feat: ATR-based trailing stop + rate limit monitoring
MAJOR FIXES: - ATR-based trailing stop for runners (was fixed 0.3%, now adapts to volatility) - Fixes runners with +7-9% MFE exiting for losses - Typical improvement: 2.24x more room (0.3% → 0.67% at 0.45% ATR) - Enhanced rate limit logging with database tracking - New /api/analytics/rate-limits endpoint for monitoring DETAILS: - Position Manager: Calculate trailing as (atrAtEntry / price × 100) × multiplier - Config: TRAILING_STOP_ATR_MULTIPLIER=1.5, MIN=0.25%, MAX=0.9% - Settings UI: Added ATR multiplier controls - Rate limits: Log hits/recoveries/exhaustions to SystemEvent table - Documentation: ATR_TRAILING_STOP_FIX.md + RATE_LIMIT_MONITORING.md IMPACT: - Runners can now capture big moves (like morning's $172→$162 SOL drop) - Rate limit visibility prevents silent failures - Data-driven optimization for RPC endpoint health
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mindesbunister
@@ -632,19 +632,76 @@ async function retryWithBackoff<T>(
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maxRetries: number = 3,
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baseDelay: number = 2000
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): Promise<T> {
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const startTime = Date.now()
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for (let attempt = 0; attempt <= maxRetries; attempt++) {
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try {
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return await fn()
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const result = await fn()
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// Log successful execution time for rate limit monitoring
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if (attempt > 0) {
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const totalTime = Date.now() - startTime
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console.log(`✅ Retry successful after ${totalTime}ms (${attempt} retries)`)
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// Log to database for analytics
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try {
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const { logSystemEvent } = await import('../database/trades')
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await logSystemEvent('rate_limit_recovered', 'Drift RPC rate limit recovered after retries', {
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retriesNeeded: attempt,
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totalTimeMs: totalTime,
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recoveredAt: new Date().toISOString(),
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})
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} catch (dbError) {
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console.error('Failed to log rate limit recovery:', dbError)
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}
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}
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return result
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} catch (error) {
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const errorMessage = error instanceof Error ? error.message : String(error)
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const isRateLimit = errorMessage.includes('429') || errorMessage.includes('rate limit')
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if (!isRateLimit || attempt === maxRetries) {
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// Log final failure with full context
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if (isRateLimit && attempt === maxRetries) {
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const totalTime = Date.now() - startTime
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console.error(`❌ RATE LIMIT EXHAUSTED: Failed after ${maxRetries} retries and ${totalTime}ms`)
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console.error(` Error: ${errorMessage}`)
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// Log to database for analytics
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try {
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const { logSystemEvent } = await import('../database/trades')
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await logSystemEvent('rate_limit_exhausted', 'Drift RPC rate limit exceeded max retries', {
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maxRetries,
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totalTimeMs: totalTime,
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errorMessage: errorMessage.substring(0, 500),
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failedAt: new Date().toISOString(),
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})
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} catch (dbError) {
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console.error('Failed to log rate limit exhaustion:', dbError)
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}
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}
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throw error
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}
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const delay = baseDelay * Math.pow(2, attempt)
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console.log(`⏳ Rate limited, retrying in ${delay / 1000}s... (attempt ${attempt + 1}/${maxRetries})`)
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console.log(`⏳ Rate limited (429), retrying in ${delay / 1000}s... (attempt ${attempt + 1}/${maxRetries})`)
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console.log(` Error context: ${errorMessage.substring(0, 100)}`)
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// Log rate limit hit to database
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try {
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const { logSystemEvent } = await import('../database/trades')
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await logSystemEvent('rate_limit_hit', 'Drift RPC rate limit encountered', {
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attempt: attempt + 1,
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maxRetries,
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delayMs: delay,
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errorSnippet: errorMessage.substring(0, 200),
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hitAt: new Date().toISOString(),
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})
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} catch (dbError) {
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console.error('Failed to log rate limit hit:', dbError)
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}
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await new Promise(resolve => setTimeout(resolve, delay))
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}
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}
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@@ -21,6 +21,7 @@ export interface ActiveTrade {
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entryTime: number
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positionSize: number
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leverage: number
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atrAtEntry?: number // ATR value at entry for ATR-based trailing stop
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// Targets
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stopLossPrice: number
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@@ -761,6 +762,22 @@ export class PositionManager {
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// Calculate how much to close based on TP2 size percent
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const percentToClose = this.config.takeProfit2SizePercent
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// CRITICAL FIX: If percentToClose is 0, don't call executeExit (would close 100% due to minOrderSize)
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// Instead, just mark TP2 as hit and activate trailing stop on full remaining position
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if (percentToClose === 0) {
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trade.tp2Hit = true
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trade.trailingStopActive = true // Activate trailing stop immediately
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console.log(`🏃 TP2-as-Runner activated: ${((trade.currentSize / trade.positionSize) * 100).toFixed(1)}% remaining with trailing stop`)
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console.log(`📊 No position closed at TP2 - full ${trade.currentSize.toFixed(2)} USD remains as runner`)
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// Save state after TP2
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await this.saveTradeState(trade)
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return
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}
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// If percentToClose > 0, execute partial close
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await this.executeExit(trade, percentToClose, 'TP2', currentPrice)
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// If some position remains, mark TP2 as hit and activate trailing stop
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@@ -787,9 +804,34 @@ export class PositionManager {
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// If trailing stop is active, adjust SL dynamically
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if (trade.trailingStopActive) {
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// Calculate ATR-based trailing distance
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let trailingDistancePercent: number
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if (trade.atrAtEntry && trade.atrAtEntry > 0) {
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// ATR-based: Use ATR% * multiplier
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const atrPercent = (trade.atrAtEntry / currentPrice) * 100
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const rawDistance = atrPercent * this.config.trailingStopAtrMultiplier
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// Clamp between min and max
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trailingDistancePercent = Math.max(
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this.config.trailingStopMinPercent,
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Math.min(this.config.trailingStopMaxPercent, rawDistance)
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)
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console.log(`📊 ATR-based trailing: ${trade.atrAtEntry.toFixed(4)} (${atrPercent.toFixed(2)}%) × ${this.config.trailingStopAtrMultiplier}x = ${trailingDistancePercent.toFixed(2)}%`)
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} else {
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// Fallback to configured legacy percent with min/max clamping
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trailingDistancePercent = Math.max(
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this.config.trailingStopMinPercent,
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Math.min(this.config.trailingStopMaxPercent, this.config.trailingStopPercent)
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)
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console.log(`⚠️ No ATR data, using fallback: ${trailingDistancePercent.toFixed(2)}%`)
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}
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const trailingStopPrice = this.calculatePrice(
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trade.peakPrice,
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-this.config.trailingStopPercent, // Trail below peak
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-trailingDistancePercent, // Trail below peak
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trade.direction
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)
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@@ -802,7 +844,7 @@ export class PositionManager {
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const oldSL = trade.stopLossPrice
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trade.stopLossPrice = trailingStopPrice
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console.log(`📈 Trailing SL updated: ${oldSL.toFixed(4)} → ${trailingStopPrice.toFixed(4)} (${this.config.trailingStopPercent}% below peak $${trade.peakPrice.toFixed(4)})`)
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console.log(`📈 Trailing SL updated: ${oldSL.toFixed(4)} → ${trailingStopPrice.toFixed(4)} (${trailingDistancePercent.toFixed(2)}% below peak $${trade.peakPrice.toFixed(4)})`)
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// Save state after trailing SL update (every 10 updates to avoid spam)
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if (trade.priceCheckCount % 10 === 0) {
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