feat: add simple tp and sl with price polling

This commit is contained in:
smypmsa
2025-06-15 18:20:13 +00:00
parent 185811d854
commit 473b1bec70
9 changed files with 500 additions and 38 deletions
+7
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@@ -54,6 +54,13 @@ async def start_bot(config_path: str):
extreme_fast_mode=cfg["trade"].get("extreme_fast_mode", False),
extreme_fast_token_amount=cfg["trade"].get("extreme_fast_token_amount", 30),
# Exit strategy configuration
exit_strategy=cfg["trade"].get("exit_strategy", "time_based"),
take_profit_percentage=cfg["trade"].get("take_profit_percentage"),
stop_loss_percentage=cfg["trade"].get("stop_loss_percentage"),
max_hold_time=cfg["trade"].get("max_hold_time"),
price_check_interval=cfg["trade"].get("price_check_interval", 10),
# Listener configuration
listener_type=cfg["filters"]["listener_type"],
+3 -2
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@@ -24,8 +24,9 @@ CONFIG_VALIDATION_RULES = [
# Valid values for enum-like fields
VALID_VALUES = {
"filters.listener_type": ["logs", "blocks", "geyser"],
"cleanup.mode": ["disabled", "on_fail", "after_sell", "post_session"]
"filters.listener_type": ["logs", "blocks", "geyser", "pumpportal"],
"cleanup.mode": ["disabled", "on_fail", "after_sell", "post_session"],
"trade.exit_strategy": ["time_based", "tp_sl", "manual"]
}
+130 -2
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@@ -113,12 +113,17 @@ class TokenBuyer(Trader):
success = await self.client.confirm_transaction(tx_signature)
if success:
# Get actual execution data from bonding curve balance changes
actual_price, actual_tokens = await self._get_actual_execution_price(tx_signature, token_info)
logger.info(f"Buy transaction confirmed: {tx_signature}")
logger.info(f"Actual price paid to bonding curve: {actual_price:.8f} SOL per token")
return TradeResult(
success=True,
tx_signature=tx_signature,
amount=token_amount,
price=token_price_sol,
amount=actual_tokens, # Actual tokens received
price=actual_price, # Actual price based on bonding curve SOL flow
)
else:
return TradeResult(
@@ -216,3 +221,126 @@ class TokenBuyer(Trader):
except Exception as e:
logger.error(f"Buy transaction failed: {e!s}")
raise
async def _get_actual_execution_price(self, tx_signature: str, token_info: TokenInfo) -> tuple[float, float]:
"""Get actual execution price from bonding curve SOL balance changes."""
try:
client = await self.client.get_client()
tx_response = await client.get_transaction(
tx_signature,
encoding="jsonParsed",
commitment="confirmed",
max_supported_transaction_version=0
)
if not tx_response.value or not tx_response.value.transaction:
raise ValueError("Transaction not found")
meta = tx_response.value.transaction.meta
if not meta or not meta.pre_balances or not meta.post_balances:
raise ValueError("Transaction balance data not found")
# Get accounts - they're ParsedAccountTxStatus objects, need to extract pubkey
accounts = tx_response.value.transaction.transaction.message.account_keys
# Find bonding curve account index in the transaction
bonding_curve_index = None
for i, account in enumerate(accounts):
# Extract pubkey from ParsedAccountTxStatus object
account_pubkey = str(account.pubkey) if hasattr(account, 'pubkey') else str(account)
if account_pubkey == str(token_info.bonding_curve):
bonding_curve_index = i
break
if bonding_curve_index is None:
raise ValueError("Bonding curve not found in transaction accounts")
pre_balance_lamports = meta.pre_balances[bonding_curve_index]
post_balance_lamports = meta.post_balances[bonding_curve_index]
sol_sent_to_curve = (post_balance_lamports - pre_balance_lamports) / LAMPORTS_PER_SOL
if sol_sent_to_curve <= 0:
raise ValueError(f"No SOL sent to bonding curve: {sol_sent_to_curve}")
tokens_received = await self._get_tokens_received_from_tx(tx_response, token_info)
actual_price = sol_sent_to_curve / tokens_received
logger.info(f"Bonding curve received: {sol_sent_to_curve:.6f} SOL")
logger.info(f"We received: {tokens_received:.6f} tokens")
logger.info(f"Actual execution price: {actual_price:.8f} SOL per token")
return actual_price, tokens_received
except Exception as e:
logger.warning(f"Failed to get actual execution price from bonding curve: {e}")
# Fallback to EXTREME_FAST estimate
tokens_received = self.extreme_fast_token_amount if self.extreme_fast_mode else self.amount / await self.curve_manager.calculate_price(token_info.bonding_curve)
return self.amount / tokens_received, tokens_received
async def _get_tokens_received_from_tx(self, tx_response, token_info: TokenInfo) -> float:
"""Extract tokens received from transaction token balance changes."""
