Fix P&L calculation and signal flip detection

- Fix external closure P&L using tp1Hit flag instead of currentSize
- Add direction change detection to prevent false TP1 on signal flips
- Signal flips now recorded with accurate P&L as 'manual' exits
- Add retry logic with exponential backoff for Solana RPC rate limits
- Create /api/trading/cancel-orders endpoint for manual cleanup
- Improves data integrity for win/loss statistics
This commit is contained in:
mindesbunister
2025-11-09 17:59:50 +01:00
parent 4d533ccb53
commit 22195ed34c
15 changed files with 2166 additions and 17 deletions

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# CRITICAL BUG FIX: Position Manager Size Detection
**Date:** November 8, 2025, 16:21 UTC
**Severity:** CRITICAL - TP1 detection completely broken
**Status:** FIXED
---
## 🚨 Problem Summary
The Position Manager was **NOT detecting TP1 fills** due to incorrect position size calculation, leaving traders exposed to full risk even after partial profits were taken.
---
## 💥 The Bug
**File:** `lib/trading/position-manager.ts` line 319
**BROKEN CODE:**
```typescript
const positionSizeUSD = position.size * currentPrice
```
**What it did:**
- Multiplied Drift's `position.size` by current price
- Assumed `position.size` was in tokens (SOL, ETH, etc.)
- **WRONG:** Drift SDK already returns `position.size` in USD notional value!
**Result:**
- Calculated position size: $522 (3.34 SOL × $156)
- Expected position size: $2100 (from database)
- 75% difference triggered "Position size mismatch" warnings
- **TP1 detection logic NEVER triggered**
- Stop loss never moved to breakeven
- Trader left exposed to full -1.5% risk on remaining position
---
## ✅ The Fix
**CORRECTED CODE:**
```typescript
const positionSizeUSD = Math.abs(position.size) // Drift SDK returns negative for shorts
```
**What it does now:**
- Uses Drift's position.size directly (already in USD)
- Handles negative values for short positions
- Correctly compares: $1575 (75% remaining) vs $2100 (original)
- **25% reduction properly detected as TP1 fill**
- Stop loss moves to breakeven as designed
---
## 📊 Evidence from Logs
**Before fix:**
```
⚠️ Position size mismatch: expected 522.4630506538, got 3.34
⚠️ Position size mismatch: expected 522.47954, got 3.34
```
**After fix (expected):**
```
📊 Position check: Drift=$1575.00 Tracked=$2100.00 Diff=25.0%
✅ Position size reduced: tracking $2100.00 → found $1575.00
🎯 TP1 detected as filled! Reduction: 25.0%
🛡️ Stop loss moved to breakeven: $157.34
```
---
## 🎯 Impact
**Affected:**
- ALL trades since bot v4 launch
- Position Manager never properly detected TP1 fills
- On-chain TP orders worked, but software monitoring failed
- Stop loss adjustments NEVER happened
**Trades at risk:**
- Any position where TP1 filled but bot didn't move SL
- Current open position (SOL short from 15:01)
---
## 🔄 Related Changes
Also added debug logging:
```typescript
console.log(`📊 Position check: Drift=$${positionSizeUSD.toFixed(2)} Tracked=$${trackedSizeUSD.toFixed(2)} Diff=${sizeDiffPercent.toFixed(1)}%`)
```
This will help diagnose future issues.
---
## 🚀 Deployment
```bash
cd /home/icke/traderv4
docker compose build trading-bot
docker compose up -d --force-recreate trading-bot
docker logs -f trading-bot-v4
```
Wait for next price check cycle (2 seconds) and verify:
- TP1 detection triggers
- SL moves to breakeven
- Logs show correct USD values
---
## 📝 Prevention
**Root cause:** Assumption about SDK data format without verification
**Lessons:**
1. Always verify SDK return value formats with actual data
2. Add extensive logging for financial calculations
3. Test with real trades before deploying
4. Monitor "mismatch" warnings - they indicate bugs
---
## ⚠️ Manual Intervention Needed
For the **current open position**, once bot restarts:
1. Position Manager will detect the 25% reduction
2. Automatically move SL to breakeven ($157.34)
3. Update on-chain stop loss order
4. Continue monitoring for TP2
**No manual action required** - the fix handles everything automatically!
---
**Status:** Fix deployed, container rebuilding, will be live in ~2 minutes.