveLength(0);
expect(r.closedTrades).toHaveLength(1);
const t = r.closedTrades[0];
expect(t.exitReason).toBe('trump_hold');
// Entry bei T0+M15 (erste Candle > Cursor), Exit-Candle: ts + M15 ≥ entry + 60h
expect(t.exitTs).toBe(T0 + M15 + 60 * 3600_000 - M15);
// Flat-Markt → Verlust = Round-Trip-Kosten (Fee+Slippage beide Seiten)
expect(t.pnl).toBeLessThan(0);
expect(t.r).toBeCloseTo(t.pnl / t.qty / 100 / (1 + DEFAULT_EXEC.slippage) / (1 + DEFAULT_EXEC.feeRate), 3);
});
test('Event verfällt, wenn Pair schon belegt (consumed, kein 2. Trade)', () => {
const candles = new Map([['BTC_USDT' as Pair, flat('BTC_USDT', 300)]]);
const events = [
{ id: 1, instrument: 'BTC_USDT' as Pair, eventTs: T0 + 1 },
{ id: 2, instrument: 'BTC_USDT' as Pair, eventTs: T0 + M15 + 1 },
];
const r = processTrumpCycle(candles, events, fresh(), CFG);
expect(r.positions).toHaveLength(1);
expect(r.consumed.map((c) => c.eventId).sort()).toEqual([1, 2]);
});
test('maxPositions blockiert, Event verfällt', () => {
const cfg = { ...CFG, maxPositions: 1 };
const candles = new Map([
['BTC_USDT' as Pair, flat('BTC_USDT', 300)],
['ETH_USDT' as Pair, flat('ETH_USDT', 300, 50)],
]);
const events = [
{ id: 1, instrument: 'BTC_USDT' as Pair, eventTs: T0 + 1 },
{ id: 2, instrument: 'ETH_USDT' as Pair, eventTs: T0 + 1 },
];
const r = processTrumpCycle(candles, events, fresh(), cfg);
expect(r.positions).toHaveLength(1);
expect(r.positions[0].pair).toBe('BTC_USDT'); // cfg.pairs-Reihenfolge bei ts-Gleichstand
expect(r.consumed).toHaveLength(2);
});
test('Cursor-Idempotenz: gesplittete Zyklen ≡ ein Zyklus (Parität)', () => {
const n = 300;
const wave = (pair: Pair, base: number): Candle[] =>
Array.from({ length: n }, (_, i) => {
const p = base * (1 + 0.05 * Math.sin(i / 7));
return { ts: T0 + i * M15, open: p, high: p * 1.002, low: p * 0.998, close: p * 1.001, volume: 1 };
});
const candles = new Map([['BTC_USDT' as Pair, wave('BTC_USDT', 100)], ['ETH_USDT' as Pair, wave('ETH_USDT', 50)]]);
const events = [
{ id: 1, instrument: 'BTC_USDT' as Pair, eventTs: T0 + 5 * M15 },
{ id: 2, instrument: 'ETH_USDT' as Pair, eventTs: T0 + 80 * M15 },
{ id: 3, instrument: 'BTC_USDT' as Pair, eventTs: T0 + 290 * M15 },
];
const oneShot = processTrumpCycle(candles, events, fresh(), CFG);
let state = fresh();
const trades: any[] = [];
const consumedIds = new Set<number>();
for (const splitAt of [T0 + 23 * M15, T0 + 100 * M15, T0 + 222 * M15, T0 + (n - 1) * M15]) {
const sliced = new Map(
[...candles].map(([p, cs]) => [p, cs.filter((c) => c.ts <= splitAt)]),
);
const remaining = events.filter((e) => !consumedIds.has(e.id));
const r = processTrumpCycle(sliced, remaining, state, CFG);
for (const c of r.consumed) consumedIds.add(c.eventId);
trades.push(...r.closedTrades);
state = { cash: r.cash, positions: r.positions, cursorTs: r.cursorTs };
}
expect(state.cash).toBeCloseTo(oneShot.cash, 8);
expect(trades).toEqual(oneShot.closedTrades);
expect(state.positions).toEqual(oneShot.positions);
});
});
-
Step 2: Test fails — Run:
bun test src/server/live/trump-cycle.test.ts→ FAIL. -
Step 3: Implementieren
import type { Candle, Pair } from '../types';
import { H4 } from '../market/aggregate';
import type { ClosedTrade, ExecConfig } from '../engine/portfolio';
import type { EquitySnapshot } from './process-cycle';
const M15 = 15 * 60 * 1000;
export interface TrumpEventInput {
id: number;
instrument: Pair;
eventTs: number;
}
export interface TrumpPosition {
pair: Pair;
qty: number;
entryTs: number;
entryPrice: number; // Fill inkl. Slippage
entryCost: number; // qty×fill + Fee
riskAmount: number; // = entryCost → r = Return auf Einsatz
exitDueTs: number; // entryTs + holdHours
eventId: number;
}
export interface TrumpLiveState {
cash: number;
positions: TrumpPosition[];
cursorTs: number;
}
export interface TrumpCycleConfig {
exec: ExecConfig;
holdHours: number;
equityFraction: number;
maxPositions: number;
minNotionalUsdt: number;
pairs: Pair[];
}
export interface TrumpCycleResult {
cash: number;
positions: TrumpPosition[];
cursorTs: number;
closedTrades: ClosedTrade[];
consumed: { eventId: number; consumedAt: number }[];
equitySnapshots: EquitySnapshot[];
equity: number;
}
/**
* Pure Event-Copy-Strategie: Buy am Open der ersten 15m-Candle mit ts ≥ eventTs,
* Zeit-Exit zum Close der ersten Candle mit ts+15m ≥ entryTs+holdHours, kein Stop.
