📈 Autonomous Trading
Overview
Eliza's autonomous trading system enables automated token trading on the Solana blockchain. The system integrates with Jupiter aggregator for efficient swaps, implements smart order routing, and includes risk management features.
Core Components
Token Provider
Manages token information and market data:
class TokenProvider {
constructor(
private tokenAddress: string,
private walletProvider: WalletProvider,
) {
this.cache = new NodeCache({ stdTTL: 300 }); // 5 minutes cache
}
async fetchPrices(): Promise<Prices> {
const { SOL, BTC, ETH } = TOKEN_ADDRESSES;
// Fetch current prices
return {
solana: { usd: "0" },
bitcoin: { usd: "0" },
ethereum: { usd: "0" },
};
}
async getProcessedTokenData(): Promise<ProcessedTokenData> {
return {
security: await this.fetchTokenSecurity(),
tradeData: await this.fetchTokenTradeData(),
holderDistributionTrend: await this.analyzeHolderDistribution(),
highValueHolders: await this.filterHighValueHolders(),
recentTrades: await this.checkRecentTrades(),
dexScreenerData: await this.fetchDexScreenerData(),
};
}
}
Swap Execution
Implementation of token swaps using Jupiter:
async function swapToken(
connection: Connection,
walletPublicKey: PublicKey,
inputTokenCA: string,
outputTokenCA: string,
amount: number,
): Promise<any> {
// Get token decimals
const decimals = await getTokenDecimals(connection, inputTokenCA);
const adjustedAmount = amount * 10 ** decimals;
// Fetch quote
const quoteResponse = await fetch(
`https://quote-api.jup.ag/v6/quote?inputMint=${inputTokenCA}` +
`&outputMint=${outputTokenCA}` +
`&amount=${adjustedAmount}` +
`&slippageBps=50`,
);
// Execute swap
const swapResponse = await fetch("https://quote-api.jup.ag/v6/swap", {
method: "POST",
body: JSON.stringify({
quoteResponse: await quoteResponse.json(),
userPublicKey: walletPublicKey.toString(),
wrapAndUnwrapSol: true,
}),
});
return swapResponse.json();
}
Position Management
Order Book System
interface Order {
userId: string;
ticker: string;
contractAddress: string;
timestamp: string;
buyAmount: number;
price: number;
}
class OrderBookProvider {
async addOrder(order: Order): Promise<void> {
let orderBook = await this.readOrderBook();
orderBook.push(order);
await this.writeOrderBook(orderBook);
}
async calculateProfitLoss(userId: string): Promise<number> {
const orders = await this.getUserOrders(userId);
return orders.reduce((total, order) => {
const currentPrice = this.getCurrentPrice(order.ticker);
const pl = (currentPrice - order.price) * order.buyAmount;
return total + pl;
}, 0);
}
}
Position Sizing
async function calculatePositionSize(
tokenData: ProcessedTokenData,
riskLevel: "LOW" | "MEDIUM" | "HIGH",
): Promise<CalculatedBuyAmounts> {
const { liquidity, marketCap } = tokenData.dexScreenerData.pairs[0];
// Impact percentages based on liquidity
const impactPercentages = {
LOW: 0.01, // 1% of liquidity
MEDIUM: 0.05, // 5% of liquidity
HIGH: 0.1, // 10% of liquidity
};
return {
none: 0,
low: liquidity.usd * impactPercentages.LOW,
medium: liquidity.usd * impactPercentages.MEDIUM,
high: liquidity.usd * impactPercentages.HIGH,
};
}
Risk Management
Token Validation
async function validateToken(token: TokenPerformance): Promise<boolean> {
const security = await fetchTokenSecurity(token.tokenAddress);
// Red flags check
if (
security.rugPull ||
security.isScam ||
token.rapidDump ||
token.suspiciousVolume ||
token.liquidity.usd < 1000 || // Minimum $1000 liquidity
token.marketCap < 100000 // Minimum $100k market cap
) {
return false;
}
// Holder distribution check
const holderData = await fetchHolderList(token.tokenAddress);
const topHolderPercent = calculateTopHolderPercentage(holderData);
