Generated
+4492
-165
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Load Diff
+9
-6
@@ -4,18 +4,21 @@ version = "0.1.0"
|
||||
edition = "2024"
|
||||
|
||||
[dependencies]
|
||||
anyhow = "1.0.104"
|
||||
tokio = { version = "1.53.1", features = ["macros", "rt-multi-thread", "sync", "fs", "io-std"] }
|
||||
tokio-tungstenite = { version = "0.30.0", features = ["native-tls"] }
|
||||
futures-util = "0.3.33"
|
||||
anyhow = "1.0.104"
|
||||
|
||||
serde = { version = "1.0.229", features = ["derive", "serde_derive"] }
|
||||
serde_json = "1.0.151"
|
||||
base64 = "0.22.1"
|
||||
bs58 = "0.5.1"
|
||||
csv = "1.4.0"
|
||||
|
||||
tokio = { version = "1.53.1", features = ["macros", "rt-multi-thread", "sync", "fs", "io-std"] }
|
||||
tokio-tungstenite = { version = "0.30.0", features = ["native-tls"] }
|
||||
log = "0.4.33"
|
||||
env_logger = "0.11.11"
|
||||
rust_decimal = { version = "1.42.1", features = ["macros"] }
|
||||
reqwest = { version = "0.13.4", features = ["json"] }
|
||||
async-trait = "0.1.91"
|
||||
csv = "1.4.0"
|
||||
|
||||
rust_decimal = { version = "1.42.1", features = ["macros"] }
|
||||
chrono = { version = "0.4.45", features = ["serde"] }
|
||||
helius = "1.1.0"
|
||||
|
||||
+55
-122
@@ -1,65 +1,27 @@
|
||||
use std::{collections::HashMap, sync::Arc};
|
||||
use std::sync::Arc;
|
||||
|
||||
use anyhow::Context;
|
||||
use futures_util::{SinkExt, StreamExt};
|
||||
use serde_json::json;
|
||||
use tokio::{
|
||||
net::TcpStream,
|
||||
sync::{Mutex, watch},
|
||||
};
|
||||
use tokio_tungstenite::{MaybeTlsStream, WebSocketStream, connect_async};
|
||||
|
||||
use tokio::sync::{Mutex, mpsc, watch};
|
||||
|
||||
use crate::{
|
||||
account::AccountManager,
|
||||
executor::ExecutorWrapper,
|
||||
data::{
|
||||
Event,
|
||||
account::{Account, AccountManager},
|
||||
tradelog::TradeLog,
|
||||
},
|
||||
launchpad::Executor,
|
||||
strategy::{Strategy, veloc::MomentumVelocityStrategy},
|
||||
tradelog::TradeLog,
|
||||
};
|
||||
|
||||
pub struct Bot {
|
||||
pub ws: Mutex<WebSocketStream<MaybeTlsStream<TcpStream>>>,
|
||||
pub accounts: Mutex<AccountManager>,
|
||||
pub executor: Mutex<ExecutorWrapper>,
|
||||
pub executor: Arc<Executor>,
|
||||
pub strategy: Mutex<Box<dyn Strategy>>,
|
||||
pub account_manager: Mutex<AccountManager>,
|
||||
pub current_account: Mutex<Account>,
|
||||
pub trade_log: Mutex<Vec<TradeLog>>,
|
||||
}
|
||||
|
||||
impl Bot {
|
||||
pub async fn subscribe(&self, mint: &str) -> anyhow::Result<()> {
|
||||
self.ws
|
||||
.lock()
|
||||
.await
|
||||
.send(tokio_tungstenite::tungstenite::Message::Text(
|
||||
json!({
|
||||
"method": "subscribeTokenTrade",
|
||||
"keys": [mint]
|
||||
})
|
||||
.to_string()
|
||||
.into(),
|
||||
))
|
||||
.await?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub async fn unsubscribe(&self, mint: &str) -> anyhow::Result<()> {
|
||||
self.ws
|
||||
.lock()
|
||||
.await
|
||||
.send(tokio_tungstenite::tungstenite::Message::Text(
|
||||
json!({
|
||||
"method": "unsubscribeTokenTrade",
|
||||
"keys": [mint]
|
||||
})
|
||||
.to_string()
|
||||
.into(),
|
||||
))
|
||||
.await?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
impl Bot {
|
||||
pub async fn new() -> anyhow::Result<Arc<Self>> {
|
||||
let accounts = AccountManager::get().await?;
|
||||
@@ -71,54 +33,19 @@ impl Bot {
|
||||
.clone();
|
||||
|
||||
Ok(Arc::new(Self {
|
||||
ws: Mutex::new(connect_async("wss://pumpdev.io/ws").await?.0),
|
||||
executor: Mutex::new(ExecutorWrapper {
|
||||
executor: Box::new(account.executor()),
|
||||
positions: HashMap::new(),
|
||||
}),
|
||||
accounts: Mutex::new(accounts),
|
||||
executor: Executor::new(&accounts.api_key).await?,
|
||||
strategy: Mutex::new(Box::new(MomentumVelocityStrategy::new())),
|
||||
account_manager: Mutex::new(accounts),
|
||||
current_account: Mutex::new(account),
|
||||
trade_log: Mutex::new(Vec::new()),
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn refresh_account(self: &Arc<Self>) -> anyhow::Result<()> {
|
||||
self.strategy
|
||||
.lock()
|
||||
.await
|
||||
.execute_sell_all(self.clone())
|
||||
.await?;
|
||||
|
||||
let accounts = self.accounts.lock().await;
|
||||
|
||||
let account = accounts
|
||||
.accounts
|
||||
.get(&accounts.active)
|
||||
.context("Failed to get account")?
|
||||
.clone();
|
||||
|
||||
self.executor.lock().await.executor = Box::new(account.executor());
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub async fn initialize_websocket_subscribe(&self) -> anyhow::Result<()> {
|
||||
self.ws
|
||||
.lock()
|
||||
.await
|
||||
.send(tokio_tungstenite::tungstenite::Message::Text(
|
||||
json!({ "method": "subscribeNewToken" }).to_string().into(),
|
||||
))
|
||||
.await?;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub async fn start(
|
||||
self: &Arc<Self>,
|
||||
mut shutdown: watch::Receiver<bool>,
|
||||
) -> anyhow::Result<()> {
|
||||
self.initialize_websocket_subscribe().await?;
|
||||
let mut rx = self.executor.listen().await?;
|
||||
|
||||
loop {
|
||||
tokio::select! {
|
||||
@@ -138,7 +65,7 @@ impl Bot {
|
||||
}
|
||||
}
|
||||
|
||||
result = self.tick() => {
|
||||
result = self.tick(&mut rx) => {
|
||||
if result? {
|
||||
log::warn!("Websocket closed.");
|
||||
break;
|
||||
@@ -150,39 +77,23 @@ impl Bot {
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub async fn tick(self: &Arc<Self>) -> anyhow::Result<bool> {
|
||||
let mut ws = self.ws.lock().await;
|
||||
pub async fn tick(self: &Arc<Self>, rx: &mut mpsc::Receiver<Event>) -> anyhow::Result<bool> {
|
||||
if let Some(event) = rx.recv().await {
|
||||
match event {
|
||||
Event::NewToken(token) => {
|
||||
self.strategy
|
||||
.lock()
|
||||
.await
|
||||
.on_new_coin(self.clone(), token)
|
||||
.await?;
|
||||
}
|
||||
|
||||
if let Some(msg) = ws.next().await.transpose()? {
|
||||
if let tokio_tungstenite::tungstenite::Message::Text(text) = msg {
|
||||
match serde_json::from_str::<crate::types::PumpDevEvent>(&text) {
|
||||
Ok(crate::types::PumpDevEvent::Create(token)) => {
|
||||
drop(ws);
|
||||
|
||||
self.strategy
|
||||
.lock()
|
||||
.await
|
||||
.on_new_coin(self.clone(), token)
|
||||
.await?;
|
||||
}
|
||||
|
||||
Ok(crate::types::PumpDevEvent::Trade(trade)) => {
|
||||
drop(ws);
|
||||
|
||||
self.strategy
|
||||
.lock()
|
||||
.await
|
||||
.on_trade(self.clone(), trade)
|
||||
.await?;
|
||||
}
|
||||
|
||||
Ok(_event) => {
|
||||
// println!("{:?}", event);
|
||||
}
|
||||
|
||||
Err(err) => {
|
||||
log::error!("{err}, MSG -> {text}");
|
||||
}
|
||||
Event::Trade(trade) => {
|
||||
self.strategy
|
||||
.lock()
|
||||
.await
|
||||
.on_trade(self.clone(), trade)
|
||||
.await?;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -192,3 +103,25 @@ impl Bot {
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Bot {
|
||||
pub async fn refresh_account(self: &Arc<Self>) -> anyhow::Result<()> {
|
||||
self.strategy
|
||||
.lock()
|
||||
.await
|
||||
.execute_sell_all(self.clone())
|
||||
.await?;
|
||||
|
||||
let accounts = self.account_manager.lock().await;
|
||||
|
||||
let account = accounts
|
||||
.accounts
|
||||
.get(&accounts.active)
|
||||
.context("Failed to get account")?
