@omnifolio/trading-calc

Zero-dependency trading position calculators for Forex, Crypto, Options & Futures.

Built by the OmniFolio team. Battle-tested in production.

Install

npm install @omnifolio/trading-calc

Quick Start

import {
  calculateForexPosition,
  calculateCryptoPosition,
  blackScholesCall,
  kellyCalculator,
} from '@omnifolio/trading-calc';

// Forex: How many lots can I trade with 1% risk?
const forex = calculateForexPosition({
  accountBalance: 10_000,
  riskPercentage: 1,
  stopLossPips: 50,
  pair: 'EURUSD',
  leverage: 100,
});
console.log(forex.lotSize);       // 0.2
console.log(forex.potentialLoss); // ~$100

// Crypto: Leveraged BTC position with liquidation price
const crypto = calculateCryptoPosition({
  accountBalance: 5_000,
  riskPercentage: 2,
  entryPrice: 65_000,
  stopLossPrice: 63_000,
  leverage: 10,
  marginType: 'isolated',
});
console.log(crypto.liquidationPrice); // ~$58,760
console.log(crypto.quantity);         // BTC quantity to buy

// Options: Black-Scholes call pricing
const callPrice = blackScholesCall(100, 100, 1, 0.05, 0.20);
console.log(callPrice); // ~$10.45

// Risk: Kelly criterion position sizing
const kellyPct = kellyCalculator(0.55, 200, 100);
console.log(kellyPct); // recommended % of capital to risk

API

Forex

| Function | Description | |---|---| | calculatePipValue(pair, lotSize, currency?, rate?) | Pip value in account currency | | calculateForexPosition(params) | Full position sizing with risk/reward | | calculateForexMargin(lotSize, leverage, rate?) | Margin requirement | | convertLotSize(lots, from, to) | Convert between standard/mini/micro |

Crypto

| Function | Description | |---|---| | calculateCryptoPosition(params) | Position sizing with liquidation price (isolated & cross margin) | | calculateFundingRate(notional, rate, hours) | Perpetual futures funding cost |

Options

| Function | Description | |---|---| | calculateOptionsPosition(params) | Cost, breakeven, max profit/loss | | blackScholesCall(S, K, T, r, σ) | European call option pricing |

Futures

| Function | Description | |---|---| | calculateFuturesPosition(params) | Contract sizing with margin and risk/reward |

Risk Management

| Function | Description | |---|---| | calculateRiskMetrics(params) | Comprehensive risk analysis for any position | | kellyCalculator(winRate, avgWin, avgLoss) | Kelly criterion optimal bet size (capped at 25%) | | fixedRatioPositionSize(balance, delta, profits, contracts) | Ryan Jones fixed-ratio method | | volatilityBasedPositionSize(balance, risk%, atr, price) | ATR-based position sizing | | calculateSharpeRatio(returns, riskFreeRate?) | Risk-adjusted return metric |

Utilities

| Function | Description | |---|---| | calculatePnL(params) | Profit/loss for long or short with optional leverage | | calculateROI(initial, current) | Return on investment percentage | | formatCurrency(amount, currency?, decimals?) | Currency string formatting |

Types

All interfaces and types are fully exported:

import type {
  AccountCurrency,    // 'USD' | 'EUR' | 'GBP' | 'JPY' | 'AUD' | 'CAD' | 'CHF'
  MarginType,         // 'isolated' | 'cross'
  PositionSide,       // 'long' | 'short'
  ForexCalculation,
  CryptoCalculation,
  OptionsCalculation,
  FuturesCalculation,
  RiskManagement,
} from '@omnifolio/trading-calc';

License

MIT — built by OmniFolio