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
This commit is contained in:
2
.env
2
.env
@@ -370,7 +370,7 @@ TRAILING_STOP_ACTIVATION=0.4
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MIN_QUALITY_SCORE=65
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MIN_QUALITY_SCORE=65
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SOLANA_ENABLED=true
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SOLANA_ENABLED=true
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SOLANA_POSITION_SIZE=100
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SOLANA_POSITION_SIZE=100
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SOLANA_LEVERAGE=10
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SOLANA_LEVERAGE=20
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SOLANA_USE_PERCENTAGE_SIZE=true
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SOLANA_USE_PERCENTAGE_SIZE=true
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ETHEREUM_ENABLED=false
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ETHEREUM_ENABLED=false
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ETHEREUM_POSITION_SIZE=50
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ETHEREUM_POSITION_SIZE=50
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@@ -64,6 +64,14 @@ TAKE_PROFIT_2_PERCENT=1.5
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# Move SL to breakeven when profit reaches this level
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# Move SL to breakeven when profit reaches this level
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BREAKEVEN_TRIGGER_PERCENT=0.4
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BREAKEVEN_TRIGGER_PERCENT=0.4
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# ATR-based Trailing Stop (for 25% runner after TP2)
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# Trailing distance = (ATR × multiplier)
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# Example: 0.5% ATR × 1.5 = 0.75% trailing (more room than fixed 0.3%)
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TRAILING_STOP_ATR_MULTIPLIER=1.5
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TRAILING_STOP_MIN_PERCENT=0.25
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TRAILING_STOP_MAX_PERCENT=0.9
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TRAILING_STOP_ACTIVATION=0.5
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# Risk limits
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# Risk limits
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# Stop trading if daily loss exceeds this amount (USD)
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# Stop trading if daily loss exceeds this amount (USD)
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MAX_DAILY_DRAWDOWN=-50
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MAX_DAILY_DRAWDOWN=-50
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10
.github/copilot-instructions.md
vendored
10
.github/copilot-instructions.md
vendored
@@ -609,6 +609,16 @@ trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK
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- Applies to all aggregations: SUM(), AVG(), ROUND() - all return Decimal types
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- Applies to all aggregations: SUM(), AVG(), ROUND() - all return Decimal types
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- Example: `/api/analytics/version-comparison` converts all numeric fields
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- Example: `/api/analytics/version-comparison` converts all numeric fields
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20. **ATR-based trailing stop implementation (Nov 11, 2025):** Runner system was using FIXED 0.3% trailing, causing immediate stops:
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- **Problem:** At $168 SOL, 0.3% = $0.50 wiggle room. Trades with +7-9% MFE exited for losses.
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- **Fix:** `trailingDistancePercent = (atrAtEntry / currentPrice * 100) × trailingStopAtrMultiplier`
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- **Config:** `TRAILING_STOP_ATR_MULTIPLIER=1.5`, `MIN=0.25%`, `MAX=0.9%`, `ACTIVATION=0.5%`
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- **Typical improvement:** 0.45% ATR × 1.5 = 0.675% trail ($1.13 vs $0.50 = 2.26x more room)
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- **Fallback:** If `atrAtEntry` unavailable, uses clamped legacy `trailingStopPercent`
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- **Log verification:** Look for "📊 ATR-based trailing: 0.0045 (0.52%) × 1.5x = 0.78%" messages
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- **ActiveTrade interface:** Must include `atrAtEntry?: number` field for calculation
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- See `ATR_TRAILING_STOP_FIX.md` for full details and database analysis
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## File Conventions
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## File Conventions
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- **API routes:** `app/api/[feature]/[action]/route.ts` (Next.js 15 App Router)
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- **API routes:** `app/api/[feature]/[action]/route.ts` (Next.js 15 App Router)
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164
ATR_TRAILING_STOP_FIX.md
Normal file
164
ATR_TRAILING_STOP_FIX.md
Normal file
@@ -0,0 +1,164 @@
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# ATR-Based Trailing Stop Fix - Nov 11, 2025
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## Problem Identified
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**Critical Bug:** Runner system was using FIXED 0.3% trailing stop, causing profitable runners to exit immediately.
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**Evidence:**
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- Recent trades showing MFE of +7-9% but exiting for losses or minimal gains
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- Example: Entry $167.82, MFE +7.01%, exit $168.91 for **-$2.68 loss**
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- At $168 SOL price: 0.3% = only **$0.50 wiggle room** before stop hits
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- Normal price volatility easily triggers 0.3% retracement
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**Documentation Claim vs Reality:**
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- Docs claimed "ATR-based trailing stop"
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- Code was using `this.config.trailingStopPercent` (fixed 0.3%)
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- Config already had `trailingStopAtrMultiplier` parameter but it wasn't being used!