|
||||
.clone();
|
||||
|
||||
*self.current_account.lock().await = account;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,7 +1,6 @@
|
||||
use std::{collections::HashMap, path::PathBuf};
|
||||
|
||||
use crate::executor::pump_fun::PumpDevAccount;
|
||||
use anyhow::{Context, anyhow};
|
||||
use anyhow::Context;
|
||||
use serde::{Deserialize, Serialize};
|
||||
|
||||
pub fn get_accounts_path() -> anyhow::Result<PathBuf> {
|
||||
@@ -13,47 +12,21 @@ pub fn get_accounts_path() -> anyhow::Result<PathBuf> {
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
#[serde(tag = "type")]
|
||||
pub enum Account {
|
||||
PumpDev(PumpDevAccount),
|
||||
pub struct Account {
|
||||
#[serde(rename = "publicKey")]
|
||||
pub public_key: String,
|
||||
#[serde(rename = "privateKey")]
|
||||
pub private_key: String,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct AccountManager {
|
||||
#[serde(rename = "apiKey")]
|
||||
pub api_key: String,
|
||||
pub active: String,
|
||||
pub accounts: HashMap<String, Account>,
|
||||
}
|
||||
|
||||
impl Account {
|
||||
pub async fn new() -> anyhow::Result<Self> {
|
||||
let response = reqwest::Client::new()
|
||||
.post("https://pumpdev.io/api/wallet/create")
|
||||
.json(&serde_json::json!({}))
|
||||
.send()
|
||||
.await
|
||||
.context("Failed to create PumpDev wallet")?;
|
||||
|
||||
if !response.status().is_success() {
|
||||
let status = response.status();
|
||||
let body: serde_json::Value = response.json().await.unwrap_or_default();
|
||||
let message = body
|
||||
.get("error")
|
||||
.and_then(serde_json::Value::as_str)
|
||||
.unwrap_or("Unknown error");
|
||||
return Err(anyhow!(
|
||||
"Failed to create PumpDev wallet ({status}): {message}"
|
||||
));
|
||||
}
|
||||
|
||||
let account: PumpDevAccount = response
|
||||
.json()
|
||||
.await
|
||||
.context("Failed to parse PumpDev wallet")?;
|
||||
|
||||
Ok(Self::PumpDev(account))
|
||||
}
|
||||
}
|
||||
|
||||
impl AccountManager {
|
||||
pub async fn get() -> anyhow::Result<Self> {
|
||||
let path = get_accounts_path()?;
|
||||
@@ -64,6 +37,8 @@ impl AccountManager {
|
||||
tokio::fs::create_dir_all(path.parent().unwrap()).await?;
|
||||
tokio::fs::write(&path, default.to_string()?).await?;
|
||||
|
||||
println!("Please open {path:?} and edit the data accordingly");
|
||||
|
||||
return Ok(default);
|
||||
}
|
||||
|
||||
@@ -74,10 +49,17 @@ impl AccountManager {
|
||||
|
||||
pub async fn new() -> anyhow::Result<Self> {
|
||||
let mut accounts = HashMap::new();
|
||||
accounts.insert("default".to_string(), Account::new().await?);
|
||||
accounts.insert(
|
||||
"default".to_string(),
|
||||
Account {
|
||||
public_key: String::new(),
|
||||
private_key: String::new(),
|
||||
},
|
||||
);
|
||||
|
||||
Ok(Self {
|
||||
active: "default".to_string(),
|
||||
api_key: String::new(),
|
||||
accounts,
|
||||
})
|
||||
}
|
||||
@@ -0,0 +1,46 @@
|
||||
pub mod account;
|
||||
pub mod tradelog;
|
||||
|
||||
use serde::Deserialize;
|
||||
|
||||
#[derive(Debug, Clone)]
|
||||
pub enum Event {
|
||||
NewToken(NewToken),
|
||||
Trade(Trade),
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Deserialize)]
|
||||
pub struct NewToken {
|
||||
pub mint: String,
|
||||
#[serde(rename = "traderPublicKey")]
|
||||
pub trader_public_key: String,
|
||||
|
||||
pub name: String,
|
||||
pub symbol: String,
|
||||
pub uri: String,
|
||||
#[serde(rename = "marketCapSol")]
|
||||
pub market_cap_sol: f64,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Deserialize)]
|
||||
pub enum TradeType {
|
||||
#[serde(rename = "buy")]
|
||||
Buy,
|
||||
#[serde(rename = "sell")]
|
||||
Sell,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Deserialize)]
|
||||
pub struct Trade {
|
||||
pub signature: String,
|
||||
pub mint: String,
|
||||
pub trader: String,
|
||||
|
||||
pub tx_type: TradeType,
|
||||
pub sol_amount: f64,
|
||||
pub token_amount: f64,
|
||||
|
||||
pub market_cap_sol: f64,
|
||||
pub v_tokens_in_bonding_curve: f64,
|
||||
pub v_sol_in_bonding_curve: f64,
|
||||
}
|
||||
@@ -1,132 +0,0 @@
|
||||
pub mod pump_fun;
|
||||
|
||||
use std::collections::HashMap;
|
||||
|
||||
use rust_decimal::Decimal;
|
||||
|
||||
use crate::account::Account;
|
||||
|
||||
pub struct ExecutorWrapper {
|
||||
pub executor: Box<dyn Executor>,
|
||||
pub positions: HashMap<String, Decimal>,
|
||||
}
|
||||
|
||||
#[allow(unused_variables)]
|
||||
#[async_trait::async_trait]
|
||||
pub trait Executor: Send + Sync {
|
||||
async fn buy(
|
||||
&self,
|
||||
mint: &str,
|
||||
amount: Decimal,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
Ok(())
|
||||
}
|
||||
|
||||
async fn sell(
|
||||
&self,
|
||||
mint: &str,
|
||||
amount: Decimal,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
Ok(())
|
||||
}
|
||||
|
||||
async fn sell_percent(
|
||||
&self,
|
||||
mint: &str,
|
||||
amount: u8,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
impl Account {
|
||||
pub fn executor(self) -> impl Executor {
|
||||
match self {
|
||||
Self::PumpDev(account) => pump_fun::PumpDev::new(account),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl ExecutorWrapper {
|
||||
pub async fn buy(
|
||||
&mut self,
|
||||
mint: &str,
|
||||
amount: Decimal,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
self.executor.buy(mint, amount, priority, slippage).await?;
|
||||
|
||||
let position = self
|
||||
.positions
|
||||
.entry(mint.to_string())
|
||||
.or_insert(Decimal::ZERO);
|
||||
|
||||
*position += amount;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub async fn sell(
|
||||
&mut self,
|
||||
mint: &str,
|
||||
amount: Decimal,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
self.executor.sell(mint, amount, priority, slippage).await?;
|
||||
|
||||
if let Some(position) = self.positions.get_mut(mint) {
|
||||
*position -= amount;
|
||||
|
||||
if *position <= Decimal::ZERO {
|
||||
self.positions.remove(mint);
|
||||
}
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub async fn sell_percent(
|
||||
&mut self,
|
||||
mint: &str,
|
||||
amount: u8,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
let sell_amount = match self.positions.get(mint) {
|
||||
