feat: Implement percentage-based position sizing
- Add usePercentageSize flag to SymbolSettings and TradingConfig - Add calculateActualPositionSize() and getActualPositionSizeForSymbol() helpers - Update execute and test endpoints to calculate position size from free collateral - Add SOLANA_USE_PERCENTAGE_SIZE, ETHEREUM_USE_PERCENTAGE_SIZE, USE_PERCENTAGE_SIZE env vars - Configure SOL to use 100% of portfolio (auto-adjusts to available balance) - Fix TypeScript errors: replace fillNotionalUSD with actualSizeUSD - Remove signalQualityVersion and fullyClosed references (not in interfaces) - Add comprehensive documentation in PERCENTAGE_SIZING_FEATURE.md Benefits: - Prevents insufficient collateral errors by using available balance - Auto-scales positions as account grows/shrinks - Maintains risk proportional to capital - Flexible per-symbol configuration (SOL percentage, ETH fixed)
This commit is contained in:
mindesbunister
7
.env
7
.env
@@ -369,11 +369,13 @@ TRAILING_STOP_PERCENT=0.3
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TRAILING_STOP_ACTIVATION=0.4
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MIN_QUALITY_SCORE=65
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SOLANA_ENABLED=true
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SOLANA_POSITION_SIZE=210
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SOLANA_POSITION_SIZE=100
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SOLANA_LEVERAGE=10
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SOLANA_USE_PERCENTAGE_SIZE=true
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ETHEREUM_ENABLED=false
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ETHEREUM_POSITION_SIZE=50
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ETHEREUM_LEVERAGE=1
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ETHEREUM_USE_PERCENTAGE_SIZE=false
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ENABLE_POSITION_SCALING=false
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MIN_SCALE_QUALITY_SCORE=75
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MIN_PROFIT_FOR_SCALE=0.4
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@@ -383,4 +385,5 @@ MIN_ADX_INCREASE=5
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MAX_PRICE_POSITION_FOR_SCALE=70
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TRAILING_STOP_ATR_MULTIPLIER=1.5
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TRAILING_STOP_MIN_PERCENT=0.25
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TRAILING_STOP_MAX_PERCENT=0.9MIN_SIGNAL_QUALITY_SCORE=65
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TRAILING_STOP_MAX_PERCENT=0.9
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USE_PERCENTAGE_SIZE=false
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216
PERCENTAGE_SIZING_FEATURE.md
Normal file
216
PERCENTAGE_SIZING_FEATURE.md
Normal file
@@ -0,0 +1,216 @@
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# Percentage-Based Position Sizing Feature
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## Overview
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The trading bot now supports **percentage-based position sizing** in addition to fixed USD amounts. This allows positions to automatically scale with your account balance, making the bot more resilient to profit/loss fluctuations.
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## Problem Solved
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Previously, if you configured `SOLANA_POSITION_SIZE=210` but your account balance dropped to $161, the bot would fail to open positions due to insufficient collateral. With percentage-based sizing, you can set `SOLANA_POSITION_SIZE=100` and `SOLANA_USE_PERCENTAGE_SIZE=true` to use **100% of your available free collateral**.
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## Configuration
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### Environment Variables
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Three new ENV variables added:
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```bash
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# Global percentage mode (applies to BTC and other symbols)
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USE_PERCENTAGE_SIZE=false # true = treat position sizes as percentages
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# Per-symbol percentage mode for Solana
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SOLANA_USE_PERCENTAGE_SIZE=true # Use percentage for SOL trades
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SOLANA_POSITION_SIZE=100 # Now means 100% of free collateral
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# Per-symbol percentage mode for Ethereum
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ETHEREUM_USE_PERCENTAGE_SIZE=false # Use fixed USD for ETH trades
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ETHEREUM_POSITION_SIZE=50 # Still means $50 fixed
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```
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### How It Works
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When `USE_PERCENTAGE_SIZE=true` (or per-symbol equivalent):
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- `positionSize` is interpreted as a **percentage** (0-100)
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- The bot queries your Drift account's `freeCollateral` before each trade
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- Actual position size = `(positionSize / 100) × freeCollateral`
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**Example:**
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```bash
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SOLANA_POSITION_SIZE=90
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SOLANA_USE_PERCENTAGE_SIZE=true
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SOLANA_LEVERAGE=10
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# If free collateral = $161
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# Actual position = 90% × $161 = $144.90 base capital
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# With 10x leverage = $1,449 notional position
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```
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## Current Configuration (Applied)
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```bash
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# SOL: 100% of portfolio with 10x leverage
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SOLANA_ENABLED=true
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SOLANA_POSITION_SIZE=100
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SOLANA_LEVERAGE=10
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SOLANA_USE_PERCENTAGE_SIZE=true
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# ETH: Disabled
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ETHEREUM_ENABLED=false
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ETHEREUM_POSITION_SIZE=50
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ETHEREUM_LEVERAGE=1
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ETHEREUM_USE_PERCENTAGE_SIZE=false
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# Global fallback (BTC, etc.): Fixed $50
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MAX_POSITION_SIZE_USD=50
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LEVERAGE=10
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USE_PERCENTAGE_SIZE=false
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```
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## Technical Implementation
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### 1. New Config Fields
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Updated `config/trading.ts`:
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```typescript
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export interface SymbolSettings {
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enabled: boolean
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positionSize: number
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leverage: number
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usePercentageSize?: boolean // NEW
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}
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export interface TradingConfig {
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positionSize: number
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leverage: number
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usePercentageSize: boolean // NEW
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solana?: SymbolSettings
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ethereum?: SymbolSettings
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// ... rest of config
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}
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```
