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/**
* Integrated Trading System V2
* Combines all components into a unified intelligent trading system
* Features: Advanced strategies, market monitoring, notifications, regime detection
*/
import { EnhancedMarketMonitor } from './enhanced-market-monitor.js';
import { NotificationManager, NOTIFICATION_PRIORITY } from './enhanced-notification-system.js';
import { AdaptiveRegimeDetector, MARKET_REGIMES } from './adaptive-regime-detector.js';
import { analyzeWithAdvancedStrategy, ADVANCED_STRATEGIES_V2 } from './advanced-strategies-v2.js';
import { analyzeWithStrategy, HYBRID_STRATEGIES } from './trading-strategies.js';
/**
* Integrated Trading System
*/
export class IntegratedTradingSystem {
constructor(config = {}) {
this.config = {
symbol: config.symbol || 'BTC',
strategy: config.strategy || 'ict-market-structure',
useAdaptiveStrategy: config.useAdaptiveStrategy !== false,
interval: config.interval || 60000,
enableNotifications: config.enableNotifications !== false,
notificationChannels: config.notificationChannels || ['browser'],
telegram: config.telegram || null,
riskLevel: config.riskLevel || 'medium'
};
// Initialize components
this.monitor = new EnhancedMarketMonitor({
symbol: this.config.symbol,
strategy: this.config.strategy,
interval: this.config.interval,
useWebSocket: true
});
this.notificationManager = new NotificationManager({
enabled: this.config.enableNotifications,
channels: this.config.notificationChannels,
telegram: this.config.telegram
});
this.regimeDetector = new AdaptiveRegimeDetector({
lookbackPeriod: 100,
volatilityPeriod: 20,
trendPeriod: 50
});
// State
this.isRunning = false;
this.currentRegime = null;
this.lastAnalysis = null;
this.performanceStats = {
totalSignals: 0,
successfulSignals: 0,
failedSignals: 0,
avgConfidence: 0,
startTime: null
};
// Setup event handlers
this.setupEventHandlers();
}
/**
* Start the integrated trading system
* @returns {Promise<Object>} Start result
*/
async start() {
if (this.isRunning) {
return { success: false, message: 'Already running' };
}
console.log('[IntegratedSystem] Starting...');
try {
// Start market monitor
const monitorResult = await this.monitor.start();
if (!monitorResult.success) {
throw new Error(`Monitor failed to start: ${monitorResult.message}`);
}
this.isRunning = true;
this.performanceStats.startTime = Date.now();
// Send startup notification
if (this.config.enableNotifications) {
await this.notificationManager.send({
type: 'system',
priority: NOTIFICATION_PRIORITY.LOW,
title: '✅ Trading System Started',
message: `Monitoring ${this.config.symbol} with ${this.config.strategy} strategy`,
data: {
symbol: this.config.symbol,
strategy: this.config.strategy,
adaptive: this.config.useAdaptiveStrategy
}
});
}
console.log('[IntegratedSystem] Started successfully');
return { success: true, message: 'System started successfully' };
} catch (error) {
console.error('[IntegratedSystem] Start error:', error);
return { success: false, message: error.message };
}
}
/**
* Stop the integrated trading system
*/
stop() {
if (!this.isRunning) return;
console.log('[IntegratedSystem] Stopping...');
this.monitor.stop();
this.isRunning = false;
// Send shutdown notification
if (this.config.enableNotifications) {
this.notificationManager.send({
type: 'system',
priority: NOTIFICATION_PRIORITY.LOW,
title: '🛑 Trading System Stopped',
message: `Stopped monitoring ${this.config.symbol}`,
data: this.getPerformanceStats()
});
}
console.log('[IntegratedSystem] Stopped');
}
/**
* Setup event handlers for monitor
*/
setupEventHandlers() {
// Handle signals from monitor
this.monitor.on('Signal', async (analysis) => {
await this.handleSignal(analysis);
});
// Handle price updates
this.monitor.on('PriceUpdate', (priceData) => {
this.handlePriceUpdate(priceData);
});
// Handle errors
this.monitor.on('Error', (error) => {
this.handleError(error);
});
// Handle connection changes
this.monitor.on('ConnectionChange', (status) => {
this.handleConnectionChange(status);
});
}
/**
* Handle trading signal
* @param {Object} analysis - Analysis results
*/
async handleSignal(analysis) {
