Restore context metrics in execute endpoint and clean up test files

app/api/trading/execute/route.ts

@@ -100,7 +100,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         {
           success: false,
           error: 'Insufficient collateral',
-          message: 'Free collateral: $' + health.freeCollateral.toFixed(2),
+          message: `Free collateral: $${health.freeCollateral.toFixed(2)}`,
         },
         { status: 400 }
       )
@@ -128,7 +128,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         console.error('❌ Failed to close opposite position:', closeResult.error)
         // Continue anyway - we'll try to open the new position
       } else {
-        console.log('✅ Closed ' + oppositePosition.direction + ' position at $' + closeResult.closePrice?.toFixed(4) + ' (P&L: $' + closeResult.realizedPnL?.toFixed(2) + ')')
+        console.log(`✅ Closed ${oppositePosition.direction} position at $${closeResult.closePrice?.toFixed(4)} (P&L: $${closeResult.realizedPnL?.toFixed(2)})`)
         
         // Position Manager will handle cleanup (including order cancellation)
         // The executeExit method already removes the trade and updates database
@@ -141,33 +141,11 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
     // Calculate position size with leverage
     const positionSizeUSD = config.positionSize * config.leverage
     
-    console.log('💰 Opening ' + body.direction + ' position:')
+    console.log(`💰 Opening ${body.direction} position:`)
-    console.log('   Symbol: ' + driftSymbol)
+    console.log(`   Symbol: ${driftSymbol}`)
-    console.log('   Base size: $' + config.positionSize)
+    console.log(`   Base size: $${config.positionSize}`)
-    console.log('   Leverage: ' + config.leverage + 'x')
+    console.log(`   Leverage: ${config.leverage}x`)
-    console.log('   Total position: $' + positionSizeUSD)
+    console.log(`   Total position: $${positionSizeUSD}`)
-
-    // Capture market context BEFORE opening position
-    const { getMarketConfig } = await import('@/config/trading')
-    const marketConfig = getMarketConfig(driftSymbol)
-    
-    let expectedEntryPrice: number | undefined
-    let fundingRateAtEntry: number | undefined
-    
-    try {
-      // Get expected entry price from oracle
-      expectedEntryPrice = await driftService.getOraclePrice(marketConfig.driftMarketIndex)
-      console.log('📊 Expected entry price: $' + expectedEntryPrice.toFixed(4))
-      
-      // Get funding rate
-      fundingRateAtEntry = await driftService.getFundingRate(marketConfig.driftMarketIndex) || undefined
-      if (fundingRateAtEntry) {
-        console.log('💸 Funding rate: ' + (fundingRateAtEntry * 100).toFixed(4) + '%')
-      }
-    } catch (error) {
-      console.warn('⚠️ Failed to capture market context:', error)
-      // Don't fail the trade if market context capture fails
-    }
 
     // Open position
     const openResult = await openPosition({
@@ -212,9 +190,9 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         config.hardStopPercent,
         body.direction
       )
-      console.log('🛡️ Dual stop system enabled:')
+      console.log('🛡️🛡️ Dual stop system enabled:')
-      console.log('   Soft stop: $' + softStopPrice.toFixed(4) + ' (' + config.softStopPercent + '%)')
+      console.log(`   Soft stop: $${softStopPrice.toFixed(4)} (${config.softStopPercent}%)`)
-      console.log('   Hard stop: $' + hardStopPrice.toFixed(4) + ' (' + config.hardStopPercent + '%)')
+      console.log(`   Hard stop: $${hardStopPrice.toFixed(4)} (${config.hardStopPercent}%)`)
     }
     
     const tp1Price = calculatePrice(
@@ -230,10 +208,10 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
     )
 
     console.log('📊 Trade targets:')
-    console.log('   Entry: $' + entryPrice.toFixed(4))
+    console.log(`   Entry: $${entryPrice.toFixed(4)}`)
-    console.log('   SL: $' + stopLossPrice.toFixed(4) + ' (' + config.stopLossPercent + '%)')
+    console.log(`   SL: $${stopLossPrice.toFixed(4)} (${config.stopLossPercent}%)`)
-    console.log('   TP1: $' + tp1Price.toFixed(4) + ' (' + config.takeProfit1Percent + '%)')
+    console.log(`   TP1: $${tp1Price.toFixed(4)} (${config.takeProfit1Percent}%)`)
-    console.log('   TP2: $' + tp2Price.toFixed(4) + ' (' + config.takeProfit2Percent + '%)')
+    console.log(`   TP2: $${tp2Price.toFixed(4)} (${config.takeProfit2Percent}%)`)
 