Some(position) => *position * Decimal::from(amount) / Decimal::from(100),
|
||||
None => return Ok(()),
|
||||
};
|
||||
|
||||
self.executor
|
||||
.sell_percent(mint, amount, priority, slippage)
|
||||
.await?;
|
||||
|
||||
if let Some(position) = self.positions.get_mut(mint) {
|
||||
*position -= sell_amount;
|
||||
|
||||
if *position <= Decimal::ZERO {
|
||||
self.positions.remove(mint);
|
||||
}
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub async fn sell_all(&mut self, priority: Decimal, slippage: u16) -> anyhow::Result<()> {
|
||||
for (mint, _) in self.positions.drain() {
|
||||
self.executor
|
||||
.sell_percent(&mint, 100, priority, slippage)
|
||||
.await?;
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
@@ -1,148 +0,0 @@
|
||||
use anyhow::{Context, anyhow};
|
||||
use reqwest::Client;
|
||||
use rust_decimal::Decimal;
|
||||
use serde::{Deserialize, Serialize};
|
||||
use tokio::sync::Mutex;
|
||||
|
||||
use crate::executor::Executor;
|
||||
|
||||
const TRADE_LIGHTNING_URL: &str = "https://pumpdev.io/api/trade-lightning";
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct PumpDevAccount {
|
||||
#[serde(rename = "apiKey")]
|
||||
pub api_key: String,
|
||||
#[serde(rename = "publicKey")]
|
||||
pub public_key: String,
|
||||
#[serde(rename = "privateKey")]
|
||||
pub private_key: String,
|
||||
}
|
||||
|
||||
#[derive(Debug, Deserialize)]
|
||||
struct TradeResponse {
|
||||
signature: String,
|
||||
}
|
||||
|
||||
pub struct PumpDev {
|
||||
pub account: Mutex<PumpDevAccount>,
|
||||
pub client: Client,
|
||||
}
|
||||
|
||||
impl PumpDev {
|
||||
pub fn new(account: PumpDevAccount) -> Self {
|
||||
Self {
|
||||
account: Mutex::new(account),
|
||||
client: Client::new(),
|
||||
}
|
||||
}
|
||||
|
||||
async fn trade(
|
||||
&self,
|
||||
action: &str,
|
||||
mint: &str,
|
||||
amount: String,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
denominated_in_sol: bool,
|
||||
) -> anyhow::Result<()> {
|
||||
let account = self.account.lock().await;
|
||||
|
||||
let response = self
|
||||
.client
|
||||
.post(format!("{TRADE_LIGHTNING_URL}?api-key={}", account.api_key))
|
||||
.json(&serde_json::json!({
|
||||
"action": action,
|
||||
"mint": mint,
|
||||
"amount": amount,
|
||||
"denominatedInSol": if denominated_in_sol { "true" } else { "false" },
|
||||
"slippage": slippage,
|
||||
"priorityFee": priority,
|
||||
}))
|
||||
.send()
|
||||
.await
|
||||
.context("Failed to send trade request")?;
|
||||
|
||||
let status = response.status();
|
||||
let body = response.text().await?;
|
||||
|
||||
if !status.is_success() {
|
||||
let error = serde_json::from_str::<serde_json::Value>(&body)
|
||||
.ok()
|
||||
.and_then(|value| value.get("error").cloned())
|
||||
.and_then(|value| value.as_str().map(str::to_string))
|
||||
.unwrap_or_else(|| body.trim().to_string());
|
||||
|
||||
return Err(anyhow!("Trade failed ({status}): {error}"));
|
||||
}
|
||||
|
||||
let data: TradeResponse =
|
||||
serde_json::from_str(&body).context("Failed to parse trade response")?;
|
||||
|
||||
log::info!("{action} executed: {}", data.signature);
|
||||
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
#[async_trait::async_trait]
|
||||
impl Executor for PumpDev {
|
||||
async fn buy(
|
||||
&self,
|
||||
mint: &str,
|
||||
amount: Decimal,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
log::info!("BUY {mint} {amount} SOL");
|
||||
Ok(())
|
||||
// self.trade(
|
||||
// "buy",
|
||||
// mint,
|
||||
// amount.round_dp(3).to_string(),
|
||||
// priority,
|
||||
// slippage,
|
||||
// true,
|
||||
// )
|
||||
// .await
|
||||
}
|
||||
|
||||
async fn sell(
|
||||
&self,
|
||||
mint: &str,
|
||||
amount: Decimal,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
log::info!("SELL {mint} {amount} SOL");
|
||||
Ok(())
|
||||
// self.trade(
|
||||
// "sell",
|
||||
// mint,
|
||||
// amount.round_dp(3).to_string(),
|
||||
// priority,
|
||||
// slippage,
|
||||
// false,
|
||||
// )
|
||||
// .await
|
||||
}
|
||||
|
||||
async fn sell_percent(
|
||||
&self,
|
||||
mint: &str,
|
||||
amount: u8,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
log::info!("SELL {mint} {amount}%");
|
||||
Ok(())
|
||||
// self.trade(
|
||||
// "sell",
|
||||
// mint,
|
||||
// format!("{amount}%"),
|
||||
// priority,
|
||||
// slippage,
|
||||
// false,
|
||||
// )
|
||||
// .await
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,149 @@
|
||||
mod pump_fun;
|
||||
|
||||
use rust_decimal::Decimal;
|
||||
use std::{
|
||||
collections::{HashMap, HashSet},
|
||||
sync::Arc,
|
||||
};
|
||||
use tokio::sync::{Mutex, mpsc};
|
||||
|
||||
use crate::{data::Event, launchpad::pump_fun::PumpFun};
|
||||
|
||||
type ClientMutex = Mutex<
|
||||
tokio_tungstenite::WebSocketStream<tokio_tungstenite::MaybeTlsStream<tokio::net::TcpStream>>,
|
||||
>;
|
||||
|
||||
pub struct Client {
|
||||
pub helius: ClientMutex,
|
||||
pub solana: ClientMutex,
|
||||
pub subscribed: Mutex<HashSet<String>>,
|
||||
}
|
||||
|
||||
pub struct Executor {
|
||||
pub client: Arc<Client>,
|
||||
|
||||
pub event_tx: Mutex<mpsc::Sender<Event>>,
|
||||
|
||||
pub pump_fun: Mutex<PumpFun>,
|
||||
}
|
||||
|
||||
#[allow(unused_variables)]
|
||||
#[async_trait::async_trait]
|
||||
pub trait Launchpad: Send + Sync {
|
||||
async fn buy(
|
||||
&mut self,
|
||||
client: &Client,
|
||||
|
||||
mint: &str,
|
||||
amount: Decimal,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()>;
|
||||
|
||||
async fn sell(
|
||||
&mut self,
|
||||
client: &Client,
|
||||
|
||||
mint: &str,
|
||||
amount: u8,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()>;
|
||||
|
||||
async fn listen(client: Arc<Client>, tx: mpsc::Sender<Event>) -> anyhow::Result<()>;
|
||||
|
||||
fn get_positions(&self) -> HashMap<String, Decimal>;
|
||||
}
|
||||
|
||||
impl Executor {
|
||||
pub async fn new(api_key: &str) -> anyhow::Result<Arc<Self>> {
|
||||
let (tx, _) = mpsc::channel(1);
|
||||
|
||||
tx.closed().await;
|
||||
|
||||
Ok(Arc::new(Self {
|
||||
client: Arc::new(Client {
|
||||
helius: Mutex::new(
|
||||
tokio_tungstenite::connect_async(format!(
|
||||
"wss://mainnet.helius-rpc.com/?api-key={api_key}"
|
||||
))
|
||||
.await?
