/**
* Ranking Drop Exit Condition Checker
* Exit if asset falls below ranking threshold (with confirmation period)
*/
import { PositionState, ExitCondition, ExitReason } from '../types'
export interface RankingDropConfig {
enabled: boolean
topN: number // Current top N assets
confirmationCycles: number // Number of cycles asset must be out of Top N before exit (default: 2)
useBuffer: boolean // Use buffer zone (Top N+2) instead of strict Top N
bufferSize: number // Buffer size if buffer enabled (default: 2)
}
export function checkRankingDrop(
position: PositionState,
currentRanking: number | null, // Current rank of the asset (null if not in ranking)
config: RankingDropConfig
): ExitCondition | null {
if (!config.enabled || currentRanking == null) {
return null
}
// Initialize ranking history if not exists
if (!position.rankingHistory) {
position.rankingHistory = []
}
const rankingHistory = position.rankingHistory
rankingHistory.push(currentRanking)
// Keep only last N cycles for history
const maxHistoryLength = config.confirmationCycles + 1
if (rankingHistory.length > maxHistoryLength) {
rankingHistory.shift()
}
// Determine threshold
const threshold = config.useBuffer
? config.topN + config.bufferSize
: config.topN
// Check if asset is below threshold
const isBelowThreshold = currentRanking > threshold
if (!isBelowThreshold) {
// Asset is still in top N, reset history
if (rankingHistory.length > 0 && rankingHistory[rankingHistory.length - 1] <= threshold) {
// Reset history if back in top N
position.rankingHistory = [currentRanking]
}
return null
}
// Check confirmation period: asset must be out of Top N for X cycles
if (rankingHistory.length < config.confirmationCycles) {
// Not enough history yet, wait for confirmation
return null
}
// Check if asset was out of Top N for all confirmation cycles
const lastNCycles = rankingHistory.slice(-config.confirmationCycles)
const allOutOfTopN = lastNCycles.every(rank => rank > threshold)
if (!allOutOfTopN) {
// Asset was in top N during confirmation period, don't exit
return null
}
return {
reason: 'RANKING_DROP' as ExitReason,
priority: 6, // Lowest priority
shouldExit: true,
exitSize: 100, // Full exit
metadata: {
currentRanking,
threshold,
topN: config.topN,
confirmationCycles: config.confirmationCycles,
rankingHistory: lastNCycles,
useBuffer: config.useBuffer
},
timestamp: Date.now(),
description: `Asset dropped out of top ${config.topN} for ${config.confirmationCycles} cycles (current rank: ${currentRanking}, threshold: ${threshold})`
}
}
export function updateRankingHistory(
position: PositionState,
currentRanking: number | null
): PositionState {
if (currentRanking == null) {
return position
}
const rankingHistory = position.rankingHistory || []
rankingHistory.push(currentRanking)
// Keep last 10 cycles
if (rankingHistory.length > 10) {
rankingHistory.shift()
}
return {
...position,
rankingHistory,
lastRankingCheck: Date.now()
}
}
