docs: fix CRITICAL copilot instructions + add Nov 12 bugs
CRITICAL FIXES: - Lines 217-225: Reversed position.size documentation (was WRONG: "USD", now CORRECT: "tokens") This incorrect doc caused the Position Manager bug we fixed today! - Updated capital: $97.55 USDC (was $106) - Updated leverage: 15x (was 20x) - Updated per-symbol defaults: 100%, 15x (was $210, 10x) NEW PITFALLS ADDED: #22: Position.size tokens vs USD bug (false TP1 detection fix) - Root cause, symptoms, fix with code examples - Affects Position Manager lines 322, 519, 558, 591 #23: Leverage display bug (showing 10x instead of 15x) - Symbol-specific vs global config - Affects execute/route.ts lines 345, 448, 522, 557 #24: Indicator version tracking (v5 vs v6 comparison) - Buy/Sell Signal vs HalfTrend+BarColor strategies CURRENT STATUS SECTION: - 161 trades executed - Three optimization initiatives in data collection - Expected 35-40% P&L improvement when complete - Links to OPTIMIZATION_MASTER_ROADMAP.md This ensures future AI agents have accurate info and won't repeat the position.size bug that caused false TP1 hits today.
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mindesbunister
73
.github/copilot-instructions.md
vendored
73
.github/copilot-instructions.md
vendored
@@ -5,12 +5,14 @@
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**Primary Objective:** Build wealth systematically from $106 → $100,000+ through algorithmic trading
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**Current Phase:** Phase 1 - Survival & Proof (Nov 2025 - Jan 2026)
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- **Starting Capital:** $106 (+ $1,000 deposit in 2 weeks)
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- **Current Capital:** $97.55 USDC (zero debt, 100% health)
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- **Starting Capital:** $106 (Nov 2025)
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- **Target:** $2,500 by end of Phase 1 (Month 2.5)
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- **Strategy:** Aggressive compounding, 0 withdrawals
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- **Position Sizing:** 100% of account ($106 at 20x leverage = $2,120 notional)
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- **Position Sizing:** 100% of free collateral (~$97 at 15x leverage = ~$1,463 notional)
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- **Risk Tolerance:** EXTREME - This is recovery/proof-of-concept mode
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- **Win Target:** 20-30% monthly returns to reach $2,500
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- **Trades Executed:** 161 (as of Nov 12, 2025)
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**Why This Matters for AI Agents:**
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- Every dollar counts at this stage - optimize for profitability, not just safety
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@@ -39,8 +41,8 @@
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- **Note:** All UI displays dynamically calculate runner% as `100 - TAKE_PROFIT_1_SIZE_PERCENT`
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**Per-Symbol Configuration:** SOL and ETH have independent enable/disable toggles and position sizing:
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- `SOLANA_ENABLED`, `SOLANA_POSITION_SIZE`, `SOLANA_LEVERAGE` (defaults: true, $210, 10x)
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- `ETHEREUM_ENABLED`, `ETHEREUM_POSITION_SIZE`, `ETHEREUM_LEVERAGE` (defaults: true, $4, 1x)
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- `SOLANA_ENABLED`, `SOLANA_POSITION_SIZE`, `SOLANA_LEVERAGE` (defaults: true, 100%, 15x)
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- `ETHEREUM_ENABLED`, `ETHEREUM_POSITION_SIZE`, `ETHEREUM_LEVERAGE` (defaults: true, 100%, 1x)
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- BTC and other symbols fall back to global settings (`MAX_POSITION_SIZE_USD`, `LEVERAGE`)
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- **Priority:** Per-symbol ENV → Market config → Global ENV → Defaults
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@@ -208,16 +210,16 @@ console.log('✅ Transaction confirmed on-chain')
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```
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Without this, the SDK returns signatures for transactions that never execute, causing phantom trades/closes.
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**CRITICAL: Drift SDK position.size is USD, not tokens**
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The Drift SDK returns `position.size` as USD notional value, NOT token quantity:
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**CRITICAL: Drift SDK position.size is BASE ASSET TOKENS, not USD**
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The Drift SDK returns `position.size` as token quantity (SOL/ETH/BTC), NOT USD notional:
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```typescript
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// WRONG: Multiply by price (inflates by 156x for SOL at $157)
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const positionSizeUSD = position.size * currentPrice
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// CORRECT: Convert tokens to USD by multiplying by current price
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const positionSizeUSD = Math.abs(position.size) * currentPrice
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// CORRECT: Use directly as USD value
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// WRONG: Using position.size directly as USD (off by 150x+ for SOL!)
