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Fix position sizing and stop loss placement issues

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- 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
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39
app/api/drift/trade/route.js
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@@ -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'
})
}
}