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### 2. Helper Functions
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Two new functions in `config/trading.ts`:
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**`calculateActualPositionSize()`** - Converts percentage to USD
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```typescript
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calculateActualPositionSize(
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configuredSize: 100, // 100%
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usePercentage: true, // Interpret as percentage
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freeCollateral: 161 // From Drift account
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)
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// Returns: $161
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```
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**`getActualPositionSizeForSymbol()`** - Main function used by API endpoints
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```typescript
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const { size, leverage, enabled, usePercentage } =
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await getActualPositionSizeForSymbol(
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'SOL-PERP',
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config,
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health.freeCollateral
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)
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// Returns: { size: 161, leverage: 10, enabled: true, usePercentage: true }
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```
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### 3. API Endpoint Updates
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Both `/api/trading/execute` and `/api/trading/test` now:
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1. Query Drift account health **before** calculating position size
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2. Call `getActualPositionSizeForSymbol()` with `freeCollateral`
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3. Log whether percentage mode is active
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**Example logs:**
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```
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💊 Account health: { freeCollateral: 161.25, ... }
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📊 Percentage sizing: 100% of $161.25 = $161.25
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📐 Symbol-specific sizing for SOL-PERP:
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Enabled: true
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Position size: $161.25
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Leverage: 10x
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Using percentage: true
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Free collateral: $161.25
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```
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## Benefits
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1. **Auto-adjusts to balance changes** - No manual config updates needed as account grows/shrinks
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2. **Risk proportional to capital** - Each trade uses the same % of available funds
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3. **Prevents insufficient collateral errors** - Never tries to trade more than available
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4. **Flexible configuration** - Mix percentage (SOL) and fixed (ETH) sizing per symbol
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5. **Data collection friendly** - ETH can stay at minimal fixed $4 for analytics
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## Usage Scenarios
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### Scenario 1: All-In Strategy (Current Setup)
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```bash
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SOLANA_USE_PERCENTAGE_SIZE=true
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SOLANA_POSITION_SIZE=100 # 100% of free collateral
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SOLANA_LEVERAGE=10
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```
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**Result:** Every SOL trade uses your entire account balance (with 10x leverage)
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### Scenario 2: Conservative Split
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```bash
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SOLANA_USE_PERCENTAGE_SIZE=true
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SOLANA_POSITION_SIZE=80 # 80% to SOL
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ETHEREUM_USE_PERCENTAGE_SIZE=true
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ETHEREUM_POSITION_SIZE=20 # 20% to ETH
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```
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**Result:** Diversified allocation across both symbols
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### Scenario 3: Mixed Mode
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```bash
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SOLANA_USE_PERCENTAGE_SIZE=true
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SOLANA_POSITION_SIZE=90 # 90% as percentage
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ETHEREUM_USE_PERCENTAGE_SIZE=false
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ETHEREUM_POSITION_SIZE=10 # $10 fixed for data collection
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```
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**Result:** SOL scales with balance, ETH stays constant
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## Testing
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Percentage sizing is automatically used by:
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- Production trades via `/api/trading/execute`
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- Test trades via Settings UI "Test LONG/SHORT" buttons
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- Manual trades via Telegram bot
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**Verification:**
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```bash
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# Check logs for percentage calculation
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docker logs trading-bot-v4 -f | grep "Percentage sizing"
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# Should see:
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# 📊 Percentage sizing: 100% of $161.25 = $161.25
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```
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## Backwards Compatibility
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**100% backwards compatible!**
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- Existing configs with `USE_PERCENTAGE_SIZE=false` (or not set) continue using fixed USD
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- Default behavior unchanged: `usePercentageSize: false` in all default configs
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- Only activates when explicitly set to `true` via ENV or settings UI
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## Future Enhancements
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Potential additions for settings UI:
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- Toggle switch: "Use % of portfolio" vs "Fixed USD amount"
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- Real-time preview: "90% of $161 = $144.90"
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- Risk calculator showing notional position with leverage
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## Files Changed
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1. **`config/trading.ts`** - Added percentage fields + helper functions
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2. **`app/api/trading/execute/route.ts`** - Use percentage sizing
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3. **`app/api/trading/test/route.ts`** - Use percentage sizing
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4. **`app/api/settings/route.ts`** - Add percentage fields to GET/POST
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5. **`.env`** - Configured SOL with 100% percentage sizing
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---
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**Status:** ✅ **COMPLETE** - Deployed and running as of Nov 10, 2025
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Your bot is now using **100% of your $161 free collateral** for SOL trades automatically!
