running prettier for cleanup
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fe7733aeb5
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151 changed files with 29158 additions and 27966 deletions
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@ -1,57 +1,58 @@
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import { Order, OrderResult } from '@stock-bot/types';
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import { logger } from '@stock-bot/logger';
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import { BrokerInterface } from '../broker/interface.ts';
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export class OrderManager {
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private broker: BrokerInterface;
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private pendingOrders: Map<string, Order> = new Map();
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constructor(broker: BrokerInterface) {
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this.broker = broker;
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}
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async executeOrder(order: Order): Promise<OrderResult> {
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try {
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logger.info(`Executing order: ${order.symbol} ${order.side} ${order.quantity} @ ${order.price}`);
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// Add to pending orders
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const orderId = `order_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
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this.pendingOrders.set(orderId, order);
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// Execute with broker
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const result = await this.broker.executeOrder(order);
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// Remove from pending
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this.pendingOrders.delete(orderId);
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logger.info(`Order executed successfully: ${result.orderId}`);
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return result;
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} catch (error) {
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logger.error('Order execution failed', error);
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throw error;
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}
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}
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async cancelOrder(orderId: string): Promise<boolean> {
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try {
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const success = await this.broker.cancelOrder(orderId);
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if (success) {
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this.pendingOrders.delete(orderId);
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logger.info(`Order cancelled: ${orderId}`);
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}
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return success;
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} catch (error) {
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logger.error('Order cancellation failed', error);
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throw error;
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}
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}
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async getOrderStatus(orderId: string) {
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return await this.broker.getOrderStatus(orderId);
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}
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getPendingOrders(): Order[] {
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return Array.from(this.pendingOrders.values());
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}
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}
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import { logger } from '@stock-bot/logger';
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import { Order, OrderResult } from '@stock-bot/types';
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import { BrokerInterface } from '../broker/interface.ts';
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export class OrderManager {
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private broker: BrokerInterface;
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private pendingOrders: Map<string, Order> = new Map();
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constructor(broker: BrokerInterface) {
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this.broker = broker;
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}
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async executeOrder(order: Order): Promise<OrderResult> {
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try {
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logger.info(
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`Executing order: ${order.symbol} ${order.side} ${order.quantity} @ ${order.price}`
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);
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// Add to pending orders
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const orderId = `order_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
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this.pendingOrders.set(orderId, order);
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// Execute with broker
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const result = await this.broker.executeOrder(order);
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// Remove from pending
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this.pendingOrders.delete(orderId);
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logger.info(`Order executed successfully: ${result.orderId}`);
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return result;
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} catch (error) {
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logger.error('Order execution failed', error);
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throw error;
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}
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}
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async cancelOrder(orderId: string): Promise<boolean> {
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try {
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const success = await this.broker.cancelOrder(orderId);
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if (success) {
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this.pendingOrders.delete(orderId);
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logger.info(`Order cancelled: ${orderId}`);
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}
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return success;
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} catch (error) {
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logger.error('Order cancellation failed', error);
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throw error;
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}
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}
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async getOrderStatus(orderId: string) {
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return await this.broker.getOrderStatus(orderId);
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}
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getPendingOrders(): Order[] {
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return Array.from(this.pendingOrders.values());
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}
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}
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@ -1,111 +1,113 @@
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import { Order } from '@stock-bot/types';
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import { getLogger } from '@stock-bot/logger';
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export interface RiskRule {
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name: string;
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validate(order: Order, context: RiskContext): Promise<RiskValidationResult>;
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}
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export interface RiskContext {
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currentPositions: Map<string, number>;
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accountBalance: number;
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totalExposure: number;
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maxPositionSize: number;
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maxDailyLoss: number;
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}
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export interface RiskValidationResult {
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isValid: boolean;
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reason?: string;
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severity: 'info' | 'warning' | 'error';
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}
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export class RiskManager {
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private logger = getLogger('risk-manager');
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private rules: RiskRule[] = [];
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constructor() {
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this.initializeDefaultRules();
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}
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addRule(rule: RiskRule): void {
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this.rules.push(rule);
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}
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async validateOrder(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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for (const rule of this.rules) {
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const result = await rule.validate(order, context);
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if (!result.isValid) {
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logger.warn(`Risk rule violation: ${rule.name}`, {
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order,
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reason: result.reason
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});
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return result;
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}
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}
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return { isValid: true, severity: 'info' };
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}
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private initializeDefaultRules(): void {
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// Position size rule
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this.addRule({
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name: 'MaxPositionSize',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const orderValue = order.quantity * (order.price || 0);
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if (orderValue > context.maxPositionSize) {
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return {
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isValid: false,
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reason: `Order size ${orderValue} exceeds maximum position size ${context.maxPositionSize}`,
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severity: 'error'
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};
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}
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return { isValid: true, severity: 'info' };
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}
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});
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// Balance check rule
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this.addRule({
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name: 'SufficientBalance',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const orderValue = order.quantity * (order.price || 0);
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if (order.side === 'buy' && orderValue > context.accountBalance) {
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return {
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isValid: false,
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reason: `Insufficient balance: need ${orderValue}, have ${context.accountBalance}`,
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severity: 'error'
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};
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}
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return { isValid: true, severity: 'info' };
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}
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});
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// Concentration risk rule
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this.addRule({
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name: 'ConcentrationLimit',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const currentPosition = context.currentPositions.get(order.symbol) || 0;
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const newPosition = order.side === 'buy' ?
