/** * Trading Configuration * */ import { resolveExchangeId, type SupportedExchangeId } from "./exchanges/create-adapter"; export interface TradingConfig { symbol: string; tradeAmount: number; lossLimit: number; trailingProfit: number; trailingCallbackRate: number; profitLockTriggerUsd: number; profitLockOffsetUsd: number; pollIntervalMs: number; maxLogEntries: number; klineInterval: string; maxCloseSlippagePct: number; priceTick: number; // price tick size, e.g. 0.1 for BTCUSDT qtyStep: number; // quantity step size, e.g. 0.001 BTC bollingerLength: number; bollingerStdMultiplier: number; minBollingerBandwidth: number; } const SYMBOL_PRIORITY_BY_EXCHANGE: Record = { aster: { envKeys: ["ASTER_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" }, grvt: { envKeys: ["GRVT_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" }, lighter: { envKeys: ["LIGHTER_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDT" }, backpack: { envKeys: ["BACKPACK_SYMBOL", "TRADE_SYMBOL"], fallback: "BTCUSDC" }, paradex: { envKeys: ["PARADEX_SYMBOL", "TRADE_SYMBOL"], fallback: "BTC/USDC" }, }; export function resolveSymbolFromEnv(explicitExchangeId?: SupportedExchangeId | string | null): string { const exchangeId = explicitExchangeId ? resolveExchangeId(explicitExchangeId) : resolveExchangeId(); const { envKeys, fallback } = SYMBOL_PRIORITY_BY_EXCHANGE[exchangeId]; for (const key of envKeys) { const value = process.env[key]; if (value && value.trim()) { return value.trim(); } } return fallback; } function parseNumber(value: string | undefined, fallback: number): number { if (!value) return fallback; const next = Number(value); return Number.isFinite(next) ? next : fallback; } function parseBoolean(value: string | undefined, fallback: boolean): boolean { if (!value) return fallback; const normalized = value.trim().toLowerCase(); if (!normalized) return fallback; if (normalized === "1" || normalized === "true" || normalized === "yes" || normalized === "on") return true; if (normalized === "0" || normalized === "false" || normalized === "no" || normalized === "off") return false; return fallback; } export const tradingConfig: TradingConfig = { symbol: resolveSymbolFromEnv(), tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001), lossLimit: parseNumber(process.env.LOSS_LIMIT, 0.03), trailingProfit: parseNumber(process.env.TRAILING_PROFIT, 0.2), trailingCallbackRate: parseNumber(process.env.TRAILING_CALLBACK_RATE, 0.2), profitLockTriggerUsd: parseNumber(process.env.PROFIT_LOCK_TRIGGER_USD, 0.1), profitLockOffsetUsd: parseNumber(process.env.PROFIT_LOCK_OFFSET_USD, 0.05), pollIntervalMs: parseNumber(process.env.POLL_INTERVAL_MS, 500), maxLogEntries: parseNumber(process.env.MAX_LOG_ENTRIES, 200), klineInterval: process.env.KLINE_INTERVAL ?? "1m", maxCloseSlippagePct: parseNumber(process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05), priceTick: parseNumber(process.env.PRICE_TICK, 0.1), qtyStep: parseNumber(process.env.QTY_STEP, 0.001), bollingerLength: parseNumber(process.env.BOLLINGER_LENGTH, 20), bollingerStdMultiplier: parseNumber(process.env.BOLLINGER_STD_MULTIPLIER, 2), minBollingerBandwidth: parseNumber(process.env.MIN_BOLLINGER_BANDWIDTH, 0.001), }; export interface MakerConfig { symbol: string; tradeAmount: number; lossLimit: number; bidOffset: number; askOffset: number; refreshIntervalMs: number; maxLogEntries: number; maxCloseSlippagePct: number; priceTick: number; } export const makerConfig: MakerConfig = { symbol: resolveSymbolFromEnv(), tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001), lossLimit: parseNumber(process.env.MAKER_LOSS_LIMIT, parseNumber(process.env.LOSS_LIMIT, 0.03)), bidOffset: parseNumber(process.env.MAKER_BID_OFFSET, 0), askOffset: parseNumber(process.env.MAKER_ASK_OFFSET, 0), refreshIntervalMs: parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 500), maxLogEntries: parseNumber(process.env.MAKER_MAX_LOG_ENTRIES, 200), maxCloseSlippagePct: parseNumber( process.env.MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05 ), priceTick: parseNumber(process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1), }; export interface BasisArbConfig { futuresSymbol: string; spotSymbol: string; refreshIntervalMs: number; maxLogEntries: number; takerFeeRate: number; arbAmount: number; // base asset amount to arb (e.g., ASTER amount when ASTERUSDT) } export type GridDirection = "both" | "long" | "short"; export interface GridConfig { symbol: string; lowerPrice: number; upperPrice: number; gridLevels: number; orderSize: number; maxPositionSize: number; refreshIntervalMs: number; maxLogEntries: number; priceTick: number; qtyStep: number; direction: GridDirection; stopLossPct: number; restartTriggerPct: number; autoRestart: boolean; gridMode: "geometric"; maxCloseSlippagePct: number; } const resolveBasisSymbol = (envKeys: string[], fallback: string): string => { for (const key of envKeys) { const value = process.env[key]; if (value && value.trim()) { return value.trim().toUpperCase(); } } return fallback.toUpperCase(); }; export const basisConfig: BasisArbConfig = { futuresSymbol: resolveBasisSymbol( ["BASIS_FUTURES_SYMBOL", "ASTER_FUTURES_SYMBOL", "ASTER_SYMBOL", "TRADE_SYMBOL"], "ASTERUSDT" ), spotSymbol: resolveBasisSymbol( ["BASIS_SPOT_SYMBOL", "ASTER_SPOT_SYMBOL", "ASTER_SYMBOL", "TRADE_SYMBOL"], "ASTERUSDT" ), refreshIntervalMs: parseNumber(process.env.BASIS_REFRESH_INTERVAL_MS, 1000), maxLogEntries: parseNumber(process.env.BASIS_MAX_LOG_ENTRIES, 200), takerFeeRate: parseNumber(process.env.BASIS_TAKER_FEE_RATE, 0.0004), arbAmount: parseNumber(process.env.ARB_AMOUNT, parseNumber(process.env.TRADE_AMOUNT, 0)), }; const resolveGridDirection = (raw: string | undefined, fallback: GridDirection): GridDirection => { if (!raw) return fallback; const normalized = raw.trim().toLowerCase(); if (normalized === "long" || normalized === "long-only") return "long"; if (normalized === "short" || normalized === "short-only") return "short"; if (normalized === "both" || normalized === "dual" || normalized === "bi" || normalized === "two-way") return "both"; return fallback; }; const resolveGridMaxPosition = (orderSize: number, levels: number): number => { const fallback = Math.max(orderSize * Math.max(levels - 1, 1), orderSize); const raw = process.env.GRID_MAX_POSITION_SIZE ?? process.env.GRID_MAX_POSITION ?? process.env.GRID_POSITION_CAP; const parsed = parseNumber(raw, fallback); return parsed > 0 ? parsed : fallback; }; export const gridConfig: GridConfig = { symbol: resolveSymbolFromEnv(), lowerPrice: parseNumber(process.env.GRID_LOWER_PRICE ?? process.env.GRID_LOWER_BOUND, 0), upperPrice: parseNumber(process.env.GRID_UPPER_PRICE ?? process.env.GRID_UPPER_BOUND, 0), gridLevels: Math.max(2, Math.floor(parseNumber(process.env.GRID_LEVELS, 10))), orderSize: parseNumber(process.env.GRID_ORDER_SIZE, parseNumber(process.env.TRADE_AMOUNT, 0.001)), maxPositionSize: 0, // placeholder, replaced below refreshIntervalMs: parseNumber(process.env.GRID_REFRESH_INTERVAL_MS, 1_000), maxLogEntries: parseNumber(process.env.GRID_MAX_LOG_ENTRIES, 200), priceTick: parseNumber(process.env.GRID_PRICE_TICK ?? process.env.PRICE_TICK, 0.1), qtyStep: parseNumber(process.env.GRID_QTY_STEP ?? process.env.QTY_STEP, 0.001), direction: resolveGridDirection(process.env.GRID_DIRECTION, "both"), stopLossPct: Math.max(0, parseNumber(process.env.GRID_STOP_LOSS_PCT, 0.01)), restartTriggerPct: Math.max(0, parseNumber(process.env.GRID_RESTART_TRIGGER_PCT, 0.01)), autoRestart: parseBoolean(process.env.GRID_AUTO_RESTART_ENABLED ?? process.env.GRID_ENABLE_AUTO_RESTART, true), gridMode: "geometric", maxCloseSlippagePct: Math.max( 0, parseNumber( process.env.GRID_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05 ) ), }; gridConfig.maxPositionSize = resolveGridMaxPosition(gridConfig.orderSize, gridConfig.gridLevels); export function isBasisStrategyEnabled(): boolean { const raw = process.env.ENABLE_BASIS_STRATEGY; if (!raw) return false; const normalized = raw.trim().toLowerCase(); return normalized === "1" || normalized === "true" || normalized === "yes"; }