if (topHolderPercent > 0.5) {
// >50% held by top holders
return false;
}
return true;
}
Trade Management
interface TradeManager {
async executeTrade(params: {
inputToken: string,
outputToken: string,
amount: number,
slippage: number
}): Promise<string>;
async monitorPosition(params: {
tokenAddress: string,
entryPrice: number,
stopLoss: number,
takeProfit: number
}): Promise<void>;
async closePosition(params: {
tokenAddress: string,
amount: number
}): Promise<string>;
}
Market Analysis
Price Data Collection
async function collectMarketData(
tokenAddress: string,
): Promise<TokenTradeData> {
return {
price: await fetchCurrentPrice(tokenAddress),
volume_24h: await fetch24HourVolume(tokenAddress),
price_change_24h: await fetch24HourPriceChange(tokenAddress),
liquidity: await fetchLiquidity(tokenAddress),
holder_data: await fetchHolderData(tokenAddress),
trade_history: await fetchTradeHistory(tokenAddress),
};
}
Technical Analysis
function analyzeMarketConditions(tradeData: TokenTradeData): MarketAnalysis {
return {
trend: analyzePriceTrend(tradeData.price_history),
volume_profile: analyzeVolumeProfile(tradeData.volume_history),
liquidity_depth: analyzeLiquidityDepth(tradeData.liquidity),
holder_behavior: analyzeHolderBehavior(tradeData.holder_data),
};
}
Trade Execution
Swap Implementation
async function executeSwap(
runtime: IAgentRuntime,
input: {
tokenIn: string;
tokenOut: string;
amountIn: number;
slippage: number;
},
): Promise<string> {
// Prepare transaction
const { swapTransaction } = await getSwapTransaction(input);
// Sign transaction
const keypair = getKeypairFromPrivateKey(
runtime.getSetting("WALLET_PRIVATE_KEY"),
);
transaction.sign([keypair]);
// Execute swap
const signature = await connection.sendTransaction(transaction);
// Confirm transaction
await connection.confirmTransaction({
signature,
blockhash: latestBlockhash.blockhash,
lastValidBlockHeight: latestBlockhash.lastValidBlockHeight,
});
return signature;
}
DAO Integration
async function executeSwapForDAO(
runtime: IAgentRuntime,
params: {
inputToken: string;
outputToken: string;
amount: number;
},
): Promise<string> {
const authority = getAuthorityKeypair(runtime);
const [statePDA, walletPDA] = await derivePDAs(authority);
// Prepare instruction data
const instructionData = prepareSwapInstruction(params);
// Execute swap through DAO
return invokeSwapDao(
connection,
authority,
statePDA,
walletPDA,
instructionData,
);
}
Monitoring & Safety
Health Checks
async function performHealthChecks(): Promise<HealthStatus> {
return {
connection: await checkConnectionStatus(),
wallet: await checkWalletBalance(),
orders: await checkOpenOrders(),
positions: await checkPositions(),
};
}
Safety Limits
const SAFETY_LIMITS = {
MAX_POSITION_SIZE: 0.1, // 10% of portfolio
MAX_SLIPPAGE: 0.05, // 5% slippage
MIN_LIQUIDITY: 1000, // $1000 minimum liquidity
MAX_PRICE_IMPACT: 0.03, // 3% price impact
STOP_LOSS: 0.15, // 15% stop loss
};
Error Handling
Transaction Errors
async function handleTransactionError(
error: Error,
transaction: Transaction,
): Promise<void> {
if (error.message.includes("insufficient funds")) {
await handleInsufficientFunds();
} else if (error.message.includes("slippage tolerance exceeded")) {
await handleSlippageError(transaction);
} else {
await logTransactionError(error, transaction);
}
}
Recovery Procedures
async function recoverFromError(
error: Error,
context: TradingContext,
): Promise<void> {
// Stop all active trades
await stopActiveTrades();
// Close risky positions
await closeRiskyPositions();
// Reset system state
await resetTradingState();
// Notify administrators
await notifyAdministrators(error, context);
}