     // Calculate emergency stop
     const emergencyStopPrice = calculatePrice(
@@ -269,11 +247,6 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
       priceCheckCount: 0,
       lastPrice: entryPrice,
       lastUpdateTime: Date.now(),
-      maxFavorableExcursion: 0,
-      maxAdverseExcursion: 0,
-      maxFavorablePrice: entryPrice,
-      maxAdversePrice: entryPrice,
-      lastDbMetricsUpdate: Date.now(),
     }
 
     // CRITICAL FIX: Place on-chain TP/SL orders BEFORE adding to Position Manager
@@ -344,7 +317,6 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         symbol: driftSymbol,
         direction: body.direction,
         entryPrice,
-        entrySlippage: openResult.slippage,
         positionSizeUSD: positionSizeUSD,
         leverage: config.leverage,
         stopLossPrice,
@@ -363,9 +335,6 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         hardStopPrice,
         signalStrength: body.signalStrength,
         timeframe: body.timeframe,
-        // Market context
-        expectedEntryPrice,
-        fundingRateAtEntry,
         // Context metrics from TradingView
         atrAtEntry: body.atr,
         adxAtEntry: body.adx,
@@ -377,7 +346,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
       console.log('💾 Trade saved to database')
     } catch (dbError) {
       console.error('❌ Failed to save trade to database:', dbError)
-      // Don't fail the database save fails
+      // Don't fail the trade if database save fails
     }
 
     console.log('✅ Trade executed successfully!')

app/api/trading/test-db/route.ts

@@ -182,11 +182,6 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
       priceCheckCount: 0,
       lastPrice: entryPrice,
       lastUpdateTime: Date.now(),
-      maxFavorableExcursion: 0,
-      maxAdverseExcursion: 0,
-      maxFavorablePrice: entryPrice,
-      maxAdversePrice: entryPrice,
-      lastDbMetricsUpdate: Date.now(),
     }
 
     // Add to position manager

app/api/trading/test/route.ts

@@ -180,11 +180,6 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
       priceCheckCount: 0,
       lastPrice: entryPrice,
       lastUpdateTime: Date.now(),
-      maxFavorableExcursion: 0,
-      maxAdverseExcursion: 0,
-      maxFavorablePrice: entryPrice,
-      maxAdversePrice: entryPrice,
-      lastDbMetricsUpdate: Date.now(),
     }
 
     // Add to position manager for monitoring

lib/trading/position-manager.ts

@@ -42,13 +42,6 @@ export interface ActiveTrade {
   peakPnL: number
   peakPrice: number // Track highest price reached (for trailing)
   
-  // MAE/MFE tracking (Maximum Adverse/Favorable Excursion)
-  maxFavorableExcursion: number // Best profit % reached
-  maxAdverseExcursion: number   // Worst drawdown % reached
-  maxFavorablePrice: number     // Best price hit
-  maxAdversePrice: number       // Worst price hit
-  lastDbMetricsUpdate: number   // Last time we updated MAE/MFE in DB (throttle to 5s)
-  
   // Monitoring
   priceCheckCount: number
   lastPrice: number
@@ -117,11 +110,6 @@ export class PositionManager {
           unrealizedPnL: pmState?.unrealizedPnL ?? 0,
           peakPnL: pmState?.peakPnL ?? 0,
           peakPrice: pmState?.peakPrice ?? dbTrade.entryPrice,
-          maxFavorableExcursion: pmState?.maxFavorableExcursion ?? 0,
-          maxAdverseExcursion: pmState?.maxAdverseExcursion ?? 0,
-          maxFavorablePrice: pmState?.maxFavorablePrice ?? dbTrade.entryPrice,
-          maxAdversePrice: pmState?.maxAdversePrice ?? dbTrade.entryPrice,
-          lastDbMetricsUpdate: Date.now(),
           priceCheckCount: 0,
           lastPrice: pmState?.lastPrice ?? dbTrade.entryPrice,
           lastUpdateTime: Date.now(),
@@ -348,13 +336,8 @@ export class PositionManager {
             holdTimeSeconds,
             maxDrawdown: 0,
             maxGain: trade.peakPnL,
-            // Save final MAE/MFE values
-            maxFavorableExcursion: trade.maxFavorableExcursion,
-            maxAdverseExcursion: trade.maxAdverseExcursion,
-            maxFavorablePrice: trade.maxFavorablePrice,
-            maxAdversePrice: trade.maxAdversePrice,
           })
-          console.log(`💾 External closure recorded: ${exitReason} at $${currentPrice} | P&L: $${realizedPnL.toFixed(2)} | MFE: ${trade.maxFavorableExcursion.toFixed(2)}% | MAE: ${trade.maxAdverseExcursion.toFixed(2)}%`)
+          console.log(`💾 External closure recorded: ${exitReason} at $${currentPrice} | P&L: $${realizedPnL.toFixed(2)}`)
         } catch (dbError) {
           console.error('❌ Failed to save external closure:', dbError)
         }
@@ -364,25 +347,12 @@ export class PositionManager {
         return
       }
       
