fix: runner tracking bug - detect TP fills by size reduction
- Position Manager now detects TP1/TP2 fills by monitoring position size reductions instead of entry price mismatches - When position size reduces by ~75%, marks TP1 as filled and updates currentSize - When position size reduces by ~95%, marks TP2 as filled and activates trailing stop for 5% runner - Entry price mismatch check now skipped after TP fills (Drift shows weighted average entry price after partial closes) - Fixes bug where runners were incorrectly closed after TP1/TP2 fired on-chain - Adds grace period for new trades (<30s) to avoid false positives during blockchain propagation delays - This unblocks Phase 1 data collection for signal quality optimization (need 10+ trades with MAE/MFE data)
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mindesbunister
@@ -297,46 +297,95 @@ export class PositionManager {
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return // Skip this check cycle, position might still be propagating
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}
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// Position closed externally (by on-chain TP/SL order)
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// Position closed externally (by on-chain TP/SL order or manual closure)
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console.log(`⚠️ Position ${trade.symbol} was closed externally (by on-chain order)`)
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} else {
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// CRITICAL: Verify this position matches the trade we're tracking
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// Different entry price means this is a NEW position, not ours
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const entryPriceDiff = Math.abs(position.entryPrice - trade.entryPrice)
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const entryPriceDiffPercent = (entryPriceDiff / trade.entryPrice) * 100
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// Position exists - check if size changed (TP1/TP2 filled)
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const positionSizeUSD = position.size * currentPrice
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const trackedSizeUSD = trade.currentSize
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const sizeDiffPercent = Math.abs(positionSizeUSD - trackedSizeUSD) / trackedSizeUSD * 100
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if (entryPriceDiffPercent > 0.5) {
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// Entry prices differ by >0.5% - this is a DIFFERENT position
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console.log(`⚠️ Position ${trade.symbol} entry mismatch: tracking $${trade.entryPrice.toFixed(4)} but found $${position.entryPrice.toFixed(4)}`)
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console.log(`🗑️ This is a different/newer position - removing old trade from monitoring`)
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// If position size reduced significantly, TP orders likely filled
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if (positionSizeUSD < trackedSizeUSD * 0.9 && sizeDiffPercent > 10) {
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console.log(`📊 Position size changed: tracking $${trackedSizeUSD.toFixed(2)} but found $${positionSizeUSD.toFixed(2)}`)
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// Mark the old trade as closed (we lost track of it)
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try {
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await updateTradeExit({
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positionId: trade.positionId,
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exitPrice: trade.lastPrice,
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exitReason: 'SOFT_SL', // Unknown - just mark as closed
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realizedPnL: 0,
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exitOrderTx: 'UNKNOWN_CLOSURE',
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holdTimeSeconds: Math.floor((Date.now() - trade.entryTime) / 1000),
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maxDrawdown: 0,
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maxGain: trade.peakPnL,
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})
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console.log(`💾 Old trade marked as closed (lost tracking)`)
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} catch (dbError) {
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console.error('❌ Failed to save lost trade closure:', dbError)
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}
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// Remove from monitoring WITHOUT cancelling orders (they belong to the new position!)
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console.log(`🗑️ Removing old trade WITHOUT cancelling orders`)
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this.activeTrades.delete(trade.id)
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if (this.activeTrades.size === 0 && this.isMonitoring) {
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this.stopMonitoring()
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// Detect which TP filled based on size reduction
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const reductionPercent = ((trackedSizeUSD - positionSizeUSD) / trade.positionSize) * 100
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if (!trade.tp1Hit && reductionPercent >= (this.config.takeProfit1SizePercent * 0.8)) {
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// TP1 fired (should be ~75% reduction)
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console.log(`🎯 TP1 detected as filled! Reduction: ${reductionPercent.toFixed(1)}%`)
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trade.tp1Hit = true
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trade.currentSize = positionSizeUSD
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// Move SL to breakeven after TP1
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trade.stopLossPrice = trade.entryPrice
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trade.slMovedToBreakeven = true
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console.log(`🛡️ Stop loss moved to breakeven: $${trade.stopLossPrice.toFixed(4)}`)
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await this.saveTradeState(trade)
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} else if (trade.tp1Hit && !trade.tp2Hit && reductionPercent >= 85) {
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// TP2 fired (total should be ~95% closed, 5% runner left)
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console.log(`🎯 TP2 detected as filled! Reduction: ${reductionPercent.toFixed(1)}%`)
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trade.tp2Hit = true
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trade.currentSize = positionSizeUSD
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trade.trailingStopActive = true
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console.log(`🏃 Runner active: $${positionSizeUSD.toFixed(2)} with ${this.config.trailingStopPercent}% trailing stop`)
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await this.saveTradeState(trade)
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} else {
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// Partial fill detected but unclear which TP - just update size
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console.log(`⚠️ Unknown partial fill detected - updating tracked size to $${positionSizeUSD.toFixed(2)}`)
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trade.currentSize = positionSizeUSD
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await this.saveTradeState(trade)
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}
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// Continue monitoring the remaining position
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return
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}
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// CRITICAL: Check for entry price mismatch (NEW position opened)
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// This can happen if user manually closed and opened a new position
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// Only check if we haven't detected TP fills (entry price changes after partial closes on Drift)
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if (!trade.tp1Hit && !trade.tp2Hit) {
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const entryPriceDiff = Math.abs(position.entryPrice - trade.entryPrice)
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const entryPriceDiffPercent = (entryPriceDiff / trade.entryPrice) * 100
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if (entryPriceDiffPercent > 0.5) {
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// Entry prices differ by >0.5% - this is a DIFFERENT position
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console.log(`⚠️ Position ${trade.symbol} entry mismatch: tracking $${trade.entryPrice.toFixed(4)} but found $${position.entryPrice.toFixed(4)}`)
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console.log(`🗑️ This is a different/newer position - removing old trade from monitoring`)
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// Mark the old trade as closed (we lost track of it)
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try {
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await updateTradeExit({
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positionId: trade.positionId,
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exitPrice: trade.lastPrice,
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exitReason: 'SOFT_SL', // Unknown - just mark as closed
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realizedPnL: 0,
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exitOrderTx: 'UNKNOWN_CLOSURE',
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holdTimeSeconds: Math.floor((Date.now() - trade.entryTime) / 1000),
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maxDrawdown: 0,
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maxGain: trade.peakPnL,
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})
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console.log(`💾 Old trade marked as closed (lost tracking)`)
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} catch (dbError) {
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console.error('❌ Failed to save lost trade closure:', dbError)
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}
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// Remove from monitoring WITHOUT cancelling orders (they belong to the new position!)
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console.log(`🗑️ Removing old trade WITHOUT cancelling orders`)
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this.activeTrades.delete(trade.id)
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if (this.activeTrades.size === 0 && this.isMonitoring) {
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this.stopMonitoring()
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}
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return
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}
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}
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}
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if (position === null || position.size === 0) {
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