fix: Add phantom trade detection and prevention safeguards

**Root Causes:**
1. Auto-flip logic could create phantom trades if close failed
2. Position size mismatches (0.01 SOL vs 11.92 SOL expected) not caught
3. Multiple trades for same symbol+direction in database

**Preventive Measures:**

1. **Startup Validation (lib/startup/init-position-manager.ts)**
   - Validates all open trades against Drift positions on startup
   - Auto-closes phantom trades with <50% expected size
   - Logs size mismatches for manual review
   - Prevents Position Manager from tracking ghost positions

2. **Duplicate Position Prevention (app/api/trading/execute/route.ts)**
   - Blocks opening same-direction position on same symbol
   - Returns 400 error if duplicate detected
   - Only allows auto-flip (opposite direction close + open)

3. **Runtime Phantom Detection (lib/trading/position-manager.ts)**
   - Checks position size every 2s monitoring cycle
   - Auto-closes if size ratio <50% (extreme mismatch)
   - Logs as 'manual' exit with AUTO_CLEANUP tx
   - Removes from monitoring immediately

4. **Quality Score Fix (app/api/trading/check-risk/route.ts)**
   - Hardcoded minScore=60 (removed non-existent config reference)

**Prevention Summary:**
-  Startup validation catches historical phantoms
-  Duplicate check prevents new phantoms
-  Runtime detection catches size mismatches <30s after they occur
-  All three layers work together for defense-in-depth

Issue: User had LONG (phantom) + SHORT (undersized 0.01 SOL vs 11.92 expected)
Fix: Both detected and closed, bot now clean with 0 active trades
This commit is contained in:
mindesbunister
2025-11-03 13:53:12 +01:00
parent 1313031acd
commit 6b1d32a72d
5 changed files with 139 additions and 3 deletions

View File

@@ -489,6 +489,40 @@ export class PositionManager {
// 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 ${position.size}`)
// CRITICAL: If mismatch is extreme (>50%), this is a phantom trade
const sizeRatio = (position.size * currentPrice) / trade.currentSize
if (sizeRatio < 0.5) {
console.log(`🚨 EXTREME SIZE MISMATCH (${(sizeRatio * 100).toFixed(1)}%) - Closing phantom trade`)
console.log(` Expected: $${trade.currentSize.toFixed(2)}`)
console.log(` Actual: $${(position.size * currentPrice).toFixed(2)}`)
// Close as phantom trade
try {
const holdTimeSeconds = Math.floor((Date.now() - trade.entryTime) / 1000)
await updateTradeExit({
positionId: trade.positionId,
exitPrice: currentPrice,
exitReason: 'manual',
realizedPnL: 0,
exitOrderTx: 'AUTO_CLEANUP',
holdTimeSeconds,
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
maxGain: Math.max(0, trade.maxFavorableExcursion),
maxFavorableExcursion: trade.maxFavorableExcursion,
maxAdverseExcursion: trade.maxAdverseExcursion,
maxFavorablePrice: trade.maxFavorablePrice,
maxAdversePrice: trade.maxAdversePrice,
})
console.log(`💾 Phantom trade closed`)
} catch (dbError) {
console.error('❌ Failed to close phantom trade:', dbError)
}
await this.removeTrade(trade.id)
return
}
// Update current size to match reality (convert base asset size to USD using current price)
trade.currentSize = position.size * currentPrice
trade.tp1Hit = true