position-calculator

DCA-based position calculator with stage-based dynamic Take Profit for LONG and SHORT. Focused on explicit risk budgeting per level and configurable rounding precision.

Install

npm i position-calculator

Quick start (ESM)

import PositionCalculator, { PositionCalculator as PositionCalculatorNamed } from "position-calculator";

// Both default and named imports are available
const calc = new PositionCalculator({
  riskPercent: 0.10,
  weights: [1, 3, 5],
  targetProfitPercents: [0.0211, 0.0209, 0.0253],
  feePerUnit: 0,
  qtyPrecision: 1,
  pricePrecision: 4
});

const result = calc.calculate({
  side: "LONG",
  limit: 4658,
  tp: 4757,    // Initial TP for the 1st stage
  sl: 4556,
  leverage: 30,
  accountSize: 321000,
  limit1: 4622,
  limit2: 4590
});

console.log(result);

Usage (CommonJS)

const { PositionCalculator } = require("position-calculator");

const calc = new PositionCalculator();
const res = calc.calculate({
  side: "SHORT",
  limit: 4750,
  tp: 4680,
  sl: 4820,
  leverage: 20,
  accountSize: 100000
});

console.log(res);

API

• Types:

  • Side: "LONG" | "SHORT"
  • CalcInput:
    • side: position side.
    • limit: price for the 1st level (required).
    • tp: Take Profit price for the 1st level (required; subsequent TPs are computed).
    • sl: Stop Loss price (required).
    • leverage: leverage (> 0).
    • accountSize: account size (> 0).
    • limit1, limit2: additional entry levels (optional).
    • riskPercent: total account risk (0–1), default 0.10.
    • weights: per-level weights, default [1, 3, 5].
    • targetProfitPercents: per-stage profit targets (0–1), default [0.02, 0.02, 0.02].
    • feePerUnit: linear fee per unit, default 0.
    • qtyPrecision: decimal places for quantities, default 1.
    • pricePrecision: decimal places for prices, default 4.
  • LegResult (per level):
    • price: level price.
    • qty: quantity at the level.
    • takeProfit: target exit price for that stage.
    • takeProfitAmount: profit target in currency.
    • takeProfitPercent: profit target as % of account.
    • stopLoss: SL price.
    • leverage: used leverage.

• Class: new PositionCalculator(defaults?)

  • defaults may override: riskPercent, weights, targetProfitPercents, feePerUnit, qtyPrecision, pricePrecision.

• Method: calculate(input: CalcInput): LegResult[]

Sample output (partial)

[
  {
    "price": 4658,
    "qty": 100.0,
    "takeProfit": 4757.0,
    "takeProfitAmount": 6762.0,
    "takeProfitPercent": 2.11,
    "stopLoss": 4556,
    "leverage": 30
  },
  { "price": 4622, "qty": 300.0, "takeProfit": 4761.3, "takeProfitAmount": 6722.3, ... },
  { "price": 4590, "qty": 500.0, "takeProfit": 4778.4, "takeProfitAmount": 8135.55, ... }
]

Notes:

• The first takeProfit is fixed to the provided tp; subsequent TPs are computed to meet each stage's profit target.
• Per-level quantities follow the overall risk budget (riskPercent * accountSize) weighted by weights and distance to sl.

Precision and fees

• qtyPrecision and pricePrecision control final rounding.
• feePerUnit adds linear per-unit cost into the TP math.

Common errors

• Missing valid levels: at least limit is required.
• sl on the wrong side of the price (distance to SL must be > 0 for all levels).
• accountSize and leverage must be > 0.
• riskPercent must be in (0, 1).
• weights and targetProfitPercents must match the active level count and contain values > 0.

TypeScript

Types are shipped under dist/types. Works out of the box.

License

MIT