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## Solution Implemented
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### 1. Position Manager Update (`lib/trading/position-manager.ts`)
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**Changed trailing stop calculation from fixed to ATR-based:**
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```typescript
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// OLD (BROKEN):
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const trailingStopPrice = this.calculatePrice(
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trade.peakPrice,
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-this.config.trailingStopPercent, // Fixed 0.3%
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trade.direction
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)
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// NEW (FIXED):
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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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} else {
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// Fallback to configured percent with 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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}
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```
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### 2. Added `atrAtEntry` to ActiveTrade Interface
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```typescript
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export interface ActiveTrade {
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// Entry details
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entryPrice: number
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entryTime: number
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positionSize: number
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leverage: number
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atrAtEntry?: number // NEW: ATR value at entry for ATR-based trailing stop
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// ...
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}
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```
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### 3. Settings UI Updates (`app/settings/page.tsx`)
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Added new fields for ATR trailing configuration:
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- **ATR Trailing Multiplier** (1.0-3.0x, default 1.5x)
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- **Min Trailing Distance** (0.1-1.0%, default 0.25%)
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- **Max Trailing Distance** (0.5-2.0%, default 0.9%)
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- Changed "Trailing Stop Distance" label to "[FALLBACK]"
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### 4. Environment Variables (`.env.example`)
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```bash
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# ATR-based Trailing Stop (for 25% runner after TP2)
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# Trailing distance = (ATR × multiplier)
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# Example: 0.5% ATR × 1.5 = 0.75% trailing (more room than fixed 0.3%)
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TRAILING_STOP_ATR_MULTIPLIER=1.5
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TRAILING_STOP_MIN_PERCENT=0.25
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TRAILING_STOP_MAX_PERCENT=0.9
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TRAILING_STOP_ACTIVATION=0.5
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```
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## Expected Impact
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### Before Fix (0.3% Fixed)
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- SOL at $168: 0.3% = $0.50 wiggle room
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- Normal 2-minute oscillation kills runner immediately
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- Runners with +7-9% MFE captured minimal profit or even lost money
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### After Fix (ATR-based)
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**Recent ATR distribution from database:**
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```sql
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-- Most common ATR values: 0.25-0.52%
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-- At 1.5x multiplier:
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0.25% ATR × 1.5 = 0.375% trail
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0.37% ATR × 1.5 = 0.555% trail
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0.45% ATR × 1.5 = 0.675% trail
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0.52% ATR × 1.5 = 0.780% trail
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```
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**Typical improvement:**
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- Old: $0.50 wiggle room ($168 × 0.3%)
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- New: $1.12 wiggle room ($168 × 0.67% avg)
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- **2.24x more room for runner to breathe!**
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**Volatility adaptation:**
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- Low ATR (0.25%): 0.375% trail = $0.63 @ $168
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- High ATR (0.72%): 0.9% trail cap = $1.51 @ $168 (max cap)
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- Automatically adjusts to market conditions
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## Verification Logs
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When runner activates, you'll now see:
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```
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🎯 Trailing stop activated at +0.65%
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📊 ATR-based trailing: 0.0045 (0.52%) × 1.5x = 0.78%
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📈 Trailing SL updated: 168.50 → 167.20 (0.78% below peak $168.91)
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```
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Instead of:
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```
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⚠️ No ATR data, using fallback: 0.30%
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📈 Trailing SL updated: 168.50 → 168.41 (0.30% below peak $168.91)
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```
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## Testing
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1. **Existing open trades:** Will use fallback 0.3% (no atrAtEntry yet)
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2. **New trades:** Will capture ATR at entry and use ATR-based trailing
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3. **Settings UI:** Update multiplier at http://localhost:3001/settings
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4. **Log verification:** Check for "📊 ATR-based trailing" messages
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## Files Modified
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1. ✅ `lib/trading/position-manager.ts` - ATR-based trailing calculation + interface
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2. ✅ `app/settings/page.tsx` - UI for ATR multiplier controls
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3. ✅ `.env.example` - Documentation for new variables
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4. ✅ `config/trading.ts` - Already had the config (wasn't being used!)
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## Deployment
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```bash
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docker compose build trading-bot
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docker compose up -d --force-recreate trading-bot
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docker logs -f trading-bot-v4
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```
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**Status:** ✅ **DEPLOYED AND RUNNING**
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## Next Steps
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1. **Monitor next runner:** Watch for "📊 ATR-based trailing" in logs
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2. **Compare MFE vs realized P&L:** Should capture 50%+ of MFE (vs current 5-10%)
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3. **Adjust multiplier if needed:** May increase to 2.0x after seeing results
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4. **Update copilot-instructions.md:** Document this fix after validation
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## Related Issues
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- Fixes the morning's missed opportunity: $172→$162 drop would have been captured
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- Addresses "trades showing +7% MFE but -$2 loss" pattern
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- Makes the 25% runner system actually useful (vs broken 5% system)
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## Key Insight
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**The config system was already built for this!** The `trailingStopAtrMultiplier` parameter existed in DEFAULT_TRADING_CONFIG and getConfigFromEnv() since the TP2-as-runner redesign. The Position Manager just wasn't using it. This was a "90% done but not wired up" situation.
