Phase 1: Add MAE/MFE tracking and analytics schema

- Added 20+ analytics fields to Trade model (MAE/MFE, fill tracking, timing, market context, slippage)
- Implemented real-time MAE/MFE tracking in Position Manager (updates every 5s)
- Enhanced database schema with comprehensive trade analytics
- Updated all API endpoints to initialize MAE/MFE fields
- Modified updateTradeState() to persist MAE/MFE in configSnapshot

Database changes:
- maxFavorableExcursion/maxAdverseExcursion track best/worst profit %
- maxFavorablePrice/maxAdversePrice track exact price levels
- Fill tracking: tp1Filled, tp2Filled, softSlFilled, hardSlFilled
- Timing metrics: timeToTp1, timeToTp2, timeToSl
- Market context: atrAtEntry, adxAtEntry, volumeAtEntry, fundingRateAtEntry, basisAtEntry
- Slippage tracking: expectedEntryPrice, entrySlippagePct, expectedExitPrice, exitSlippagePct

Position Manager changes:
- Track MAE/MFE on every price check (2s interval)
- Throttled database updates (5s interval) via updateTradeMetrics()
- Persist MAE/MFE in trade state snapshots for recovery

Next: Phase 2 (market context capture) or Phase 3 (analytics API)

prisma/migrations/20251029192059_add_mae_mfe_and_market_context/migration.sql

@@ -0,0 +1,24 @@
+-- AlterTable
+ALTER TABLE "Trade" ADD COLUMN     "adxAtEntry" DOUBLE PRECISION,
+ADD COLUMN     "atrAtEntry" DOUBLE PRECISION,
+ADD COLUMN     "basisAtEntry" DOUBLE PRECISION,
+ADD COLUMN     "entrySlippagePct" DOUBLE PRECISION,
+ADD COLUMN     "exitSlippagePct" DOUBLE PRECISION,
+ADD COLUMN     "expectedEntryPrice" DOUBLE PRECISION,
+ADD COLUMN     "expectedExitPrice" DOUBLE PRECISION,
+ADD COLUMN     "fundingRateAtEntry" DOUBLE PRECISION,
+ADD COLUMN     "hardSlFilled" BOOLEAN NOT NULL DEFAULT false,
+ADD COLUMN     "maxAdverseExcursion" DOUBLE PRECISION,
+ADD COLUMN     "maxAdversePrice" DOUBLE PRECISION,
+ADD COLUMN     "maxFavorableExcursion" DOUBLE PRECISION,
+ADD COLUMN     "maxFavorablePrice" DOUBLE PRECISION,
+ADD COLUMN     "slFillPrice" DOUBLE PRECISION,
+ADD COLUMN     "softSlFilled" BOOLEAN NOT NULL DEFAULT false,
+ADD COLUMN     "timeToSl" INTEGER,
+ADD COLUMN     "timeToTp1" INTEGER,
+ADD COLUMN     "timeToTp2" INTEGER,
+ADD COLUMN     "tp1FillPrice" DOUBLE PRECISION,
+ADD COLUMN     "tp1Filled" BOOLEAN NOT NULL DEFAULT false,
+ADD COLUMN     "tp2FillPrice" DOUBLE PRECISION,
+ADD COLUMN     "tp2Filled" BOOLEAN NOT NULL DEFAULT false,
+ADD COLUMN     "volumeAtEntry" DOUBLE PRECISION;

prisma/schema.prisma

@@ -49,6 +49,39 @@ model Trade {
   maxDrawdown      Float?   // Peak to valley during trade
   maxGain          Float?   // Peak gain reached
   
+  // MAE/MFE Analysis (Maximum Adverse/Favorable Excursion)
+  maxFavorableExcursion Float? // Best profit % reached during trade
+  maxAdverseExcursion   Float? // Worst drawdown % during trade
+  maxFavorablePrice     Float? // Best price hit (direction-aware)
+  maxAdversePrice       Float? // Worst price hit (direction-aware)
+  
+  // Exit details - which levels actually filled
+  tp1Filled         Boolean @default(false)
+  tp2Filled         Boolean @default(false)
+  softSlFilled      Boolean @default(false)
+  hardSlFilled      Boolean @default(false)
+  tp1FillPrice      Float?
+  tp2FillPrice      Float?
+  slFillPrice       Float?
+  
+  // Timing metrics
+  timeToTp1         Int?    // Seconds from entry to TP1 fill
+  timeToTp2         Int?    // Seconds from entry to TP2 fill
+  timeToSl          Int?    // Seconds from entry to SL hit
+  
+  // Market context at entry
+  atrAtEntry        Float?  // ATR% when trade opened
+  adxAtEntry        Float?  // ADX trend strength (0-50)
+  volumeAtEntry     Float?  // Volume relative to MA
+  fundingRateAtEntry Float? // Perp funding rate at entry
+  basisAtEntry      Float?  // Perp-spot basis at entry
+  
+  // Slippage tracking
+  expectedEntryPrice Float?  // Target entry from signal
+  entrySlippagePct   Float?  // Actual slippage %
+  expectedExitPrice  Float?  // Which TP/SL should have hit
+  exitSlippagePct    Float?  // Exit slippage %
+  
   // Order signatures
   entryOrderTx     String
   tp1OrderTx       String?