try {
console.log('[IntegratedSystem] Signal received:', analysis);
// Update stats
this.performanceStats.totalSignals++;
this.lastAnalysis = analysis;
// Filter signals based on risk level
if (!this.shouldExecuteSignal(analysis)) {
console.log('[IntegratedSystem] Signal filtered based on risk level');
return;
}
// Send notification
if (this.config.enableNotifications && analysis.signal !== 'hold') {
await this.notificationManager.sendSignal(analysis);
}
// Emit event for UI
this.emitEvent('signal', analysis);
} catch (error) {
console.error('[IntegratedSystem] Signal handling error:', error);
}
}
/**
* Handle price updates
* @param {Object} priceData - Price data
*/
handlePriceUpdate(priceData) {
// Emit event for UI
this.emitEvent('priceUpdate', priceData);
}
/**
* Handle errors
* @param {Error} error - Error object
*/
async handleError(error) {
console.error('[IntegratedSystem] Error:', error);
// Send error notification for critical errors
if (this.config.enableNotifications) {
await this.notificationManager.sendError(error, 'Trading System');
}
// Emit event for UI
this.emitEvent('error', error);
}
/**
* Handle connection status changes
* @param {Object} status - Connection status
*/
handleConnectionChange(status) {
console.log('[IntegratedSystem] Connection change:', status);
// Emit event for UI
this.emitEvent('connectionChange', status);
// Notify on circuit breaker
if (status.status === 'circuit-breaker-open' && this.config.enableNotifications) {
this.notificationManager.send({
type: 'warning',
priority: NOTIFICATION_PRIORITY.HIGH,
title: '⚠️ Circuit Breaker Activated',
message: 'Too many errors detected. System paused temporarily.',
data: status
});
}
}
/**
* Perform analysis with adaptive strategy selection
* @param {Array<Object>} ohlcvData - OHLCV data
* @returns {Promise<Object>} Analysis results
*/
async performAnalysis(ohlcvData) {
try {
let strategy = this.config.strategy;
// Detect market regime if adaptive mode enabled
if (this.config.useAdaptiveStrategy) {
const regimeAnalysis = this.regimeDetector.detectRegime(ohlcvData);
this.currentRegime = regimeAnalysis;
// Get recommended strategies for this regime
const recommendedStrategies = this.regimeDetector.getRecommendedStrategies();
// Use first recommended strategy
if (recommendedStrategies && recommendedStrategies.length > 0) {
strategy = recommendedStrategies[0];
console.log(`[IntegratedSystem] Regime: ${regimeAnalysis.regime}, Using: ${strategy}`);
}
}
// Perform analysis
let analysis;
if (ADVANCED_STRATEGIES_V2[strategy]) {
analysis = await analyzeWithAdvancedStrategy(this.config.symbol, strategy, ohlcvData);
} else if (HYBRID_STRATEGIES[strategy]) {
const marketData = {
price: ohlcvData[ohlcvData.length - 1].close,
volume: ohlcvData[ohlcvData.length - 1].volume,
high24h: Math.max(...ohlcvData.slice(-24).map(c => c.high)),
low24h: Math.min(...ohlcvData.slice(-24).map(c => c.low))
};
analysis = analyzeWithStrategy(this.config.symbol, strategy, marketData);
} else {
throw new Error(`Unknown strategy: ${strategy}`);
}
// Enrich with regime data
if (this.currentRegime) {
analysis.regime = this.currentRegime.regime;
analysis.regimeConfidence = this.currentRegime.confidence;
}
return analysis;
} catch (error) {
console.error('[IntegratedSystem] Analysis error:', error);
throw error;
}
}
/**
* Determine if signal should be executed based on risk level
* @param {Object} analysis - Analysis results
* @returns {boolean} Should execute
*/
shouldExecuteSignal(analysis) {
const riskLevels = {
'very-low': { minConfidence: 50 },
'low': { minConfidence: 60 },
'medium': { minConfidence: 70 },
'high': { minConfidence: 80 },
'very-high': { minConfidence: 85 }
};
const levelConfig = riskLevels[this.config.riskLevel] || riskLevels.medium;
// Don't execute hold signals
if (analysis.signal === 'hold') {
return false;
}
// Check confidence threshold
return analysis.confidence >= levelConfig.minConfidence;
}
/**
* Emit custom event
* @param {string} eventName - Event name
* @param {*} data - Event data
*/
emitEvent(eventName, data) {
window.dispatchEvent(new CustomEvent(`tradingSystem:${eventName}`, {