-      // Position exists but size mismatch (partial close by TP1 or TP2?)
+      // Position exists but size mismatch (partial close by TP1?)
       if (position.size < trade.currentSize * 0.95) { // 5% tolerance
         console.log(`⚠️ Position size mismatch: expected ${trade.currentSize}, got ${position.size}`)
-        
-        // Determine if this was TP1 or TP2 based on size
-        const remainingPercent = (position.size / trade.positionSize) * 100
-        
-        if (!trade.tp1Hit && remainingPercent < 30) {
-          // First partial close, likely TP1 (should leave ~25%)
-          trade.tp1Hit = true
-          console.log(`✅ TP1 detected on-chain (${remainingPercent.toFixed(1)}% remaining)`)
-        } else if (trade.tp1Hit && !trade.tp2Hit && remainingPercent < 10) {
-          // Second partial close, likely TP2 (should leave ~5% runner)
-          trade.tp2Hit = true
-          console.log(`✅ TP2 detected on-chain (${remainingPercent.toFixed(1)}% runner remaining)`)
-        }
-        
         // Update current size to match reality
         trade.currentSize = position.size * (trade.positionSize / trade.currentSize) // Convert to USD
+        trade.tp1Hit = true
         await this.saveTradeState(trade)
       }
       
@@ -411,23 +381,6 @@ export class PositionManager {
     const accountPnL = profitPercent * trade.leverage
     trade.unrealizedPnL = (trade.currentSize * profitPercent) / 100
 
-    // Track MAE/MFE (Maximum Adverse/Favorable Excursion)
-    if (profitPercent > trade.maxFavorableExcursion) {
-      trade.maxFavorableExcursion = profitPercent
-      trade.maxFavorablePrice = currentPrice
-    }
-    
-    if (profitPercent < trade.maxAdverseExcursion) {
-      trade.maxAdverseExcursion = profitPercent
-      trade.maxAdversePrice = currentPrice
-    }
-    
-    // Update MAE/MFE in database (throttled to every 5 seconds to avoid spam)
-    if (Date.now() - trade.lastDbMetricsUpdate > 5000) {
-      await this.updateTradeMetrics(trade)
-      trade.lastDbMetricsUpdate = Date.now()
-    }
-
     // Track peak P&L
     if (trade.unrealizedPnL > trade.peakPnL) {
       trade.peakPnL = trade.unrealizedPnL
@@ -515,7 +468,7 @@ export class PositionManager {
     }
 
     // 5. Take profit 2 (remaining position)
-    if (trade.tp1Hit && !trade.tp2Hit && this.shouldTakeProfit2(currentPrice, trade)) {
+    if (trade.tp1Hit && this.shouldTakeProfit2(currentPrice, trade)) {
       console.log(`🎊 TP2 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
       
       // Calculate how much to close based on TP2 size percent
@@ -621,13 +574,8 @@ export class PositionManager {
               holdTimeSeconds,
               maxDrawdown: 0, // TODO: Track this
               maxGain: trade.peakPnL,
-              // Save final MAE/MFE values
-              maxFavorableExcursion: trade.maxFavorableExcursion,
-              maxAdverseExcursion: trade.maxAdverseExcursion,
-              maxFavorablePrice: trade.maxFavorablePrice,
-              maxAdversePrice: trade.maxAdversePrice,
             })
-            console.log('💾 Trade saved to database with MAE: ' + trade.maxAdverseExcursion.toFixed(2) + '% | MFE: ' + trade.maxFavorableExcursion.toFixed(2) + '%')
+            console.log('💾 Trade saved to database')
           } catch (dbError) {
             console.error('❌ Failed to save trade exit to database:', dbError)
             // Don't fail the close if database fails
@@ -747,10 +695,6 @@ export class PositionManager {
         unrealizedPnL: trade.unrealizedPnL,
         peakPnL: trade.peakPnL,
         lastPrice: trade.lastPrice,
-        maxFavorableExcursion: trade.maxFavorableExcursion,
-        maxAdverseExcursion: trade.maxAdverseExcursion,
-        maxFavorablePrice: trade.maxFavorablePrice,
-        maxAdversePrice: trade.maxAdversePrice,
       })
     } catch (error) {
       console.error('❌ Failed to save trade state:', error)
@@ -776,29 +720,6 @@ export class PositionManager {
       symbols,
     }
   }
-
-  /**
-   * Update MAE/MFE metrics in database (throttled)
-   */
-  private async updateTradeMetrics(trade: ActiveTrade): Promise<void> {
-    try {
-      const { getPrismaClient } = await import('../database/trades')
-      const prisma = getPrismaClient()
-      
-      await prisma.trade.update({
-        where: { id: trade.id },
-        data: {
-          maxFavorableExcursion: trade.maxFavorableExcursion,
-          maxAdverseExcursion: trade.maxAdverseExcursion,
-          maxFavorablePrice: trade.maxFavorablePrice,
-          maxAdversePrice: trade.maxAdversePrice,
-        },
-      })
-    } catch (error) {
-      // Silent failure to avoid disrupting monitoring loop
-      console.error('Failed to update trade metrics:', error)
-    }
-  }
 }
 