meta = tx_response.value.transaction.meta
pre_token_balance = 0
post_token_balance = 0
wallet_str = str(self.wallet.pubkey)
mint_str = str(token_info.mint)
if meta.pre_token_balances:
for balance in meta.pre_token_balances:
# Convert to string for comparison
balance_owner = str(balance.owner) if hasattr(balance, 'owner') else str(getattr(balance, 'owner', ''))
balance_mint = str(balance.mint) if hasattr(balance, 'mint') else str(getattr(balance, 'mint', ''))
if balance_owner == wallet_str and balance_mint == mint_str:
try:
# Try multiple ways to get the amount
if hasattr(balance, 'ui_token_amount'):
amount_obj = balance.ui_token_amount
if hasattr(amount_obj, 'amount') and amount_obj.amount is not None:
pre_token_balance = int(amount_obj.amount)
elif hasattr(amount_obj, 'ui_amount') and amount_obj.ui_amount is not None:
pre_token_balance = int(float(amount_obj.ui_amount) * (10**TOKEN_DECIMALS))
except (ValueError, TypeError) as e:
logger.warning(f"Error parsing pre-token balance: {e}")
break
# Check post-token balances
if meta.post_token_balances:
for balance in meta.post_token_balances:
# Convert to string for comparison
balance_owner = str(balance.owner) if hasattr(balance, 'owner') else str(getattr(balance, 'owner', ''))
balance_mint = str(balance.mint) if hasattr(balance, 'mint') else str(getattr(balance, 'mint', ''))
if balance_owner == wallet_str and balance_mint == mint_str:
try:
# Try multiple ways to get the amount
if hasattr(balance, 'ui_token_amount'):
amount_obj = balance.ui_token_amount
if hasattr(amount_obj, 'amount') and amount_obj.amount is not None:
post_token_balance = int(amount_obj.amount)
elif hasattr(amount_obj, 'ui_amount') and amount_obj.ui_amount is not None:
post_token_balance = int(float(amount_obj.ui_amount) * (10**TOKEN_DECIMALS))
except (ValueError, TypeError) as e:
logger.warning(f"Error parsing post-token balance: {e}")
break
# Calculate tokens received
if pre_token_balance == 0 and post_token_balance > 0:
tokens_received_raw = post_token_balance
else:
tokens_received_raw = post_token_balance - pre_token_balance
if tokens_received_raw <= 0:
logger.warning("Token balance search failed. Using fallback from EXTREME_FAST estimate.")
# Fallback: use the amount we know we bought
return self.extreme_fast_token_amount if self.extreme_fast_mode else 20.0
return tokens_received_raw / 10**TOKEN_DECIMALS
+160
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@@ -0,0 +1,160 @@
"""
Position management for take profit/stop loss functionality.
"""
from dataclasses import dataclass
from datetime import datetime
from enum import Enum
from solders.pubkey import Pubkey
class ExitReason(Enum):
"""Reasons for position exit."""
TAKE_PROFIT = "take_profit"
STOP_LOSS = "stop_loss"
MAX_HOLD_TIME = "max_hold_time"
MANUAL = "manual"
@dataclass
class Position:
"""Represents an active trading position."""