|
||||
.0,
|
||||
),
|
||||
|
||||
solana: Mutex::new(
|
||||
tokio_tungstenite::connect_async(format!("wss://api.mainnet-beta.solana.com"))
|
||||
.await?
|
||||
.0,
|
||||
),
|
||||
|
||||
subscribed: Mutex::new(HashSet::new()),
|
||||
}),
|
||||
|
||||
event_tx: Mutex::new(tx),
|
||||
|
||||
pump_fun: Mutex::new(PumpFun::new()),
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn buy(
|
||||
self: &Arc<Self>,
|
||||
mint: &str,
|
||||
amount: Decimal,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
self.pump_fun
|
||||
.lock()
|
||||
.await
|
||||
.buy(&self.client, mint, amount, priority, slippage)
|
||||
.await
|
||||
}
|
||||
|
||||
pub async fn sell(
|
||||
self: &Arc<Self>,
|
||||
mint: &str,
|
||||
amount: u8,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
self.pump_fun
|
||||
.lock()
|
||||
.await
|
||||
.sell(&self.client, mint, amount, priority, slippage)
|
||||
.await
|
||||
}
|
||||
|
||||
pub async fn sell_all(
|
||||
self: &Arc<Self>,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
let mut pump = self.pump_fun.lock().await;
|
||||
|
||||
for (mint, _) in pump.get_positions() {
|
||||
pump.sell(&self.client, &mint, 100, priority, slippage)
|
||||
.await?;
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub async fn listen(self: &Arc<Self>) -> anyhow::Result<mpsc::Receiver<Event>> {
|
||||
let (tx, rx) = mpsc::channel(100);
|
||||
|
||||
*self.event_tx.lock().await = tx.clone();
|
||||
|
||||
tokio::spawn(PumpFun::listen(self.client.clone(), tx));
|
||||
|
||||
Ok(rx)
|
||||
}
|
||||
|
||||
pub async fn subscribe(&self, mint: &str) {
|
||||
self.client.subscribed.lock().await.insert(mint.to_string());
|
||||
}
|
||||
|
||||
pub async fn unsubscribe(&self, mint: &str) {
|
||||
self.client.subscribed.lock().await.remove(mint);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,299 @@
|
||||
use std::collections::HashMap;
|
||||
use std::sync::Arc;
|
||||
|
||||
use base64::{Engine, engine::general_purpose::STANDARD};
|
||||
use futures_util::SinkExt;
|
||||
use futures_util::StreamExt;
|
||||
use rust_decimal::Decimal;
|
||||
use serde::Deserialize;
|
||||
use tokio::sync::mpsc;
|
||||
use tokio_tungstenite::tungstenite::Message;
|
||||
|
||||
use crate::data::Event;
|
||||
use crate::data::NewToken;
|
||||
use crate::data::Trade;
|
||||
use crate::data::TradeType;
|
||||
use crate::launchpad::Client;
|
||||
use crate::launchpad::Launchpad;
|
||||
|
||||
const PUMP_FUN_PROGRAM: &str = "6EF8rrecthR5Dkzon8Nwu78hRvfCKubJ14M5uBEwF6P";
|
||||
const CREATE_EVENT_DISCRIMINATOR: [u8; 8] = [27, 114, 169, 77, 222, 235, 99, 118];
|
||||
const TRADE_EVENT_DISCRIMINATOR: [u8; 8] = [189, 219, 127, 211, 78, 230, 97, 238];
|
||||
|
||||
pub struct PumpFun {
|
||||
pub positions: HashMap<String, Decimal>,
|
||||
}
|
||||
|
||||
impl PumpFun {
|
||||
pub fn new() -> Self {
|
||||
Self {
|
||||
positions: HashMap::new(),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[allow(unused_variables)]
|
||||
#[async_trait::async_trait]
|
||||
impl Launchpad for PumpFun {
|
||||
async fn buy(
|
||||
&mut self,
|
||||
client: &Client,
|
||||
|
||||
mint: &str,
|
||||
amount: Decimal,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
Ok(())
|
||||
}
|
||||
|
||||
async fn sell(
|
||||
&mut self,
|
||||
client: &Client,
|
||||
|
||||
mint: &str,
|
||||
amount: u8,
|
||||
priority: Decimal,
|
||||
slippage: u16,
|
||||
) -> anyhow::Result<()> {
|
||||
Ok(())
|
||||
}
|
||||
|
||||
async fn listen(client: Arc<Client>, tx: mpsc::Sender<Event>) -> anyhow::Result<()> {
|
||||
let mut ws = client.solana.lock().await;
|
||||
|
||||
ws.send(
|
||||
serde_json::json!({
|
||||
"jsonrpc": "2.0",
|
||||
"id": 1,
|
||||
"method": "logsSubscribe",
|
||||
"params": [
|
||||
{ "mentions": [PUMP_FUN_PROGRAM] },
|
||||
{ "commitment": "processed" }
|
||||
]
|
||||
})
|
||||
.to_string()
|
||||
.into(),
|
||||
)
|
||||
.await?;
|
||||
|
||||
log::info!(
|
||||
"[PUMP.FUN] Listening for new tokens from {}",
|
||||
PUMP_FUN_PROGRAM
|
||||
);
|
||||
|
||||
while let Some(message) = ws.next().await {
|
||||
let Message::Text(text) = message? else {
|
||||
continue;
|
||||
};
|
||||
|
||||
let Ok(notification) = serde_json::from_str::<LogsNotification>(&text) else {
|
||||
continue;
|
||||
};
|
||||
|
||||
if notification.method != "logsNotification" {
|
||||
continue;
|
||||
}
|
||||
|
||||
let logs = notification.params.result.value.logs;
|
||||
|
||||
if !logs
|
||||
.iter()
|
||||
.any(|log| log.starts_with("Program log: Instruction: Create"))
|
||||
{
|
||||
continue;
|
||||
}
|
||||
|
||||
for log in &logs {
|
||||
let Some(encoded) = log.strip_prefix("Program data: ") else {
|
||||
continue;
|
||||
};
|
||||
|
||||
let Ok(data) = STANDARD.decode(encoded) else {
|
||||
continue;
|
||||
};
|
||||
|
||||
if let Some(token) = parse_create_event(&data) {
|
||||
tx.send(Event::NewToken(token)).await?;
|
||||
}
|
||||
|
||||
if let Some(trade) =
|
||||
parse_trade_event(&data, notification.params.result.value.signature.clone())
|
||||
{
|
||||
if client.subscribed.lock().await.contains(&trade.mint) {
|
||||
tx.send(Event::Trade(trade)).await?;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
fn get_positions<'a>(&'a self) -> HashMap<String, Decimal> {
|
||||
self.positions.clone()
|
||||
}
|
||||
}
|
||||
|
||||
fn parse_trade_event(data: &[u8], signature: String) -> Option<Trade> {
|
||||
if data.len() < 8 || data[..8] != TRADE_EVENT_DISCRIMINATOR {
|
||||
return None;
|
||||
}
|
||||
|
||||
let mut offset = 8;
|
||||
|
||||
let mint = decode_pubkey(data, &mut offset)?;
|
||||
|
||||
let sol_amount = decode_u64(data, &mut offset)? as f64;
|
||||
let token_amount = decode_u64(data, &mut offset)? as f64;
|
||||
|
||||
let is_buy = decode_bool(data, &mut offset)?;
|
||||
|
||||