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currentPosition + order.quantity :
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currentPosition - order.quantity;
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const positionValue = Math.abs(newPosition) * (order.price || 0);
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const concentrationRatio = positionValue / context.accountBalance;
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if (concentrationRatio > 0.25) { // 25% max concentration
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return {
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isValid: false,
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reason: `Position concentration ${(concentrationRatio * 100).toFixed(2)}% exceeds 25% limit`,
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severity: 'warning'
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};
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}
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return { isValid: true, severity: 'info' };
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}
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});
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}
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}
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import { getLogger } from '@stock-bot/logger';
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import { Order } from '@stock-bot/types';
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export interface RiskRule {
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name: string;
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validate(order: Order, context: RiskContext): Promise<RiskValidationResult>;
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}
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export interface RiskContext {
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currentPositions: Map<string, number>;
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accountBalance: number;
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totalExposure: number;
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maxPositionSize: number;
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maxDailyLoss: number;
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}
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export interface RiskValidationResult {
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isValid: boolean;
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reason?: string;
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severity: 'info' | 'warning' | 'error';
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}
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export class RiskManager {
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private logger = getLogger('risk-manager');
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private rules: RiskRule[] = [];
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constructor() {
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this.initializeDefaultRules();
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}
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addRule(rule: RiskRule): void {
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this.rules.push(rule);
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}
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async validateOrder(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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for (const rule of this.rules) {
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const result = await rule.validate(order, context);
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if (!result.isValid) {
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logger.warn(`Risk rule violation: ${rule.name}`, {
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order,
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reason: result.reason,
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});
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return result;
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}
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}
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return { isValid: true, severity: 'info' };
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}
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private initializeDefaultRules(): void {
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// Position size rule
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this.addRule({
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name: 'MaxPositionSize',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const orderValue = order.quantity * (order.price || 0);
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if (orderValue > context.maxPositionSize) {
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return {
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isValid: false,
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reason: `Order size ${orderValue} exceeds maximum position size ${context.maxPositionSize}`,
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severity: 'error',
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};
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}
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return { isValid: true, severity: 'info' };
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},
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});
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// Balance check rule
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this.addRule({
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name: 'SufficientBalance',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const orderValue = order.quantity * (order.price || 0);
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if (order.side === 'buy' && orderValue > context.accountBalance) {
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return {
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isValid: false,
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reason: `Insufficient balance: need ${orderValue}, have ${context.accountBalance}`,
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severity: 'error',
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};
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}
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return { isValid: true, severity: 'info' };
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},
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});
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// Concentration risk rule
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this.addRule({
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name: 'ConcentrationLimit',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const currentPosition = context.currentPositions.get(order.symbol) || 0;
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const newPosition =
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order.side === 'buy'
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? currentPosition + order.quantity
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: currentPosition - order.quantity;
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const positionValue = Math.abs(newPosition) * (order.price || 0);
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const concentrationRatio = positionValue / context.accountBalance;
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if (concentrationRatio > 0.25) {
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// 25% max concentration
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return {
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isValid: false,
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reason: `Position concentration ${(concentrationRatio * 100).toFixed(2)}% exceeds 25% limit`,
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severity: 'warning',
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};
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}
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return { isValid: true, severity: 'info' };
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},
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});
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}
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}
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