Restore context metrics in execute endpoint and clean up test files
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mindesbunister
@@ -42,13 +42,6 @@ export interface ActiveTrade {
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peakPnL: number
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peakPrice: number // Track highest price reached (for trailing)
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// MAE/MFE tracking (Maximum Adverse/Favorable Excursion)
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maxFavorableExcursion: number // Best profit % reached
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maxAdverseExcursion: number // Worst drawdown % reached
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maxFavorablePrice: number // Best price hit
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maxAdversePrice: number // Worst price hit
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lastDbMetricsUpdate: number // Last time we updated MAE/MFE in DB (throttle to 5s)
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// Monitoring
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priceCheckCount: number
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lastPrice: number
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@@ -117,11 +110,6 @@ export class PositionManager {
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unrealizedPnL: pmState?.unrealizedPnL ?? 0,
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peakPnL: pmState?.peakPnL ?? 0,
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peakPrice: pmState?.peakPrice ?? dbTrade.entryPrice,
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maxFavorableExcursion: pmState?.maxFavorableExcursion ?? 0,
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maxAdverseExcursion: pmState?.maxAdverseExcursion ?? 0,
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maxFavorablePrice: pmState?.maxFavorablePrice ?? dbTrade.entryPrice,
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maxAdversePrice: pmState?.maxAdversePrice ?? dbTrade.entryPrice,
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lastDbMetricsUpdate: Date.now(),
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priceCheckCount: 0,
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lastPrice: pmState?.lastPrice ?? dbTrade.entryPrice,
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lastUpdateTime: Date.now(),
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@@ -348,13 +336,8 @@ export class PositionManager {
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holdTimeSeconds,
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maxDrawdown: 0,
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maxGain: trade.peakPnL,
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// Save final MAE/MFE values
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maxFavorableExcursion: trade.maxFavorableExcursion,
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maxAdverseExcursion: trade.maxAdverseExcursion,
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maxFavorablePrice: trade.maxFavorablePrice,
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maxAdversePrice: trade.maxAdversePrice,
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})
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console.log(`💾 External closure recorded: ${exitReason} at $${currentPrice} | P&L: $${realizedPnL.toFixed(2)} | MFE: ${trade.maxFavorableExcursion.toFixed(2)}% | MAE: ${trade.maxAdverseExcursion.toFixed(2)}%`)
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console.log(`💾 External closure recorded: ${exitReason} at $${currentPrice} | P&L: $${realizedPnL.toFixed(2)}`)
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} catch (dbError) {
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console.error('❌ Failed to save external closure:', dbError)
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}
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@@ -364,25 +347,12 @@ export class PositionManager {
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return
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}
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// Position exists but size mismatch (partial close by TP1 or TP2?)
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// Position exists but size mismatch (partial close by TP1?)
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if (position.size < trade.currentSize * 0.95) { // 5% tolerance
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console.log(`⚠️ Position size mismatch: expected ${trade.currentSize}, got ${position.size}`)
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// Determine if this was TP1 or TP2 based on size
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const remainingPercent = (position.size / trade.positionSize) * 100
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if (!trade.tp1Hit && remainingPercent < 30) {
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// First partial close, likely TP1 (should leave ~25%)
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trade.tp1Hit = true
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console.log(`✅ TP1 detected on-chain (${remainingPercent.toFixed(1)}% remaining)`)
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} else if (trade.tp1Hit && !trade.tp2Hit && remainingPercent < 10) {
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// Second partial close, likely TP2 (should leave ~5% runner)
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trade.tp2Hit = true
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console.log(`✅ TP2 detected on-chain (${remainingPercent.toFixed(1)}% runner remaining)`)
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}
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// Update current size to match reality
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trade.currentSize = position.size * (trade.positionSize / trade.currentSize) // Convert to USD
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trade.tp1Hit = true
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await this.saveTradeState(trade)
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}
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@@ -411,23 +381,6 @@ export class PositionManager {
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const accountPnL = profitPercent * trade.leverage
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trade.unrealizedPnL = (trade.currentSize * profitPercent) / 100
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// Track MAE/MFE (Maximum Adverse/Favorable Excursion)
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if (profitPercent > trade.maxFavorableExcursion) {
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trade.maxFavorableExcursion = profitPercent
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trade.maxFavorablePrice = currentPrice
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}
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if (profitPercent < trade.maxAdverseExcursion) {
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trade.maxAdverseExcursion = profitPercent
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trade.maxAdversePrice = currentPrice
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}
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// Update MAE/MFE in database (throttled to every 5 seconds to avoid spam)
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if (Date.now() - trade.lastDbMetricsUpdate > 5000) {
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await this.updateTradeMetrics(trade)
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trade.lastDbMetricsUpdate = Date.now()
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}
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// Track peak P&L
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if (trade.unrealizedPnL > trade.peakPnL) {
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trade.peakPnL = trade.unrealizedPnL
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@@ -515,7 +468,7 @@ 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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@@ -621,13 +574,8 @@ export class PositionManager {
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holdTimeSeconds,
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maxDrawdown: 0, // TODO: Track this
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maxGain: trade.peakPnL,
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// Save final MAE/MFE values
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maxFavorableExcursion: trade.maxFavorableExcursion,
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maxAdverseExcursion: trade.maxAdverseExcursion,
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maxFavorablePrice: trade.maxFavorablePrice,
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maxAdversePrice: trade.maxAdversePrice,
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})
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console.log('💾 Trade saved to database with MAE: ' + trade.maxAdverseExcursion.toFixed(2) + '% | MFE: ' + trade.maxFavorableExcursion.toFixed(2) + '%')
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console.log('💾 Trade saved to database')
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} catch (dbError) {
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console.error('❌ Failed to save trade exit to database:', dbError)
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// Don't fail the close if database fails
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@@ -747,10 +695,6 @@ export class PositionManager {
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unrealizedPnL: trade.unrealizedPnL,
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peakPnL: trade.peakPnL,
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lastPrice: trade.lastPrice,
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maxFavorableExcursion: trade.maxFavorableExcursion,
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maxAdverseExcursion: trade.maxAdverseExcursion,
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maxFavorablePrice: trade.maxFavorablePrice,
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maxAdversePrice: trade.maxAdversePrice,
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})
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} catch (error) {
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console.error('❌ Failed to save trade state:', error)
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@@ -776,29 +720,6 @@ export class PositionManager {
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symbols,
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}
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}
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/**
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* Update MAE/MFE metrics in database (throttled)
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*/
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private async updateTradeMetrics(trade: ActiveTrade): Promise<void> {
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try {
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const { getPrismaClient } = await import('../database/trades')
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const prisma = getPrismaClient()
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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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maxFavorableExcursion: trade.maxFavorableExcursion,
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maxAdverseExcursion: trade.maxAdverseExcursion,
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maxFavorablePrice: trade.maxFavorablePrice,
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maxAdversePrice: trade.maxAdversePrice,
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},
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})
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} catch (error) {
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// Silent failure to avoid disrupting monitoring loop
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console.error('Failed to update trade metrics:', error)
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}
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}
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}
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// Singleton instance
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