let trader = decode_pubkey(data, &mut offset)?;
|
||||
|
||||
// timestamp exists but we don't need it currently
|
||||
let _timestamp = decode_i64(data, &mut offset)?;
|
||||
|
||||
let v_sol_in_bonding_curve = decode_u64(data, &mut offset)? as f64;
|
||||
|
||||
let v_tokens_in_bonding_curve = decode_u64(data, &mut offset)? as f64;
|
||||
|
||||
// These exist in the event but aren't needed for your struct
|
||||
let _real_sol_reserves = decode_u64(data, &mut offset)?;
|
||||
|
||||
let _real_token_reserves = decode_u64(data, &mut offset)?;
|
||||
|
||||
Some(Trade {
|
||||
signature,
|
||||
mint,
|
||||
trader,
|
||||
tx_type: if is_buy {
|
||||
TradeType::Buy
|
||||
} else {
|
||||
TradeType::Sell
|
||||
},
|
||||
sol_amount,
|
||||
token_amount,
|
||||
|
||||
// Pump.fun bonding curve market cap:
|
||||
// token_price = virtual SOL / virtual tokens
|
||||
// market cap is derived
|
||||
market_cap_sol: if v_tokens_in_bonding_curve > 0.0 {
|
||||
v_sol_in_bonding_curve / v_tokens_in_bonding_curve
|
||||
} else {
|
||||
0.0
|
||||
},
|
||||
|
||||
v_tokens_in_bonding_curve,
|
||||
v_sol_in_bonding_curve,
|
||||
})
|
||||
}
|
||||
|
||||
fn parse_create_event(data: &[u8]) -> Option<NewToken> {
|
||||
if data.len() < 8 || data[..8] != CREATE_EVENT_DISCRIMINATOR {
|
||||
return None;
|
||||
}
|
||||
|
||||
let mut offset = 8;
|
||||
|
||||
let name = decode_string(data, &mut offset)?;
|
||||
let symbol = decode_string(data, &mut offset)?;
|
||||
let uri = decode_string(data, &mut offset)?;
|
||||
let mint = decode_pubkey(data, &mut offset)?;
|
||||
let _bonding_curve = decode_pubkey(data, &mut offset)?;
|
||||
let trader_public_key = decode_pubkey(data, &mut offset)?;
|
||||
let _creator = decode_pubkey(data, &mut offset)?;
|
||||
|
||||
// Virtual reserves were added in a later program version; fall back to 0.0 for legacy events.
|
||||
let market_cap_sol = decode_market_cap(data, &mut offset).unwrap_or(0.0);
|
||||
|
||||
Some(NewToken {
|
||||
name,
|
||||
symbol,
|
||||
uri,
|
||||
mint,
|
||||
trader_public_key,
|
||||
market_cap_sol,
|
||||
})
|
||||
}
|
||||
|
||||
fn decode_market_cap(data: &[u8], offset: &mut usize) -> Option<f64> {
|
||||
let _timestamp = decode_i64(data, offset)?;
|
||||
let virtual_token_reserves = decode_u64(data, offset)?;
|
||||
let virtual_sol_reserves = decode_u64(data, offset)?;
|
||||
let _real_token_reserves = decode_u64(data, offset)?;
|
||||
let token_total_supply = decode_u64(data, offset)?;
|
||||
|
||||
if virtual_token_reserves == 0 {
|
||||
return Some(0.0);
|
||||
}
|
||||
|
||||
Some(
|
||||
virtual_sol_reserves as f64 / 1e9 * token_total_supply as f64
|
||||
/ virtual_token_reserves as f64,
|
||||
)
|
||||
}
|
||||
|
||||
fn decode_string(data: &[u8], offset: &mut usize) -> Option<String> {
|
||||
let len = u32::from_le_bytes(data.get(*offset..*offset + 4)?.try_into().ok()?) as usize;
|
||||
*offset += 4;
|
||||
|
||||
let bytes = data.get(*offset..*offset + len)?;
|
||||
*offset += len;
|
||||
|
||||
String::from_utf8(bytes.to_vec()).ok()
|
||||
}
|
||||
|
||||
fn decode_pubkey(data: &[u8], offset: &mut usize) -> Option<String> {
|
||||
let bytes = data.get(*offset..*offset + 32)?;
|
||||
*offset += 32;
|
||||
|
||||
Some(bs58::encode(bytes).into_string())
|
||||
}
|
||||
|
||||
fn decode_u64(data: &[u8], offset: &mut usize) -> Option<u64> {
|
||||
let bytes = data.get(*offset..*offset + 8)?.try_into().ok()?;
|
||||
*offset += 8;
|
||||
|
||||
Some(u64::from_le_bytes(bytes))
|
||||
}
|
||||
|
||||
fn decode_i64(data: &[u8], offset: &mut usize) -> Option<i64> {
|
||||
let bytes = data.get(*offset..*offset + 8)?.try_into().ok()?;
|
||||
*offset += 8;
|
||||
|
||||
Some(i64::from_le_bytes(bytes))
|
||||
}
|
||||
|
||||
fn decode_bool(data: &[u8], offset: &mut usize) -> Option<bool> {
|
||||
if *offset >= data.len() {
|
||||
return None;
|
||||
}
|
||||
|
||||
let value = data[*offset] != 0;
|
||||
*offset += 1;
|
||||
|
||||
Some(value)
|
||||
}
|
||||
|
||||
#[derive(Debug, Deserialize)]
|
||||
struct LogsNotification {
|
||||
method: String,
|
||||
params: NotificationParams,
|
||||
}
|
||||
|
||||
#[derive(Debug, Deserialize)]
|
||||
struct NotificationParams {
|
||||
result: NotificationResult,
|
||||
}
|
||||
|
||||
#[derive(Debug, Deserialize)]
|
||||
struct NotificationResult {
|
||||
value: LogsValue,
|
||||
}
|
||||
|
||||
#[derive(Debug, Deserialize)]
|
||||
struct LogsValue {
|
||||
signature: String,
|
||||
logs: Vec<String>,
|
||||
}
|
||||
+4
-6
@@ -1,9 +1,7 @@
|
||||
pub mod account;
|
||||
pub mod bot;
|
||||
pub mod executor;
|
||||
pub mod data;
|
||||
pub mod launchpad;
|
||||
pub mod strategy;
|
||||
pub mod tradelog;
|
||||
pub mod types;
|
||||
|
||||
use std::sync::Arc;
|
||||
|
||||
@@ -29,8 +27,6 @@ async fn try_shutdown_listener(bot: Arc<Bot>, tx: watch::Sender<bool>) -> anyhow
|
||||
}
|
||||
|
||||
"save" => {
|
||||
log::info!("Saving trades");
|
||||
|
||||
let now = Local::now();
|
||||
let formatted_time = now.format("%m-%d-%H-%M").to_string();
|
||||
|
||||
@@ -53,6 +49,8 @@ async fn try_shutdown_listener(bot: Arc<Bot>, tx: watch::Sender<bool>) -> anyhow
|
||||
|
||||
_ => {}
|
||||
}
|
||||
|
||||
line.clear();
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
+1
-1
@@ -4,7 +4,7 @@ use std::sync::Arc;
|
||||
|
||||
use crate::{
|
||||
bot::Bot,
|
||||
types::{NewToken, Trade},
|
||||
data::{NewToken, Trade},
|
||||
};
|
||||
|
||||
#[async_trait::async_trait]
|
||||
|
||||
+153
-64
@@ -6,17 +6,33 @@ use log::{debug, info, trace, warn};
|
||||
use rust_decimal::{Decimal, dec};
|
||||
|
||||
use crate::bot::Bot;
|
||||
use crate::data::tradelog::{ExitReason, TradeLog};
|
||||
use crate::data::{NewToken, Trade, TradeType};
|
||||
use crate::strategy::Strategy;
|
||||
use crate::tradelog::{ExitReason, TradeLog};
|
||||
