george
2be8b491d0
- Grid strategy with survival-gated spacing and depth - Full 60% drop simulation for all survival checks - Calibration report with auto-updating survival threshold - Transaction history sync from Capital.com - Dip mode with bottom-two TP rules
241 lines
8.9 KiB
Markdown
241 lines
8.9 KiB
Markdown
# MAXBOT — Full Context Prompt
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Paste this at the start of any new conversation to restore full context.
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---
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## What this is
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A live grid trading bot running on Ubuntu server (portainer.local), trading
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TSLA CFDs on Capital.com. Written in Python, running as a systemd service.
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Account owner: George, UK retail account, GBP, 5:1 leverage (20% margin).
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---
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## Project structure
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```
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~/maxbot/
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bot.py — main entry point, loop, startup audit, CLI
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config.py — ALL settings (edit this for day-to-day changes)
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client.py — Capital.com REST API calls
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state.py — account state snapshot, field access helpers
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calculator.py — grid maths, survival check, tier lookups
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grid.py — order management logic (gap-filling, TP rules, dip mode)
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actions.py — dry/confirm/live action handler with visible logging
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calibration.py — startup calibration report, history sync
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fetch_history.py — fetches full Capital.com transaction history to SQLite
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data/history.db — SQLite: all trades, swaps, deposits from Jan 2021
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logs/
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bot.log — full detail every loop
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actions.log — actions only (orders placed/cancelled/TP changes)
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calibration.log — startup calibration reports
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fetch_history.log
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```
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---
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## The trading strategy
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**Instrument:** TSLA CFD on Capital.com (UK retail, GBP account)
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**Type:** Grid / mean-reversion dip buying
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1. Bot places limit buy orders BELOW current price at regular intervals
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2. When TSLA dips, orders fill automatically
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3. Each position has a take profit set to return exactly £1.00 (0.2 shares)
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or £0.50 (0.1 shares)
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4. Take profit is set as an ABSOLUTE PRICE LEVEL (not amount/distance)
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Formula: tp_pct = (profit_gbp * gbpusd / size) / entry_price
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tp_price = entry_price * (1 + tp_pct)
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5. Positions close automatically at take profit
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6. Strategy works as long as TSLA doesn't drop catastrophically and
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long-term price grows
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**Position sizes:**
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- 0.2 shares: below SIZE_SMALL_THRESHOLD (highest_open * 0.95)
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- 0.1 shares: within top 5% of highest open price (expensive overnight)
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**Profit targets (configurable in config.py):**
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- TP_PROFIT_LARGE = 1.00 (£1.00 for 0.2 share positions)
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- TP_PROFIT_SMALL = 0.50 (£0.50 for 0.1 share positions)
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---
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## Grid logic
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**Anchor:** Grid starts just below the LOWEST OPEN POSITION (not current
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price). This prevents churn from minute-to-minute price movements. Grid
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only shifts when a position actually fills.
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**Normal mode** (price within 25% of highest open):
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- Anchor = lowest open position
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- Grid fills below anchor, queue_depth orders maintained
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**Dip mode** (price dropped 25%+ from highest open):
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- Lowest open position has TP DISABLED (manual close only)
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- Anchor = second lowest open position (lowest with TP)
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- Grid fills below anchor
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- Also fills gaps between no-TP position and anchor if spacing fits
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- No orders placed at or above anchor or no-TP position
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**Grid floor:** Always fixed at 60% drop from highest open position.
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Floor = highest_open * 0.40. Never changes regardless of other settings.
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**Queue depth:** Always maintain exactly QUEUE_DEPTH pending orders
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in the grid window. Scan for gaps anywhere (not just bottom) and fill them.
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Cancel orders outside the window.
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---
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## Bottom-two position rule
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Only activates when price drops 25%+ from highest open:
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- Lowest open position → TP DISABLED (manual close, holds for max recovery)
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- Second lowest → TP ENABLED at standard level
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- When new lower position opens → re-evaluate bottom two
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---
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## Survival system (CRITICAL — everything depends on this)
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**The survival check simulates a FULL 60% drop from highest open position.**
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It does NOT just check current orders. It simulates:
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1. All existing open positions
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2. ALL grid levels from lowest existing down to floor (no depth cap)
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— because in a real crash, every level fills on the way down
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Formula:
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- Floor = highest_open * 0.40
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- For each level: margin = price * size * 0.20 / gbpusd
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- For each level: unrealised_loss = (floor - price) * size / gbpusd
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- equity_at_floor = current_equity + sum(unrealised_losses)
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- margin_level_at_floor = equity_at_floor / total_margin * 100
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- SAFE if margin_level_at_floor >= 50% (Capital.com closeout threshold)
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**Capital.com margin stages:**
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- >100%: normal
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- ≤100%: warning 1 — bot stops placing orders
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- ≤75%: warning 2 — urgent
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- ≤50%: auto closeout — Capital.com closes positions
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**SURVIVAL_DROP_PCT in config.py:** This is the bot's operational setting.