detail: data
}));
}
/**
* Update system configuration
* @param {Object} newConfig - New configuration
*/
updateConfig(newConfig) {
const needsRestart = this.isRunning && (
newConfig.symbol !== this.config.symbol ||
newConfig.interval !== this.config.interval
);
// Update configuration
Object.assign(this.config, newConfig);
// Update components
if (newConfig.symbol || newConfig.strategy || newConfig.interval) {
this.monitor.updateConfig({
symbol: this.config.symbol,
strategy: this.config.strategy,
interval: this.config.interval
});
}
if (newConfig.notificationChannels || newConfig.telegram) {
this.notificationManager.updateConfig({
channels: this.config.notificationChannels,
telegram: this.config.telegram
});
}
// Restart if necessary
if (needsRestart) {
this.stop();
this.start();
}
}
/**
* Get current system status
* @returns {Object} System status
*/
getStatus() {
return {
isRunning: this.isRunning,
config: this.config,
monitorStatus: this.monitor.getStatus(),
currentRegime: this.currentRegime,
lastAnalysis: this.lastAnalysis,
performanceStats: this.getPerformanceStats()
};
}
/**
* Get performance statistics
* @returns {Object} Performance stats
*/
getPerformanceStats() {
const runtime = this.performanceStats.startTime
? Date.now() - this.performanceStats.startTime
: 0;
return {
...this.performanceStats,
runtime,
runtimeFormatted: this.formatDuration(runtime),
successRate: this.performanceStats.totalSignals > 0
? (this.performanceStats.successfulSignals / this.performanceStats.totalSignals) * 100
: 0
};
}
/**
* Format duration in milliseconds
* @param {number} ms - Duration in milliseconds
* @returns {string} Formatted duration
*/
formatDuration(ms) {
const seconds = Math.floor(ms / 1000);
const minutes = Math.floor(seconds / 60);
const hours = Math.floor(minutes / 60);
const days = Math.floor(hours / 24);
if (days > 0) return `${days}d ${hours % 24}h`;
if (hours > 0) return `${hours}h ${minutes % 60}m`;
if (minutes > 0) return `${minutes}m ${seconds % 60}s`;
return `${seconds}s`;
}
/**
* Test all components
* @returns {Promise<Object>} Test results
*/
async test() {
console.log('[IntegratedSystem] Running system test...');
const results = {
monitor: false,
notifications: false,
regimeDetection: false,
strategy: false
};
try {
// Test monitor
const monitorStatus = this.monitor.getStatus();
results.monitor = !!monitorStatus;
// Test notifications
const notifResult = await this.notificationManager.test();
results.notifications = notifResult.success;
// Test regime detection with sample data
const sampleData = this.generateSampleData();
const regimeResult = this.regimeDetector.detectRegime(sampleData);
results.regimeDetection = !!regimeResult.regime;
// Test strategy analysis
const analysisResult = await this.performAnalysis(sampleData);
results.strategy = !!analysisResult.signal;
console.log('[IntegratedSystem] Test results:', results);
return {
success: Object.values(results).every(r => r),
results
};
} catch (error) {
console.error('[IntegratedSystem] Test error:', error);
return {
success: false,
results,
error: error.message
};
}
}
/**
* Generate sample data for testing
* @returns {Array<Object>} Sample OHLCV data
*/
generateSampleData() {
const data = [];
let price = 50000;
for (let i = 0; i < 100; i++) {
const volatility = price * 0.02;
const open = price + (Math.random() - 0.5) * volatility;
const close = open + (Math.random() - 0.5) * volatility;
const high = Math.max(open, close) + Math.random() * volatility * 0.5;
const low = Math.min(open, close) - Math.random() * volatility * 0.5;
const volume = Math.random() * 1000000;
data.push({
timestamp: Date.now() - (99 - i) * 3600000,
open, high, low, close, volume
});
price = close;
}
return data;
}
/**
* Get available strategies
* @returns {Object} Available strategies
*/
static getAvailableStrategies() {
return {
advanced: ADVANCED_STRATEGIES_V2,
hybrid: HYBRID_STRATEGIES
};
}
/**
* Get market regimes
* @returns {Object} Market regimes
*/
static getMarketRegimes() {
return MARKET_REGIMES;
}
}
export default IntegratedTradingSystem;
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