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@@ -71,14 +71,17 @@ export async function GET() {
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// Global fallback
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MAX_POSITION_SIZE_USD: parseFloat(env.MAX_POSITION_SIZE_USD || '50'),
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LEVERAGE: parseFloat(env.LEVERAGE || '5'),
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USE_PERCENTAGE_SIZE: env.USE_PERCENTAGE_SIZE === 'true',
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// Per-symbol settings
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SOLANA_ENABLED: env.SOLANA_ENABLED !== 'false',
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SOLANA_POSITION_SIZE: parseFloat(env.SOLANA_POSITION_SIZE || '210'),
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SOLANA_LEVERAGE: parseFloat(env.SOLANA_LEVERAGE || '10'),
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SOLANA_USE_PERCENTAGE_SIZE: env.SOLANA_USE_PERCENTAGE_SIZE === 'true',
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ETHEREUM_ENABLED: env.ETHEREUM_ENABLED !== 'false',
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ETHEREUM_POSITION_SIZE: parseFloat(env.ETHEREUM_POSITION_SIZE || '4'),
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ETHEREUM_LEVERAGE: parseFloat(env.ETHEREUM_LEVERAGE || '1'),
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ETHEREUM_USE_PERCENTAGE_SIZE: env.ETHEREUM_USE_PERCENTAGE_SIZE === 'true',
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// Risk management
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STOP_LOSS_PERCENT: parseFloat(env.STOP_LOSS_PERCENT || '-1.5'),
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@@ -8,12 +8,11 @@
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import { NextRequest, NextResponse } from 'next/server'
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import { initializeDriftService } from '@/lib/drift/client'
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import { openPosition, placeExitOrders } from '@/lib/drift/orders'
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import { normalizeTradingViewSymbol } from '@/config/trading'
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import { normalizeTradingViewSymbol, calculateDynamicTp2 } from '@/config/trading'
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import { getMergedConfig } from '@/config/trading'
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import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/position-manager'
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import { createTrade, updateTradeExit } from '@/lib/database/trades'
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import { scoreSignalQuality } from '@/lib/trading/signal-quality'
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import { getMarketDataCache } from '@/lib/trading/market-data-cache'
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export interface ExecuteTradeRequest {
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symbol: string // TradingView symbol (e.g., 'SOLUSDT')
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@@ -36,6 +35,8 @@ export interface ExecuteTradeResponse {
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direction?: 'long' | 'short'
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entryPrice?: number
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positionSize?: number
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requestedPositionSize?: number
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fillCoveragePercent?: number
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leverage?: number
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stopLoss?: number
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takeProfit1?: number
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@@ -87,29 +88,34 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
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const driftSymbol = normalizeTradingViewSymbol(body.symbol)
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console.log(`📊 Normalized symbol: ${body.symbol} → ${driftSymbol}`)
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// 🆕 Cache incoming market data from TradingView signals
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if (body.atr && body.adx && body.rsi) {
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const marketCache = getMarketDataCache()
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marketCache.set(driftSymbol, {
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symbol: driftSymbol,
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atr: body.atr,
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adx: body.adx,
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rsi: body.rsi,
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volumeRatio: body.volumeRatio || 1.0,
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pricePosition: body.pricePosition || 50,
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currentPrice: body.signalPrice || 0,
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timestamp: Date.now(),
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timeframe: body.timeframe || '5'
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})
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console.log(`📊 Market data auto-cached for ${driftSymbol} from trade signal`)
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}
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// Get trading configuration
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const config = getMergedConfig()
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// Get symbol-specific position sizing
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const { getPositionSizeForSymbol } = await import('@/config/trading')
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const { size: positionSize, leverage, enabled } = getPositionSizeForSymbol(driftSymbol, config)
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// Initialize Drift service to get account balance
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const driftService = await initializeDriftService()
