larp-quant-agent/worker/loop.ts

/**
 * The runtime — the always-on cycle that makes the swarm real.
 *
 * Per tick, for each coin:  real candles → real TA → 4 agents vote → verdict
 * (all reused verbatim from src/lib/*), then the paper engine opens/closes
 * positions and the Telegram layer broadcasts every fill. State is persisted
 * each tick so it survives restarts.
 *
 *   pnpm worker        # run forever (default)
 *   pnpm worker:once   # single tick, then exit (smoke test)
 */
import { getCandles, getMarketStats, type MarketStat } from '../src/lib/hyperliquid.ts'
import { summarizeTA, type TASnapshot } from '../src/lib/ta.ts'
import { screen } from '../src/lib/signals.ts'
import { CONFIG } from './config.ts'
import { load, save, getState } from './store.ts'
import { tgSend, tgPoll, TG_ENABLED } from './telegram.ts'
import { markToMarket, maybeOpen, recordSignal, stats, type Stats } from './paper.ts'
import type { Position, Trade } from './store.ts'

// ── formatting ────────────────────────────────────────────────────────────────
const usd = (n: number) =>
  '$' + n.toLocaleString('en-US', { maximumFractionDigits: n >= 100 ? 0 : 2 })
const px = (n: number) =>
  '$' + n.toLocaleString('en-US', { maximumFractionDigits: n >= 100 ? 0 : n >= 1 ? 2 : 4 })
const pct = (n: number) => (n >= 0 ? '+' : '') + n.toFixed(2) + '%'
const signed = (n: number) => (n >= 0 ? '+' : '−') + usd(Math.abs(n)).slice(1)

const lastDecision = new Map<string, string>()

// ── telegram messages ───────────────────────────────────────────────────────
function openMsg(p: Position): string {
  const dot = p.dir === 'LONG' ? '🟢' : '🔴'
  return [
    `${dot} <b>${p.dir} ${p.coin}-PERP</b> @ ${px(p.entry)}`,
    `size ${(p.notional / getState().equity / CONFIG.leverage * 100).toFixed(1)}% · ×${CONFIG.leverage} → ${usd(p.notional)} notional`,
    `TP ${pct(p.tpPct)} (${px(p.tp)}) · SL ${pct(-p.slPct)} (${px(p.sl)})`,
    `confidence ${Math.round(p.confidence * 100)}% · <i>${p.reason}</i>`,
  ].join('\n')
}

function closeMsg(t: Trade): string {
  const mark = t.outcome === 'tp' ? '✅ TP' : '❌ SL'
  return [
    `${mark} <b>${t.coin}-PERP ${t.dir}</b>`,
    `${px(t.entry)} → ${px(t.exit)}  (${pct(t.pnlPct)}, ${signed(t.pnlUsd)})`,
    `held ${t.holdMin >= 60 ? (t.holdMin / 60).toFixed(1) + 'h' : t.holdMin + 'm'} · equity ${usd(getState().equity)}`,
  ].join('\n')
}

function statusMsg(): string {
  const st = getState()
  const s = stats()
  const open = st.positions.length
    ? st.positions.map((p) => `${p.coin} ${p.dir}`).join(' · ')
    : '—'
  return [
    `📊 <b>Quant Agent</b>`,
    `equity ${usd(s.equity)} (${pct(s.roiPct)})`,
    `open ${open}`,
    `closed ${s.trades} · win ${Math.round(s.winRate * 100)}%`,
  ].join('\n')
}

function learnMsg(): string {
  const s = stats()
  if (!s.trades) return '🧠 <b>Retrospective</b>\nNo closed trades yet — be patient.'
  const pf = s.profitFactor === Infinity ? '∞' : s.profitFactor.toFixed(2)
  const lines = [
    `🧠 <b>Retrospective</b> — ${s.trades} trades`,
    `win rate ${Math.round(s.winRate * 100)}% · profit factor ${pf}`,
    `ROI ${pct(s.roiPct)} (${signed(s.pnlUsd)})`,
    `avg win ${signed(s.avgWin)} · avg loss ${signed(-s.avgLoss)}`,
  ]
  if (s.best) lines.push(`best ${signed(s.best.pnlUsd)} (${s.best.coin} ${s.best.dir})`)
  if (s.worst) lines.push(`worst ${signed(s.worst.pnlUsd)} (${s.worst.coin} ${s.worst.dir})`)
  return lines.join('\n')
}

