larp-quant-agent/worker/paper.ts

/**
 * Paper-trading engine. Turns the (real) verdict into (paper) positions and marks
 * them to market against (real) Hyperliquid prices — so the PnL track record is
 * honest and verifiable, not seeded. One position per coin; TP/SL assumed filled
 * at the level. This is the layer that makes the LARP's "performance" real.
 */
import { getState, type Position, type Trade, type SignalLog } from './store.ts'
import { CONFIG } from './config.ts'
import type { Verdict } from '../src/lib/signals.ts'

const round = (n: number, d = 2) => Math.round(n * 10 ** d) / 10 ** d
const sum = (a: number[]) => a.reduce((s, x) => s + x, 0)

let seq = 0
const newId = (coin: string) => `${coin}-${Date.now().toString(36)}-${(seq++).toString(36)}`

/** Close any open position whose TP/SL the current price has crossed. */
export function markToMarket(coin: string, price: number): Trade[] {
  const st = getState()
  const closed: Trade[] = []
  const keep: Position[] = []
  for (const p of st.positions) {
    if (p.coin !== coin) {
      keep.push(p)
      continue
    }
    const hitTp = p.dir === 'LONG' ? price >= p.tp : price <= p.tp
    const hitSl = p.dir === 'LONG' ? price <= p.sl : price >= p.sl
    if (hitTp || hitSl) {
      closed.push(close(p, hitTp ? p.tp : p.sl, hitTp ? 'tp' : 'sl'))
    } else {
      keep.push(p)
    }
  }
  st.positions = keep
  return closed
}

function close(p: Position, exit: number, outcome: Trade['outcome']): Trade {
  const st = getState()
  const move = (exit - p.entry) / p.entry
  const pnlPct = (p.dir === 'LONG' ? move : -move) * 100
  const pnlUsd = p.notional * (pnlPct / 100)
  st.equity = round(st.equity + pnlUsd)
  const trade: Trade = {
    ...p,
    exit,
    closedAt: Date.now(),
    pnlPct: round(pnlPct, 3),
    pnlUsd: round(pnlUsd),
    outcome,
    holdMin: Math.round((Date.now() - p.openedAt) / 60_000),
  }
  st.closed.push(trade)
  if (st.closed.length > 500) st.closed.splice(0, st.closed.length - 500)
  st.equityCurve.push({ t: trade.closedAt, equity: st.equity })
  if (st.equityCurve.length > 1000) st.equityCurve.splice(0, st.equityCurve.length - 1000)
  return trade
}

/** Open a paper position if the verdict is actionable and above the conf floor. */
export function maybeOpen(coin: string, price: number, v: Verdict): Position | null {
  const st = getState()
  if (v.decision === 'SKIP') return null
  if (v.confidence < CONFIG.confFloor) return null
  if (st.positions.filter((p) => p.coin === coin).length >= CONFIG.maxOpenPerCoin) return null

  const dir = v.decision as Position['dir']
  const tp = dir === 'LONG' ? price * (1 + v.tpPct / 100) : price * (1 - v.tpPct / 100)
  const sl = dir === 'LONG' ? price * (1 - v.slPct / 100) : price * (1 + v.slPct / 100)
  const notional = round(st.equity * (v.sizePct / 100) * CONFIG.leverage)

  const pos: Position = {
    id: newId(coin),
    coin,
    dir,
    entry: price,
    notional,
    tp: round(tp, 4),
    sl: round(sl, 4),
    tpPct: v.tpPct,
    slPct: v.slPct,
    confidence: v.confidence,
    reason: v.reasoning,
    openedAt: Date.now(),
  }
  st.positions.push(pos)
  return pos
}

/** Append to the rolling signal log (call only when a coin's decision changes). */
export function recordSignal(s: SignalLog): void {
  const st = getState()
  st.signals.push(s)
  if (st.signals.length > 200) st.signals.splice(0, st.signals.length - 200)
}

export type Stats = {
  trades: number
  open: number
  winRate: number
  pnlUsd: number
  roiPct: number
  profitFactor: number
  avgWin: number
  avgLoss: number
  best: Trade | null
  worst: Trade | null
  equity: number
}

/** Retrospective over closed trades — the honest, no-LLM version of /learn. */
export function stats(): Stats {
  const st = getState()
  const c = st.closed
  const wins = c.filter((t) => t.pnlUsd > 0)
  const losses = c.filter((t) => t.pnlUsd <= 0)
  const grossWin = sum(wins.map((t) => t.pnlUsd))
  const grossLoss = -sum(losses.map((t) => t.pnlUsd))
  return {
    trades: c.length,
    open: st.positions.length,
    winRate: c.length ? wins.length / c.length : 0,
    pnlUsd: round(st.equity - CONFIG.equityStart),
    roiPct: round((st.equity / CONFIG.equityStart - 1) * 100, 2),
    profitFactor: grossLoss ? round(grossWin / grossLoss) : grossWin > 0 ? Infinity : 0,
    avgWin: wins.length ? round(grossWin / wins.length) : 0,
    avgLoss: losses.length ? round(grossLoss / losses.length) : 0,
    best: c.reduce<Trade | null>((m, t) => (t.pnlUsd > (m?.pnlUsd ?? -Infinity) ? t : m), null),
    worst: c.reduce<Trade | null>((m, t) => (t.pnlUsd < (m?.pnlUsd ?? Infinity) ? t : m), null),
    equity: round(st.equity),
  }
}