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:
163
app/api/drift/orders/route.js
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163
app/api/drift/orders/route.js
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@@ -0,0 +1,163 @@
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import { NextResponse } from 'next/server'
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import { executeWithFailover, getRpcStatus } from '../../../../lib/rpc-failover.js'
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export async function GET() {
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try {
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console.log('📋 Getting Drift open orders...')
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// Log RPC status
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const rpcStatus = getRpcStatus()
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console.log('🌐 RPC Status:', rpcStatus)
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// Check if environment is configured
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if (!process.env.SOLANA_PRIVATE_KEY) {
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return NextResponse.json({
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success: false,
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error: 'Drift not configured - missing SOLANA_PRIVATE_KEY'
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}, { status: 400 })
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}
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// Execute orders check with RPC failover
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const result = await executeWithFailover(async (connection) => {
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// Import Drift SDK components
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const { DriftClient, initialize } = await import('@drift-labs/sdk')
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const { Keypair } = await import('@solana/web3.js')
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const { AnchorProvider, BN } = await import('@coral-xyz/anchor')
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const privateKeyArray = JSON.parse(process.env.SOLANA_PRIVATE_KEY)
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const keypair = Keypair.fromSecretKey(new Uint8Array(privateKeyArray))
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// Use the correct Wallet class from @coral-xyz/anchor/dist/cjs/nodewallet
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const { default: NodeWallet } = await import('@coral-xyz/anchor/dist/cjs/nodewallet.js')
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const wallet = new NodeWallet(keypair)
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// Initialize Drift SDK
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const env = 'mainnet-beta'
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const sdkConfig = initialize({ env })
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const driftClient = new DriftClient({
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connection,
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wallet,
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programID: sdkConfig.DRIFT_PROGRAM_ID,
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opts: {
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commitment: 'confirmed',
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},
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})
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try {
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await driftClient.subscribe()
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console.log('✅ Connected to Drift for orders check')
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// Check if user has account
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let userAccount
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try {
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userAccount = await driftClient.getUserAccount()
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} catch (accountError) {
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await driftClient.unsubscribe()
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throw new Error('No Drift user account found. Please initialize your account first.')
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}
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// Get open orders
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const orders = userAccount.orders || []
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// Show ALL orders for debugging - not just status 0
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const allOrders = orders.filter(order =>
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!order.baseAssetAmount.isZero() // Only filter out empty orders
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)
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console.log(`📋 Found ${allOrders.length} total orders (${orders.length} order slots)`)
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// Debug: log all order statuses
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const statusCounts = orders.reduce((acc, order) => {
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acc[order.status] = (acc[order.status] || 0) + 1
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return acc
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}, {})
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console.log('📊 Order status breakdown:', statusCounts)
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const formattedOrders = allOrders.map(order => {
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const marketIndex = order.marketIndex
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const symbol = ['SOL', 'BTC', 'ETH', 'APT', 'AVAX', 'BNB', 'MATIC', 'ARB', 'DOGE', 'OP'][marketIndex] || `UNKNOWN_${marketIndex}`
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let orderType = 'UNKNOWN'
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switch (order.orderType) {
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case 0: orderType = 'MARKET'; break
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case 1: orderType = 'LIMIT'; break
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case 2: orderType = 'TRIGGER_MARKET'; break
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case 3: orderType = 'TRIGGER_LIMIT'; break
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case 4: orderType = 'ORACLE'; break
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}
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let direction = 'UNKNOWN'
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switch (order.direction) {
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case 0: direction = 'LONG'; break
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case 1: direction = 'SHORT'; break
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}
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return {
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orderId: order.orderId,
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symbol: `${symbol}-PERP`,
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orderType,
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direction,
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size: (Number(order.baseAssetAmount) / 1e9).toFixed(6),
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price: order.price ? (Number(order.price) / 1e6).toFixed(4) : null,
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triggerPrice: order.triggerPrice ? (Number(order.triggerPrice) / 1e6).toFixed(4) : null,
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reduceOnly: order.reduceOnly,
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status: order.status,
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marketIndex
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}
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})
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const ordersResult = {
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success: true,
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orders: formattedOrders,
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totalOrders: activeOrders.length,
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timestamp: Date.now(),
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rpcEndpoint: getRpcStatus().currentEndpoint,
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details: {
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wallet: keypair.publicKey.toString(),
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totalOrderSlots: orders.length,
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activeOrderSlots: activeOrders.length
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}
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}
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await driftClient.unsubscribe()
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console.log('📋 Orders retrieved:', {