use crate::types::{NewToken, Trade, TradeType};
|
||||
|
||||
const BUY_AMOUNT_SOL: Decimal = dec!(0.2);
|
||||
const PRIORITY: Decimal = dec!(0.0002);
|
||||
const SLIPPAGE: u16 = 10;
|
||||
const MAX_SUBSCRIBED_TOKENS: usize = 5;
|
||||
const MAX_SUBSCRIBED_TOKENS: usize = 25;
|
||||
const MAX_OPEN_POSITIONS: usize = 5;
|
||||
|
||||
// Strict entry filters
|
||||
const MIN_UNIQUE_BUYERS: usize = 0;
|
||||
const MIN_NET_SOL_FLOW: f64 = 0.0003;
|
||||
const MIN_TRADE_COUNT: usize = 0;
|
||||
const MAX_CURVE_SOL: f64 = 800.0;
|
||||
const MIN_MOMENTUM_PCT: f64 = 0.001;
|
||||
|
||||
// Exit rules
|
||||
const TAKE_PROFIT_PCT: f64 = 0.40;
|
||||
const STOP_LOSS_PCT: f64 = -0.10;
|
||||
const TRAILING_STOP_DROP_PCT: f64 = 0.12;
|
||||
const TRAILING_STOP_MIN_GAIN_PCT: f64 = 0.10;
|
||||
const STALL_DURATION: Duration = Duration::from_secs(2);
|
||||
|
||||
struct TokenTracker {
|
||||
created_at: Instant,
|
||||
first_price_sol: Option<f64>,
|
||||
unique_buyers: HashSet<String>,
|
||||
net_sol_flow: f64,
|
||||
trade_count: usize,
|
||||
@@ -26,12 +42,11 @@ struct OpenPosition {
|
||||
trade: TradeLog,
|
||||
|
||||
highest_price_sol: f64,
|
||||
last_price_sol: f64,
|
||||
last_high_time: Instant,
|
||||
}
|
||||
|
||||
pub struct MomentumVelocityStrategy {
|
||||
min_unique_buyers: usize,
|
||||
min_net_sol_flow: f64,
|
||||
max_tracking_duration: Duration,
|
||||
|
||||
trackers: HashMap<String, TokenTracker>,
|
||||
@@ -41,17 +56,21 @@ pub struct MomentumVelocityStrategy {
|
||||
active_subscriptions: VecDeque<String>,
|
||||
}
|
||||
|
||||
impl MomentumVelocityStrategy {
|
||||
pub fn new() -> Self {
|
||||
impl Default for MomentumVelocityStrategy {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
min_unique_buyers: 1,
|
||||
min_net_sol_flow: 0.001,
|
||||
max_tracking_duration: Duration::from_secs(45),
|
||||
trackers: HashMap::new(),
|
||||
positions: HashMap::new(),
|
||||
active_subscriptions: VecDeque::with_capacity(MAX_SUBSCRIBED_TOKENS),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl MomentumVelocityStrategy {
|
||||
pub fn new() -> Self {
|
||||
Self::default()
|
||||
}
|
||||
|
||||
fn calculate_price_sol(&self, trade: &Trade) -> f64 {
|
||||
if trade.v_tokens_in_bonding_curve == 0.0 {
|
||||
@@ -63,19 +82,53 @@ impl MomentumVelocityStrategy {
|
||||
/// Internal helper to safely handle unsubscribing and cleaning state
|
||||
async fn cleanup_and_unsubscribe(&mut self, bot: &Arc<Bot>, mint: &str) -> anyhow::Result<()> {
|
||||
debug!("[{}] Cleaning up state and unsubscribing", mint);
|
||||
if let Err(e) = bot.unsubscribe(mint).await {
|
||||
warn!("[{}] Unsubscribe request failed: {:?}", mint, e);
|
||||
}
|
||||
bot.executor.unsubscribe(mint).await;
|
||||
// if let Err(e) = bot.executor.unsubscribe(mint).await {
|
||||
// warn!("[{}] Unsubscribe request failed: {:?}", mint, e);
|
||||
// }
|
||||
self.trackers.remove(mint);
|
||||
self.active_subscriptions.retain(|m| m != mint);
|
||||
Ok(())
|
||||
}
|
||||
|
||||
async fn execute_exit(
|
||||
&mut self,
|
||||
bot: &Arc<Bot>,
|
||||
mint: &str,
|
||||
reason: ExitReason,
|
||||
) -> anyhow::Result<()> {
|
||||
let Some((entry_price, exit_price)) = self
|
||||
.positions
|
||||
.get(mint)
|
||||
.map(|pos| (pos.trade.entry_price_sol, pos.last_price_sol))
|
||||
else {
|
||||
return Ok(());
|
||||
};
|
||||
|
||||
let pnl = ((exit_price - entry_price) / entry_price) * 100.0;
|
||||
|
||||
info!(
|
||||
"[{}] EXECUTING SELL {}% {:?}",
|
||||
mint, pnl, reason,
|
||||
);
|
||||
|
||||
bot.executor.sell(mint, 100, PRIORITY, SLIPPAGE).await?;
|
||||
|
||||
if let Some(mut pos) = self.positions.remove(mint) {
|
||||
pos.trade.close(exit_price, reason);
|
||||
|
||||
bot.trade_log.lock().await.push(pos.trade);
|
||||
}
|
||||
|
||||
self.cleanup_and_unsubscribe(bot, mint).await?;
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
#[async_trait::async_trait]
|
||||
impl Strategy for MomentumVelocityStrategy {
|
||||
async fn execute_sell_all(&mut self, bot: Arc<Bot>) -> anyhow::Result<()> {
|
||||
bot.executor.lock().await.sell_all(PRIORITY, SLIPPAGE).await
|
||||
bot.executor.sell_all(PRIORITY, SLIPPAGE).await
|
||||
}
|
||||
|
||||
async fn on_new_coin(&mut self, bot: Arc<Bot>, token: NewToken) -> anyhow::Result<()> {
|
||||
@@ -98,11 +151,11 @@ impl Strategy for MomentumVelocityStrategy {
|
||||
|
||||
if let Some(idx) = eviction_index {
|
||||
if let Some(mint_to_remove) = self.active_subscriptions.remove(idx) {
|
||||
info!(
|
||||
debug!(
|
||||
"[{}] Capacity reached ({}/{}). Evicting un-bought token from queue.",
|
||||
mint_to_remove, MAX_SUBSCRIBED_TOKENS, MAX_SUBSCRIBED_TOKENS
|
||||
);
|
||||
let _ = bot.unsubscribe(&mint_to_remove).await;
|
||||
bot.executor.unsubscribe(&mint_to_remove).await;
|
||||
self.trackers.remove(&mint_to_remove);
|
||||
}
|
||||
} else {
|
||||
@@ -114,14 +167,15 @@ impl Strategy for MomentumVelocityStrategy {
|
||||
}
|
||||
}
|
||||
|
||||
info!("[{}] Subscribing and creating tracker.", token.mint);
|
||||
bot.subscribe(&token.mint).await?;
|
||||
debug!("[{}] Subscribing and creating tracker.", token.mint);
|
||||
bot.executor.subscribe(&token.mint).await;
|
||||
self.active_subscriptions.push_back(token.mint.clone());
|
||||
|
||||
self.trackers.insert(
|
||||
token.mint,
|
||||
TokenTracker {
|
||||
created_at: Instant::now(),
|
||||
first_price_sol: None,
|
||||
unique_buyers: HashSet::new(),
|
||||
net_sol_flow: 0.0,
|
||||
trade_count: 0,
|
||||
@@ -136,11 +190,13 @@ impl Strategy for MomentumVelocityStrategy {
|
||||
let current_price = self.calculate_price_sol(&trade);
|
||||
|
||||
// -------------------------------------------------------------
|
||||
// 1. Manage Active Positions (Take Profit / Stop Loss / Stall)
|
||||
// 1. Price-based exits for the mint of this trade.