# Token information
mint: Pubkey
symbol: str
# Position details
entry_price: float
quantity: float
entry_time: datetime
# Exit conditions
take_profit_price: float | None = None
stop_loss_price: float | None = None
max_hold_time: int | None = None # seconds
# Status
is_active: bool = True
exit_reason: ExitReason | None = None
exit_price: float | None = None
exit_time: datetime | None = None
@classmethod
def create_from_buy_result(
cls,
mint: Pubkey,
symbol: str,
entry_price: float,
quantity: float,
take_profit_percentage: float | None = None,
stop_loss_percentage: float | None = None,
max_hold_time: int | None = None,
) -> "Position":
"""Create a position from a successful buy transaction.
Args:
mint: Token mint address
symbol: Token symbol
entry_price: Price at which position was entered
quantity: Quantity of tokens purchased
take_profit_percentage: Take profit percentage (0.5 = 50% profit)
stop_loss_percentage: Stop loss percentage (0.2 = 20% loss)
max_hold_time: Maximum hold time in seconds
Returns:
Position instance
"""
take_profit_price = None
if take_profit_percentage is not None:
take_profit_price = entry_price * (1 + take_profit_percentage)
stop_loss_price = None
if stop_loss_percentage is not None:
stop_loss_price = entry_price * (1 - stop_loss_percentage)
return cls(
mint=mint,
symbol=symbol,
entry_price=entry_price,
quantity=quantity,
entry_time=datetime.utcnow(),
take_profit_price=take_profit_price,
stop_loss_price=stop_loss_price,
max_hold_time=max_hold_time,
)
def should_exit(self, current_price: float) -> tuple[bool, ExitReason | None]:
"""Check if position should be exited based on current conditions.
Args:
current_price: Current token price
Returns:
Tuple of (should_exit, exit_reason)
"""
if not self.is_active:
return False, None
# Check take profit
if self.take_profit_price and current_price >= self.take_profit_price:
return True, ExitReason.TAKE_PROFIT
# Check stop loss
if self.stop_loss_price and current_price <= self.stop_loss_price:
return True, ExitReason.STOP_LOSS
# Check max hold time
if self.max_hold_time:
elapsed_time = (datetime.utcnow() - self.entry_time).total_seconds()
if elapsed_time >= self.max_hold_time:
return True, ExitReason.MAX_HOLD_TIME
return False, None
def close_position(self, exit_price: float, exit_reason: ExitReason) -> None:
"""Close the position with exit details.
Args:
exit_price: Price at which position was exited
exit_reason: Reason for exit
"""
self.is_active = False
self.exit_price = exit_price
self.exit_reason = exit_reason
self.exit_time = datetime.utcnow()
def get_pnl(self, current_price: float | None = None) -> dict:
"""Calculate profit/loss for the position.
Args:
current_price: Current price (uses exit_price if position is closed)
Returns:
Dictionary with PnL information
"""
if self.is_active and current_price is None:
raise ValueError("current_price required for active position")
price_to_use = self.exit_price if not self.is_active else current_price
if price_to_use is None:
raise ValueError("No price available for PnL calculation")
price_change = price_to_use - self.entry_price
price_change_pct = (price_change / self.entry_price) * 100
unrealized_pnl = price_change * self.quantity
return {
"entry_price": self.entry_price,
"current_price": price_to_use,
"price_change": price_change,
"price_change_pct": price_change_pct,
"unrealized_pnl_sol": unrealized_pnl,
"quantity": self.quantity,
}
def __str__(self) -> str:
"""String representation of position."""