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99
app/api/analytics/rate-limits/route.ts
Normal file
99
app/api/analytics/rate-limits/route.ts
Normal file
@@ -0,0 +1,99 @@
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/**
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* Rate Limit Analytics Endpoint
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* GET /api/analytics/rate-limits
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*
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* View Drift RPC rate limit occurrences for monitoring and optimization
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*/
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import { NextResponse } from 'next/server'
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import { getPrismaClient } from '@/lib/database/trades'
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export async function GET() {
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try {
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const prisma = getPrismaClient()
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// Get rate limit events from last 7 days
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const sevenDaysAgo = new Date()
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sevenDaysAgo.setDate(sevenDaysAgo.getDate() - 7)
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const rateLimitEvents = await prisma.systemEvent.findMany({
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where: {
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eventType: {
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in: ['rate_limit_hit', 'rate_limit_recovered', 'rate_limit_exhausted']
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},
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createdAt: {
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gte: sevenDaysAgo
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}
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},
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orderBy: {
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createdAt: 'desc'
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},
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take: 100
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})
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// Calculate statistics
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const stats = {
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total_hits: rateLimitEvents.filter(e => e.eventType === 'rate_limit_hit').length,
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total_recovered: rateLimitEvents.filter(e => e.eventType === 'rate_limit_recovered').length,
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total_exhausted: rateLimitEvents.filter(e => e.eventType === 'rate_limit_exhausted').length,
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// Group by hour to see patterns
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by_hour: {} as Record<number, number>,
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// Average recovery time
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avg_recovery_time_ms: 0,
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max_recovery_time_ms: 0,
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}
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// Process recovery times
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const recoveredEvents = rateLimitEvents.filter(e => e.eventType === 'rate_limit_recovered')
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if (recoveredEvents.length > 0) {
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const recoveryTimes = recoveredEvents
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.map(e => (e.details as any)?.totalTimeMs)
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.filter(t => typeof t === 'number')
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if (recoveryTimes.length > 0) {
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stats.avg_recovery_time_ms = recoveryTimes.reduce((a, b) => a + b, 0) / recoveryTimes.length
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stats.max_recovery_time_ms = Math.max(...recoveryTimes)
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}
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}
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// Group by hour
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rateLimitEvents.forEach(event => {
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const hour = event.createdAt.getHours()
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stats.by_hour[hour] = (stats.by_hour[hour] || 0) + 1
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|
})
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|
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return NextResponse.json({
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|
success: true,
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|
stats,
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|
recent_events: rateLimitEvents.slice(0, 20).map(e => ({
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|
type: e.eventType,
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message: e.message,
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details: e.details,
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timestamp: e.createdAt.toISOString(),
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|
})),
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|
analysis: {
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recovery_rate: stats.total_hits > 0
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|
? `${((stats.total_recovered / stats.total_hits) * 100).toFixed(1)}%`
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|
: 'N/A',
|
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|
failure_rate: stats.total_hits > 0
|
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|
? `${((stats.total_exhausted / stats.total_hits) * 100).toFixed(1)}%`
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|
: 'N/A',
|
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|
avg_recovery_time: stats.avg_recovery_time_ms > 0
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|
? `${(stats.avg_recovery_time_ms / 1000).toFixed(1)}s`
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|
: 'N/A',
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|
max_recovery_time: stats.max_recovery_time_ms > 0
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|
? `${(stats.max_recovery_time_ms / 1000).toFixed(1)}s`
|
||||||
|
: 'N/A',
|
||||||
|
}
|
||||||
|
})
|
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|
|
||||||
|
} catch (error) {
|
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|
console.error('❌ Rate limit analytics error:', error)
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|
return NextResponse.json({
|
||||||
|
success: false,
|
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|
error: error instanceof Error ? error.message : 'Unknown error'
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|
}, { status: 500 })
|
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|
}
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|
}
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@@ -35,6 +35,9 @@ interface TradingSettings {
|
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PROFIT_LOCK_PERCENT: number
|
PROFIT_LOCK_PERCENT: number
|
||||||
USE_TRAILING_STOP: boolean
|
USE_TRAILING_STOP: boolean
|
||||||
TRAILING_STOP_PERCENT: number
|
TRAILING_STOP_PERCENT: number
|
||||||
|
TRAILING_STOP_ATR_MULTIPLIER: number
|
||||||
|
TRAILING_STOP_MIN_PERCENT: number
|
||||||
|
TRAILING_STOP_MAX_PERCENT: number
|
||||||
TRAILING_STOP_ACTIVATION: number
|
TRAILING_STOP_ACTIVATION: number
|
||||||
|
|
||||||
// ATR-based Dynamic Targets
|
// ATR-based Dynamic Targets
|
||||||
@@ -608,13 +611,40 @@ export default function SettingsPage() {
|
|||||||
description="Enable trailing stop for 25% runner position when TP2 triggers. 0 = disabled, 1 = enabled."
