Fix position sizing and stop loss placement issues

- Fixed insufficient collateral error by implementing proper position sizing
- Added balance fetching before trade decisions for accurate calculations
- Implemented minimum order size enforcement (0.01 SOL for Drift)
- Improved stop loss placement with 2% minimum risk and better error logging
- Enhanced risk management with conservative slippage buffers
- Fixed 'Order Amount Too Small' errors by ensuring minimum order requirements

Position sizing now:
- Uses actual Drift account balance (5.69)
- Calculates appropriate position size based on risk percentage
- Ensures minimum 0.01 SOL order size for Drift compatibility
- Provides detailed calculation logging for debugging
This commit is contained in:
mindesbunister
2025-07-22 17:29:41 +02:00
parent 9114c50678
commit 9e93bacdf2
3 changed files with 195 additions and 7 deletions

View File

@@ -0,0 +1,163 @@
import { NextResponse } from 'next/server'
import { executeWithFailover, getRpcStatus } from '../../../../lib/rpc-failover.js'
export async function GET() {
try {
console.log('📋 Getting Drift open orders...')
// Log RPC status
const rpcStatus = getRpcStatus()
console.log('🌐 RPC Status:', rpcStatus)
// Check if environment is configured
if (!process.env.SOLANA_PRIVATE_KEY) {
return NextResponse.json({
success: false,
error: 'Drift not configured - missing SOLANA_PRIVATE_KEY'
}, { status: 400 })
}
// Execute orders check with RPC failover
const result = await executeWithFailover(async (connection) => {
// Import Drift SDK components
const { DriftClient, initialize } = await import('@drift-labs/sdk')
const { Keypair } = await import('@solana/web3.js')
const { AnchorProvider, BN } = await import('@coral-xyz/anchor')
const privateKeyArray = JSON.parse(process.env.SOLANA_PRIVATE_KEY)
const keypair = Keypair.fromSecretKey(new Uint8Array(privateKeyArray))
// Use the correct Wallet class from @coral-xyz/anchor/dist/cjs/nodewallet
const { default: NodeWallet } = await import('@coral-xyz/anchor/dist/cjs/nodewallet.js')
const wallet = new NodeWallet(keypair)
// Initialize Drift SDK
const env = 'mainnet-beta'
const sdkConfig = initialize({ env })
const driftClient = new DriftClient({
connection,
wallet,
programID: sdkConfig.DRIFT_PROGRAM_ID,
opts: {
commitment: 'confirmed',
},
})
try {
await driftClient.subscribe()
console.log('✅ Connected to Drift for orders check')
// Check if user has account
let userAccount
try {
userAccount = await driftClient.getUserAccount()
} catch (accountError) {
await driftClient.unsubscribe()
throw new Error('No Drift user account found. Please initialize your account first.')
}
// Get open orders
const orders = userAccount.orders || []
// Show ALL orders for debugging - not just status 0
const allOrders = orders.filter(order =>
!order.baseAssetAmount.isZero() // Only filter out empty orders
)
console.log(`📋 Found ${allOrders.length} total orders (${orders.length} order slots)`)
// Debug: log all order statuses
const statusCounts = orders.reduce((acc, order) => {
acc[order.status] = (acc[order.status] || 0) + 1
return acc
}, {})
console.log('📊 Order status breakdown:', statusCounts)
const formattedOrders = allOrders.map(order => {
const marketIndex = order.marketIndex
const symbol = ['SOL', 'BTC', 'ETH', 'APT', 'AVAX', 'BNB', 'MATIC', 'ARB', 'DOGE', 'OP'][marketIndex] || `UNKNOWN_${marketIndex}`
let orderType = 'UNKNOWN'
switch (order.orderType) {
case 0: orderType = 'MARKET'; break
case 1: orderType = 'LIMIT'; break
case 2: orderType = 'TRIGGER_MARKET'; break
case 3: orderType = 'TRIGGER_LIMIT'; break
case 4: orderType = 'ORACLE'; break
}
let direction = 'UNKNOWN'
switch (order.direction) {
case 0: direction = 'LONG'; break
case 1: direction = 'SHORT'; break
}
return {
orderId: order.orderId,
symbol: `${symbol}-PERP`,
orderType,
direction,
size: (Number(order.baseAssetAmount) / 1e9).toFixed(6),
price: order.price ? (Number(order.price) / 1e6).toFixed(4) : null,
triggerPrice: order.triggerPrice ? (Number(order.triggerPrice) / 1e6).toFixed(4) : null,
reduceOnly: order.reduceOnly,
status: order.status,
marketIndex
}
})
const ordersResult = {
success: true,
orders: formattedOrders,
totalOrders: activeOrders.length,
timestamp: Date.now(),
rpcEndpoint: getRpcStatus().currentEndpoint,
details: {
wallet: keypair.publicKey.toString(),
totalOrderSlots: orders.length,
activeOrderSlots: activeOrders.length
}
}
await driftClient.unsubscribe()
console.log('📋 Orders retrieved:', {
totalActiveOrders: activeOrders.length,
rpcEndpoint: getRpcStatus().currentEndpoint
})
return ordersResult
} catch (driftError) {
console.error('❌ Drift orders error:', driftError)
try {
await driftClient.unsubscribe()
} catch (cleanupError) {
console.warn('⚠️ Cleanup error:', cleanupError.message)
}
throw driftError
}
}, 3) // Max 3 retries across different RPCs
return NextResponse.json(result)
} catch (error) {
console.error('❌ Orders API error:', error)
return NextResponse.json({
success: false,
error: 'Failed to get Drift orders',
details: error.message,
rpcStatus: getRpcStatus()
}, { status: 500 })
}
}
export async function POST() {
return NextResponse.json({
message: 'Use GET method to retrieve Drift orders'
}, { status: 405 })
}