* Events werden beim Verarbeiten immer konsumiert (verfallen ohne freien Slot).
* Cursor-idempotent: gesplittete Zyklen ergeben exakt dasselbe wie ein Lauf —
* Paritätstest erzwingt das (Aufrufer reicht nur unkonsumierte Events ein).
*/
export function processTrumpCycle(
candles15ByPair: Map<Pair, Candle[]>,
events: TrumpEventInput[],
state: TrumpLiveState,
cfg: TrumpCycleConfig,
): TrumpCycleResult {
let cash = state.cash;
const positions = new Map<Pair, TrumpPosition>();
for (const p of state.positions) positions.set(p.pair, { ...p });
const trades: ClosedTrade[] = [];
const consumed: { eventId: number; consumedAt: number }[] = [];
const equitySnapshots: EquitySnapshot[] = [];
const lastClose = new Map<Pair, number>();
const holdMs = cfg.holdHours * 3600_000;
const pairs = cfg.pairs.filter((p) => candles15ByPair.has(p));
const pending = new Map<Pair, TrumpEventInput[]>();
for (const ev of [...events].sort((a, b) => a.eventTs - b.eventTs || a.id - b.id)) {
if (!pending.has(ev.instrument)) pending.set(ev.instrument, []);
pending.get(ev.instrument)!.push(ev);
}
for (const pair of pairs) {
for (const c of candles15ByPair.get(pair)!) {
if (c.ts > state.cursorTs) break;
lastClose.set(pair, c.close);
}
}
const equity = (): number => {
let eq = cash;
for (const p of positions.values()) eq += p.qty * (lastClose.get(p.pair) ?? p.entryPrice);
return eq;
};
const timeline: { ts: number; pair: Pair; candle: Candle }[] = [];
for (const pair of pairs) {
for (const candle of candles15ByPair.get(pair)!) {
if (candle.ts > state.cursorTs) timeline.push({ ts: candle.ts, pair, candle });
}
}
timeline.sort((a, b) => a.ts - b.ts || cfg.pairs.indexOf(a.pair) - cfg.pairs.indexOf(b.pair));
let cursorTs = state.cursorTs;
let lastEquityBucket = -1;
for (const { ts, pair, candle } of timeline) {
// 1) Zeit-Exit zum Close (vor Entries: Slot/Cash wird frei)
const pos = positions.get(pair);
if (pos && ts + M15 >= pos.exitDueTs) {
const fill = candle.close * (1 - cfg.exec.slippage);
const proceeds = pos.qty * fill;
const fee = proceeds * cfg.exec.feeRate;
cash += proceeds - fee;
const pnl = proceeds - fee - pos.entryCost;
trades.push({
pair, entryTs: pos.entryTs, entryPrice: pos.entryPrice, exitTs: ts, exitPrice: fill,
qty: pos.qty, pnl, r: pnl / pos.riskAmount, exitReason: 'trump_hold', side: 'long',
});
positions.delete(pair);
}
// 2) Fällige Events konsumieren; Entry nur wenn Slot frei
const queue = pending.get(pair);
while (queue && queue.length > 0 && queue[0].eventTs <= ts) {
const ev = queue.shift()!;
consumed.push({ eventId: ev.id, consumedAt: ts });
if (positions.has(pair) || positions.size >= cfg.maxPositions) continue;
const budget = equity() * cfg.equityFraction;
const fill = candle.open * (1 + cfg.exec.slippage);
const qty = budget / fill / (1 + cfg.exec.feeRate); // Budget deckt Kosten inkl. Fee
const cost = qty * fill;
const fee = cost * cfg.exec.feeRate;
if (budget < cfg.minNotionalUsdt || cash < cost + fee) continue;
cash -= cost + fee;
positions.set(pair, {
pair, qty, entryTs: ts, entryPrice: fill, entryCost: cost + fee,
riskAmount: cost + fee, exitDueTs: ts + holdMs, eventId: ev.id,
});
}
lastClose.set(pair, candle.close);
cursorTs = Math.max(cursorTs, ts);
// 3) Equity-Punkt einmal pro 4h-Bucket (wie Trend/Grid)
const bucket = Math.floor(ts / H4) * H4;
if (bucket !== lastEquityBucket) {
lastEquityBucket = bucket;
equitySnapshots.push({ ts: bucket, equity: equity(), cash });
}
}
return {
cash, positions: [...positions.values()], cursorTs,
closedTrades: trades, consumed, equitySnapshots, equity: equity(),
};
}
Achtung beim entryCost-Test in Step 1: mit der /(1+feeRate)-Normierung ist entryCost exakt das Budget (= 20 % Equity) — toBeCloseTo(2000, 0) muss passen. Falls beim zweiten Test die r-Formel zickt: r = pnl / entryCost, der Erwartungswert im Test ist äquivalent umgeformt; im Zweifel den Test-Erwartungswert auf t.pnl / (10_000 * 0.2) vereinfachen.
