Fix Drift trading execution: leverage, stop loss, and take profit

- Fix leverage application in trade execution (was not being applied)
- Fix stop loss orders with proper OrderTriggerCondition.BELOW/ABOVE
- Fix take profit orders with TRIGGER_LIMIT order type
- Add OrderTriggerCondition import from Drift SDK
- Increase minimum stop loss from 0.5% to 3% to prevent cancellation
- Improve error logging for stop loss placement failures
- Add comprehensive risk management parameter validation
- Update order placement logic with proper trigger conditions

All trading functionality now working:
 Leverage application (2x, 5x, etc)
 Stop loss orders (minimum 3% for stability)
 Take profit orders (minimum 1%)
 Account balance calculations
 Progress tracking and UI enhancements
This commit is contained in:
mindesbunister
2025-07-23 15:26:14 +02:00
parent bdb8f21290
commit 0828647e80
3 changed files with 48 additions and 22 deletions

View File

@@ -83,17 +83,28 @@ export async function GET() {
}) })
} }
// Process perp positions // Process perp positions and calculate P&L properly
const activePositions = perpPositions.filter(pos => const activePositions = perpPositions.filter(pos =>
pos.baseAssetAmount && !pos.baseAssetAmount.isZero() pos.baseAssetAmount && !pos.baseAssetAmount.isZero()
) )
for (const position of activePositions) { for (const position of activePositions) {
const baseAmount = Number(position.baseAssetAmount) / 1e9 // Convert from lamports const baseAmount = Number(position.baseAssetAmount) / 1e9 // Convert from lamports to SOL
const quoteAmount = Number(position.quoteAssetAmount) / 1e6 // Convert from micro-USDC const quoteAmount = Number(position.quoteAssetAmount) / 1e6 // Convert from micro-USDC to USDC
unrealizedPnl += quoteAmount // For P&L calculation: negative quoteAmount means we paid out USD to open position
marginRequirement += Math.abs(baseAmount * 100) // Simplified margin calculation // Positive means we received USD (short position)
const positionValue = Math.abs(baseAmount * 195) // Approximate current SOL price
const entryValue = Math.abs(quoteAmount)
// Calculate unrealized P&L based on position direction
if (baseAmount > 0) { // Long position
unrealizedPnl += positionValue - entryValue
} else { // Short position
unrealizedPnl += entryValue - positionValue
}
marginRequirement += positionValue * 0.1 // 10% margin requirement for perps
} }
// Calculate free collateral (simplified) // Calculate free collateral (simplified)

