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my-project-public — gitlawb

#1	/**
#2	* ooda/state.ts — Position book + paper PnL accounting
#3	*
#4	* This is the authoritative in-memory state for one loop run.
#5	* Persistence lives in journal/ticks.jsonl (append-only).
#6	* State is reconstructed from scratch on restart by replaying the journal.
#7	*/
#8
#9	export type Side = 'long' \| 'short';
#10
#11	export interface Position {
#12	id: string;
#13	side: Side;
#14	/** Entry price in lamports-per-unit */
#15	entry_price: number;
#16	/** Size in lamports */
#17	size_lamports: number;
#18	/** Tick number when opened */
#19	opened_at_tick: number;
#20	/** ISO timestamp when opened */
#21	opened_at: string;
#22	}
#23
#24	export interface Book {
#25	positions: Position[];
#26	cash_lamports: number;
#27	}
#28
#29	export interface Candle {
#30	t: string; // ISO-8601
#31	o: number; // open price (lamports per unit, normalised)
#32	h: number;
#33	l: number;
#34	c: number; // close price
#35	v: number; // volume
#36	}
#37
#38	export interface State {
#39	tick: number;
#40	book: Book;
#41	candles: Candle[];
#42	consecutive_losses: number;
#43	total_pnl_lamports: number;
#44	total_trades: number;
#45	}
#46
#47	export function createState(startingCash = 10_000_000): State {
#48	return {
#49	tick: 0,
#50	book: { positions: [], cash_lamports: startingCash },
#51	candles: [],
#52	consecutive_losses: 0,
#53	total_pnl_lamports: 0,
#54	total_trades: 0,
#55	};
#56	}
#57
#58	export function openPosition(state: State, side: Side, size_lamports: number, currentPrice: number): Position {
#59	const id = `pos-${state.tick}-${Date.now()}`;
#60	const pos: Position = {
#61	id,
#62	side,
#63	entry_price: currentPrice,
#64	size_lamports,
#65	opened_at_tick: state.tick,
#66	opened_at: new Date().toISOString(),
#67	};
#68	state.book.positions.push(pos);
#69	state.book.cash_lamports -= size_lamports;
#70	return pos;
#71	}
#72
#73	export function closePosition(state: State, positionId: string, currentPrice: number): number {
#74	const idx = state.book.positions.findIndex(p => p.id === positionId);
#75	if (idx === -1) throw new Error(`position ${positionId} not found`);
#76	const pos = state.book.positions[idx]!;
#77
#78	// PnL: for long, profit if price rose; for short, profit if price fell
#79	const priceDelta = currentPrice - pos.entry_price;
#80	const units = pos.size_lamports / pos.entry_price;
#81	const rawPnl = pos.side === 'long'
#82	? units * priceDelta
#83	: units * -priceDelta;
#84	const pnl = Math.round(rawPnl);
#85
#86	state.book.positions.splice(idx, 1);
#87	state.book.cash_lamports += pos.size_lamports + pnl;
#88	state.total_pnl_lamports += pnl;
#89	state.total_trades += 1;
#90
#91	if (pnl < 0) {
#92	state.consecutive_losses += 1;
#93	} else {
#94	state.consecutive_losses = 0;
#95	}
#96
#97	return pnl;
#98	}
#99
#100	/** Unrealised PnL for open positions at current price */
#101	export function unrealisedPnl(state: State, currentPrice: number): number {
#102	return state.book.positions.reduce((sum, pos) => {
#103	const units = pos.size_lamports / pos.entry_price;
#104	const delta = currentPrice - pos.entry_price;
#105	const pnl = pos.side === 'long' ? units * delta : units * -delta;
#106	return sum + pnl;
#107	}, 0);
#108	}
#109

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