-
Step 4: Tests passes — Run:
bun test src/server/live/trump-cycle.test.ts→ PASS (insbesondere der Paritätstest). -
Step 5: Commit
git add src/server/live/trump-cycle.ts src/server/live/trump-cycle.test.ts
git commit -m "feat: Pure Trump-Cycle-Strategie (Event-Entry, Zeit-Exit, cursor-idempotent)"
Task 8: backtest/trump.ts — dünner Backtest-Wrapper
Files:
- Create:
src/server/backtest/trump.ts
Kein eigener Test nötig: Der Wrapper ruft processTrumpCycle einmal von frischem State auf (DRY — eine Implementierung für Live und Backtest); der Paritätstest in Task 7 deckt die Cursor-Semantik ab.
- Step 1: Implementieren
import type { Candle, Pair } from '../types';
import { processTrumpCycle, type TrumpCycleConfig, type TrumpCycleResult, type TrumpEventInput } from '../live/trump-cycle';
/** Backtest = ein Cycle-Lauf von frischem State. Gleicher Code-Pfad wie Live (Spec §5). */
export function runTrumpBacktest(
candles15ByPair: Map<Pair, Candle[]>,
events: TrumpEventInput[],
startCapital: number,
cfg: TrumpCycleConfig,
): TrumpCycleResult {
let minTs = Infinity;
for (const cs of candles15ByPair.values()) if (cs.length > 0) minTs = Math.min(minTs, cs[0].ts);
return processTrumpCycle(candles15ByPair, events, { cash: startCapital, positions: [], cursorTs: minTs - 1 }, cfg);
}
- Step 2: Typecheck + Commit
Run: bunx tsc --noEmit
Expected: keine Fehler.
git add src/server/backtest/trump.ts
git commit -m "feat: Trump-Backtest-Wrapper (gleicher Code-Pfad wie Live)"
Task 9: live/trump-engine.ts — DB-Wrapper (Engine Nr. 3)
Files:
- Create:
src/server/live/trump-engine.ts
Spiegelt grid-engine.ts (src/server/live/grid-engine.ts als Vorlage daneben legen). Kein eigener Unit-Test (wie GridEngine: DB-Glue, die pure Logik ist in Task 7 getestet).
- Step 1: Implementieren
import { eq, inArray, isNull, isNotNull, and } from 'drizzle-orm';
import { db } from '../db/client';
import { botState, equitySnapshots, paperTrades, trumpEvents, trumpPositions } from '../db/schema';
import { getCandles } from '../market/candle-store';
import { DEFAULT_EXEC } from '../engine/portfolio';
import { pollSignals } from '../signals/poller';
import { TRUMP_PAIRS } from '../types';
import type { Candle, Pair } from '../types';
import {
processTrumpCycle,
type TrumpCycleConfig,
type TrumpCycleResult,
type TrumpEventInput,
type TrumpLiveState,
} from './trump-cycle';
const M15 = 15 * 60 * 1000;
const BOT_STATE_ID = 3; // 1 = Trend, 2 = Grid
const START_CAPITAL = 10_000;
/** Keine Indikatoren — Warmup nur für lastClose-Seed (Equity offener Positionen). */
const WARMUP_BARS_15M = 8;
export const TRUMP_CYCLE_CONFIG: TrumpCycleConfig = {
exec: DEFAULT_EXEC,
holdHours: 60, // Default lt. Spec; finaler Wert kommt aus der Event-Study
equityFraction: 0.2,
maxPositions: 5,
minNotionalUsdt: 10,
pairs: [...TRUMP_PAIRS],
};
export interface TrumpEngineStatus {
lastCycleAt: number | null;
lastCycleOk: boolean;
lastError: string | null;
cursorTs: number | null;
}
/**
* Dritte Paper-Engine (Trump-Copy). Läuft NACH Trend+Grid im Zyklus;
* holt Candles für die Nicht-Trend-Pairs selbst nach (Gap-Fetch der
* Trend-Engine deckt nur PAIRS ab) — siehe Task 10.
