feat: refresh exit orders after TP1 and add dry-run harness
This commit is contained in:
mindesbunister
@@ -333,12 +333,7 @@ export class PositionManager {
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trade.tp1Hit = true
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trade.currentSize = positionSizeUSD
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// Move SL to breakeven after TP1
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trade.stopLossPrice = trade.entryPrice
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trade.slMovedToBreakeven = true
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console.log(`🛡️ Stop loss moved to breakeven: $${trade.stopLossPrice.toFixed(4)}`)
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await this.saveTradeState(trade)
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await this.handlePostTp1Adjustments(trade, 'on-chain TP1 detection')
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} else if (trade.tp1Hit && !trade.tp2Hit && reductionPercent >= 85) {
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// TP2 fired (total should be ~95% closed, 5% runner left)
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@@ -350,15 +345,15 @@ export class PositionManager {
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await this.saveTradeState(trade)
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// CRITICAL: Don't return early! Continue monitoring the runner position
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// The trailing stop logic at line 732 needs to run
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} else {
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// Partial fill detected but unclear which TP - just update size
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console.log(`⚠️ Unknown partial fill detected - updating tracked size to $${positionSizeUSD.toFixed(2)}`)
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trade.currentSize = positionSizeUSD
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await this.saveTradeState(trade)
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}
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// Continue monitoring the remaining position
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return
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}
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// CRITICAL: Check for entry price mismatch (NEW position opened)
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@@ -380,10 +375,10 @@ export class PositionManager {
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trade.lastPrice,
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trade.direction
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)
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const accountPnLPercent = profitPercent * trade.leverage
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const estimatedPnL = (trade.currentSize * profitPercent) / 100
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const accountPnL = profitPercent * trade.leverage
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const estimatedPnL = (trade.currentSize * accountPnL) / 100
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console.log(`💰 Estimated P&L for lost trade: ${profitPercent.toFixed(2)}% price → ${accountPnLPercent.toFixed(2)}% account → $${estimatedPnL.toFixed(2)} realized`)
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console.log(`💰 Estimated P&L for lost trade: ${profitPercent.toFixed(2)}% price → ${accountPnL.toFixed(2)}% account → $${estimatedPnL.toFixed(2)} realized`)
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try {
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await updateTradeExit({
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@@ -450,7 +445,8 @@ export class PositionManager {
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currentPrice,
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trade.direction
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)
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realizedPnL = (sizeForPnL * profitPercent) / 100
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const accountPnL = profitPercent * trade.leverage
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realizedPnL = (sizeForPnL * accountPnL) / 100
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}
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// Determine exit reason from trade state and P&L
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@@ -632,56 +628,7 @@ export class PositionManager {
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// Move SL based on breakEvenTriggerPercent setting
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trade.tp1Hit = true
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trade.currentSize = trade.positionSize * ((100 - this.config.takeProfit1SizePercent) / 100)
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const newStopLossPrice = this.calculatePrice(
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trade.entryPrice,
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this.config.breakEvenTriggerPercent, // Use configured breakeven level
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trade.direction
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)
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trade.stopLossPrice = newStopLossPrice
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trade.slMovedToBreakeven = true
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console.log(`🔒 SL moved to +${this.config.breakEvenTriggerPercent}% (${this.config.takeProfit1SizePercent}% closed, ${100 - this.config.takeProfit1SizePercent}% remaining): ${newStopLossPrice.toFixed(4)}`)
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// CRITICAL: Cancel old on-chain SL orders and place new ones at updated price
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try {
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console.log('🗑️ Cancelling old stop loss orders...')
