FIx and testing strategy

This commit is contained in:
2026-08-07 04:17:45 +02:00
parent 5d85e731d3
commit eea18463e0
2 changed files with 74 additions and 47 deletions
+41 -20
View File
@@ -1,4 +1,4 @@
use std::collections::{HashMap, HashSet};
use std::collections::{HashMap, HashSet, VecDeque};
use std::sync::Arc;
use std::time::{Duration, Instant};
@@ -11,8 +11,7 @@ use crate::types::{NewToken, Trade, TradeType};
const BUY_AMOUNT_SOL: Decimal = dec!(0.2);
const PRIORITY: Decimal = dec!(0.0002);
const SLIPPAGE: u16 = 10;
// --- Strategy Implementation ---
const MAX_SUBSCRIBED_TOKENS: usize = 5;
struct TokenTracker {
created_at: Instant,
@@ -28,14 +27,15 @@ struct OpenPosition {
}
pub struct MomentumVelocityStrategy {
// Configurable thresholds
min_unique_buyers: usize,
min_net_sol_flow: f64,
max_tracking_duration: Duration,
// In-memory state tracking
trackers: HashMap<String, TokenTracker>,
positions: HashMap<String, OpenPosition>,
// Tracks active token subscriptions to enforce <= 5 limit
active_subscriptions: VecDeque<String>,
}
impl MomentumVelocityStrategy {
@@ -46,26 +46,51 @@ impl MomentumVelocityStrategy {
max_tracking_duration: Duration::from_secs(45),
trackers: HashMap::new(),
positions: HashMap::new(),
active_subscriptions: VecDeque::with_capacity(MAX_SUBSCRIBED_TOKENS),
}
}
/// Calculate approximate token price in SOL using the bonding curve reserves
fn calculate_price_sol(&self, trade: &Trade) -> f64 {
if trade.v_tokens_in_bonding_curve == 0.0 {
return 0.0;
}
trade.v_sol_in_bonding_curve / trade.v_tokens_in_bonding_curve
}
/// Internal helper to safely handle unsubscribing and cleaning state
async fn cleanup_and_unsubscribe(&mut self, bot: &Arc<Bot>, mint: &str) -> anyhow::Result<()> {
bot.unsubscribe(mint).await?;
self.trackers.remove(mint);
self.active_subscriptions.retain(|m| m != mint);
Ok(())
}
}
#[async_trait::async_trait]
impl Strategy for MomentumVelocityStrategy {
async fn on_new_coin(&mut self, _bot: Arc<Bot>, token: NewToken) -> anyhow::Result<()> {
// Cleanup old untracked tokens to keep memory lean
self.trackers
.retain(|_, v| v.created_at.elapsed() < Duration::from_secs(120));
async fn on_new_coin(&mut self, bot: Arc<Bot>, token: NewToken) -> anyhow::Result<()> {
// If we hold an active position in this mint already, skip tracking setup
if self.positions.contains_key(&token.mint) {
return Ok(());
}
// Initialize tracking for new token
// Enforce maximum 5 active subscriptions
while self.active_subscriptions.len() >= MAX_SUBSCRIBED_TOKENS {
if let Some(oldest_mint) = self.active_subscriptions.pop_front() {
// Do not drop subscription if we currently hold an open position in it
if self.positions.contains_key(&oldest_mint) {
continue;
}
bot.unsubscribe(&oldest_mint).await?;
self.trackers.remove(&oldest_mint);
}
}
// Subscribe to new token
bot.subscribe(&token.mint).await?;
self.active_subscriptions.push_back(token.mint.clone());
// Initialize tracking
self.trackers.insert(
token.mint,
TokenTracker {
@@ -89,7 +114,6 @@ impl Strategy for MomentumVelocityStrategy {
if let Some(pos) = self.positions.get_mut(mint) {
let price_change_pct = (current_price - pos.entry_price_sol) / pos.entry_price_sol;
// Track peak price for trailing stop logic
if current_price > pos.highest_price_sol {
pos.highest_price_sol = current_price;
pos.last_high_time = Instant::now();
@@ -113,7 +137,7 @@ impl Strategy for MomentumVelocityStrategy {
.await?;
self.positions.remove(mint);
self.trackers.remove(mint);
self.cleanup_and_unsubscribe(&bot, mint).await?;
}
return Ok(());
@@ -123,13 +147,13 @@ impl Strategy for MomentumVelocityStrategy {
// 2. Evaluate Potential Buys
// -------------------------------------------------------------
if let Some(tracker) = self.trackers.get_mut(mint) {
// Stop monitoring if the token is older than maximum initial evaluation window
// Unsubscribe & remove if evaluation window expired without a signal
if tracker.created_at.elapsed() > self.max_tracking_duration {
self.trackers.remove(mint);
self.cleanup_and_unsubscribe(&bot, mint).await?;
return Ok(());
}
// Update stats
// Update trade metrics
tracker.trade_count += 1;
match trade.tx_type {
TradeType::Buy => {
@@ -141,11 +165,8 @@ impl Strategy for MomentumVelocityStrategy {
}
}
// Check BUY conditions
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;
// Skip if bonding curve is already close to completing (e.g. >30 SOL in curve)
let is_early_curve = trade.v_sol_in_bonding_curve < 60.0;
if has_enough_buyers && has_volume_surge && is_early_curve {
@@ -165,7 +186,7 @@ impl Strategy for MomentumVelocityStrategy {
},
);
// Stop tracking buy metrics for this token
// Stop tracking buy metrics (subscription remains active while holding position)
self.trackers.remove(mint);
}
}