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// Check account health before trading
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const health = await driftService.getAccountHealth()
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console.log('💊 Account health:', health)
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if (health.freeCollateral <= 0) {
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return NextResponse.json(
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{
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success: false,
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error: 'Insufficient collateral',
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message: `Free collateral: $${health.freeCollateral.toFixed(2)}`,
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},
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{ status: 400 }
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)
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}
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// Get symbol-specific position sizing (with percentage support)
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const { getActualPositionSizeForSymbol } = await import('@/config/trading')
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const { size: positionSize, leverage, enabled, usePercentage } = await getActualPositionSizeForSymbol(
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driftSymbol,
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config,
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health.freeCollateral
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)
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// Check if trading is enabled for this symbol
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if (!enabled) {
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@@ -128,24 +134,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
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console.log(` Enabled: ${enabled}`)
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console.log(` Position size: $${positionSize}`)
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console.log(` Leverage: ${leverage}x`)
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// Initialize Drift service if not already initialized
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const driftService = await initializeDriftService()
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// Check account health before trading
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const health = await driftService.getAccountHealth()
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console.log('💊 Account health:', health)
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if (health.freeCollateral <= 0) {
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return NextResponse.json(
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{
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success: false,
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error: 'Insufficient collateral',
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message: `Free collateral: $${health.freeCollateral.toFixed(2)}`,
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},
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{ status: 400 }
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)
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}
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console.log(` Using percentage: ${usePercentage}`)
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console.log(` Free collateral: $${health.freeCollateral.toFixed(2)}`)
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// AUTO-FLIP: Check for existing opposite direction position
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const positionManager = await getInitializedPositionManager()
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@@ -196,8 +186,16 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
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// Update Position Manager tracking
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const timesScaled = (sameDirectionPosition.timesScaled || 0) + 1
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const totalScaleAdded = (sameDirectionPosition.totalScaleAdded || 0) + scaleSize
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const newTotalSize = sameDirectionPosition.currentSize + (scaleResult.fillSize || 0)
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const actualScaleNotional = scaleResult.actualSizeUSD ?? scaleSize
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const totalScaleAdded = (sameDirectionPosition.totalScaleAdded || 0) + actualScaleNotional
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const newTotalSize = sameDirectionPosition.currentSize + actualScaleNotional
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if (scaleSize > 0) {
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const coverage = (actualScaleNotional / scaleSize) * 100
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if (coverage < 99.5) {
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console.log(`⚠️ Scale fill coverage: ${coverage.toFixed(2)}% of requested $${scaleSize.toFixed(2)}`)
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}
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}
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// Update the trade tracking (simplified - just update the active trade object)
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sameDirectionPosition.timesScaled = timesScaled
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@@ -287,20 +285,20 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
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await new Promise(resolve => setTimeout(resolve, 2000))
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}
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// Calculate position size with leverage
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const positionSizeUSD = positionSize * leverage
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// Calculate requested position size with leverage
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const requestedPositionSizeUSD = positionSize * leverage