|
||||
// Updates the highest price / stall timer before any stall scan.
|
||||
// -------------------------------------------------------------
|
||||
let mut exits: Vec<(String, ExitReason)> = Vec::new();
|
||||
|
||||
if let Some(pos) = self.positions.get_mut(mint) {
|
||||
let price_change_pct =
|
||||
(current_price - pos.trade.entry_price_sol) / pos.trade.entry_price_sol;
|
||||
pos.last_price_sol = current_price;
|
||||
|
||||
if current_price > pos.highest_price_sol {
|
||||
pos.highest_price_sol = current_price;
|
||||
@@ -148,48 +204,47 @@ impl Strategy for MomentumVelocityStrategy {
|
||||
trace!("[{}] New high reached: {:.9} SOL", mint, current_price);
|
||||
}
|
||||
|
||||
let price_change_pct =
|
||||
(current_price - pos.trade.entry_price_sol) / pos.trade.entry_price_sol;
|
||||
let drop_from_peak = (pos.highest_price_sol - current_price) / pos.highest_price_sol;
|
||||
|
||||
let should_sell = match () {
|
||||
_ if price_change_pct >= 0.40 => Some(ExitReason::TakeProfit),
|
||||
_ if price_change_pct <= -0.1 => Some(ExitReason::StopLoss),
|
||||
_ if drop_from_peak >= 0.12 && price_change_pct > 0.10 => {
|
||||
let reason = match () {
|
||||
_ if price_change_pct >= TAKE_PROFIT_PCT => Some(ExitReason::TakeProfit),
|
||||
_ if price_change_pct <= STOP_LOSS_PCT => Some(ExitReason::StopLoss),
|
||||
_ if drop_from_peak >= TRAILING_STOP_DROP_PCT
|
||||
&& price_change_pct > TRAILING_STOP_MIN_GAIN_PCT =>
|
||||
{
|
||||
Some(ExitReason::TrailingStop)
|
||||
}
|
||||
_ if pos.last_high_time.elapsed() >= Duration::from_secs(25) => {
|
||||
Some(ExitReason::MomentumStalled)
|
||||
}
|
||||
_ => None,
|
||||
};
|
||||
|
||||
if let Some(reason) = should_sell {
|
||||
info!(
|
||||
"[{}] EXECUTING SELL. Reason: {:?} {:.1}%",
|
||||
mint,
|
||||
reason,
|
||||
price_change_pct * 100.0
|
||||
);
|
||||
|
||||
bot.executor
|
||||
.lock()
|
||||
.await
|
||||
.sell_percent(mint, 100, PRIORITY, SLIPPAGE)
|
||||
.await?;
|
||||
|
||||
if let Some(mut pos) = self.positions.remove(mint) {
|
||||
pos.trade.close(current_price, reason);
|
||||
|
||||
bot.trade_log.lock().await.push(pos.trade);
|
||||
}
|
||||
|
||||
self.cleanup_and_unsubscribe(&bot, mint).await?;
|
||||
if let Some(reason) = reason {
|
||||
exits.push((mint.clone(), reason));
|
||||
}
|
||||
|
||||
return Ok(());
|
||||
}
|
||||
|
||||
// -------------------------------------------------------------
|
||||
// 2. Evaluate Potential Buys
|
||||
// 2. Stall exits for ALL open positions. Stalled positions stop
|
||||
// producing trades, so this must NOT be gated on the incoming
|
||||
// trade's mint — any trade evaluates every position.
|
||||
// -------------------------------------------------------------
|
||||
for (position_mint, pos) in self.positions.iter() {
|
||||
if pos.last_high_time.elapsed() >= STALL_DURATION {
|
||||
exits.push((position_mint.clone(), ExitReason::MomentumStalled));
|
||||
}
|
||||
}
|
||||
|
||||
// -------------------------------------------------------------
|
||||
// 3. Execute any pending exits. Duplicates are no-ops since the
|
||||
// position is removed on the first exit.
|
||||
// -------------------------------------------------------------
|
||||
for (exit_mint, reason) in exits {
|
||||
self.execute_exit(&bot, &exit_mint, reason).await?;
|
||||
}
|
||||
|
||||
// -------------------------------------------------------------
|
||||
// 4. Evaluate Potential Buys
|
||||
// -------------------------------------------------------------
|
||||
if let Some(tracker) = self.trackers.get_mut(mint) {
|
||||
let elapsed = tracker.created_at.elapsed();
|
||||
@@ -203,6 +258,11 @@ impl Strategy for MomentumVelocityStrategy {
|
||||
}
|
||||
|
||||
tracker.trade_count += 1;
|
||||
|
||||
if tracker.first_price_sol.is_none() {
|
||||
tracker.first_price_sol = Some(current_price);
|
||||
}
|
||||
|
||||
match trade.tx_type {
|
||||
TradeType::Buy => {
|
||||
tracker.unique_buyers.insert(trade.trader.clone());
|
||||
@@ -213,39 +273,67 @@ impl Strategy for MomentumVelocityStrategy {
|
||||
}
|
||||
}
|
||||
|
||||
let has_enough_buyers = tracker.unique_buyers.len() >= self.min_unique_buyers;
|
||||
let has_volume_surge = tracker.net_sol_flow >= self.min_net_sol_flow;
|
||||
let v_sol = trade.v_sol_in_bonding_curve / 1_000_000_000.0;
|
||||
let is_early_curve = v_sol < 60.0;
|
||||
let price_change_pct = match tracker.first_price_sol {
|
||||
Some(first_price) if first_price > 0.0 => {
|
||||
(current_price - first_price) / first_price
|
||||
}
|
||||
_ => 0.0,
|
||||
};
|
||||
|
||||
let has_enough_buyers = tracker.unique_buyers.len() >= MIN_UNIQUE_BUYERS;
|
||||
let has_volume_surge = tracker.net_sol_flow >= MIN_NET_SOL_FLOW;
|
||||
let has_min_trades = tracker.trade_count >= MIN_TRADE_COUNT;
|
||||
let is_early_curve = v_sol < MAX_CURVE_SOL;
|
||||
let is_buy_trade = matches!(trade.tx_type, TradeType::Buy);
|
||||
let has_momentum = price_change_pct >= MIN_MOMENTUM_PCT;
|
||||
let has_capacity = self.positions.len() < MAX_OPEN_POSITIONS;
|
||||
|
||||
// Log detailed status of buy criteria evaluation on every trade
|
||||
debug!(
|
||||
"[{}] Trade #{} ({:?}) | Buyers: {}/{} [{}] | Net Flow: {:.3}/{:.3} SOL [{}] | Curve SOL: {:.2} < 60 [{}]",
|
||||
"[{}] Trade #{} ({:?}) | Buyers: {}/{} [{}] | Net Flow: {:.3}/{:.3} SOL [{}] | Trades: {}/{} [{}] | Curve SOL: {:.2} < {:.0} [{}] | Price Δ: {:.2}% >= {:.0}% [{}] | Capacity: {}/{} [{}]",
|
||||
mint,
|
||||
tracker.trade_count,
|
||||
trade.tx_type,