View File

@@ -258,7 +258,7 @@ export async function POST(request) {
await new Promise(resolve => setTimeout(resolve, 5000))
// 2. Calculate stop loss and take profit prices
const stopLossPercent = riskPercent / 100 // Convert 2% to 0.02
const stopLossPercent = Math.max(riskPercent / 100, 0.02) // Minimum 2% to avoid "too close" issues
const takeProfitPercent = stopLossPercent * 2 // 2:1 risk reward ratio
let stopLossPrice, takeProfitPrice
@@ -274,8 +274,9 @@ export async function POST(request) {
console.log(`🎯 Risk management:`, {
stopLossPrice: stopLossPrice.toFixed(4),
takeProfitPrice: takeProfitPrice.toFixed(4),
riskPercent: `${riskPercent}%`,
rewardRatio: '2:1'
riskPercent: `${stopLossPercent * 100}%`,
rewardRatio: '2:1',
priceDifference: Math.abs(currentPrice - stopLossPrice).toFixed(4)
})
let stopLossTx = null, takeProfitTx = null
@@ -286,7 +287,13 @@ export async function POST(request) {
console.log('🛡️ Placing stop loss order...')
const stopLossTriggerPrice = new BN(Math.floor(stopLossPrice * 1e6))
const stopLossOrderPrice = new BN(Math.floor(stopLossPrice * 0.99 * 1e6)) // Slightly worse price to ensure execution
const stopLossOrderPrice = new BN(Math.floor(stopLossPrice * 0.995 * 1e6)) // 0.5% slippage buffer
console.log(`🛡️ Stop Loss Details:`, {
triggerPrice: (stopLossTriggerPrice.toNumber() / 1e6).toFixed(4),
orderPrice: (stopLossOrderPrice.toNumber() / 1e6).toFixed(4),
baseAssetAmount: baseAssetAmount.toString()
})
stopLossTx = await driftClient.placePerpOrder({
orderType: OrderType.TRIGGER_LIMIT,
@@ -301,6 +308,13 @@ export async function POST(request) {
console.log('✅ Stop loss placed:', stopLossTx)
} catch (slError) {
console.warn('⚠️ Stop loss failed:', slError.message)
// Log more details about the stop loss failure
console.warn('🛡️ Stop loss failure details:', {
stopLossPrice,
currentPrice,
priceDiff: Math.abs(currentPrice - stopLossPrice),
percentDiff: ((Math.abs(currentPrice - stopLossPrice) / currentPrice) * 100).toFixed(2) + '%'
})
}
}
@@ -310,7 +324,14 @@ export async function POST(request) {
console.log('🎯 Placing take profit order...')
const takeProfitTriggerPrice = new BN(Math.floor(takeProfitPrice * 1e6))
const takeProfitOrderPrice = new BN(Math.floor(takeProfitPrice * 1.01 * 1e6)) // Slightly better price to ensure execution
const takeProfitOrderPrice = new BN(Math.floor(takeProfitPrice * 1.005 * 1e6)) // 0.5% slippage for execution
console.log('🎯 Take Profit Details:', {
takeProfitPrice: takeProfitPrice.toFixed(4),
triggerPrice: (Number(takeProfitTriggerPrice) / 1e6).toFixed(4),
orderPrice: (Number(takeProfitOrderPrice) / 1e6).toFixed(4),
baseAssetAmount: baseAssetAmount.toString()
})
takeProfitTx = await driftClient.placePerpOrder({
orderType: OrderType.TRIGGER_LIMIT,
@@ -322,9 +343,13 @@ export async function POST(request) {
reduceOnly: true,
})
console.log('✅ Take profit placed:', takeProfitTx)
console.log('✅ Take profit placed successfully:', takeProfitTx)
} catch (tpError) {
console.warn('⚠️ Take profit failed:', tpError.message)
console.error(' Take profit placement failed:', {
error: tpError.message,
code: tpError.code,
logs: tpError.logs || 'No logs available'
})
}
}

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