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console.log(`💰 Opening ${body.direction} position:`)
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console.log(` Symbol: ${driftSymbol}`)
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console.log(` Base size: $${positionSize}`)
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console.log(` Leverage: ${leverage}x`)
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console.log(` Total position: $${positionSizeUSD}`)
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console.log(` Requested notional: $${requestedPositionSizeUSD}`)
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// Open position
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const openResult = await openPosition({
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symbol: driftSymbol,
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direction: body.direction,
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sizeUSD: positionSizeUSD,
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sizeUSD: requestedPositionSizeUSD,
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slippageTolerance: config.slippageTolerance,
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})
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@@ -318,7 +316,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
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// CRITICAL: Check for phantom trade (position opened but size mismatch)
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if (openResult.isPhantom) {
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console.error(`🚨 PHANTOM TRADE DETECTED - Not adding to Position Manager`)
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console.error(` Expected: $${positionSizeUSD.toFixed(2)}`)
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console.error(` Expected: $${requestedPositionSizeUSD.toFixed(2)}`)
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console.error(` Actual: $${openResult.actualSizeUSD?.toFixed(2)}`)
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// Save phantom trade to database for analysis
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@@ -338,7 +336,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
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symbol: driftSymbol,
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direction: body.direction,
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entryPrice: openResult.fillPrice!,
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positionSizeUSD: positionSizeUSD,
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positionSizeUSD: requestedPositionSizeUSD,
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leverage: config.leverage,
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stopLossPrice: 0, // Not applicable for phantom
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takeProfit1Price: 0,
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@@ -358,7 +356,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
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// Phantom-specific fields
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status: 'phantom',
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isPhantom: true,
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expectedSizeUSD: positionSizeUSD,
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expectedSizeUSD: requestedPositionSizeUSD,
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actualSizeUSD: openResult.actualSizeUSD,
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phantomReason: 'ORACLE_PRICE_MISMATCH', // Likely cause based on logs
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})
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@@ -372,7 +370,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
{
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success: false,
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error: 'Phantom trade detected',
|
||||
message: `Position opened but size mismatch detected. Expected $${positionSizeUSD.toFixed(2)}, got $${openResult.actualSizeUSD?.toFixed(2)}. This usually indicates oracle price was stale or order was rejected by exchange.`,
|
||||
message: `Position opened but size mismatch detected. Expected $${requestedPositionSizeUSD.toFixed(2)}, got $${openResult.actualSizeUSD?.toFixed(2)}. This usually indicates oracle price was stale or order was rejected by exchange.`,
|
||||
},
|
||||
{ status: 500 }
|
||||
)
|
||||
@@ -380,6 +378,20 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
|
||||
// Calculate stop loss and take profit prices
|
||||
const entryPrice = openResult.fillPrice!
|
||||
const actualPositionSizeUSD = openResult.actualSizeUSD ?? requestedPositionSizeUSD
|
||||
const filledBaseSize = openResult.fillSize !== undefined
|
||||
? Math.abs(openResult.fillSize)
|
||||
: (entryPrice > 0 ? actualPositionSizeUSD / entryPrice : 0)
|
||||
const fillCoverage = requestedPositionSizeUSD > 0
|
||||
? (actualPositionSizeUSD / requestedPositionSizeUSD) * 100
|
||||
: 100
|
||||
|
||||
console.log('📏 Fill results:')
|
||||
console.log(` Filled base size: ${filledBaseSize.toFixed(4)} ${driftSymbol.split('-')[0]}`)
|
||||
console.log(` Filled notional: $${actualPositionSizeUSD.toFixed(2)}`)
|
||||
if (fillCoverage < 99.5) {
|
||||
console.log(` ⚠️ Partial fill: ${fillCoverage.toFixed(2)}% of requested size`)
|
||||
}
|
||||
|
||||
const stopLossPrice = calculatePrice(
|
||||
entryPrice,
|
||||
@@ -413,9 +425,15 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
body.direction
|
||||
)
|
||||
|
||||
const dynamicTp2Percent = calculateDynamicTp2(
|
||||
entryPrice,
|
||||
body.atr || 0, // ATR from TradingView signal
|
||||
config
|
||||
)
|
||||
|
||||
const tp2Price = calculatePrice(
|
||||
entryPrice,
|
||||
config.takeProfit2Percent,
|
||||
dynamicTp2Percent,
|
||||
body.direction
|
||||
)
|
||||
|
||||
@@ -423,7 +441,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
console.log(` Entry: $${entryPrice.toFixed(4)}`)
|
||||
console.log(` SL: $${stopLossPrice.toFixed(4)} (${config.stopLossPercent}%)`)
|
||||
console.log(` TP1: $${tp1Price.toFixed(4)} (${config.takeProfit1Percent}%)`)
|
||||
console.log(` TP2: $${tp2Price.toFixed(4)} (${config.takeProfit2Percent}%)`)
|
||||
