/**
* Take Profit Exit Condition Checker
* Check if current price hit take profit targets (multiple levels with cumulative sizing)
*/
export function checkTakeProfit(position, currentPrice, config) {
if (!config.enabled || !position.takeProfit) {
return null;
}
// If single TP level (legacy support)
if (!config.levels || config.levels.length === 0) {
const tpLevel = position.takeProfit;
const shouldExit = position.side === 'LONG'
? currentPrice >= tpLevel
: currentPrice <= tpLevel;
if (shouldExit) {
return {
reason: 'TAKE_PROFIT',
priority: 3,
shouldExit: true,
exitSize: 100,
exitPrice: tpLevel,
metadata: {
tpLevel,
currentPrice,
side: position.side
},
timestamp: Date.now(),
description: `Take profit hit at ${tpLevel.toFixed(4)} (current: ${currentPrice.toFixed(4)})`
};
}
return null;
}
// Multiple TP levels (cumulative)
const tpLevels = calculateTakeProfitLevels(position, config);
let exitLevel = null;
// Find highest level that's been hit but not yet closed
for (let i = tpLevels.length - 1; i >= 0; i--) {
const level = tpLevels[i];
if (!level.hit) {
const shouldHit = position.side === 'LONG'
? currentPrice >= level.price
: currentPrice <= level.price;
if (shouldHit) {
level.hit = true;
exitLevel = level;
break;
}
}
}
if (!exitLevel) {
return null;
}
// Get already closed size from position metadata
const alreadyClosedPct = (position.exitConditions || [])
.filter(ec => ec.reason === 'TAKE_PROFIT')
.reduce((sum, ec) => sum + ec.exitSize, 0);
// Calculate how much to close at this level
const newExitSize = exitLevel.cumulativeSizePct - alreadyClosedPct;
if (newExitSize <= 0) {
// Already closed at this level
return null;
}
return {
reason: 'TAKE_PROFIT',
priority: 3,
shouldExit: true,
exitSize: Math.min(newExitSize, 100), // Cap at 100%
exitPrice: exitLevel.price,
metadata: {
tpLevel: exitLevel.level,
tpPrice: exitLevel.price,
currentPrice,
exitSize: newExitSize,
cumulativeSize: exitLevel.cumulativeSizePct,
alreadyClosed: alreadyClosedPct,
side: position.side,
shouldMoveStopLoss: config.autoMoveStopLossToBreakeven && exitLevel.cumulativeSizePct >= config.sizes[0]
},
timestamp: Date.now(),
description: `Take profit level ${exitLevel.level}% hit at ${exitLevel.price.toFixed(4)} (close ${newExitSize.toFixed(1)}%)`
};
}
export function calculateTakeProfitLevels(position, config) {
const levels = [];
let cumulativeSize = 0;
const levelsLen = config.levels.length;
const sizesLen = config.sizes.length;
for (let i = 0; i < levelsLen; i++) {
const levelPct = config.levels[i];
const sizePct = i < sizesLen ? config.sizes[i] : 0;
cumulativeSize += sizePct;
const tpPrice = position.side === 'LONG'
? position.entryPrice * (1 + levelPct / 100)
: position.entryPrice * (1 - levelPct / 100);
// Check if this level was already hit (from position metadata)
const alreadyHit = (position.exitConditions || [])
.some(ec => ec.reason === 'TAKE_PROFIT' &&
ec.metadata?.tpLevel === levelPct);
levels.push({
level: levelPct,
price: tpPrice,
sizePct,
cumulativeSizePct: cumulativeSize,
hit: alreadyHit
});
}
return levels;
}
export function calculateTakeProfit(entryPrice, side, takeProfitPct, defaultPct = 5) {
const tpPct = takeProfitPct != null ? takeProfitPct : defaultPct;
return side === 'LONG'
? entryPrice * (1 + tpPct / 100)
: entryPrice * (1 - tpPct / 100);
}