*/
export class TrumpEngine {
status: TrumpEngineStatus = { 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 {
await pollSignals(); // non-fatal intern; wirft nicht
const state = await this.loadState();
const from = state.cursorTs - WARMUP_BARS_15M * M15;
const candles15 = new Map<Pair, Candle[]>();
for (const pair of TRUMP_CYCLE_CONFIG.pairs) {
candles15.set(pair, await getCandles(pair, from));
}
const events = await this.loadOpenEvents();
const result = processTrumpCycle(candles15, events, state, TRUMP_CYCLE_CONFIG);
await this.persist(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('Trump-Zyklus fehlgeschlagen:', err);
} finally {
this.cycling = false;
}
}
private async loadState(): Promise<TrumpLiveState> {
const [row] = await db.select().from(botState).where(eq(botState.id, BOT_STATE_ID));
if (!row) throw new Error('bot_state (trump) fehlt — init() nicht gelaufen?');
const posRows = await db.select().from(trumpPositions);
return {
cash: row.cash,
cursorTs: row.cursorTs.getTime(),
positions: posRows.map((p) => ({
pair: p.pair as Pair,
qty: p.qty,
entryTs: p.entryTs.getTime(),
entryPrice: p.entryPrice,
entryCost: p.entryCost,
riskAmount: p.riskAmount,
exitDueTs: p.exitDueTs.getTime(),
eventId: p.eventId,
})),
};
}
private async loadOpenEvents(): Promise<TrumpEventInput[]> {
const rows = await db
.select()
.from(trumpEvents)
.where(and(isNull(trumpEvents.consumedAt), isNotNull(trumpEvents.instrument)));
return rows.map((r) => ({ id: r.id, instrument: r.instrument as Pair, eventTs: r.eventTs.getTime() }));
}
private async persist(result: TrumpCycleResult): Promise<void> {
await db.transaction(async (tx) => {
await tx.delete(trumpPositions);
for (const p of result.positions) {
await tx.insert(trumpPositions).values({
pair: p.pair,
qty: p.qty,
entryTs: new Date(p.entryTs),
entryPrice: p.entryPrice,
entryCost: p.entryCost,
riskAmount: p.riskAmount,
exitDueTs: new Date(p.exitDueTs),
eventId: p.eventId,
});
}
if (result.closedTrades.length > 0) {
await tx.insert(paperTrades).values(
result.closedTrades.map((t) => ({
bot: 'trump',
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 c of result.consumed) {
await tx.update(trumpEvents).set({ consumedAt: new Date(c.consumedAt) }).where(eq(trumpEvents.id, c.eventId));
}
for (const s of result.equitySnapshots) {
const row = { bot: 'trump', 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));
});
}
}
(Unbenutzte Importe wie inArray entfernen, falls der Linter meckert.)
- Step 2: Typecheck + alle Tests
Run: bunx tsc --noEmit && bun test
Expected: grün.
- Step 3: Commit
git add src/server/live/trump-engine.ts
git commit -m "feat: TrumpEngine als dritte Paper-Engine (bot_state id=3, Poller im Zyklus)"
Task 10: Candle-Nachschub für neue Pairs + Loop-Wiring + API
Files:
- Modify:
src/server/index.ts - Modify:
src/server/api/server.ts
Die Trend-Engine gap-fetcht nur PAIRS — die Trump-Engine braucht 15m-Candles auch für LINK/AAVE/ONDO/ENA/SUI/SEI. Vor dem Wiring prüfen, wie LiveEngine.runCycle den Gap-Fetch macht (src/server/live/engine.ts lesen) und das Muster für die Trump-Pairs übernehmen — entweder als kleiner Gap-Fetcher in TrumpEngine.runCycle (vor loadState, per fetchCandles(pair, '15m', count, …) + insertCandles aus market/), oder durch Erweiterung des bestehenden Gap-Fetch auf ALL_PAIRS, falls er zentral sitzt. Entscheidungskriterium: minimaler Eingriff in die Trend-Engine; im Zweifel eigener Gap-Fetch in der TrumpEngine (Candle-Lücke je Pair seit cursorTs − Warmup füllen, wie backfill.ts nur vorwärts).
-
Step 1: Gap-Fetch für Trump-Pairs implementieren (Muster aus
live/engine.tsübernehmen, Methodeprivate async fillCandleGaps()inTrumpEngine, Aufruf zu Beginn vonrunCyclenachpollSignals). -
Step 2:
index.tserweitern
import { env } from './config';
import { LiveEngine } from './live/engine';
import { GridEngine } from './live/grid-engine';
import { TrumpEngine } from './live/trump-engine';
import { createServer } from './api/server';
const CYCLE_MS = 5 * 60 * 1000;
const engine = new LiveEngine();
const gridEngine = new GridEngine();
const trumpEngine = new TrumpEngine();
await engine.init();
await gridEngine.init();
await trumpEngine.init();
createServer(engine, gridEngine, trumpEngine, env.PORT);
console.log(`trade-kuns Live-Paper-Engines (trend + grid + trump) laufen auf :${env.PORT}`);
// Grid/Trump laufen nach der Trend-Engine — deren Gap-Fetch füllt die Candle-DB für PAIRS.