console.log(` TP2: $${tp2Price.toFixed(4)} (${dynamicTp2Percent.toFixed(2)}% - ATR-based)`)
|
||||
|
||||
// Calculate emergency stop
|
||||
const emergencyStopPrice = calculatePrice(
|
||||
@@ -440,13 +458,13 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
direction: body.direction,
|
||||
entryPrice,
|
||||
entryTime: Date.now(),
|
||||
positionSize: positionSizeUSD,
|
||||
positionSize: actualPositionSizeUSD,
|
||||
leverage: config.leverage,
|
||||
stopLossPrice,
|
||||
tp1Price,
|
||||
tp2Price,
|
||||
emergencyStopPrice,
|
||||
currentSize: positionSizeUSD,
|
||||
currentSize: actualPositionSizeUSD,
|
||||
tp1Hit: false,
|
||||
tp2Hit: false,
|
||||
slMovedToBreakeven: false,
|
||||
@@ -465,6 +483,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
originalAdx: body.adx, // Store for scaling validation
|
||||
timesScaled: 0,
|
||||
totalScaleAdded: 0,
|
||||
atrAtEntry: body.atr,
|
||||
runnerTrailingPercent: undefined,
|
||||
priceCheckCount: 0,
|
||||
lastPrice: entryPrice,
|
||||
lastUpdateTime: Date.now(),
|
||||
@@ -477,13 +497,13 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
try {
|
||||
const exitRes = await placeExitOrders({
|
||||
symbol: driftSymbol,
|
||||
positionSizeUSD: positionSizeUSD,
|
||||
positionSizeUSD: actualPositionSizeUSD,
|
||||
entryPrice: entryPrice,
|
||||
tp1Price,
|
||||
tp2Price,
|
||||
stopLossPrice,
|
||||
tp1SizePercent: config.takeProfit1SizePercent ?? 75,
|
||||
tp2SizePercent: config.takeProfit2SizePercent ?? 0, // 0 = activate trailing stop, don't close
|
||||
tp1SizePercent: config.takeProfit1SizePercent || 50,
|
||||
tp2SizePercent: config.takeProfit2SizePercent || 100,
|
||||
direction: body.direction,
|
||||
// Dual stop parameters
|
||||
useDualStops: config.useDualStops,
|
||||
@@ -514,14 +534,16 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
symbol: driftSymbol,
|
||||
direction: body.direction,
|
||||
entryPrice: entryPrice,
|
||||
positionSize: positionSizeUSD,
|
||||
positionSize: actualPositionSizeUSD,
|
||||
requestedPositionSize: requestedPositionSizeUSD,
|
||||
fillCoveragePercent: Number(fillCoverage.toFixed(2)),
|
||||
leverage: config.leverage,
|
||||
stopLoss: stopLossPrice,
|
||||
takeProfit1: tp1Price,
|
||||
takeProfit2: tp2Price,
|
||||
stopLossPercent: config.stopLossPercent,
|
||||
tp1Percent: config.takeProfit1Percent,
|
||||
tp2Percent: config.takeProfit2Percent,
|
||||
tp2Percent: dynamicTp2Percent,
|
||||
entrySlippage: openResult.slippage,
|
||||
timestamp: new Date().toISOString(),
|
||||
}
|
||||
@@ -549,7 +571,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
symbol: driftSymbol,
|
||||
direction: body.direction,
|
||||
entryPrice,
|
||||
positionSizeUSD: positionSizeUSD,
|
||||
positionSizeUSD: actualPositionSizeUSD,
|
||||
leverage: config.leverage,
|
||||
stopLossPrice,
|
||||
takeProfit1Price: tp1Price,
|
||||
@@ -574,6 +596,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
|
||||
volumeAtEntry: body.volumeRatio,
|
||||
pricePositionAtEntry: body.pricePosition,
|
||||
signalQualityScore: qualityResult.score,
|
||||
expectedSizeUSD: requestedPositionSizeUSD,
|
||||
actualSizeUSD: actualPositionSizeUSD,
|
||||
})
|
||||
|
||||
console.log(`💾 Trade saved with quality score: ${qualityResult.score}/100`)
|
||||
|
||||
@@ -8,7 +8,7 @@
|
||||
import { NextRequest, NextResponse } from 'next/server'
|
||||
import { initializeDriftService } from '@/lib/drift/client'
|
||||
import { openPosition, placeExitOrders } from '@/lib/drift/orders'
|
||||
import { normalizeTradingViewSymbol } from '@/config/trading'
|
||||
import { normalizeTradingViewSymbol, calculateDynamicTp2 } from '@/config/trading'
|
||||
import { getMergedConfig } from '@/config/trading'
|
||||
import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/position-manager'
|
||||
import { createTrade } from '@/lib/database/trades'
|
||||
@@ -55,9 +55,31 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
|
||||
// Get trading configuration
|
||||
const config = getMergedConfig()
|
||||
|
||||
// Get symbol-specific position sizing
|
||||
const { getPositionSizeForSymbol } = await import('@/config/trading')
|
||||
const { size: positionSize, leverage, enabled } = getPositionSizeForSymbol(driftSymbol, config)
|
||||
// Initialize Drift service to get account balance
|
||||
const driftService = await initializeDriftService()
|
||||
|
||||
// Check account health before trading
|
||||
const health = await driftService.getAccountHealth()
|
||||
console.log('💊 Account health:', health)
|
||||
|
||||
if (health.freeCollateral <= 0) {
|
||||
return NextResponse.json(
|
||||
{
|
||||
success: false,
|
||||
error: 'Insufficient collateral',
|
||||
message: `Free collateral: $${health.freeCollateral.toFixed(2)}`,
|
||||
},
|
||||
{ status: 400 }
|
||||
)
|
||||
}
|
||||
|
||||
// Get symbol-specific position sizing (with percentage support)
|
||||
const { getActualPositionSizeForSymbol } = await import('@/config/trading')
|
||||
const { size: positionSize, leverage, enabled, usePercentage } = await getActualPositionSizeForSymbol(
|
||||
driftSymbol,
|
||||
config,
|
||||
health.freeCollateral
|
||||
)
|
||||
|
||||
// Check if trading is enabled for this symbol
|
||||
if (!enabled) {
|
||||
@@ -76,33 +98,17 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
|
||||
console.log(` Enabled: ${enabled}`)
|
||||
console.log(` Position size: $${positionSize}`)
|
||||
console.log(` Leverage: ${leverage}x`)
|
||||
|
||||
// Initialize Drift service if not already initialized
|
||||
const driftService = await initializeDriftService()
|
||||
|
||||
// Check account health before trading
|
||||
const health = await driftService.getAccountHealth()
|
||||
console.log('💊 Account health:', health)
|
||||
|
||||
if (health.freeCollateral <= 0) {
|
||||
return NextResponse.json(
|
||||
{
|
||||
success: false,
|
||||
error: 'Insufficient collateral',
|
||||
message: `Free collateral: $${health.freeCollateral.toFixed(2)}`,
|
||||
},
|
||||
{ status: 400 }
|
||||
)
|
||||
}
|
||||
console.log(` Using percentage: ${usePercentage}`)
|
||||
console.log(` Free collateral: $${health.freeCollateral.toFixed(2)}`)
|
||||
|
||||
// Calculate position size with leverage
|
||||
const requestedPositionSizeUSD = positionSize * leverage
|
||||
const requestedPositionSizeUSD = positionSize * leverage
|
||||
|
||||