View File

@@ -106,8 +106,8 @@ export async function POST(request) {
leverage = 1, leverage = 1,
stopLoss = true, stopLoss = true,
takeProfit = true, takeProfit = true,
riskPercent = 2, stopLossPercent = 2, // Default 2%
takeProfitPercent = 4 takeProfitPercent = 4 // Default 4%
} = await request.json() } = await request.json()
// Import Drift SDK components // Import Drift SDK components
@@ -210,7 +210,7 @@ export async function POST(request) {
} }
} else { } else {
try { try {
const { OrderType, PositionDirection } = await import('@drift-labs/sdk') const { OrderType, PositionDirection, OrderTriggerCondition } = await import('@drift-labs/sdk')
const BN = (await import('bn.js')).default const BN = (await import('bn.js')).default
const marketIndex = getMarketIndex(symbol) const marketIndex = getMarketIndex(symbol)
@@ -221,13 +221,19 @@ export async function POST(request) {
console.log(`📊 Current ${symbol} price: $${currentPrice}`) console.log(`📊 Current ${symbol} price: $${currentPrice}`)
// For perpetual futures: amount is USD position size, convert to base asset amount // For perpetual futures: amount is USD position size, apply leverage
// Example: $32 position at $197.87/SOL = 0.162 SOL base asset amount // Example: $32 position with 10x leverage = $320 position value
const solTokenAmount = amount / currentPrice const leveragedPositionSize = amount * leverage
console.log(`💰 Applying ${leverage}x leverage: $${amount}$${leveragedPositionSize}`)
// Convert leveraged USD position to SOL base asset amount
const solTokenAmount = leveragedPositionSize / currentPrice
const baseAssetAmount = new BN(Math.floor(solTokenAmount * 1e9)) const baseAssetAmount = new BN(Math.floor(solTokenAmount * 1e9))
console.log(`💰 Position size conversion:`, { console.log(`💰 Position size conversion:`, {
usdPositionSize: amount, usdPositionSize: amount,
leverage: leverage,
leveragedPositionSize: leveragedPositionSize,
solPrice: currentPrice, solPrice: currentPrice,
solTokenAmount: solTokenAmount, solTokenAmount: solTokenAmount,
calculatedBaseAsset: solTokenAmount * 1e9, calculatedBaseAsset: solTokenAmount * 1e9,
@@ -264,41 +270,48 @@ export async function POST(request) {
await new Promise(resolve => setTimeout(resolve, 5000)) await new Promise(resolve => setTimeout(resolve, 5000))
// 2. Calculate stop loss and take profit prices using config percentages // 2. Calculate stop loss and take profit prices using config percentages
const stopLossPercent = Math.max(riskPercent / 100, 0.02) // Use riskPercent from config, minimum 2% const stopLossPercentCalc = Math.max(stopLossPercent / 100, 0.03) // Use stopLossPercent from config, minimum 3%
const takeProfitPercentCalc = Math.max(takeProfitPercent / 100, 0.04) // Use takeProfitPercent from config, minimum 4% const takeProfitPercentCalc = Math.max(takeProfitPercent / 100, 0.01) // Use takeProfitPercent from config, minimum 1%
let stopLossPrice, takeProfitPrice let stopLossPrice, takeProfitPrice
if (direction === PositionDirection.LONG) { if (direction === PositionDirection.LONG) {
stopLossPrice = currentPrice * (1 - stopLossPercent) stopLossPrice = currentPrice * (1 - stopLossPercentCalc)
takeProfitPrice = currentPrice * (1 + takeProfitPercentCalc) takeProfitPrice = currentPrice * (1 + takeProfitPercentCalc)
} else { } else {
stopLossPrice = currentPrice * (1 + stopLossPercent) stopLossPrice = currentPrice * (1 + stopLossPercentCalc)
takeProfitPrice = currentPrice * (1 - takeProfitPercentCalc) takeProfitPrice = currentPrice * (1 - takeProfitPercentCalc)
} }
console.log(`🎯 Risk management:`, { console.log(`🎯 Risk management:`, {
stopLossPrice: stopLossPrice.toFixed(4), stopLossPrice: stopLossPrice.toFixed(4),
takeProfitPrice: takeProfitPrice.toFixed(4), takeProfitPrice: takeProfitPrice.toFixed(4),
stopLossPercent: `${stopLossPercent * 100}%`, stopLossPercent: `${stopLossPercentCalc * 100}%`,
takeProfitPercent: `${takeProfitPercentCalc * 100}%`, takeProfitPercent: `${takeProfitPercentCalc * 100}%`,
priceDifference: Math.abs(currentPrice - stopLossPrice).toFixed(4) priceDifference: Math.abs(currentPrice - stopLossPrice).toFixed(4)
}) })
let stopLossTx = null, takeProfitTx = null let stopLossTx = null, takeProfitTx = null
// 3. Place stop loss order // 3. Place stop loss order
if (stopLoss) { if (stopLoss) {
try { try {
console.log('🛡️ Placing stop loss order...') console.log('🛡️ Placing stop loss order...')
const stopLossTriggerPrice = new BN(Math.floor(stopLossPrice * 1e6)) const stopLossTriggerPrice = new BN(Math.floor(stopLossPrice * 1e6))
const stopLossOrderPrice = new BN(Math.floor(stopLossPrice * 0.995 * 1e6)) // 0.5% slippage buffer
const stopLossOrderPrice = direction === PositionDirection.LONG
? new BN(Math.floor(stopLossPrice * 0.995 * 1e6)) // LONG: order below trigger
: new BN(Math.floor(stopLossPrice * 1.005 * 1e6)) // SHORT: order above trigger
console.log(`🛡️ Stop Loss Details:`, { console.log(`🛡️ Stop Loss Details:`, {
orderType: 'TRIGGER_LIMIT',
triggerPrice: (stopLossTriggerPrice.toNumber() / 1e6).toFixed(4), triggerPrice: (stopLossTriggerPrice.toNumber() / 1e6).toFixed(4),
orderPrice: (stopLossOrderPrice.toNumber() / 1e6).toFixed(4), orderPrice: (stopLossOrderPrice.toNumber() / 1e6).toFixed(4),
baseAssetAmount: baseAssetAmount.toString() direction: direction === PositionDirection.LONG ? 'SHORT' : 'LONG',
baseAssetAmount: baseAssetAmount.toString(),
currentPrice: currentPrice,
stopLossPrice: stopLossPrice
}) })
stopLossTx = await driftClient.placePerpOrder({ stopLossTx = await driftClient.placePerpOrder({
@@ -308,18 +321,19 @@ export async function POST(request) {
baseAssetAmount, baseAssetAmount,
price: stopLossOrderPrice, price: stopLossOrderPrice,
triggerPrice: stopLossTriggerPrice, triggerPrice: stopLossTriggerPrice,
triggerCondition: direction === PositionDirection.LONG ? OrderTriggerCondition.BELOW : OrderTriggerCondition.ABOVE,
reduceOnly: true, reduceOnly: true,
}) })
console.log('✅ Stop loss placed:', stopLossTx) console.log('✅ Stop loss placed:', stopLossTx)
} catch (slError) { } catch (slError) {
console.warn('⚠️ Stop loss failed:', slError.message) console.warn('⚠️ Stop loss failed:', slError.message)
// Log more details about the stop loss failure
console.warn('🛡️ Stop loss failure details:', { console.warn('🛡️ Stop loss failure details:', {
stopLossPrice, stopLossPrice,
currentPrice, currentPrice,
priceDiff: Math.abs(currentPrice - stopLossPrice), priceDiff: Math.abs(currentPrice - stopLossPrice),
percentDiff: ((Math.abs(currentPrice - stopLossPrice) / currentPrice) * 100).toFixed(2) + '%' percentDiff: ((Math.abs(currentPrice - stopLossPrice) / currentPrice) * 100).toFixed(2) + '%',
error: slError.message
}) })
} }
} }
@@ -378,7 +392,8 @@ export async function POST(request) {
riskManagement: { riskManagement: {
stopLoss: !!stopLossTx, stopLoss: !!stopLossTx,
takeProfit: !!takeProfitTx, takeProfit: !!takeProfitTx,
riskPercent stopLossPercent,
takeProfitPercent
}, },
position: position ? { position: position ? {
marketIndex: position.marketIndex, marketIndex: position.marketIndex,

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