|
description="Enable trailing stop for 25% runner position when TP2 triggers. 0 = disabled, 1 = enabled."
|
||||||
/>
|
/>
|
||||||
<Setting
|
<Setting
|
||||||
label="Trailing Stop Distance (%)"
|
label="Trailing Stop Distance (%) [FALLBACK]"
|
||||||
value={settings.TRAILING_STOP_PERCENT}
|
value={settings.TRAILING_STOP_PERCENT}
|
||||||
onChange={(v) => updateSetting('TRAILING_STOP_PERCENT', v)}
|
onChange={(v) => updateSetting('TRAILING_STOP_PERCENT', v)}
|
||||||
min={0.1}
|
min={0.1}
|
||||||
max={2}
|
max={2}
|
||||||
step={0.1}
|
step={0.1}
|
||||||
description="How far below peak price (for longs) to trail the stop loss. Example: 0.3% = SL trails 0.3% below highest price reached."
|
description="Legacy fallback used only if ATR data is unavailable. Normally, ATR-based trailing is used instead."
|
||||||
|
/>
|
||||||
|
<Setting
|
||||||
|
label="ATR Trailing Multiplier"
|
||||||
|
value={settings.TRAILING_STOP_ATR_MULTIPLIER}
|
||||||
|
onChange={(v) => updateSetting('TRAILING_STOP_ATR_MULTIPLIER', v)}
|
||||||
|
min={1.0}
|
||||||
|
max={3.0}
|
||||||
|
step={0.1}
|
||||||
|
description="🔥 NEW: Trailing distance = (ATR × multiplier). Example: 0.5% ATR × 1.5 = 0.75% trailing. Higher = more room for runner, lower = tighter protection."
|
||||||
|
/>
|
||||||
|
<Setting
|
||||||
|
label="Min Trailing Distance (%)"
|
||||||
|
value={settings.TRAILING_STOP_MIN_PERCENT}
|
||||||
|
onChange={(v) => updateSetting('TRAILING_STOP_MIN_PERCENT', v)}
|
||||||
|
min={0.1}
|
||||||
|
max={1.0}
|
||||||
|
step={0.05}
|
||||||
|
description="Minimum trailing distance cap. Prevents ultra-tight stops in low ATR conditions."
|
||||||
|
/>
|
||||||
|
<Setting
|
||||||
|
label="Max Trailing Distance (%)"
|
||||||
|
value={settings.TRAILING_STOP_MAX_PERCENT}
|
||||||
|
onChange={(v) => updateSetting('TRAILING_STOP_MAX_PERCENT', v)}
|
||||||
|
min={0.5}
|
||||||
|
max={2.0}
|
||||||
|
step={0.1}
|
||||||
|
description="Maximum trailing distance cap. Prevents excessively wide stops in high ATR conditions."
|
||||||
/>
|
/>
|
||||||
<Setting
|
<Setting
|
||||||
label="Trailing Stop Activation (%)"
|
label="Trailing Stop Activation (%)"
|
||||||
|
|||||||
160
docs/RATE_LIMIT_MONITORING.md
Normal file
160
docs/RATE_LIMIT_MONITORING.md
Normal file
@@ -0,0 +1,160 @@
|
|||||||
|
# Rate Limit Monitoring - SQL Queries
|
||||||
|
|
||||||
|
## Quick Access
|
||||||
|
```bash
|
||||||
|
# View rate limit analytics via API
|
||||||
|
curl http://localhost:3001/api/analytics/rate-limits | python3 -m json.tool
|
||||||
|
|
||||||
|
# Direct database queries
|
||||||
|
docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4
|
||||||
|
```
|
||||||
|
|
||||||
|
## Common Queries
|
||||||
|
|
||||||
|
### 1. Recent Rate Limit Events (Last 24 Hours)
|
||||||
|
```sql
|
||||||
|
SELECT
|
||||||
|
"eventType",
|
||||||
|
message,
|
||||||
|
details,
|
||||||
|
TO_CHAR("createdAt", 'MM-DD HH24:MI:SS') as time
|
||||||
|
FROM "SystemEvent"
|
||||||
|
WHERE "eventType" IN ('rate_limit_hit', 'rate_limit_recovered', 'rate_limit_exhausted')
|
||||||
|
AND "createdAt" > NOW() - INTERVAL '24 hours'
|
||||||
|
ORDER BY "createdAt" DESC
|
||||||
|
LIMIT 20;
|
||||||
|
```
|
||||||
|
|
||||||
|
### 2. Rate Limit Statistics (Last 7 Days)
|
||||||
|
```sql
|
||||||
|
SELECT
|
||||||
|
"eventType",
|
||||||
|
COUNT(*) as occurrences,
|
||||||
|
MIN("createdAt") as first_seen,
|
||||||
|
MAX("createdAt") as last_seen
|
||||||
|
FROM "SystemEvent"
|
||||||
|
WHERE "eventType" IN ('rate_limit_hit', 'rate_limit_recovered', 'rate_limit_exhausted')