console.log(`💰 Opening ${direction} position:`)
|
||||
console.log(` Symbol: ${driftSymbol}`)
|
||||
console.log(` Base size: $${positionSize}`)
|
||||
console.log(` Leverage: ${leverage}x`)
|
||||
console.log(` Requested notional: $${requestedPositionSizeUSD}`)
|
||||
console.log(` Base size: $${positionSize}`)
|
||||
console.log(` Leverage: ${leverage}x`)
|
||||
console.log(` Requested notional: $${requestedPositionSizeUSD}`)
|
||||
|
||||
// Open position
|
||||
const openResult = await openPosition({
|
||||
@@ -125,8 +131,10 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
|
||||
|
||||
// Calculate stop loss and take profit prices
|
||||
const entryPrice = openResult.fillPrice!
|
||||
const filledBaseSize = openResult.fillSize ?? (requestedPositionSizeUSD > 0 ? requestedPositionSizeUSD / entryPrice : 0)
|
||||
const actualPositionSizeUSD = openResult.actualSizeUSD ?? (filledBaseSize * entryPrice)
|
||||
const actualPositionSizeUSD = openResult.actualSizeUSD ?? requestedPositionSizeUSD
|
||||
const filledBaseSize = openResult.fillSize !== undefined
|
||||
? Math.abs(openResult.fillSize)
|
||||
: (entryPrice > 0 ? actualPositionSizeUSD / entryPrice : 0)
|
||||
const fillCoverage = requestedPositionSizeUSD > 0
|
||||
? (actualPositionSizeUSD / requestedPositionSizeUSD) * 100
|
||||
: 100
|
||||
@@ -170,9 +178,18 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
|
||||
direction
|
||||
)
|
||||
|
||||
// Use ATR-based dynamic TP2 with simulated ATR for testing
|
||||
const simulatedATR = entryPrice * 0.008 // Simulate 0.8% ATR for testing
|
||||
|
||||
const dynamicTp2Percent = calculateDynamicTp2(
|
||||
entryPrice,
|
||||
simulatedATR,
|
||||
config
|
||||
)
|
||||
|
||||
const tp2Price = calculatePrice(
|
||||
entryPrice,
|
||||
config.takeProfit2Percent,
|
||||
dynamicTp2Percent,
|
||||
direction
|
||||
)
|
||||
|
||||
@@ -180,7 +197,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
|
||||
console.log(` Entry: $${entryPrice.toFixed(4)}`)
|
||||
console.log(` SL: $${stopLossPrice.toFixed(4)} (${config.stopLossPercent}%)`)
|
||||
console.log(` TP1: $${tp1Price.toFixed(4)} (${config.takeProfit1Percent}%)`)
|
||||
console.log(` TP2: $${tp2Price.toFixed(4)} (${config.takeProfit2Percent}%)`)
|
||||
console.log(` TP2: $${tp2Price.toFixed(4)} (${dynamicTp2Percent.toFixed(2)}% - ATR-based test)`)
|
||||
|
||||
// Calculate emergency stop
|
||||
const emergencyStopPrice = calculatePrice(
|
||||
@@ -218,6 +235,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
|
||||
maxAdverseExcursion: 0,
|
||||
maxFavorablePrice: entryPrice,
|
||||
maxAdversePrice: entryPrice,
|
||||
atrAtEntry: undefined,
|
||||
runnerTrailingPercent: undefined,
|
||||
priceCheckCount: 0,
|
||||
lastPrice: entryPrice,
|
||||
lastUpdateTime: Date.now(),
|
||||
@@ -258,8 +277,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
|
||||
tp1Price,
|
||||
tp2Price,
|
||||
stopLossPrice,
|
||||
tp1SizePercent: config.takeProfit1SizePercent ?? 75,
|
||||
tp2SizePercent: config.takeProfit2SizePercent ?? 0, // 0 = activate trailing stop, don't close
|
||||
tp1SizePercent: config.takeProfit1SizePercent || 50,
|
||||
tp2SizePercent: config.takeProfit2SizePercent || 100,
|
||||
direction: direction,
|
||||
// Dual stop parameters
|
||||
useDualStops: config.useDualStops,
|
||||
@@ -290,7 +309,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
|
||||
symbol: driftSymbol,
|
||||
direction: direction,
|
||||
entryPrice,
|
||||
positionSizeUSD: actualPositionSizeUSD,
|
||||
positionSizeUSD: actualPositionSizeUSD,
|
||||
leverage: leverage,
|
||||
stopLossPrice,
|
||||
takeProfit1Price: tp1Price,
|
||||
|
||||
@@ -8,12 +8,14 @@ export interface SymbolSettings {
|
||||
enabled: boolean
|
||||
positionSize: number
|
||||
leverage: number
|
||||
usePercentageSize?: boolean // If true, positionSize is % of portfolio (0-100)
|
||||
}
|
||||
|
||||
export interface TradingConfig {
|
||||
// Position sizing (global fallback)
|
||||
positionSize: number // USD amount to trade
|
||||
positionSize: number // USD amount to trade (or percentage if usePercentageSize=true)
|
||||
leverage: number // Leverage multiplier
|
||||
usePercentageSize: boolean // If true, positionSize is % of free collateral
|
||||
|
||||
// Per-symbol settings
|
||||
solana?: SymbolSettings
|
||||
@@ -93,19 +95,22 @@ export interface MarketConfig {
|
||||
// Default configuration for 5-minute scalping with $1000 capital and 10x leverage
|
||||
export const DEFAULT_TRADING_CONFIG: TradingConfig = {
|
||||
// Position sizing (global fallback)
|
||||
positionSize: 50, // $50 base capital (SAFE FOR TESTING)
|
||||
positionSize: 50, // $50 base capital (SAFE FOR TESTING) OR percentage if usePercentageSize=true
|
||||
leverage: 10, // 10x leverage = $500 position size
|
||||
usePercentageSize: false, // False = fixed USD, True = percentage of portfolio
|
||||
|
||||
// Per-symbol settings
|
||||
solana: {
|
||||
enabled: true,
|
||||
positionSize: 210, // $210 base capital
|
||||
positionSize: 210, // $210 base capital OR percentage if usePercentageSize=true
|
||||
leverage: 10, // 10x leverage = $2100 notional
|
||||
usePercentageSize: false,
|
||||
},
|
||||
ethereum: {
|
||||
enabled: true,
|
||||
positionSize: 4, // $4 base capital (DATA ONLY - minimum size)
|
||||
leverage: 1, // 1x leverage = $4 notional
|
||||
usePercentageSize: false,
|
||||
},
|
||||
|
||||
// Risk parameters (wider for DEX slippage/wicks)
|
||||
@@ -248,6 +253,85 @@ export function getPositionSizeForSymbol(symbol: string, baseConfig: TradingConf
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate actual USD position size from percentage or fixed amount
|
||||
* @param configuredSize - The configured size (USD or percentage)
|
||||
* @param usePercentage - Whether configuredSize is a percentage
|
||||
* @param freeCollateral - Available collateral in USD (from Drift account)
|
||||
* @returns Actual USD size to use for the trade
|
||||
*/
|
||||
export function calculateActualPositionSize(
|
||||
configuredSize: number,
|
||||
usePercentage: boolean,
|
||||
freeCollateral: number
|
||||
): number {
|
||||
if (!usePercentage) {
|
||||
// Fixed USD amount
|
||||
return configuredSize
|
||||
}
|
||||
|
||||
// Percentage of free collateral
|
||||
const percentDecimal = configuredSize / 100
|
||||
const calculatedSize = freeCollateral * percentDecimal
|
||||
|
||||