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const positionSizeUSD = Math.abs(position.size)
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```
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This affects Position Manager's TP1 detection - if calculated incorrectly, TP1 will never trigger because expected size won't match actual size.
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**This affects Position Manager's TP1/TP2 detection** - if position.size is not converted to USD before comparing to tracked USD values, the system will never detect partial closes correctly. See Common Pitfall #22 for the full bug details and fix applied Nov 12, 2025.
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**Solana RPC Rate Limiting with Exponential Backoff**
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Solana RPC endpoints return 429 errors under load. Always use retry logic for order operations:
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@@ -681,6 +683,46 @@ trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK
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- TypeScript build will fail if endpoint passes field not in interface
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- Example: indicatorVersion tracking required 3-file update (execute route.ts, CreateTradeParams interface, createTrade function)
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22. **Position.size tokens vs USD bug (CRITICAL - Fixed Nov 12, 2025):**
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- **Symptom:** Position Manager detects false TP1 hits, moves SL to breakeven prematurely
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- **Root Cause:** `lib/drift/client.ts` returns `position.size` as BASE ASSET TOKENS (12.28 SOL), not USD ($1,950)
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- **Bug:** Comparing tokens (12.28) directly to USD ($1,950) → 12.28 < 1,950 × 0.95 = "99.4% reduction" → FALSE TP1!
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- **Fix:** Always convert to USD before comparisons:
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```typescript
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// In Position Manager (lines 322, 519, 558, 591)
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const positionSizeUSD = Math.abs(position.size) * currentPrice
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// Now compare USD to USD
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if (positionSizeUSD < trade.currentSize * 0.95) {
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// Actual 5%+ reduction detected
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}
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```
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- **Impact:** Without this fix, TP1 never triggers correctly, SL moves at wrong times, runner system fails
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- **Where it matters:** Position Manager, any code querying Drift positions
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- **Database evidence:** Trade showed `tp1Hit: true` when 100% still open, `slMovedToBreakeven: true` prematurely
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23. **Leverage display showing global config instead of symbol-specific (Fixed Nov 12, 2025):**
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- **Symptom:** Telegram notifications showing "⚡ Leverage: 10x" when actual position uses 15x or 20x
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- **Root Cause:** API response returning `config.leverage` (global default) instead of symbol-specific value
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- **Fix:** Use actual leverage from `getPositionSizeForSymbol()`:
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```typescript
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// app/api/trading/execute/route.ts (lines 345, 448, 522, 557)
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const { size, leverage, enabled } = getPositionSizeForSymbol(driftSymbol, config)
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// Return symbol-specific leverage
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leverage: leverage, // NOT: config.leverage
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```
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- **Impact:** Misleading notifications, user confusion about actual position risk
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- **Hierarchy:** Per-symbol ENV (SOLANA_LEVERAGE) → Market config → Global ENV (LEVERAGE) → Defaults
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24. **Indicator version tracking (Nov 12, 2025+):**
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- Database field `indicatorVersion` tracks which TradingView strategy generated the signal
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- **v5:** Buy/Sell Signal strategy (pre-Nov 12)
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- **v6:** HalfTrend + BarColor strategy (Nov 12+)
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- Used for performance comparison between strategies
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- Must update `CreateTradeParams` interface when adding new database fields (see pitfall #21)
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- Analytics endpoint `/api/analytics/version-comparison` compares v5 vs v6 performance
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## File Conventions
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- **API routes:** `app/api/[feature]/[action]/route.ts` (Next.js 15 App Router)
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@@ -800,6 +842,17 @@ if (!enabled) {
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## Development Roadmap
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**Current Status (Nov 12, 2025):**
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- **161 trades executed** with quality scores and MAE/MFE tracking
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- **Capital:** $97.55 USDC at 100% health (zero debt, all USDC collateral)
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- **Leverage:** 15x SOL (reduced from 20x for safer liquidation cushion)
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- **Three active optimization initiatives** in data collection phase:
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1. **Signal Quality:** 0/20 blocked signals collected → need 10-20 for analysis
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2. **Position Scaling:** 161 v5 trades, collecting v6 data → need 50+ v6 trades
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3. **ATR-based TP:** 1/50 trades with ATR data → need 50 for validation
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- **Expected combined impact:** 35-40% P&L improvement when all three optimizations complete
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- **Master roadmap:** See `OPTIMIZATION_MASTER_ROADMAP.md` for consolidated view
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See `SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md` for systematic signal quality improvements:
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- **Phase 1 (🔄 IN PROGRESS):** Collect 10-20 blocked signals with quality scores (1-2 weeks)
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- **Phase 2 (🔜 NEXT):** Analyze patterns and make data-driven threshold decisions
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