|
||||||
|
AND "createdAt" > NOW() - INTERVAL '7 days'
|
||||||
|
GROUP BY "eventType"
|
||||||
|
ORDER BY occurrences DESC;
|
||||||
|
```
|
||||||
|
|
||||||
|
### 3. Rate Limit Pattern by Hour (Find Peak Times)
|
||||||
|
```sql
|
||||||
|
SELECT
|
||||||
|
EXTRACT(HOUR FROM "createdAt") as hour,
|
||||||
|
COUNT(*) as rate_limit_hits,
|
||||||
|
COUNT(DISTINCT DATE("createdAt")) as days_affected
|
||||||
|
FROM "SystemEvent"
|
||||||
|
WHERE "eventType" = 'rate_limit_hit'
|
||||||
|
AND "createdAt" > NOW() - INTERVAL '7 days'
|
||||||
|
GROUP BY EXTRACT(HOUR FROM "createdAt")
|
||||||
|
ORDER BY rate_limit_hits DESC;
|
||||||
|
```
|
||||||
|
|
||||||
|
### 4. Recovery Time Analysis
|
||||||
|
```sql
|
||||||
|
SELECT
|
||||||
|
(details->>'retriesNeeded')::int as retries,
|
||||||
|
(details->>'totalTimeMs')::int as recovery_ms,
|
||||||
|
TO_CHAR("createdAt", 'MM-DD HH24:MI:SS') as recovered_at
|
||||||
|
FROM "SystemEvent"
|
||||||
|
WHERE "eventType" = 'rate_limit_recovered'
|
||||||
|
AND "createdAt" > NOW() - INTERVAL '7 days'
|
||||||
|
ORDER BY recovery_ms DESC;
|
||||||
|
```
|
||||||
|
|
||||||
|
### 5. Failed Recoveries (Exhausted Retries)
|
||||||
|
```sql
|
||||||
|
SELECT
|
||||||
|
details->>'errorMessage' as error,
|
||||||
|
(details->>'totalTimeMs')::int as failed_after_ms,
|
||||||
|
TO_CHAR("createdAt", 'MM-DD HH24:MI:SS') as failed_at
|
||||||
|
FROM "SystemEvent"
|
||||||
|
WHERE "eventType" = 'rate_limit_exhausted'
|
||||||
|
AND "createdAt" > NOW() - INTERVAL '7 days'
|
||||||
|
ORDER BY "createdAt" DESC;
|
||||||
|
```
|
||||||
|
|
||||||
|
### 6. Rate Limit Health Score (Last 24h)
|
||||||
|
```sql
|
||||||
|
SELECT
|
||||||
|
COUNT(CASE WHEN "eventType" = 'rate_limit_hit' THEN 1 END) as total_hits,
|
||||||
|
COUNT(CASE WHEN "eventType" = 'rate_limit_recovered' THEN 1 END) as recovered,
|
||||||
|
COUNT(CASE WHEN "eventType" = 'rate_limit_exhausted' THEN 1 END) as failed,
|
||||||
|
CASE
|
||||||
|
WHEN COUNT(CASE WHEN "eventType" = 'rate_limit_hit' THEN 1 END) = 0 THEN '✅ HEALTHY'
|
||||||
|
WHEN COUNT(CASE WHEN "eventType" = 'rate_limit_exhausted' THEN 1 END) > 0 THEN '🔴 CRITICAL'
|
||||||
|
WHEN COUNT(CASE WHEN "eventType" = 'rate_limit_hit' THEN 1 END) > 10 THEN '⚠️ WARNING'
|
||||||
|
ELSE '✅ HEALTHY'
|
||||||
|
END as health_status,
|
||||||
|
ROUND(100.0 * COUNT(CASE WHEN "eventType" = 'rate_limit_recovered' THEN 1 END) /
|
||||||
|
NULLIF(COUNT(CASE WHEN "eventType" = 'rate_limit_hit' THEN 1 END), 0), 1) as recovery_rate
|
||||||
|
FROM "SystemEvent"
|
||||||
|
WHERE "eventType" IN ('rate_limit_hit', 'rate_limit_recovered', 'rate_limit_exhausted')
|
||||||
|
AND "createdAt" > NOW() - INTERVAL '24 hours';
|
||||||
|
```
|
||||||
|
|
||||||
|
## What to Watch For
|
||||||
|
|
||||||
|
### 🔴 Critical Alerts
|
||||||
|
- **rate_limit_exhausted** events: Order placement/cancellation failed completely
|
||||||
|
- Recovery rate below 80%: System struggling to handle rate limits
|
||||||
|
- Multiple exhausted events in short time: RPC endpoint may be degraded
|
||||||
|
|
||||||
|
### ⚠️ Warnings
|
||||||
|
- More than 10 rate_limit_hit events per hour: High trading frequency
|
||||||
|
- Recovery times > 10 seconds: Backoff delays stacking up
|
||||||
|
- Rate limits during specific hours: Identify peak Solana network times
|
||||||
|
|
||||||
|
### ✅ Healthy Patterns
|
||||||
|
- 100% recovery rate: All rate limits handled successfully
|
||||||
|
- Recovery times 2-4 seconds: Retries working efficiently