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It auto-steps (30→35→40→45→50→55→60%) as equity grows. It does NOT
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control grid depth — the grid always goes to 60% floor regardless.
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SURVIVAL_DROP_PCT is used to gate order placement in the main loop.
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**Auto-update:** Calibration checks max safe % each startup. If account
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can survive a higher milestone, config.py is auto-updated.
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---
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## Grid tier upgrades (survival-gated)
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**ORDER OF OPERATIONS — strictly enforced:**
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1. Survival check first (always, against full 60% simulation)
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2. Spacing tightens second (only when 60% survival passes at tighter spacing)
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3. Depth increases third (only after spacing tightened AND 60% survival passes)
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Spacing tiers (config.py SPACING_TIERS):
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- £600: 1.5% (base)
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- £800: 1.2% (only if 60% survival passes at 1.2%)
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- £1100: 1.0%
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- £1500: 0.8%
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Queue depth tiers (config.py QUEUE_TIERS):
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- (£600, 10 orders, requires 1.5% spacing)
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- (£900, 12 orders, requires 1.2% spacing first)
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- (£1200, 15 orders, requires 1.0% spacing first)
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- (£1500, 18 orders, requires 0.8% spacing first)
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Depth NEVER increases until spacing has already tightened to required level.
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Spacing NEVER tightens until full 60% drop simulation passes.
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---
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## Calibration report (runs every startup)
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Sections in logic order:
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1. ACCOUNT — equity, margin, positions, deposits
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2. SURVIVAL — max safe %, progress to 60%, auto-update status
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3. GRID — current spacing/depth, next upgrade status (survival-gated)
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4. TSLA PERFORMANCE — trades, profit, fees, monthly trend (from Jan 2024)
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5. MILESTONES — £1k, £10k, £100k, £1M with ETA based on real profit rate
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Deposit detection: auto-detects weekly average from Capital.com history
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(last 12 weeks, needs 3+ deposits). Falls back to WEEKLY_DEPOSIT_GBP
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in config.py.
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History sync: fetch_history.py runs incrementally on every startup,
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fetching only new days since last run. Uses /history/transactions endpoint.
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3 second delay to avoid Capital.com session rate limit (429).
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---
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## Operating modes
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```
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python3 bot.py --mode dryrun # reads everything, prints what it would do, no actions
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python3 bot.py --mode confirm # asks y/n before every action
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python3 bot.py --mode live # fully autonomous
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```
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Service: systemd, auto-restart, credentials in ~/maxbot/.env
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---
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## Capital.com API notes
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- Field names (verified against live API):
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Orders: workingOrderData.orderLevel, orderSize, dealId
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Positions: position.level, position.size, position.profitLevel, position.dealId
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Account: accounts[].balance.balance (equity), .deposit (funds), .available
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Price: snapshot.bid, snapshot.offer
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- Session tokens expire after 10 minutes, refresh at 9 minutes
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- Rate limit: 1 request per 0.1s for order operations
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- POST /session: 1 request/second limit
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- TP is sent as profitLevel (absolute price), displays as "Price level" in UI
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- No custom order tags/references available in API
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---
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## Current state (as of May 27 2026)
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- Equity: ~£664
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- Highest open position: $450.02
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- Max safe survival: 40% drop
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- SURVIVAL_DROP_PCT: 40%
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- Grid: 1.5% spacing, 10 orders, FROZEN until 60% survival met
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- Account open: Jan 28 2021
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- Current strategy start: Jan 2024
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- Trades (Jan 2024+): 407, profit £484, fees -£74, net £409
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- Blended daily rate: £2.67/day
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- Next milestone: £1,000 equity (~126 days at current rate)
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- Weekly deposits: none detected yet (last deposit May 26 2026)
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---
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## Planned future features (not yet built)
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1. Telegram alerts — fills, closures, margin warnings
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2. Auto survival threshold stepping already done
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3. Claude AI integration — consult Claude on edge cases
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4. Web dashboard — browser view of positions, grid, P&L
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5. ProQuant-style backtester — test strategies against TSLA history
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(data already in history.db, S&P500/NASDAQ planned as context)
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6. US100 and S&P500 as secondary instruments (future)
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---
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## Key design decisions made
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- Grid floor FIXED at 60% — never changes, decoupled from SURVIVAL_DROP_PCT
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- TP as price level % of entry (not fixed dollar, not fixed % of current price)
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- Grid anchored to lowest OPEN POSITION (not current price) — prevents churn
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- Survival always simulates FULL grid to floor (no depth cap) — honest
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- Spacing frozen until 60% survival passes — safety before profit frequency
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- Depth requires spacing first — correct order of operations
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- History uses /history/transactions not /history/activity (richer data)
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- Deposits filtered from Jan 1 2024 onwards (new strategy era)
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- SURVIVAL_DROP_PCT auto-steps in config.py via calibration — no manual edits
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