wizard: add profit-based stop-loss

ARBProtocol · Jun 20, 2023 · 6909ab0 · 6909ab0
1 parent 360aba8
commit 6909ab0
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Showing 3 changed files with 54 additions and 9 deletions.
diff --git a/apps/arb-solana-bot/src/start.ts b/apps/arb-solana-bot/src/start.ts
@@ -67,7 +67,11 @@ export const start = async () => {
 				autoReset?: {
 					enabled: boolean;
 					timeWindowMs: number;
-				};
+				},
+				expectedProfitBasedStopLoss?: {
+					enabled: boolean;
+					percent: number;
+				}
 			};
 		} = JSON.parse(fs.readFileSync("./config.json", "utf8"));
 
@@ -96,6 +100,9 @@ export const start = async () => {
 			enableAutoSlippage: config.strategy.slippage.enableAutoSlippage,
 			enableCompounding: config.strategy.enableCompounding ?? false,
 			autoReset: config.strategy.autoReset,
+			expectedProfitBasedStopLoss: config.strategy.expectedProfitBasedStopLoss,
+			onStopLossAction: "sell&reset"
+
 		});
 
 		const bot = extendBot(

diff --git a/packages/core/src/strategies/ping-pong.ts b/packages/core/src/strategies/ping-pong.ts
@@ -31,8 +31,10 @@ export type PingPongStrategyConfig = {
 	executeAboveExpectedProfitPercent: number;
 	priorityFeeMicroLamports?: number;
 	lock?: boolean;
-	enableExpectedProfitBasedStopLoss?: boolean;
-	profitBasedStopLossPercent?: number;
+	expectedProfitBasedStopLoss?: {
+		enabled: boolean;
+		percent: number;
+	}
 	onStopLossAction?: "sell&reset" | "shutdown" | "sell&shutdown";
 	shouldReset?: boolean;
 	autoReset?: {
@@ -53,7 +55,6 @@ export const PingPongStrategy: Strategy<PingPongStrategyConfig> = {
 		lock: false,
 		enableAutoSlippage: false,
 		enableCompounding: false,
-		enableExpectedProfitBasedStopLoss: false,
 	},
 	uiHook: {},
 	// dependencies: {
@@ -373,16 +374,16 @@ export const PingPongStrategy: Strategy<PingPongStrategyConfig> = {
 			 * then execute stop loss action
 			 */
 			if (
-				this.config.enableExpectedProfitBasedStopLoss &&
-				this.config.profitBasedStopLossPercent &&
+				this.config.expectedProfitBasedStopLoss?.enabled &&
+				this.config.expectedProfitBasedStopLoss.percent &&
 				expectedProfitPercent.toNumber() <
-					this.config.profitBasedStopLossPercent * -1 &&
+					Math.abs(this.config.expectedProfitBasedStopLoss.percent) * -1 &&
 				isSellSide
 			) {
 				bot.setStatus("strategy:stopLossExceeded");
 
 				if (this.config.onStopLossAction === "shutdown") {
-					const msg = `PingPongStrategy:run: profitBasedStopLossPercent ${this.config.profitBasedStopLossPercent} reached, shutting down bot`;
+					const msg = `PingPongStrategy:run: profitBasedStopLossPercent ${this.config.expectedProfitBasedStopLoss?.percent} reached, shutting down bot`;
 					bot.logger.info({ runtimeId }, msg);
 					console.log("\n\n" + msg + "\n\n");
 					bot.setStatus("!shutdown");

diff --git a/packages/wizard/src/run-wizard.ts b/packages/wizard/src/run-wizard.ts
@@ -219,6 +219,11 @@ export const runWizard = async () => {
 		timeWindowMs: 60_000,
 	};
 
+	let expectedProfitBasedStopLoss = {
+		enabled: false,
+		percent: 0,
+	}
+
 	if (experienceLevel !== "beginner") {
 		features = await multiselect({
 			message: "What features do you want to setup? [spacebar] to select",
@@ -228,7 +233,8 @@ export const runWizard = async () => {
 				{ value: "executionRateLimiter", label: "Execution rate limiter" },
 				{ value: "iterationsRateLimiter", label: "Iterations rate" },
 				{ value: "aggregatorErrorsRateLimiter", label: "Aggregator errors rate limiter" },
-				{ value: "autoReset", label: "Auto reset" },
+				{ value: "autoReset", label: "Auto reset", hint: "experimental" },
+				{ value: "expectedProfitBasedStopLoss", label: "Stop Loss", hint: "experimental" },
 			],
 			required: false,
 		});
@@ -451,6 +457,32 @@ export const runWizard = async () => {
 				};
 			}
 		}
+
+		if (features.includes("expectedProfitBasedStopLoss")) {
+			const expectedProfitBasedStopLossPercent = await text({
+				message:
+					"What is the expected profit based stop loss percent?\n·   If expected profit reaches this percent then swap back to the initial token & reset.\n·   The provided number will always be negative (e.g. 0.5 = -0.5)",
+				initialValue: "0",
+				validate: (value) => {
+					if (value.length === 0) return "Please enter a expected profit based stop loss percent";
+					const expectedProfitBasedStopLossPercent = Math.abs(parseFloat(value));
+					if (isNaN(expectedProfitBasedStopLossPercent)) return "Please enter a valid number";
+					if (expectedProfitBasedStopLossPercent === 0) return "Please enter a non-zero number";
+				},
+			});
+
+			if (isCancel(expectedProfitBasedStopLossPercent)) {
+				cancel("Operation cancelled");
+				return process.exit(0);
+			}
+
+			if (typeof expectedProfitBasedStopLossPercent === "string") {
+				expectedProfitBasedStopLoss = {
+					enabled: true,
+					percent: Math.abs(parseFloat(expectedProfitBasedStopLossPercent)),
+				};
+			}
+		}
 	}
 
 	// Arb Protocol BuyBack
@@ -517,6 +549,10 @@ export const runWizard = async () => {
 				enabled: boolean;
 				timeWindowMs: number;
 			};
+			expectedProfitBasedStopLoss?: {
+				enabled: boolean;
+				percent: number;
+			}
 		};
 	};
 
@@ -537,6 +573,7 @@ export const runWizard = async () => {
 					? priorityFeeMicroLamports
 					: undefined,
 			autoReset,
+			expectedProfitBasedStopLoss
 		},
 		maxConcurrent: 1,
 		tui: {