const cycle = async () => {
await engine.runCycle();
await gridEngine.runCycle();
await trumpEngine.runCycle();
};
void cycle();
setInterval(() => void cycle(), CYCLE_MS);
- Step 3:
/api/trumpinserver.ts— SignaturcreateServer(engine, gridEngine, trumpEngine, port)erweitern, neuencaseanalog zu/api/grideinbauen (bestehendes Muster im File übernehmen):
case '/api/trump': {
const [state] = await db.select().from(botState).where(eq(botState.id, 3));
const positions = await db.select().from(trumpPositions);
const events = await db.select().from(trumpEvents).orderBy(desc(trumpEvents.eventTs)).limit(50);
return Response.json({
status: trumpEngine.status,
cash: state?.cash ?? null,
startCapital: state?.startCapital ?? null,
positions,
events,
});
}
Trades und Equity-Kurve laufen über die bestehenden Endpunkte (/api/trades?bot=trump, Equity-Snapshots bot='trump') — prüfen, dass der bot-Queryparameter in /api/trades generisch ist (bei Grid funktioniert er bereits).
- Step 4: Smoke-Test lokal
Run: bun run start (kurz laufen lassen), dann curl -s localhost:8080/api/trump
Expected: JSON mit status.lastCycleOk: true, leere positions/events (Poller startet ab aktuellem Block; ggf. erste Truth-Events, falls der Feed gerade Coins erwähnt). Server wieder stoppen.
Hinweis: Wenn die curl-Sperre des context-mode-Hooks greift, den Check per mcp execute (fetch) machen.
- Step 5: Alle Tests + Commit
Run: bun test
Expected: grün.
git add src/server/index.ts src/server/api/server.ts src/server/live/trump-engine.ts
git commit -m "feat: Trump-Engine in Loop und API verdrahtet (/api/trump, Gap-Fetch neue Pairs)"
Task 11: Dashboard — dritter Tab „Trump"
Files:
- Modify:
public/index.html
Bestehende Struktur: <nav class="tabs"> (Zeile ~60), Sections #tab-trading/#tab-grid, showTab() (Zeile ~352), Daten-Loader mit Promise.all-fetch (Zeile ~403). Exakt das Grid-Muster kopieren:
- Step 1: Tab-Button + Section ergänzen
<button class="tab" data-tab="trump">Trump</button>
<section id="tab-trump" hidden>
<div class="cards" id="trump-cards"></div>
<h2>Offene Positionen</h2>
<div id="trump-positions"></div>
<h2>Events</h2>
<div id="trump-events"></div>
<h2>Trades</h2>
<div id="trump-trades"></div>
</section>
(.cards-Markup an die bestehenden Karten im Trading-Tab angleichen — Klassen aus dem File übernehmen.)
- Step 2:
showTaberweitern
document.getElementById('tab-trump').hidden = name !== 'trump';
- Step 3: Loader erweitern — im
Promise.allzusätzlichfetch('/api/trump').then(r => r.json())undfetch('/api/trades?bot=trump&limit=200').then(r => r.json()); Render-Code analog Grid-Tab:
// ── Trump-Tab ──
document.getElementById('trump-cards').innerHTML = cards([
['Equity', fmtUsd(trump.cash + trumpPositionsValue(trump.positions))],
['Cash', fmtUsd(trump.cash)],
['Offene Positionen', trump.positions.length],
['Events gesamt', trump.events.length >= 50 ? '50+' : trump.events.length],
]);
document.getElementById('trump-positions').innerHTML = table(
['Pair', 'Entry', 'Preis', 'Qty', 'Exit fällig'],
trump.positions.map(p => `<tr><td>${p.pair}</td><td>${fmtTs(p.entryTs)}</td><td>${fmtNum(p.entryPrice)}</td><td>${fmtNum(p.qty)}</td><td>${fmtTs(p.exitDueTs)}</td></tr>`),
'Keine offenen Positionen',
);
document.getElementById('trump-events').innerHTML = table(
['Zeit', 'Quelle', 'Coin', 'Instrument', 'Notional', 'Ref'],
trump.events.map(e => `<tr><td>${fmtTs(e.eventTs)}</td><td>${e.source}</td><td>${e.token}</td><td>${e.instrument ?? '—'}</td><td>${e.notionalUsd ? fmtUsd(e.notionalUsd) : '—'}</td><td><a href="${e.source === 'onchain' ? 'https://etherscan.io/tx/' + e.ref : e.ref}" target="_blank">↗</a></td></tr>`),
'Noch keine Events',
);
Helfer (cards, table, fmtUsd, fmtTs, fmtNum) existieren bzw. sind den vorhandenen Funktionen im File nachzubilden — vorhandene Namen verwenden, nichts duplizieren. Trades-Tabelle wie im Grid-Tab aus /api/trades?bot=trump rendern.