status = "ACTIVE" if self.is_active else f"CLOSED ({self.exit_reason.value})"
return f"Position({self.symbol}: {self.quantity:.6f} @ {self.entry_price:.8f} SOL - {status})"
+170 -32
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@@ -28,6 +28,7 @@ from monitoring.logs_listener import LogsListener
from monitoring.pumpportal_listener import PumpPortalListener
from trading.base import TokenInfo, TradeResult
from trading.buyer import TokenBuyer
from trading.position import Position
from trading.seller import TokenSeller
from utils.logger import get_logger
@@ -55,6 +56,13 @@ class PumpTrader:
extreme_fast_mode: bool = False,
extreme_fast_token_amount: int = 30,
# Exit strategy configuration
exit_strategy: str = "time_based",
take_profit_percentage: float | None = None,
stop_loss_percentage: float | None = None,
max_hold_time: int | None = None,
price_check_interval: int = 10,
# Priority fee configuration
enable_dynamic_priority_fee: bool = False,
enable_fixed_priority_fee: bool = True,
@@ -99,6 +107,12 @@ class PumpTrader:
extreme_fast_mode: Whether to enable extreme fast mode
extreme_fast_token_amount: Maximum token amount for extreme fast mode
exit_strategy: Exit strategy ("time_based", "tp_sl", or "manual")
take_profit_percentage: Take profit percentage (0.5 = 50% profit)
stop_loss_percentage: Stop loss percentage (0.2 = 20% loss)
max_hold_time: Maximum hold time in seconds
price_check_interval: How often to check price for TP/SL (seconds)
enable_dynamic_priority_fee: Whether to enable dynamic priority fees
enable_fixed_priority_fee: Whether to enable fixed priority fees
fixed_priority_fee: Fixed priority fee amount
@@ -183,6 +197,13 @@ class PumpTrader:
self.extreme_fast_mode = extreme_fast_mode
self.extreme_fast_token_amount = extreme_fast_token_amount
# Exit strategy parameters
self.exit_strategy = exit_strategy.lower()
self.take_profit_percentage = take_profit_percentage
self.stop_loss_percentage = stop_loss_percentage
self.max_hold_time = max_hold_time
self.price_check_interval = price_check_interval
# Timing parameters
self.wait_time_after_creation = wait_time_after_creation
self.wait_time_after_buy = wait_time_after_buy
@@ -215,6 +236,11 @@ class PumpTrader:
logger.info(f"Creator filter: {self.bro_address if self.bro_address else 'None'}")
logger.info(f"Marry mode: {self.marry_mode}")
logger.info(f"YOLO mode: {self.yolo_mode}")
logger.info(f"Exit strategy: {self.exit_strategy}")
if self.exit_strategy == "tp_sl":
logger.info(f"Take profit: {self.take_profit_percentage * 100 if self.take_profit_percentage else 'None'}%")
logger.info(f"Stop loss: {self.stop_loss_percentage * 100 if self.stop_loss_percentage else 'None'}%")
logger.info(f"Max hold time: {self.max_hold_time if self.max_hold_time else 'None'} seconds")
logger.info(f"Max token age: {self.max_token_age} seconds")
try:
@@ -445,39 +471,14 @@ class PumpTrader:
)
self.traded_mints.add(token_info.mint)
# Sell token if not in marry mode
# Choose exit strategy
if not self.marry_mode:
logger.info(
f"Waiting for {self.wait_time_after_buy} seconds before selling..."
)
await asyncio.sleep(self.wait_time_after_buy)
logger.info(f"Selling {token_info.symbol}...")
sell_result: TradeResult = await self.seller.execute(token_info)
if sell_result.success:
logger.info(f"Successfully sold {token_info.symbol}")
self._log_trade(
"sell",
token_info,
sell_result.price, # type: ignore
sell_result.amount, # type: ignore
sell_result.tx_signature,
)
# Close ATA if enabled
await handle_cleanup_after_sell(
self.solana_client,
self.wallet,
token_info.mint,
self.priority_fee_manager,
self.cleanup_mode,
self.cleanup_with_priority_fee,
self.cleanup_force_close_with_burn
)
else:
logger.error(
f"Failed to sell {token_info.symbol}: {sell_result.error_message}"
)
if self.exit_strategy == "tp_sl":
await self._handle_tp_sl_exit(token_info, buy_result)
elif self.exit_strategy == "time_based":
await self._handle_time_based_exit(token_info)
elif self.exit_strategy == "manual":
logger.info("Manual exit strategy - position will remain open")
else:
logger.info("Marry mode enabled. Skipping sell operation.")
@@ -504,6 +505,143 @@ class PumpTrader:
self.cleanup_force_close_with_burn
)
async def _handle_tp_sl_exit(self, token_info: TokenInfo, buy_result: TradeResult) -> None:
"""Handle take profit/stop loss exit strategy.