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const { cancelAllOrders, placeExitOrders } = await import('../drift/orders')
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const cancelResult = await cancelAllOrders(trade.symbol)
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if (cancelResult.success) {
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console.log(`✅ Cancelled ${cancelResult.cancelledCount || 0} old orders`)
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// Place new SL orders at breakeven/profit level for remaining position
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console.log(`🛡️ Placing new SL orders at $${newStopLossPrice.toFixed(4)} for remaining position...`)
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const exitOrdersResult = await placeExitOrders({
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symbol: trade.symbol,
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positionSizeUSD: trade.currentSize,
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entryPrice: trade.entryPrice,
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tp1Price: trade.tp2Price, // Only TP2 remains
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tp2Price: trade.tp2Price, // Dummy, won't be used
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stopLossPrice: newStopLossPrice,
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tp1SizePercent: 100, // Close remaining 25% at TP2
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tp2SizePercent: 0,
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direction: trade.direction,
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useDualStops: this.config.useDualStops,
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softStopPrice: trade.direction === 'long'
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? newStopLossPrice * 1.005 // 0.5% above for long
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: newStopLossPrice * 0.995, // 0.5% below for short
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hardStopPrice: newStopLossPrice,
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})
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if (exitOrdersResult.success) {
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console.log('✅ New SL orders placed on-chain at updated price')
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} else {
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console.error('❌ Failed to place new SL orders:', exitOrdersResult.error)
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}
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}
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} catch (error) {
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console.error('❌ Failed to update on-chain SL orders:', error)
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// Don't fail the TP1 exit if SL update fails - software monitoring will handle it
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}
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// Save state after TP1
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await this.saveTradeState(trade)
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await this.handlePostTp1Adjustments(trade, 'software TP1 execution')
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return
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}
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@@ -707,7 +654,7 @@ export class PositionManager {
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}
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// 5. Take profit 2 (remaining position)
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if (trade.tp1Hit && !trade.tp2Hit && this.shouldTakeProfit2(currentPrice, trade)) {
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if (trade.tp1Hit && this.shouldTakeProfit2(currentPrice, trade)) {
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console.log(`🎊 TP2 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
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// Calculate how much to close based on TP2 size percent
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@@ -926,6 +873,103 @@ export class PositionManager {
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console.log('✅ All positions closed')
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}
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private async handlePostTp1Adjustments(trade: ActiveTrade, context: string): Promise<void> {
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if (trade.currentSize <= 0) {
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console.log(`⚠️ Skipping TP1 adjustments for ${trade.symbol} (${context}) because current size is $${trade.currentSize.toFixed(2)}`)
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await this.saveTradeState(trade)
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return
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}
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const newStopLossPrice = this.calculatePrice(
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trade.entryPrice,
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this.config.breakEvenTriggerPercent,
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trade.direction
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)
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trade.stopLossPrice = newStopLossPrice
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trade.slMovedToBreakeven = true
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console.log(`🔒 (${context}) SL moved to +${this.config.breakEvenTriggerPercent}% (${this.config.takeProfit1SizePercent}% closed, ${100 - this.config.takeProfit1SizePercent}% remaining): ${newStopLossPrice.toFixed(4)}`)
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await this.refreshExitOrders(trade, {
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stopLossPrice: newStopLossPrice,
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tp1Price: trade.tp2Price,
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tp1SizePercent: 100,
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tp2Price: trade.tp2Price,
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tp2SizePercent: 0,
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context,
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})
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await this.saveTradeState(trade)
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}
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private async refreshExitOrders(
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trade: ActiveTrade,
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options: {
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stopLossPrice: number
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tp1Price: number
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tp1SizePercent: number
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tp2Price?: number
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tp2SizePercent?: number
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context: string
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}
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): Promise<void> {
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if (trade.currentSize <= 0) {
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console.log(`⚠️ Skipping exit order refresh for ${trade.symbol} (${options.context}) because tracked size is zero`)
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return
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}
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try {
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console.log(`🗑️ (${options.context}) Cancelling existing exit orders before refresh...`)
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const { cancelAllOrders, placeExitOrders } = await import('../drift/orders')
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const cancelResult = await cancelAllOrders(trade.symbol)
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if (cancelResult.success) {
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console.log(`✅ (${options.context}) Cancelled ${cancelResult.cancelledCount || 0} old orders`)
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} else {
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console.warn(`⚠️ (${options.context}) Failed to cancel old orders: ${cancelResult.error}`)
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}
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const tp2Price = options.tp2Price ?? options.tp1Price
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const tp2SizePercent = options.tp2SizePercent ?? 0
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const refreshParams: any = {
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symbol: trade.symbol,
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positionSizeUSD: trade.currentSize,
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entryPrice: trade.entryPrice,
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tp1Price: options.tp1Price,
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tp2Price,
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stopLossPrice: options.stopLossPrice,
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tp1SizePercent: options.tp1SizePercent,
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tp2SizePercent,
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direction: trade.direction,
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useDualStops: this.config.useDualStops,
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}
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if (this.config.useDualStops) {
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const softStopBuffer = this.config.softStopBuffer ?? 0.4
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const softStopPrice = trade.direction === 'long'
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? options.stopLossPrice * (1 + softStopBuffer / 100)
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: options.stopLossPrice * (1 - softStopBuffer / 100)
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refreshParams.softStopPrice = softStopPrice
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refreshParams.softStopBuffer = softStopBuffer
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refreshParams.hardStopPrice = options.stopLossPrice
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}
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console.log(`🛡️ (${options.context}) Placing refreshed exit orders: size=$${trade.currentSize.toFixed(2)} SL=${options.stopLossPrice.toFixed(4)} TP=${options.tp1Price.toFixed(4)}`)
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const exitOrdersResult = await placeExitOrders(refreshParams)
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if (exitOrdersResult.success) {
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console.log(`✅ (${options.context}) Exit orders refreshed on-chain`)
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} else {
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console.error(`❌ (${options.context}) Failed to place refreshed exit orders: ${exitOrdersResult.error}`)
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}
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} catch (error) {
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console.error(`❌ (${options.context}) Error refreshing exit orders:`, error)
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// Monitoring loop will still enforce SL logic even if on-chain refresh fails
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}
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}
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/**
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* Save trade state to database (for persistence across restarts)
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*/
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