-
Step 4: Visuell prüfen —
bun run start, Browser/Playwright auflocalhost:8080, Tab „Trump" öffnen: Karten + leere Tabellen sichtbar, keine JS-Konsole-Fehler. -
Step 5: Commit
git add public/index.html
git commit -m "feat: Dashboard-Tab Trump (Events, Positionen, Trades)"
Task 12: Candle- und Event-Backfill (Phase-1-Daten)
Files:
-
Create:
src/server/scripts/trump-backfill.ts -
Modify:
package.json(Scripttrump:backfill) -
Step 1: Candle-Backfill für neue Pairs laufen lassen (nutzt Task 1)
Run: bun run backfill
Expected: Coverage-Zeilen auch für LINK/AAVE/ONDO/ENA/SUI/SEI_USDT (jüngere Coins haben kürzere Historie — ENA/ONDO ab 2024, das ist okay). Dauert wegen Rate-Limit-Sleeps einige Minuten.
- Step 2:
trump-backfill.tsschreiben — historische Events rekonstruieren:
import { parseArgs } from 'util';
import { sql, db } from '../db/client';
import { trumpEvents } from '../db/schema';
import { fetchTransfers, getBlockNumber, getBlockTs } from '../signals/onchain';
import { dedupeTruthEvents, passesNotional } from '../signals/poller';
import { matchCoins } from '../signals/truth';
import { COIN_KEYWORDS } from '../signals/watchlist';
import { getCandles } from '../market/candle-store';
const M15 = 15 * 60 * 1000;
const { values: args } = parseArgs({
options: {
'from-block': { type: 'string', default: '20600000' }, // ≈ Sep 2024, vor den ersten WLFI-Treasury-Käufen
'truth-pages': { type: 'string', default: '300' },
},
});
// ── On-chain ──
const fromBlock = Number(args['from-block']);
const head = await getBlockNumber();
console.log(`On-chain-Scan Block ${fromBlock} → ${head} (${head - fromBlock} Blöcke, ~${Math.ceil((head - fromBlock) / 5000)} Requests)`);
let onchainCount = 0;
const STEP = 5000;
for (let from = fromBlock; from <= head; from += STEP) {
const to = Math.min(from + STEP - 1, head);
const transfers = await fetchTransfers(from, to, STEP);
for (const t of transfers) {
const ts = await getBlockTs(t.blockNumber);
let price: number | null = null;
if (t.instrument) {
const cs = await getCandles(t.instrument, ts - 24 * 3600_000, ts + M15);
price = cs.length > 0 ? cs[cs.length - 1].close : null;
}
if (!passesNotional(t.amount, price)) continue;
await db.insert(trumpEvents).values({
source: 'onchain', token: t.symbol, instrument: t.instrument,
eventTs: new Date(ts), ref: t.txHash, notionalUsd: t.amount * price!,
}).onConflictDoNothing();
onchainCount++;
console.log(` ${new Date(ts).toISOString()} ${t.symbol} ${t.amount.toFixed(2)} (~$${Math.round(t.amount * price!)}) ${t.txHash}`);
}
if ((from - fromBlock) % (STEP * 20) === 0) console.log(` … Block ${to}`);
await Bun.sleep(150);
}
console.log(`On-chain: ${onchainCount} Events`);
// ── Truth (best effort, letzte N Archiv-Seiten à 10 Posts) ──
const pages = Number(args['truth-pages']);
const candidates: { symbol: string; ts: number; url: string }[] = [];
let oldestTs = Infinity;
for (let p = 1; p <= pages; p++) {
const res = await fetch(`https://trumpstruth.org/?page=${p}`, { signal: AbortSignal.timeout(20_000) });
if (!res.ok) { console.warn(`Seite ${p}: HTTP ${res.status} — Truth-Scan endet hier`); break; }
const html = await res.text();
// Status-Blöcke: Link + Text; Markup-Klassen am 2026-06-12 verifiziert (status, status-info__body)
const blocks = html.split(/class="status\b/).slice(1);
for (const block of blocks) {
const url = block.match(/href="(https:\/\/trumpstruth\.org\/statuses\/\d+)"/)?.[1];
const timeRaw = block.match(/datetime="([^"]+)"/)?.[1] ?? block.match(/<time[^>]*>([^<]+)<\/time>/)?.[1];
const body = block.match(/status-info__body[^>]*>([\s\S]*?)<\/div>/)?.[1] ?? '';
if (!url || !timeRaw) continue;
const ts = Date.parse(timeRaw);
if (Number.isNaN(ts)) continue;
oldestTs = Math.min(oldestTs, ts);
const text = body.replace(/<[^>]+>/g, ' ').replace(/\s+/g, ' ').trim();
for (const symbol of matchCoins(text)) candidates.push({ symbol, ts, url });
}
await Bun.sleep(300);
}
console.log(`Truth-Scan: ${candidates.length} Kandidaten, ältester Post ${oldestTs === Infinity ? '—' : new Date(oldestTs).toISOString()}`);
let truthCount = 0;
for (const e of dedupeTruthEvents(candidates, new Map())) {
const kw = COIN_KEYWORDS.find((c) => c.symbol === e.symbol)!;
await db.insert(trumpEvents).values({
source: 'truth', token: e.symbol, instrument: kw.instrument, eventTs: new Date(e.ts), ref: e.url,
}).onConflictDoNothing();
truthCount++;
}
console.log(`Truth: ${truthCount} Events (Historie nur letzte ${pages} Seiten — Lücke davor ist bekannt und akzeptiert)`);
await sql.end();
Wichtig: Die History-Events sind nach dem Backfill consumedAt = null — damit die Live-Engine sie nicht alle „nachkauft", direkt nach dem Backfill als konsumiert markieren (Teil von Step 4). Die Event-Study (Task 13) liest Events unabhängig von consumedAt.