Args:
token_info: Token information
buy_result: Result from the buy operation
"""
# Create position
position = Position.create_from_buy_result(
mint=token_info.mint,
symbol=token_info.symbol,
entry_price=buy_result.price, # type: ignore
quantity=buy_result.amount, # type: ignore
take_profit_percentage=self.take_profit_percentage,
stop_loss_percentage=self.stop_loss_percentage,
max_hold_time=self.max_hold_time,
)
logger.info(f"Created position: {position}")
if position.take_profit_price:
logger.info(f"Take profit target: {position.take_profit_price:.8f} SOL")
if position.stop_loss_price:
logger.info(f"Stop loss target: {position.stop_loss_price:.8f} SOL")
# Monitor position until exit condition is met
await self._monitor_position_until_exit(token_info, position)
async def _handle_time_based_exit(self, token_info: TokenInfo) -> None:
"""Handle legacy time-based exit strategy.
Args:
token_info: Token information
"""
logger.info(
f"Waiting for {self.wait_time_after_buy} seconds before selling..."
)
await asyncio.sleep(self.wait_time_after_buy)
logger.info(f"Selling {token_info.symbol}...")
sell_result: TradeResult = await self.seller.execute(token_info)
if sell_result.success:
logger.info(f"Successfully sold {token_info.symbol}")
self._log_trade(
"sell",
token_info,
sell_result.price, # type: ignore
sell_result.amount, # type: ignore
sell_result.tx_signature,
)
# Close ATA if enabled
await handle_cleanup_after_sell(
self.solana_client,
self.wallet,
token_info.mint,
self.priority_fee_manager,
self.cleanup_mode,
self.cleanup_with_priority_fee,
self.cleanup_force_close_with_burn
)
else:
logger.error(
f"Failed to sell {token_info.symbol}: {sell_result.error_message}"
)
async def _monitor_position_until_exit(self, token_info: TokenInfo, position: Position) -> None:
"""Monitor a position until exit conditions are met.
Args:
token_info: Token information
position: Position to monitor
"""
logger.info(f"Starting position monitoring (check interval: {self.price_check_interval}s)")
while position.is_active:
try:
# Get current price from bonding curve
current_price = await self.curve_manager.calculate_price(token_info.bonding_curve)
# Check if position should be exited
should_exit, exit_reason = position.should_exit(current_price)
if should_exit and exit_reason:
logger.info(f"Exit condition met: {exit_reason.value}")
logger.info(f"Current price: {current_price:.8f} SOL")
# Log PnL before exit
pnl = position.get_pnl(current_price)
logger.info(f"Position PnL: {pnl['price_change_pct']:.2f}% ({pnl['unrealized_pnl_sol']:.6f} SOL)")
# Execute sell
sell_result = await self.seller.execute(token_info)
if sell_result.success:
# Close position with actual exit price
position.close_position(sell_result.price, exit_reason) # type: ignore
logger.info(f"Successfully exited position: {exit_reason.value}")
self._log_trade(
"sell",
token_info,
sell_result.price, # type: ignore
sell_result.amount, # type: ignore
sell_result.tx_signature,
)
# Log final PnL
final_pnl = position.get_pnl()
logger.info(f"Final PnL: {final_pnl['price_change_pct']:.2f}% ({final_pnl['unrealized_pnl_sol']:.6f} SOL)")
# Close ATA if enabled
await handle_cleanup_after_sell(
self.solana_client,
self.wallet,
token_info.mint,
self.priority_fee_manager,
self.cleanup_mode,
self.cleanup_with_priority_fee,
self.cleanup_force_close_with_burn
)
else:
logger.error(f"Failed to exit position: {sell_result.error_message}")
# Keep monitoring in case sell can be retried
break
else:
# Log current status
pnl = position.get_pnl(current_price)
logger.debug(f"Position status: {current_price:.8f} SOL ({pnl['price_change_pct']:+.2f}%)")
# Wait before next price check
await asyncio.sleep(self.price_check_interval)
except Exception as e:
logger.error(f"Error monitoring position: {e}")
await asyncio.sleep(self.price_check_interval) # Continue monitoring despite errors
async def _save_token_info(
self, token_info: TokenInfo
) -> None: