fix: Critical rate limit handling + startup position restoration
**Problem 1: Rate Limit Cascade** - Position Manager tried to close repeatedly, overwhelming Helius RPC (10 req/s limit) - Base retry delay was too aggressive (2s → 4s → 8s) - No graceful handling when 429 errors occur **Problem 2: Orphaned Positions After Restart** - Container restarts lost Position Manager state - Positions marked 'closed' in DB but still open on Drift (failed close transactions) - No cross-validation between database and actual Drift positions **Solutions Implemented:** 1. **Increased retry delays (orders.ts)**: - Base delay: 2s → 5s (progression now 5s → 10s → 20s) - Reduces RPC pressure during rate limit situations - Gives Helius time to recover between retries - Documented Helius limits: 100 req/s burst, 10 req/s sustained (free tier) 2. **Startup position validation (init-position-manager.ts)**: - Cross-checks last 24h of 'closed' trades against actual Drift positions - If DB says closed but Drift shows open → reopens in DB to restore tracking - Prevents unmonitored positions from existing after container restarts - Logs detailed mismatch info for debugging 3. **Rate limit-aware exit handling (position-manager.ts)**: - Detects 429 errors during position close - Keeps trade in monitoring instead of removing it - Natural retry on next price update (vs aggressive 2s loop) - Prevents marking position as closed when transaction actually failed **Impact:** - Eliminates orphaned positions after restarts - Reduces RPC pressure by 2.5x (5s vs 2s base delay) - Graceful degradation under rate limits - Position Manager continues monitoring even during temporary RPC issues **Testing needed:** - Monitor next container restart to verify position restoration works - Check rate limit analytics after next close attempt - Verify no more phantom 'closed' positions when Drift shows open
This commit is contained in:
@@ -644,11 +644,17 @@ export async function closePosition(
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*/
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*/
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/**
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/**
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* Retry a function with exponential backoff for rate limit errors
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* Retry a function with exponential backoff for rate limit errors
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*
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* Helius RPC limits (free tier):
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* - 100 requests/second burst
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* - 10 requests/second sustained
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*
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* Strategy: Longer delays to avoid overwhelming RPC during rate limit situations
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*/
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*/
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async function retryWithBackoff<T>(
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async function retryWithBackoff<T>(
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fn: () => Promise<T>,
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fn: () => Promise<T>,
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maxRetries: number = 3,
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maxRetries: number = 3,
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baseDelay: number = 2000
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baseDelay: number = 5000 // Increased from 2s to 5s: 5s → 10s → 20s progression
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): Promise<T> {
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): Promise<T> {
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const startTime = Date.now()
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const startTime = Date.now()
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@@ -40,55 +40,58 @@ export async function initializePositionManagerOnStartup() {
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/**
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/**
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* Validate that open trades in database match actual Drift positions
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* Validate that open trades in database match actual Drift positions
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* Closes phantom trades that don't exist on-chain
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*
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* CRITICAL FIX (Nov 14, 2025):
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* - Also checks trades marked as "closed" in DB that might still be open on Drift
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* - Happens when close transaction fails but bot marks it as closed anyway
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* - Restores Position Manager tracking for these orphaned positions
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*/
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*/
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async function validateOpenTrades() {
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async function validateOpenTrades() {
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try {
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try {
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const prisma = getPrismaClient()
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const prisma = getPrismaClient()
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const openTrades = await prisma.trade.findMany({
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// Get both truly open trades AND recently "closed" trades (last 24h)
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// Recently closed trades might still be open if close transaction failed
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const [openTrades, recentlyClosedTrades] = await Promise.all([
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prisma.trade.findMany({
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where: { status: 'open' },
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where: { status: 'open' },
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orderBy: { entryTime: 'asc' }
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orderBy: { entryTime: 'asc' }
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}),
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prisma.trade.findMany({
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where: {
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exitReason: { not: null },
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exitTime: { gte: new Date(Date.now() - 24 * 60 * 60 * 1000) } // Last 24 hours
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},
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orderBy: { exitTime: 'desc' },
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take: 20 // Check last 20 closed trades
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})
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})
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])
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if (openTrades.length === 0) {
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const allTradesToCheck = [...openTrades, ...recentlyClosedTrades]
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if (allTradesToCheck.length === 0) {
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console.log('✅ No open trades to validate')
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console.log('✅ No open trades to validate')
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return
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return
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}
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}
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console.log(`🔍 Validating ${openTrades.length} open trade(s) against Drift positions...`)
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console.log(`🔍 Validating ${openTrades.length} open + ${recentlyClosedTrades.length} recently closed trades against Drift...`)
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const driftService = await initializeDriftService()
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const driftService = await initializeDriftService()
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const driftPositions = await driftService.getAllPositions() // Get all positions once
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for (const trade of openTrades) {
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for (const trade of allTradesToCheck) {
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try {
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try {
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const marketConfig = getMarketConfig(trade.symbol)
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const marketConfig = getMarketConfig(trade.symbol)
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const position = await driftService.getPosition(marketConfig.driftMarketIndex)
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// Prefer Position Manager snapshot (captures partial closes) before falling back to original size
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// Find matching Drift position by symbol
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const configSnapshot = trade.configSnapshot as any
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const position = driftPositions.find(p => p.symbol === trade.symbol)
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const pmState = configSnapshot?.positionManagerState
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const expectedSizeUSD = typeof pmState?.currentSize === 'number' && pmState.currentSize > 0
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? pmState.currentSize
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: trade.positionSizeUSD
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// Calculate expected position size in base assets (approximate using entry price for consistency)
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if (!position || position.size === 0) {
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const expectedSizeBase = expectedSizeUSD / trade.entryPrice
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// No position on Drift
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const actualSizeBase = position?.size || 0
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if (trade.status === 'open') {
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console.log(`⚠️ PHANTOM TRADE: ${trade.symbol} marked open in DB but not found on Drift`)
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// Check if position exists and size matches (with 50% tolerance for partial fills)
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const sizeDiff = Math.abs(expectedSizeBase - actualSizeBase)
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const sizeRatio = expectedSizeBase > 0 ? actualSizeBase / expectedSizeBase : 0
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if (!position || position.side === 'none' || sizeRatio < 0.2) {
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console.log(`⚠️ PHANTOM TRADE DETECTED:`)
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console.log(` Trade ID: ${trade.id.substring(0, 20)}...`)
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console.log(` Symbol: ${trade.symbol} ${trade.direction}`)
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console.log(` Expected size: ${expectedSizeBase.toFixed(4)}`)
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console.log(` Actual size: ${actualSizeBase.toFixed(4)}`)
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console.log(` Entry: $${trade.entryPrice} at ${trade.entryTime.toISOString()}`)
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console.log(` 🗑️ Auto-closing phantom trade...`)
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console.log(` 🗑️ Auto-closing phantom trade...`)
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// Close phantom trade
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await prisma.trade.update({
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await prisma.trade.update({
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where: { id: trade.id },
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where: { id: trade.id },
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data: {
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data: {
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@@ -100,26 +103,48 @@ async function validateOpenTrades() {
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realizedPnLPercent: 0,
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realizedPnLPercent: 0,
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}
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}
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})
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})
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}
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// If already closed in DB and not on Drift, that's correct - skip
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continue
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}
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console.log(` ✅ Phantom trade closed`)
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// Position EXISTS on Drift
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} else if (sizeDiff > expectedSizeBase * 0.1) {
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const driftDirection = position.direction.toLowerCase() as 'long' | 'short'
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console.log(`⚠️ SIZE MISMATCH (${(sizeRatio * 100).toFixed(1)}% of expected):`)
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console.log(` Trade ID: ${trade.id.substring(0, 20)}...`)
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if (driftDirection !== trade.direction) {
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console.log(` Symbol: ${trade.symbol} ${trade.direction}`)
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console.log(`⚠️ DIRECTION MISMATCH: ${trade.symbol} DB=${trade.direction} Drift=${driftDirection}`)
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console.log(` Expected: ${expectedSizeBase.toFixed(4)}, Actual: ${actualSizeBase.toFixed(4)}`)
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continue
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console.log(` ℹ️ Will monitor with adjusted size`)
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}
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// CRITICAL: If DB says closed but Drift shows open, restore tracking!
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if (trade.exitReason !== null) {
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console.log(`🔴 CRITICAL: ${trade.symbol} marked as CLOSED in DB but still OPEN on Drift!`)
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console.log(` DB exit: ${trade.exitReason} at ${trade.exitTime?.toISOString()}`)
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console.log(` Drift: ${position.size} ${trade.symbol} ${driftDirection} @ $${position.entryPrice.toFixed(2)}`)
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console.log(` 🔄 Reopening trade in DB to restore Position Manager tracking...`)
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await prisma.trade.update({
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where: { id: trade.id },
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data: {
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status: 'open',
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exitReason: null,
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exitTime: null,
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exitPrice: null,
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// Keep original realizedPnL from partial closes if any
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}
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})
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console.log(` ✅ Trade restored - Position Manager will now monitor it`)
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} else {
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} else {
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console.log(`✅ ${trade.symbol} ${trade.direction}: Size OK (${actualSizeBase.toFixed(4)})`)
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console.log(`✅ ${trade.symbol} ${trade.direction}: Position verified on Drift`)
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}
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}
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} catch (posError) {
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} catch (posError) {
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console.error(`❌ Error validating trade ${trade.symbol}:`, posError)
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console.error(`❌ Error validating trade ${trade.symbol}:`, posError)
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// Don't auto-close on error - might be temporary
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}
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}
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}
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}
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} catch (error) {
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} catch (error) {
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console.error('❌ Error in validateOpenTrades:', error)
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console.error('❌ Error in validateOpenTrades:', error)
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// Don't throw - allow Position Manager to start anyway
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}
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}
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}
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}
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@@ -890,6 +890,9 @@ export class PositionManager {
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/**
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/**
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* Execute exit (close position)
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* Execute exit (close position)
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*
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* Rate limit handling: If 429 error occurs, marks trade for retry
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* instead of removing it from monitoring (prevents orphaned positions)
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*/
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*/
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private async executeExit(
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private async executeExit(
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trade: ActiveTrade,
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trade: ActiveTrade,
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@@ -907,7 +910,18 @@ export class PositionManager {
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})
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})
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if (!result.success) {
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if (!result.success) {
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console.error(`❌ Failed to close ${trade.symbol}:`, result.error)
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const errorMsg = result.error || 'Unknown error'
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// Check if it's a rate limit error
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if (errorMsg.includes('429') || errorMsg.toLowerCase().includes('rate limit')) {
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console.error(`⚠️ Rate limited while closing ${trade.symbol} - will retry on next price update`)
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// DON'T remove trade from monitoring - let it retry naturally
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// The retry logic in closePosition() already handled 3 attempts
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// Next price update will trigger another exit attempt
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return
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}
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console.error(`❌ Failed to close ${trade.symbol}:`, errorMsg)
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return
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return
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}
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}
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