Falls das Archiv-Markup vom Parser abweicht (Scrape liefert 0 Kandidaten trotz HTTP 200): eine Seite dumpen (console.log(html.slice(0, 3000))), Selektoren anpassen — die Klassen status, status-info__body und /statuses/<id>-Links existieren (verifiziert), nur die genaue Verschachtelung kann abweichen.
- Step 3: package.json-Script ergänzen
"trump:backfill": "bun run src/server/scripts/trump-backfill.ts",
- Step 4: Backfill ausführen + History als konsumiert markieren
Run: bun run trump:backfill (dauert: ~1.1k getLogs-Requests + 300 Archiv-Seiten ≈ 10–20 min)
Expected: On-chain-Events mit plausiblen WLFI-Käufen (ETH/WBTC/LINK/AAVE/ONDO/ENA, Notional ≥ 50k), Truth-Events für BTC etc.
Danach (psql oder bun-Skript-Einzeiler):
PGPASSWORD=… psql "$DATABASE_URL" -c "UPDATE trump_events SET consumed_at = now() WHERE consumed_at IS NULL AND event_ts < now() - interval '1 hour';"
Plausibilitätscheck: 3 Stichproben-Tx-Hashes auf etherscan.io öffnen — sind das echte WLFI-Eingänge? Anzahl Events pro Quelle notieren (fließt in die Study-Doku). Wenn 0 on-chain Events gefunden werden: Watchlist zu schmal (Treasury nutzt weitere Wallets) — dann auf Etherscan die eingehenden Token-Tx der Multisig ansehen, dokumentierte Absender-/Schwester-Wallets (z. B. weitere „World Liberty"-Labels) ergänzen und Backfill erneut laufen lassen. Jede Ergänzung mit Label-Quelle als Kommentar in watchlist.ts.
- Step 5: Commit
git add src/server/scripts/trump-backfill.ts package.json
git commit -m "feat: Trump-Event-Backfill (on-chain History + Truth-Archiv best effort)"
Task 13: Event-Study + Haltedauer-Entscheid
Files:
-
Create:
src/server/scripts/trump-event-study.ts -
Create:
docs/event-study-trump-2026-06-12.md(Output) -
Modify:
package.json(Scripttrump:study) -
Modify:
src/server/live/trump-engine.ts(finalesholdHours) -
Step 1: Study-Skript schreiben
import { isNotNull } from 'drizzle-orm';
import { db, sql } from '../db/client';
import { trumpEvents } from '../db/schema';
import { getCandles } from '../market/candle-store';
import { DEFAULT_EXEC } from '../engine/portfolio';
import type { Pair } from '../types';
const M15 = 15 * 60 * 1000;
const HORIZONS_H = [24, 48, 60, 72, 120];
const COST = (1 - DEFAULT_EXEC.slippage) * (1 - DEFAULT_EXEC.feeRate) / ((1 + DEFAULT_EXEC.slippage) * (1 + DEFAULT_EXEC.feeRate)); // Round-Trip-Faktor
const events = await db.select().from(trumpEvents).where(isNotNull(trumpEvents.instrument));
type Row = { source: string; horizon: number; ret: number };
const rows: Row[] = [];
const baselines = new Map<string, Map<number, number>>(); // instrument → horizon → mean ret
for (const ev of events) {
const instrument = ev.instrument as Pair;
const evTs = ev.eventTs.getTime();
const candles = await getCandles(instrument, evTs - M15, evTs + 130 * 3600_000);
const entryIdx = candles.findIndex((c) => c.ts >= evTs);
if (entryIdx < 0) continue;
const entry = candles[entryIdx].open;
for (const h of HORIZONS_H) {
const exitTs = candles[entryIdx].ts + h * 3600_000;
const exit = candles.findLast((c) => c.ts <= exitTs);
if (!exit || exit.ts < exitTs - 2 * M15) continue; // Horizont nicht abgedeckt
rows.push({ source: ev.source, horizon: h, ret: (exit.close / entry) * COST - 1 });
}
// Baseline je Instrument einmalig: unbedingter Mean-Forward-Return über alle 15m-Starts
if (!baselines.has(instrument)) {
const all = await getCandles(instrument);
const byH = new Map<number, number>();
for (const h of HORIZONS_H) {
const stepIdx = (h * 3600_000) / M15;
let s = 0, n = 0;
for (let i = 0; i + stepIdx < all.length; i += 16) { // jede 4h ein Sample, deterministisch