function positionsMsg(): string {
  const st = getState()
  if (!st.positions.length) return '📭 No open positions.'
  return (
    '📂 <b>Open positions</b>\n' +
    st.positions
      .map(
        (p) =>
          `${p.dir === 'LONG' ? '🟢' : '🔴'} ${p.coin} ${p.dir} @ ${px(p.entry)} · TP ${px(p.tp)} / SL ${px(p.sl)}`,
      )
      .join('\n')
  )
}

const helpMsg = () =>
  [
    '🤖 <b>Quant Agent</b>',
    '/status — equity, open positions, win rate',
    '/positions — open positions detail',
    '/pnl or /learn — retrospective over closed trades',
    '/help — this message',
  ].join('\n')

// ── core tick ─────────────────────────────────────────────────────────────────
async function tickCoin(coin: string, stat: MarketStat | null): Promise<void> {
  const ctrl = new AbortController()
  const t = setTimeout(() => ctrl.abort(), 12_000)
  try {
    const candles = await getCandles(coin, CONFIG.interval, CONFIG.lookback, ctrl.signal)
    const ta: TASnapshot = summarizeTA(candles, stat?.funding ?? 0)
    const { verdict } = screen(ta, stat ?? undefined)
    const price = stat?.mark ?? ta.price

    // 1) manage open positions against the real price
    for (const tr of markToMarket(coin, price)) await tgSend(closeMsg(tr))

    // 2) open a fresh position when the swarm has an edge
    const opened = maybeOpen(coin, price, verdict)
    if (opened) await tgSend(openMsg(opened))

    // 3) log the call only when the decision flips (keeps the feed meaningful)
    if (verdict.decision !== lastDecision.get(coin)) {
      lastDecision.set(coin, verdict.decision)
      recordSignal({
        t: Date.now(),
        coin,
        decision: verdict.decision,
        confidence: verdict.confidence,
        price,
        net: verdict.net,
        reason: verdict.reasoning,
      })
    }
    console.log(
      `[${coin}] ${px(price)}  ${verdict.decision.padEnd(5)} conf ${verdict.confidence.toFixed(2)} net ${verdict.net.toFixed(2)}`,
    )
  } catch (e) {
    console.error(`[${coin}] tick error:`, (e as Error).message)
  } finally {
    clearTimeout(t)
  }
}

async function tick(): Promise<void> {
  let byCoin = new Map<string, MarketStat>()
  try {
    const all = await getMarketStats(CONFIG.coins)
    byCoin = new Map(all.map((s) => [s.coin, s]))
  } catch (e) {
    console.error('[stats] fetch failed:', (e as Error).message)
  }
  for (const coin of CONFIG.coins) await tickCoin(coin, byCoin.get(coin) ?? null)
  save()
}

async function commandLoop(): Promise<void> {
  await tgPoll(async (cmd, chatId) => {
    if (cmd === '/status' || cmd === '/start') await tgSend(statusMsg(), chatId)
    else if (cmd === '/pnl' || cmd === '/learn') await tgSend(learnMsg(), chatId)
    else if (cmd === '/positions') await tgSend(positionsMsg(), chatId)
    else if (cmd === '/help') await tgSend(helpMsg(), chatId)
  })
}

// ── boot ──────────────────────────────────────────────────────────────────────
function bootMsg(s: Stats): string {
  return [
    `🟩 <b>Quant Agent</b> online`,
    `${CONFIG.coins.join(' · ')} · ${CONFIG.interval} · poll ${CONFIG.pollMs / 1000}s`,
    `equity ${usd(s.equity)} · ${s.trades} trades so far`,
  ].join('\n')
}

async function main(): Promise<void> {
  const once = process.argv.includes('--once')
  load()
  console.log(
    `QUANT paper worker · mode ${CONFIG.mode} · coins ${CONFIG.coins.join(',')} · interval ${CONFIG.interval} · TG ${TG_ENABLED ? 'on' : 'off'}${once ? ' · ONCE' : ''}`,
  )
  await tgSend(bootMsg(stats()))
  await tick()
  if (once) return
  setInterval(tick, CONFIG.pollMs)
  if (CONFIG.tgToken) setInterval(commandLoop, 3_000)
}

main()