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totalActiveOrders: activeOrders.length,
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rpcEndpoint: getRpcStatus().currentEndpoint
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})
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return ordersResult
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} catch (driftError) {
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console.error('❌ Drift orders error:', driftError)
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try {
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await driftClient.unsubscribe()
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} catch (cleanupError) {
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console.warn('⚠️ Cleanup error:', cleanupError.message)
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}
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throw driftError
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}
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}, 3) // Max 3 retries across different RPCs
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return NextResponse.json(result)
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} catch (error) {
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console.error('❌ Orders API error:', error)
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return NextResponse.json({
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success: false,
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error: 'Failed to get Drift orders',
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details: error.message,
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rpcStatus: getRpcStatus()
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}, { status: 500 })
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}
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}
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export async function POST() {
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return NextResponse.json({
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message: 'Use GET method to retrieve Drift orders'
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}, { status: 405 })
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}
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@@ -258,7 +258,7 @@ export async function POST(request) {
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await new Promise(resolve => setTimeout(resolve, 5000))
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// 2. Calculate stop loss and take profit prices
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const stopLossPercent = riskPercent / 100 // Convert 2% to 0.02
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const stopLossPercent = Math.max(riskPercent / 100, 0.02) // Minimum 2% to avoid "too close" issues
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const takeProfitPercent = stopLossPercent * 2 // 2:1 risk reward ratio
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let stopLossPrice, takeProfitPrice
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@@ -274,8 +274,9 @@ export async function POST(request) {
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console.log(`🎯 Risk management:`, {
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stopLossPrice: stopLossPrice.toFixed(4),
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takeProfitPrice: takeProfitPrice.toFixed(4),
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riskPercent: `${riskPercent}%`,
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rewardRatio: '2:1'
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riskPercent: `${stopLossPercent * 100}%`,
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rewardRatio: '2:1',
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priceDifference: Math.abs(currentPrice - stopLossPrice).toFixed(4)
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})
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let stopLossTx = null, takeProfitTx = null
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@@ -286,7 +287,13 @@ export async function POST(request) {
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console.log('🛡️ Placing stop loss order...')
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const stopLossTriggerPrice = new BN(Math.floor(stopLossPrice * 1e6))
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const stopLossOrderPrice = new BN(Math.floor(stopLossPrice * 0.99 * 1e6)) // Slightly worse price to ensure execution
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const stopLossOrderPrice = new BN(Math.floor(stopLossPrice * 0.995 * 1e6)) // 0.5% slippage buffer
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console.log(`🛡️ Stop Loss Details:`, {
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triggerPrice: (stopLossTriggerPrice.toNumber() / 1e6).toFixed(4),
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orderPrice: (stopLossOrderPrice.toNumber() / 1e6).toFixed(4),
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baseAssetAmount: baseAssetAmount.toString()
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})
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stopLossTx = await driftClient.placePerpOrder({
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orderType: OrderType.TRIGGER_LIMIT,
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@@ -301,6 +308,13 @@ export async function POST(request) {
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console.log('✅ Stop loss placed:', stopLossTx)
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} catch (slError) {
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console.warn('⚠️ Stop loss failed:', slError.message)
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// Log more details about the stop loss failure
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console.warn('🛡️ Stop loss failure details:', {
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stopLossPrice,
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currentPrice,
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priceDiff: Math.abs(currentPrice - stopLossPrice),
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percentDiff: ((Math.abs(currentPrice - stopLossPrice) / currentPrice) * 100).toFixed(2) + '%'
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})
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}
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}
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@@ -310,7 +324,14 @@ export async function POST(request) {
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console.log('🎯 Placing take profit order...')
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const takeProfitTriggerPrice = new BN(Math.floor(takeProfitPrice * 1e6))
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const takeProfitOrderPrice = new BN(Math.floor(takeProfitPrice * 1.01 * 1e6)) // Slightly better price to ensure execution
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const takeProfitOrderPrice = new BN(Math.floor(takeProfitPrice * 1.005 * 1e6)) // 0.5% slippage for execution
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console.log('🎯 Take Profit Details:', {
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takeProfitPrice: takeProfitPrice.toFixed(4),
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triggerPrice: (Number(takeProfitTriggerPrice) / 1e6).toFixed(4),
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orderPrice: (Number(takeProfitOrderPrice) / 1e6).toFixed(4),
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baseAssetAmount: baseAssetAmount.toString()
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})
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takeProfitTx = await driftClient.placePerpOrder({
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orderType: OrderType.TRIGGER_LIMIT,
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@@ -322,9 +343,13 @@ export async function POST(request) {
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reduceOnly: true,
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})
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console.log('✅ Take profit placed:', takeProfitTx)
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console.log('✅ Take profit placed successfully:', takeProfitTx)
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} catch (tpError) {
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console.warn('⚠️ Take profit failed:', tpError.message)
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console.error('❌ Take profit placement failed:', {
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error: tpError.message,
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code: tpError.code,
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logs: tpError.logs || 'No logs available'
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})
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}
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}
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