s += (all[i + stepIdx].close / all[i].open) * COST - 1;
n++;
}
byH.set(h, n > 0 ? s / n : NaN);
}
baselines.set(instrument, byH);
}
}
const fmt = (x: number) => (100 * x).toFixed(2) + '%';
const lines: string[] = ['# Event-Study Trump-Copy — ' + new Date().toISOString().slice(0, 10), ''];
for (const source of ['onchain', 'truth']) {
lines.push(`## Quelle: ${source}`, '', '| Horizont | n | Mean | Median | Hit-Rate |', '|---|---|---|---|---|');
for (const h of HORIZONS_H) {
const rs = rows.filter((r) => r.source === source && r.horizon === h).map((r) => r.ret).sort((a, b) => a - b);
if (rs.length === 0) { lines.push(`| ${h}h | 0 | — | — | — |`); continue; }
const mean = rs.reduce((a, b) => a + b, 0) / rs.length;
const median = rs[Math.floor(rs.length / 2)];
const hit = rs.filter((r) => r > 0).length / rs.length;
lines.push(`| ${h}h | ${rs.length} | ${fmt(mean)} | ${fmt(median)} | ${(100 * hit).toFixed(0)}% |`);
}
lines.push('');
}
lines.push('## Baselines (unbedingter Mean-Forward-Return, gleiche Kosten)', '');
for (const [inst, byH] of baselines) {
lines.push(`- ${inst}: ` + HORIZONS_H.map((h) => `${h}h ${fmt(byH.get(h)!)}`).join(' · '));
}
const out = lines.join('\n') + '\n';
await Bun.write('docs/event-study-trump-2026-06-12.md', out);
console.log(out);
await sql.end();
- Step 2: package.json-Script + ausführen
"trump:study": "bun run src/server/scripts/trump-event-study.ts",
Run: bun run trump:study
Expected: Markdown-Tabellen je Quelle × Horizont, Baselines je Instrument. Ergebnis ehrlich lesen: kleine n sind indikativ, nicht signifikant.
-
Step 3: Haltedauer festlegen —
holdHoursinTRUMP_CYCLE_CONFIG(Task 9) auf den Horizont mit dem besten Mean-minus-Baseline setzen (bei Gleichstand oder n < 5: Default 60 behalten). Entscheidung + Begründung als Abschnitt „Entscheid" ans Ende des Study-Docs schreiben. -
Step 4: Commit
git add src/server/scripts/trump-event-study.ts docs/event-study-trump-2026-06-12.md package.json src/server/live/trump-engine.ts
git commit -m "feat: Event-Study Trump-Copy + Haltedauer-Entscheid"
Task 14: Deploy + Doku
Files:
-
Modify:
CLAUDE.md(Engine Nr. 3 dokumentieren) -
Step 1: CLAUDE.md ergänzen — bei den Engines:
3. **Trump-Copy** (BTC/ETH/SOL/XRP/LINK/AAVE/ONDO/ENA/SUI/SEI_USDT): Event-Copy — on-chain Käufe der WLFI-Watchlist + Truth-Social-Erwähnungen (trumpstruth-RSS), Buy am nächsten 15m-Open, Zeit-Exit nach `holdHours`, kein Stop. State: `bot_state` id=3, `trump_events`/`trump_positions`/`trump_signal_state`. Spec: `docs/specs/2026-06-12-trump-copy-strategy-design.md`, Event-Study: `docs/event-study-trump-2026-06-12.md`.
- Step 2: Letzter Gesamtlauf
Run: bun test && bunx tsc --noEmit
Expected: alles grün.
- Step 3: Commit + Deploy
git add CLAUDE.md
git commit -m "docs: Trump-Copy-Engine in CLAUDE.md"
redeploy j7xbvfezctcxmeuon6gh6v5z "feat: Trump-Copy-Strategie als dritte Paper-Engine"
- Step 4: Prod-Verifikation — nach dem Coolify-Build:
https://trading.kuns.dev/api/trumpliefertlastCycleOk: true; Dashboard-Tab „Trump" lädt. Achtung: Prod-DB braucht den Event-Backfill nicht (Live-Poller startet ab aktuellem Block;consumedAt-Markierung der History entfällt dort, weil keine History-Events existieren). Die Migration läuft automatisch überbun run start.
Offene Risiken (bewusst akzeptiert, Spec §7)
- Wenig historische Events → Study indikativ; Paper-Lauf ist der eigentliche Test.
- trumpstruth.org ist ein Dritt-Mirror; fällt er weg, läuft die Engine onchain-only weiter (Fehler-Isolation in
pollSignals). - Watchlist-Kuration manuell; Erweiterung dokumentiert in Task 12 Step 4.