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critical: Fix P&L compounding during close verification (20x inflation bug)

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Problem:
- Close transaction confirmed but Drift state takes 5-10s to propagate
- Position Manager returned needsVerification=true to keep monitoring
- BUT: Monitoring loop detected position as 'externally closed' EVERY 2 seconds
- Each detection called handleExternalClosure() and added P&L to database
- Result: .66 actual profit → 73.36 in database (20x compounding)
- Logs showed: $112.96 → $117.62 → $122.28 → ... → $173.36 (14+ updates)

Root Cause:
- Common Pitfall #47 fix introduced needsVerification flag to wait for propagation
- But NO flag to prevent external closure detection during wait period
- Monitoring loop thought position was 'closed externally' on every cycle
- Rate limiting (429 errors) made it worse by extending wait time

Fix (closingInProgress flag):
1. Added closingInProgress boolean to ActiveTrade interface
2. Set flag=true when needsVerification returned (close confirmed, waiting)
3. Skip external closure detection entirely while flag=true
4. Timeout after 60s if stuck (abnormal case - allows cleanup)

Impact:
- Every close with verification delay (most closes) had 10-20x P&L inflation
- This is variant of Common Pitfall #27 but during verification, not external closure
- Rate limited closes were hit hardest (longer wait = more compounding cycles)

Files:
- lib/trading/position-manager.ts: Added closingInProgress flag + skip logic

Incident: Nov 16, 11:50 CET - SHORT 41.64→40.08 showed 73.36 vs .66 real
Documented: Common Pitfall #48
This commit is contained in:
mindesbunister
2025-11-16 15:07:27 +01:00
parent 54815a0daa
commit 018f973609
2 changed files with 100 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files

51
lib/trading/position-manager.ts
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@@ -55,6 +55,10 @@ export interface ActiveTrade {
timesScaled?: number // How many times position has been scaled
totalScaleAdded?: number // Total USD added through scaling
// Close verification tracking (Nov 16, 2025)
closingInProgress?: boolean // True when close tx confirmed but Drift not yet propagated
closeConfirmedAt?: number // Timestamp when close was confirmed (for timeout)
// Monitoring
priceCheckCount: number
lastPrice: number
@@ -633,7 +637,23 @@ export class PositionManager {
}
}
if (position === null || position.size === 0) {
// CRITICAL: Skip external closure detection if close is already in progress (Nov 16, 2025)
// This prevents duplicate P&L compounding when close tx confirmed but Drift not yet propagated
if (trade.closingInProgress) {
// Check if close has been stuck for >60 seconds (abnormal)
const timeInClosing = Date.now() - (trade.closeConfirmedAt || Date.now())
if (timeInClosing > 60000) {
console.log(`⚠️ Close stuck in progress for ${(timeInClosing / 1000).toFixed(0)}s - allowing external closure check`)
trade.closingInProgress = false // Reset flag to allow cleanup
} else {
// Normal case: Close confirmed recently, waiting for Drift propagation (5-10s)
// Skip external closure detection entirely to prevent duplicate P&L updates
console.log(`🔒 Close in progress (${(timeInClosing / 1000).toFixed(0)}s) - skipping external closure check`)
// Continue to price calculations below (monitoring continues normally)
}
}
if ((position === null || position.size === 0) && !trade.closingInProgress) {
// CRITICAL: Use original position size for P&L calculation on external closures
// trade.currentSize may already be 0 if on-chain orders closed the position before
@@ -745,16 +765,18 @@ export class PositionManager {
return
}
// CRITICAL: Convert position.size (base asset tokens) to USD for comparison
const positionSizeUSD = Math.abs(position.size) * currentPrice
// Position exists but size mismatch (partial close by TP1?)
if (positionSizeUSD < trade.currentSize * 0.95) { // 5% tolerance
console.log(`⚠️ Position size mismatch: expected $${trade.currentSize.toFixed(2)}, got $${positionSizeUSD.toFixed(2)}`)
// Position still exists on Drift - check for size mismatches
if (position && position.size !== 0 && !trade.closingInProgress) {
// CRITICAL: Convert position.size (base asset tokens) to USD for comparison
const positionSizeUSD = Math.abs(position.size) * currentPrice
// CRITICAL: Check if position direction changed (signal flip, not TP1!)
const positionDirection = position.side === 'long' ? 'long' : 'short'
if (positionDirection !== trade.direction) {
// Position exists but size mismatch (partial close by TP1?)
if (positionSizeUSD < trade.currentSize * 0.95) { // 5% tolerance
console.log(`⚠️ Position size mismatch: expected $${trade.currentSize.toFixed(2)}, got $${positionSizeUSD.toFixed(2)}`)
// CRITICAL: Check if position direction changed (signal flip, not TP1!)
const positionDirection = position.side === 'long' ? 'long' : 'short'
if (positionDirection !== trade.direction) {
console.log(`🔄 DIRECTION CHANGE DETECTED: ${trade.direction} → ${positionDirection}`)
console.log(` This is a signal flip, not TP1! Closing old position as manual.`)
@@ -825,6 +847,7 @@ export class PositionManager {
trade.tp1Hit = true
await this.saveTradeState(trade)
}
} // End of: if (position && position.size !== 0 && !trade.closingInProgress)
} catch (error) {
// If we can't check position, continue with monitoring (don't want to false-positive)
@@ -1210,6 +1233,14 @@ export class PositionManager {
console.log(`⚠️ Close transaction confirmed but position still exists on Drift`)
console.log(` Keeping ${trade.symbol} in monitoring until Drift confirms closure`)
console.log(` Ghost detection will handle final cleanup once Drift updates`)
// CRITICAL: Mark as "closing in progress" to prevent duplicate external closure detection
// Without this flag, the monitoring loop detects position as "externally closed"
// every 2 seconds and adds P&L repeatedly, causing 20x compounding bug
trade.closingInProgress = true
trade.closeConfirmedAt = Date.now()
console.log(`🔒 Marked as closing in progress - external closure detection disabled`)
// Keep monitoring - ghost detection will eventually see it's closed
return
}