Commit Graph

3 Commits

Author SHA1 Message Date
ddc1b9e3eb Add ATR-based dynamic stop-loss and pass current_prices to validate_trade
- Add _calc_atr_stop_price(): ATR × 3 with 3-8% bounds
- place_stop_loss_order() accepts explicit stop_price from ATR calc
- Stop-loss backfill uses stored stop price before falling back to fixed %
- Pass current_prices to validate_trade() for LLM SELL PnL calculation

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-15 03:26:54 +00:00
ce88afdb96 Add cost basis sync, fix stop-loss reliability, improve reporting
- New sync_cost_basis.py: recalculate entry_price from order history,
  sync amounts/balances from wallet (cron every 30 min)
- Fix stop-loss ID staleness: update stop_orders_by_sym in step 2b
  after placing new stops, preventing SELL failures from stale IDs
- Fix position limit inconsistency: use same total_balance in
  validate_trade instead of calling check_position_limit
- Skip stop-loss for positions below MIN_ORDER_AMOUNT
- Add API response body logging for 500 errors
- Cancel "Order not found" treated as success (not error)
- Post-trade wallet refresh to ensure fresh balances
- Report: show total value, total return %, exclude dust positions
- Crontab offset +1 min from candle close for complete data
- Handle PARTIALLY FILLED order status in cost calculation
- Sort orders by mts_create in Python (Bitfinex sort unreliable)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-13 11:18:49 +00:00
972d66ab1b Initial commit: LLM-driven crypto trading bot
Includes: Bitfinex API integration, technical indicators,
LLM signal generation, risk management, Slack notifications.

Recent fixes:
- SELL orders use position value instead of total balance
- SELL signals always close full position
- Failed orders added to rejected list for Slack reporting
- Position/exposure limits auto-cap to remaining room
- BUY order minimum raised to 10% of portfolio

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-13 03:25:18 +00:00