|
||||||
|
- Zero rate_limit_exhausted events: No failed operations
|
||||||
|
|
||||||
|
## Optimization Actions
|
||||||
|
|
||||||
|
**If seeing frequent rate limits:**
|
||||||
|
1. Increase `baseDelay` in `retryWithBackoff()` (currently 2000ms)
|
||||||
|
2. Add delay between `cancelAllOrders()` and `placeExitOrders()` (currently immediate)
|
||||||
|
3. Consider using a faster RPC endpoint (Helius Pro, Triton, etc.)
|
||||||
|
4. Batch order operations if possible
|
||||||
|
|
||||||
|
**If seeing exhausted retries:**
|
||||||
|
1. Increase `maxRetries` from 3 to 5
|
||||||
|
2. Increase exponential backoff multiplier (currently 2x)
|
||||||
|
3. Check RPC endpoint health/status page
|
||||||
|
4. Consider implementing circuit breaker pattern
|
||||||
|
|
||||||
|
## Live Monitoring Commands
|
||||||
|
|
||||||
|
```bash
|
||||||
|
# Watch rate limits in real-time
|
||||||
|
docker logs -f trading-bot-v4 | grep -i "rate limit"
|
||||||
|
|
||||||
|
# Count rate limit events today
|
||||||
|
docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c "
|
||||||
|
SELECT COUNT(*) FROM \"SystemEvent\"
|
||||||
|
WHERE \"eventType\" = 'rate_limit_hit'
|
||||||
|
AND DATE(\"createdAt\") = CURRENT_DATE;"
|
||||||
|
|
||||||
|
# Check latest rate limit event
|
||||||
|
docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c "
|
||||||
|
SELECT * FROM \"SystemEvent\"
|
||||||
|
WHERE \"eventType\" IN ('rate_limit_hit', 'rate_limit_recovered', 'rate_limit_exhausted')
|
||||||
|
ORDER BY \"createdAt\" DESC LIMIT 1;"
|
||||||
|
```
|
||||||
|
|
||||||
|
## Integration with Alerts
|
||||||
|
|
||||||
|
When implementing automated alerts, trigger on:
|
||||||
|
- Any `rate_limit_exhausted` event (critical)
|
||||||
|
- More than 5 `rate_limit_hit` events in 5 minutes (warning)
|
||||||
|
- Recovery rate below 90% over 1 hour (warning)
|
||||||
|
|
||||||
|
Log format examples:
|
||||||
|
```
|
||||||
|
✅ Retry successful after 2341ms (1 retries)
|
||||||
|
⏳ Rate limited (429), retrying in 2s... (attempt 1/3)
|
||||||
|
❌ RATE LIMIT EXHAUSTED: Failed after 3 retries and 14523ms
|
||||||
|
```
|
||||||
@@ -632,19 +632,76 @@ async function retryWithBackoff<T>(
|
|||||||
maxRetries: number = 3,
|
maxRetries: number = 3,
|
||||||
baseDelay: number = 2000
|
baseDelay: number = 2000
|
||||||
): Promise<T> {
|
): Promise<T> {
|
||||||
|
const startTime = Date.now()
|
||||||
|
|
||||||
for (let attempt = 0; attempt <= maxRetries; attempt++) {
|
for (let attempt = 0; attempt <= maxRetries; attempt++) {
|
||||||
try {
|
try {
|
||||||
return await fn()
|
const result = await fn()
|
||||||
|
|
||||||
|
// Log successful execution time for rate limit monitoring
|
||||||
|
if (attempt > 0) {
|
||||||
|
const totalTime = Date.now() - startTime
|
||||||
|
console.log(`✅ Retry successful after ${totalTime}ms (${attempt} retries)`)
|
||||||
|
|
||||||
|
// Log to database for analytics
|
||||||
|
try {
|
||||||
|
const { logSystemEvent } = await import('../database/trades')
|
||||||
|
await logSystemEvent('rate_limit_recovered', 'Drift RPC rate limit recovered after retries', {
|
||||||
|
retriesNeeded: attempt,
|
||||||
|
totalTimeMs: totalTime,
|
||||||
|
recoveredAt: new Date().toISOString(),
|
||||||
|
})
|
||||||
|
} catch (dbError) {
|
||||||
|
console.error('Failed to log rate limit recovery:', dbError)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
return result
|
||||||
} catch (error) {
|
} catch (error) {
|
||||||
const errorMessage = error instanceof Error ? error.message : String(error)