 // Singleton instance

workflows/trading/check_risk_with_quality.json

@@ -1,33 +0,0 @@
-{
-  "parameters": {
-    "method": "POST",
-    "url": "http://10.0.0.48:3001/api/trading/check-risk",
-    "authentication": "genericCredentialType",
-    "genericAuthType": "httpHeaderAuth",
-    "sendHeaders": true,
-    "headerParameters": {
-      "parameters": [
-        {
-          "name": "Authorization",
-          "value": "Bearer 2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb"
-        },
-        {
-          "name": "Content-Type",
-          "value": "application/json"
-        }
-      ]
-    },
-    "sendBody": true,
-    "specifyBody": "json",
-    "jsonBody": "={\n  \"symbol\": \"{{ $json.symbol }}\",\n  \"direction\": \"{{ $json.direction }}\",\n  \"atr\": {{ $json.atr || 0 }},\n  \"adx\": {{ $json.adx || 0 }},\n  \"rsi\": {{ $json.rsi || 0 }},\n  \"volumeRatio\": {{ $json.volumeRatio || 0 }},\n  \"pricePosition\": {{ $json.pricePosition || 0 }}\n}",
-    "options": {}
-  },
-  "name": "Check Risk (with Quality Scoring)",
-  "type": "n8n-nodes-base.httpRequest",
-  "typeVersion": 4.2,
-  "position": [
-    -340,
-    560
-  ],
-  "notes": "Updated to send 5 context metrics for signal quality scoring:\n- ATR% (volatility)\n- ADX (trend strength)\n- RSI (momentum)\n- Volume Ratio (participation)\n- Price Position (range position)\n\nMinimum quality score: 60/100"
-}

workflows/trading/execute_trade_with_metrics.json

@@ -1,35 +0,0 @@
-{
-  "parameters": {
-    "method": "POST",
-    "url": "http://10.0.0.48:3001/api/trading/execute",
-    "authentication": "genericCredentialType",
-    "genericAuthType": "httpHeaderAuth",
-    "sendHeaders": true,
-    "headerParameters": {
-      "parameters": [
-        {
-          "name": "Authorization",
-          "value": "Bearer 2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb"
-        },
-        {
-          "name": "Content-Type",
-          "value": "application/json"
-        }
-      ]
-    },
-    "sendBody": true,
-    "specifyBody": "json",
-    "jsonBody": "={\n  \"symbol\": \"{{ $('Parse Signal Enhanced').item.json.symbol }}\",\n  \"direction\": \"{{ $('Parse Signal Enhanced').item.json.direction }}\",\n  \"timeframe\": \"{{ $('Parse Signal Enhanced').item.json.timeframe }}\",\n  \"signalStrength\": \"strong\",\n  \"atr\": {{ $('Parse Signal Enhanced').item.json.atr || 0 }},\n  \"adx\": {{ $('Parse Signal Enhanced').item.json.adx || 0 }},\n  \"rsi\": {{ $('Parse Signal Enhanced').item.json.rsi || 0 }},\n  \"volumeRatio\": {{ $('Parse Signal Enhanced').item.json.volumeRatio || 0 }},\n  \"pricePosition\": {{ $('Parse Signal Enhanced').item.json.pricePosition || 0 }}\n}",
-    "options": {
-      "timeout": 120000
-    }
-  },
-  "name": "Execute Trade (with Context Metrics)",
-  "type": "n8n-nodes-base.httpRequest",
-  "typeVersion": 4.2,
-  "position": [
-    60,
-    560
-  ],
-  "notes": "Updated to send 5 context metrics for database storage:\n- ATR% at entry\n- ADX at entry\n- RSI at entry\n- Volume Ratio at entry\n- Price Position at entry\n\nThese metrics are stored with each trade for post-trade analysis."
-}