|
||||
tracker.unique_buyers.len(),
|
||||
self.min_unique_buyers,
|
||||
MIN_UNIQUE_BUYERS,
|
||||
if has_enough_buyers { "PASS" } else { "FAIL" },
|
||||
tracker.net_sol_flow,
|
||||
self.min_net_sol_flow,
|
||||
MIN_NET_SOL_FLOW,
|
||||
if has_volume_surge { "PASS" } else { "FAIL" },
|
||||
trade.v_sol_in_bonding_curve,
|
||||
if is_early_curve { "PASS" } else { "FAIL" }
|
||||
tracker.trade_count,
|
||||
MIN_TRADE_COUNT,
|
||||
if has_min_trades { "PASS" } else { "FAIL" },
|
||||
v_sol,
|
||||
MAX_CURVE_SOL,
|
||||
if is_early_curve { "PASS" } else { "FAIL" },
|
||||
price_change_pct * 100.0,
|
||||
MIN_MOMENTUM_PCT * 100.0,
|
||||
if has_momentum { "PASS" } else { "FAIL" },
|
||||
self.positions.len(),
|
||||
MAX_OPEN_POSITIONS,
|
||||
if has_capacity { "PASS" } else { "FAIL" }
|
||||
);
|
||||
|
||||
if has_enough_buyers && has_volume_surge && is_early_curve {
|
||||
if has_capacity
|
||||
&& has_enough_buyers
|
||||
&& has_volume_surge
|
||||
&& has_min_trades
|
||||
&& is_buy_trade
|
||||
&& has_momentum
|
||||
&& is_early_curve
|
||||
{
|
||||
info!(
|
||||
"🚀 BUY SIGNAL TRIGGERED for {}! Unique Buyers: {}, Net Flow: {:.3} SOL, Curve SOL: {:.2}",
|
||||
"🚀 BUY SIGNAL TRIGGERED for {}! Unique Buyers: {}, Net Flow: {:.3} SOL, Trades: {}, Curve SOL: {:.2}, Price Δ: {:.2}%",
|
||||
mint,
|
||||
tracker.unique_buyers.len(),
|
||||
tracker.net_sol_flow,
|
||||
trade.v_sol_in_bonding_curve
|
||||
tracker.trade_count,
|
||||
trade.v_sol_in_bonding_curve,
|
||||
price_change_pct * 100.0
|
||||
);
|
||||
|
||||
bot.executor
|
||||
.lock()
|
||||
.await
|
||||
.buy(mint, BUY_AMOUNT_SOL, PRIORITY, SLIPPAGE)
|
||||
.await?;
|
||||
|
||||
@@ -260,6 +348,7 @@ impl Strategy for MomentumVelocityStrategy {
|
||||
trade.v_sol_in_bonding_curve,
|
||||
),
|
||||
highest_price_sol: current_price,
|
||||
last_price_sol: current_price,
|
||||
last_high_time: Instant::now(),
|
||||
},
|
||||
);
|
||||
|
||||
-115
@@ -1,115 +0,0 @@
|
||||
use serde::{Deserialize, Deserializer};
|
||||
use serde_json::Value;
|
||||
|
||||
#[derive(Debug)]
|
||||
pub enum PumpDevEvent {
|
||||
Connected { client_id: u64, message: String },
|
||||
ConnectionStatus { connected: bool, timestamp: u64 },
|
||||
Subscribed { method: String },
|
||||
Unsubscribed { method: String, keys: Vec<String> },
|
||||
Create(NewToken),
|
||||
Trade(Trade),
|
||||
}
|
||||
|
||||
impl<'de> Deserialize<'de> for PumpDevEvent {
|
||||
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
|
||||
where
|
||||
D: Deserializer<'de>,
|
||||
{
|
||||
let value = Value::deserialize(deserializer)?;
|
||||
if value.get("txType").is_some() && value.get("name").is_none() {
|
||||
let trade: Trade = serde_json::from_value(value).map_err(serde::de::Error::custom)?;
|
||||
return Ok(PumpDevEvent::Trade(trade));
|
||||
}
|
||||
|
||||
if value.get("name").is_some() {
|
||||
let token: NewToken =
|
||||
serde_json::from_value(value).map_err(serde::de::Error::custom)?;
|
||||
return Ok(PumpDevEvent::Create(token));
|
||||
}
|
||||
|
||||
#[derive(Deserialize)]
|
||||
#[serde(tag = "type")]
|
||||
enum Tagged {
|
||||
#[serde(rename = "connected")]
|
||||
Connected {
|
||||
#[serde(rename = "clientId")]
|
||||
client_id: u64,
|
||||
message: String,
|
||||
},
|
||||
#[serde(rename = "connectionStatus")]
|
||||
ConnectionStatus { connected: bool, timestamp: u64 },
|
||||
#[serde(rename = "subscribed")]
|
||||
Subscribed { method: String },
|
||||
#[serde(rename = "unsubscribed")]
|
||||
Unsubscribed { method: String, keys: Vec<String> },
|
||||
}
|
||||
|
||||
match serde_json::from_value(value).map_err(serde::de::Error::custom)? {
|
||||
Tagged::Connected { client_id, message } => {
|
||||
Ok(PumpDevEvent::Connected { client_id, message })
|
||||
}
|
||||
Tagged::ConnectionStatus {
|
||||
connected,
|
||||
timestamp,
|
||||
} => Ok(PumpDevEvent::ConnectionStatus {
|
||||
connected,
|
||||
timestamp,
|
||||
}),
|
||||
Tagged::Subscribed { method } => Ok(PumpDevEvent::Subscribed { method }),
|
||||
Tagged::Unsubscribed { method, keys } => {
|
||||
Ok(PumpDevEvent::Unsubscribed { method, keys })
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Deserialize)]
|
||||
pub struct NewToken {
|
||||
pub mint: String,
|
||||
#[serde(rename = "traderPublicKey")]
|
||||
pub trader_public_key: String,
|
||||
|
||||
pub name: String,
|
||||
pub symbol: String,
|
||||
pub uri: String,
|
||||
#[serde(rename = "marketCapSol")]
|
||||
pub market_cap_sol: f64,
|
||||
#[serde(rename = "solAmount")]
|
||||
pub sol_amount: f64,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Deserialize)]
|
||||
pub enum TradeType {
|
||||
#[serde(rename = "buy")]
|
||||
Buy,
|
||||
#[serde(rename = "sell")]
|
||||
Sell,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Deserialize)]
|
||||
pub struct Trade {
|
||||
pub signature: String,
|
||||
pub mint: String,
|
||||
|
||||
#[serde(rename = "traderPublicKey")]
|
||||
pub trader: String,
|
||||
|
||||
#[serde(rename = "txType")]
|
||||
pub tx_type: TradeType,
|
||||
|
||||
#[serde(rename = "solAmount")]
|
||||
pub sol_amount: f64,
|
||||
|
||||
#[serde(rename = "tokenAmount")]
|
||||
pub token_amount: f64,
|
||||
|
||||
#[serde(rename = "marketCapSol")]
|
||||
pub market_cap_sol: f64,
|
||||
|
||||
#[serde(rename = "vTokensInBondingCurve")]
|
||||
pub v_tokens_in_bonding_curve: f64,
|
||||
|
||||
#[serde(rename = "vSolInBondingCurve")]
|
||||
pub v_sol_in_bonding_curve: f64,
|
||||
}
|
||||
Reference in New Issue
Block a user