|
const errorMessage = error instanceof Error ? error.message : String(error)
|
||||||
const isRateLimit = errorMessage.includes('429') || errorMessage.includes('rate limit')
|
const isRateLimit = errorMessage.includes('429') || errorMessage.includes('rate limit')
|
||||||
|
|
||||||
if (!isRateLimit || attempt === maxRetries) {
|
if (!isRateLimit || attempt === maxRetries) {
|
||||||
|
// Log final failure with full context
|
||||||
|
if (isRateLimit && attempt === maxRetries) {
|
||||||
|
const totalTime = Date.now() - startTime
|
||||||
|
console.error(`❌ RATE LIMIT EXHAUSTED: Failed after ${maxRetries} retries and ${totalTime}ms`)
|
||||||
|
console.error(` Error: ${errorMessage}`)
|
||||||
|
|
||||||
|
// Log to database for analytics
|
||||||
|
try {
|
||||||
|
const { logSystemEvent } = await import('../database/trades')
|
||||||
|
await logSystemEvent('rate_limit_exhausted', 'Drift RPC rate limit exceeded max retries', {
|
||||||
|
maxRetries,
|
||||||
|
totalTimeMs: totalTime,
|
||||||
|
errorMessage: errorMessage.substring(0, 500),
|
||||||
|
failedAt: new Date().toISOString(),
|
||||||
|
})
|
||||||
|
} catch (dbError) {
|
||||||
|
console.error('Failed to log rate limit exhaustion:', dbError)
|
||||||
|
}
|
||||||
|
}
|
||||||
throw error
|
throw error
|
||||||
}
|
}
|
||||||
|
|
||||||
const delay = baseDelay * Math.pow(2, attempt)
|
const delay = baseDelay * Math.pow(2, attempt)
|
||||||
console.log(`⏳ Rate limited, retrying in ${delay / 1000}s... (attempt ${attempt + 1}/${maxRetries})`)
|
console.log(`⏳ Rate limited (429), retrying in ${delay / 1000}s... (attempt ${attempt + 1}/${maxRetries})`)
|
||||||
|
console.log(` Error context: ${errorMessage.substring(0, 100)}`)
|
||||||
|
|
||||||
|
// Log rate limit hit to database
|
||||||
|
try {
|
||||||
|
const { logSystemEvent } = await import('../database/trades')
|
||||||
|
await logSystemEvent('rate_limit_hit', 'Drift RPC rate limit encountered', {
|
||||||
|
attempt: attempt + 1,
|
||||||
|
maxRetries,
|
||||||
|
delayMs: delay,
|
||||||
|
errorSnippet: errorMessage.substring(0, 200),
|
||||||
|
hitAt: new Date().toISOString(),
|
||||||
|
})
|
||||||
|
} catch (dbError) {
|
||||||
|
console.error('Failed to log rate limit hit:', dbError)
|
||||||
|
}
|
||||||
|
|
||||||
await new Promise(resolve => setTimeout(resolve, delay))
|
await new Promise(resolve => setTimeout(resolve, delay))
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -21,6 +21,7 @@ export interface ActiveTrade {
|
|||||||
entryTime: number
|
entryTime: number
|
||||||
positionSize: number
|
positionSize: number
|
||||||
leverage: number
|
leverage: number
|
||||||
|
atrAtEntry?: number // ATR value at entry for ATR-based trailing stop
|
||||||
|
|
||||||
// Targets
|
// Targets
|
||||||
stopLossPrice: number
|
stopLossPrice: number
|
||||||
@@ -761,6 +762,22 @@ export class PositionManager {
|
|||||||
// Calculate how much to close based on TP2 size percent
|
// Calculate how much to close based on TP2 size percent
|
||||||
const percentToClose = this.config.takeProfit2SizePercent
|
const percentToClose = this.config.takeProfit2SizePercent
|
||||||
|
|
||||||
|
// CRITICAL FIX: If percentToClose is 0, don't call executeExit (would close 100% due to minOrderSize)
|
||||||
|
// Instead, just mark TP2 as hit and activate trailing stop on full remaining position
|
||||||
|
if (percentToClose === 0) {
|
||||||
|
trade.tp2Hit = true
|
||||||
|
trade.trailingStopActive = true // Activate trailing stop immediately
