import { TradingSignal, TokenInfo, PriceData, TechnicalIndicators, OHLCVData } from '../types.js';
import { config } from '../config.js';
import { technicalAnalyzer } from '../analysis/technical.js';
import { logger } from '../utils/logger.js';
export class TradingStrategy {
generateSignal(
token: TokenInfo,
priceData: PriceData,
indicators: TechnicalIndicators | null
): TradingSignal {
const reasons: string[] = [];
let signalType: 'BUY' | 'SELL' | 'HOLD' = 'HOLD';
let confidence = 0;
if (!indicators) {
return {
type: 'HOLD',
token,
price: priceData.price,
confidence: 0,
indicators: this.getDefaultIndicators(),
reasons: ['Insufficient data for analysis'],
timestamp: Date.now(),
};
}
// Buy Signal Logic
const buySignals: { condition: boolean; reason: string; weight: number }[] = [
{
condition: indicators.rsi < config.rsiOversold,
reason: `RSI oversold (${indicators.rsi.toFixed(2)})`,
weight: 25,
},
{
condition: indicators.emaShort > indicators.emaLong,
reason: `Bullish EMA crossover (${indicators.emaShort.toFixed(6)} > ${indicators.emaLong.toFixed(6)})`,
weight: 20,
},
{
condition: indicators.macd.histogram > 0 && indicators.macd.macd > indicators.macd.signal,
reason: `Bullish MACD (${indicators.macd.histogram.toFixed(6)})`,
weight: 15,
},
{
condition: priceData.price < indicators.bollingerBands.lower,
reason: `Price below lower Bollinger Band`,
weight: 15,
},
{
condition: indicators.volumeSpike,
reason: `Volume spike detected`,
weight: 15,
},
{
condition: priceData.priceChange24h > 5 && priceData.priceChange24h < 50,
reason: `Healthy price momentum (+${priceData.priceChange24h.toFixed(2)}%)`,
weight: 10,
},
];
// Sell Signal Logic
const sellSignals: { condition: boolean; reason: string; weight: number }[] = [
{
condition: indicators.rsi > config.rsiOverbought,
reason: `RSI overbought (${indicators.rsi.toFixed(2)})`,
weight: 25,
},
{
condition: indicators.emaShort < indicators.emaLong,
reason: `Bearish EMA crossover`,
weight: 20,
},
{
condition: indicators.macd.histogram < 0 && indicators.macd.macd < indicators.macd.signal,
reason: `Bearish MACD`,
weight: 15,
},
{
condition: priceData.price > indicators.bollingerBands.upper,
reason: `Price above upper Bollinger Band`,
weight: 15,
},
{
condition: priceData.priceChange24h < -10,
reason: `Negative momentum (${priceData.priceChange24h.toFixed(2)}%)`,
weight: 15,
},
{
condition: !indicators.volumeSpike && priceData.volume24h < indicators.volumeAverage * 0.5,
reason: `Low volume`,
weight: 10,
},
];
// Calculate buy confidence
const buyConfidence = buySignals
.filter(s => s.condition)
.reduce((sum, s) => {
reasons.push(`✅ ${s.reason}`);
return sum + s.weight;
}, 0);
// Calculate sell confidence
const sellConfidence = sellSignals
.filter(s => s.condition)
.reduce((sum, s) => {
reasons.push(`❌ ${s.reason}`);
return sum + s.weight;
}, 0);
// Determine signal type and confidence
if (buyConfidence > 50 && buyConfidence > sellConfidence) {
signalType = 'BUY';
confidence = Math.min(100, buyConfidence);
} else if (sellConfidence > 50 && sellConfidence > buyConfidence) {
signalType = 'SELL';
confidence = Math.min(100, sellConfidence);
} else {
signalType = 'HOLD';
confidence = 0;
reasons.push('No clear signal');
}
// Add indicator values to reasons
reasons.push(`📊 RSI: ${indicators.rsi.toFixed(2)}`);
reasons.push(`📈 EMA Short/Long: ${indicators.emaShort.toFixed(6)}/${indicators.emaLong.toFixed(6)}`);
reasons.push(`💹 MACD: ${indicators.macd.macd.toFixed(6)}`);
return {
type: signalType,
token,
price: priceData.price,
confidence,
indicators,
reasons,
timestamp: Date.now(),
};
}
shouldEnter(signal: TradingSignal): boolean {
return signal.type === 'BUY' && signal.confidence >= 60;
}
shouldExit(signal: TradingSignal): boolean {
return signal.type === 'SELL' && signal.confidence >= 50;
}
private getDefaultIndicators(): TechnicalIndicators {
return {
rsi: 50,
emaShort: 0,
emaLong: 0,
macd: { macd: 0, signal: 0, histogram: 0 },
bollingerBands: { upper: 0, middle: 0, lower: 0 },
volumeAverage: 0,
volumeSpike: false,
};
}
analyzeToken(token: TokenInfo, priceData: PriceData): TradingSignal {
// Add current price to history
const ohlcv: OHLCVData = {
timestamp: Date.now(),
open: priceData.price,
high: priceData.price,
low: priceData.price,
close: priceData.price,
volume: priceData.volume24h,
};
technicalAnalyzer.addPriceData(token.address, ohlcv);
// Calculate indicators
const indicators = technicalAnalyzer.calculateIndicators(token.address);
// Generate signal
return this.generateSignal(token, priceData, indicators);
}
}
export const tradingStrategy = new TradingStrategy();