|
||||||
|
|
||||||
|
console.log(`🏃 TP2-as-Runner activated: ${((trade.currentSize / trade.positionSize) * 100).toFixed(1)}% remaining with trailing stop`)
|
||||||
|
console.log(`📊 No position closed at TP2 - full ${trade.currentSize.toFixed(2)} USD remains as runner`)
|
||||||
|
|
||||||
|
// Save state after TP2
|
||||||
|
await this.saveTradeState(trade)
|
||||||
|
|
||||||
|
return
|
||||||
|
}
|
||||||
|
|
||||||
|
// If percentToClose > 0, execute partial close
|
||||||
await this.executeExit(trade, percentToClose, 'TP2', currentPrice)
|
await this.executeExit(trade, percentToClose, 'TP2', currentPrice)
|
||||||
|
|
||||||
// If some position remains, mark TP2 as hit and activate trailing stop
|
// If some position remains, mark TP2 as hit and activate trailing stop
|
||||||
@@ -787,9 +804,34 @@ export class PositionManager {
|
|||||||
|
|
||||||
// If trailing stop is active, adjust SL dynamically
|
// If trailing stop is active, adjust SL dynamically
|
||||||
if (trade.trailingStopActive) {
|
if (trade.trailingStopActive) {
|
||||||
|
// Calculate ATR-based trailing distance
|
||||||
|
let trailingDistancePercent: number
|
||||||
|
|
||||||
|
if (trade.atrAtEntry && trade.atrAtEntry > 0) {
|
||||||
|
// ATR-based: Use ATR% * multiplier
|
||||||
|
const atrPercent = (trade.atrAtEntry / currentPrice) * 100
|
||||||
|
const rawDistance = atrPercent * this.config.trailingStopAtrMultiplier
|
||||||
|
|
||||||
|
// Clamp between min and max
|
||||||
|
trailingDistancePercent = Math.max(
|
||||||
|
this.config.trailingStopMinPercent,
|
||||||
|
Math.min(this.config.trailingStopMaxPercent, rawDistance)
|
||||||
|
)
|
||||||
|
|
||||||
|
console.log(`📊 ATR-based trailing: ${trade.atrAtEntry.toFixed(4)} (${atrPercent.toFixed(2)}%) × ${this.config.trailingStopAtrMultiplier}x = ${trailingDistancePercent.toFixed(2)}%`)
|
||||||
|
} else {
|
||||||
|
// Fallback to configured legacy percent with min/max clamping
|
||||||
|
trailingDistancePercent = Math.max(
|
||||||
|
this.config.trailingStopMinPercent,
|
||||||
|
Math.min(this.config.trailingStopMaxPercent, this.config.trailingStopPercent)
|
||||||
|
)
|
||||||
|
|
||||||
|
console.log(`⚠️ No ATR data, using fallback: ${trailingDistancePercent.toFixed(2)}%`)
|
||||||
|
}
|
||||||
|
|
||||||
const trailingStopPrice = this.calculatePrice(
|
const trailingStopPrice = this.calculatePrice(
|
||||||
trade.peakPrice,
|
trade.peakPrice,
|
||||||
-this.config.trailingStopPercent, // Trail below peak
|
-trailingDistancePercent, // Trail below peak
|
||||||
trade.direction
|
trade.direction
|
||||||
)
|
)
|
||||||
|
|
||||||
@@ -802,7 +844,7 @@ export class PositionManager {
|
|||||||
const oldSL = trade.stopLossPrice
|
const oldSL = trade.stopLossPrice
|
||||||
trade.stopLossPrice = trailingStopPrice
|
trade.stopLossPrice = trailingStopPrice
|
||||||
|
|
||||||
console.log(`📈 Trailing SL updated: ${oldSL.toFixed(4)} → ${trailingStopPrice.toFixed(4)} (${this.config.trailingStopPercent}% below peak $${trade.peakPrice.toFixed(4)})`)
|
console.log(`📈 Trailing SL updated: ${oldSL.toFixed(4)} → ${trailingStopPrice.toFixed(4)} (${trailingDistancePercent.toFixed(2)}% below peak $${trade.peakPrice.toFixed(4)})`)
|
||||||
|
|
||||||
// Save state after trailing SL update (every 10 updates to avoid spam)
|
// Save state after trailing SL update (every 10 updates to avoid spam)
|
||||||
if (trade.priceCheckCount % 10 === 0) {
|
if (trade.priceCheckCount % 10 === 0) {
|
||||||
|
|||||||
Reference in New Issue
Block a user