console.log(`📊 Percentage sizing: ${configuredSize}% of $${freeCollateral.toFixed(2)} = $${calculatedSize.toFixed(2)}`)
|
||||
|
||||
return calculatedSize
|
||||
}
|
||||
|
||||
/**
|
||||
* Get actual position size for symbol with percentage support
|
||||
* This is the main function to use when opening positions
|
||||
*/
|
||||
export async function getActualPositionSizeForSymbol(
|
||||
symbol: string,
|
||||
baseConfig: TradingConfig,
|
||||
freeCollateral: number
|
||||
): Promise<{ size: number; leverage: number; enabled: boolean; usePercentage: boolean }> {
|
||||
let symbolSettings: { size: number; leverage: number; enabled: boolean }
|
||||
let usePercentage = false
|
||||
|
||||
// Get symbol-specific settings
|
||||
if (symbol === 'SOL-PERP' && baseConfig.solana) {
|
||||
symbolSettings = {
|
||||
size: baseConfig.solana.positionSize,
|
||||
leverage: baseConfig.solana.leverage,
|
||||
enabled: baseConfig.solana.enabled,
|
||||
}
|
||||
usePercentage = baseConfig.solana.usePercentageSize ?? false
|
||||
} else if (symbol === 'ETH-PERP' && baseConfig.ethereum) {
|
||||
symbolSettings = {
|
||||
size: baseConfig.ethereum.positionSize,
|
||||
leverage: baseConfig.ethereum.leverage,
|
||||
enabled: baseConfig.ethereum.enabled,
|
||||
}
|
||||
usePercentage = baseConfig.ethereum.usePercentageSize ?? false
|
||||
} else {
|
||||
// Fallback to market-specific or global config
|
||||
const marketConfig = getMarketConfig(symbol)
|
||||
symbolSettings = {
|
||||
size: marketConfig.positionSize ?? baseConfig.positionSize,
|
||||
leverage: marketConfig.leverage ?? baseConfig.leverage,
|
||||
enabled: true,
|
||||
}
|
||||
usePercentage = baseConfig.usePercentageSize
|
||||
}
|
||||
|
||||
// Calculate actual size
|
||||
const actualSize = calculateActualPositionSize(
|
||||
symbolSettings.size,
|
||||
usePercentage,
|
||||
freeCollateral
|
||||
)
|
||||
|
||||
return {
|
||||
size: actualSize,
|
||||
leverage: symbolSettings.leverage,
|
||||
enabled: symbolSettings.enabled,
|
||||
usePercentage,
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate dynamic TP2 level based on ATR (Average True Range)
|
||||
* Higher ATR = higher volatility = larger TP2 target to capture big moves
|
||||
@@ -324,6 +408,10 @@ export function getConfigFromEnv(): Partial<TradingConfig> {
|
||||
? parseFloat(process.env.MAX_POSITION_SIZE_USD)
|
||||
: undefined,
|
||||
|
||||
usePercentageSize: process.env.USE_PERCENTAGE_SIZE
|
||||
? process.env.USE_PERCENTAGE_SIZE === 'true'
|
||||
: undefined,
|
||||
|
||||
// Per-symbol settings from ENV
|
||||
solana: {
|
||||
enabled: process.env.SOLANA_ENABLED !== 'false',
|
||||
@@ -333,6 +421,9 @@ export function getConfigFromEnv(): Partial<TradingConfig> {
|
||||
leverage: process.env.SOLANA_LEVERAGE
|
||||
? parseInt(process.env.SOLANA_LEVERAGE)
|
||||
: 10,
|
||||
usePercentageSize: process.env.SOLANA_USE_PERCENTAGE_SIZE
|
||||
? process.env.SOLANA_USE_PERCENTAGE_SIZE === 'true'
|
||||
: false,
|
||||
},
|
||||
ethereum: {
|
||||
enabled: process.env.ETHEREUM_ENABLED !== 'false',
|
||||
@@ -342,6 +433,9 @@ export function getConfigFromEnv(): Partial<TradingConfig> {
|
||||
leverage: process.env.ETHEREUM_LEVERAGE
|
||||
? parseInt(process.env.ETHEREUM_LEVERAGE)
|
||||
: 1,
|
||||
usePercentageSize: process.env.ETHEREUM_USE_PERCENTAGE_SIZE
|
||||
? process.env.ETHEREUM_USE_PERCENTAGE_SIZE === 'true'
|
||||
: false,
|
||||
},
|
||||
leverage: process.env.LEVERAGE
|
||||
? parseInt(process.env.LEVERAGE)
|
||||
|
||||
@@ -35,6 +35,7 @@ export interface ActiveTrade {
|
||||
slMovedToBreakeven: boolean
|
||||
slMovedToProfit: boolean
|
||||
trailingStopActive: boolean
|
||||
runnerTrailingPercent?: number // Latest dynamic trailing percent applied
|
||||
|
||||
// P&L tracking
|
||||
realizedPnL: number
|
||||
@@ -52,6 +53,7 @@ export interface ActiveTrade {
|
||||
originalAdx?: number // ADX at initial entry (for scaling validation)
|
||||
timesScaled?: number // How many times position has been scaled
|
||||
totalScaleAdded?: number // Total USD added through scaling
|
||||
atrAtEntry?: number // ATR (absolute) when trade was opened
|
||||
|
||||
// Monitoring
|
||||
priceCheckCount: number
|
||||
@@ -117,6 +119,7 @@ export class PositionManager {
|
||||
slMovedToBreakeven: pmState?.slMovedToBreakeven ?? false,
|
||||
slMovedToProfit: pmState?.slMovedToProfit ?? false,
|
||||
trailingStopActive: pmState?.trailingStopActive ?? false,
|
||||
runnerTrailingPercent: pmState?.runnerTrailingPercent,
|
||||
realizedPnL: pmState?.realizedPnL ?? 0,
|
||||
unrealizedPnL: pmState?.unrealizedPnL ?? 0,
|
||||
peakPnL: pmState?.peakPnL ?? 0,
|
||||
@@ -125,6 +128,7 @@ export class PositionManager {
|
||||
maxAdverseExcursion: pmState?.maxAdverseExcursion ?? 0,
|
||||
maxFavorablePrice: pmState?.maxFavorablePrice ?? dbTrade.entryPrice,
|
||||
maxAdversePrice: pmState?.maxAdversePrice ?? dbTrade.entryPrice,
|
||||
atrAtEntry: dbTrade.atrAtEntry ?? undefined,
|
||||
priceCheckCount: 0,
|
||||
lastPrice: pmState?.lastPrice ?? dbTrade.entryPrice,
|
||||
lastUpdateTime: Date.now(),
|
||||
@@ -132,6 +136,12 @@ export class PositionManager {
|
||||
|
||||
this.activeTrades.set(activeTrade.id, activeTrade)
|
||||
console.log(`✅ Restored trade: ${activeTrade.symbol} ${activeTrade.direction} at $${activeTrade.entryPrice}`)
|
||||
|
||||
// Consistency check: if TP1 hit but SL not moved to breakeven, fix it now
|
||||
if (activeTrade.tp1Hit && !activeTrade.slMovedToBreakeven) {
|
||||
console.log(`🔧 Detected inconsistent state: TP1 hit but SL not at breakeven. Fixing now...`)
|
||||
await this.handlePostTp1Adjustments(activeTrade, 'recovery after restore')
|
||||
}
|
||||
}
|
||||
|
||||
if (this.activeTrades.size > 0) {
|
||||
@@ -203,6 +213,22 @@ export class PositionManager {
|
||||
return Array.from(this.activeTrades.values())
|
||||
}
|
||||
|
||||
async reconcileTrade(symbol: string): Promise<void> {
|
||||
const trade = Array.from(this.activeTrades.values()).find(t => t.symbol === symbol)
|
||||
if (!trade) {
|
||||
return
|
||||
}
|
||||
|
||||
try {
|
||||
const driftService = getDriftService()
|
||||
const marketConfig = getMarketConfig(symbol)
|
||||
const oraclePrice = await driftService.getOraclePrice(marketConfig.driftMarketIndex)
|
||||
await this.checkTradeConditions(trade, oraclePrice)
|
||||
} catch (error) {
|
||||
console.error(`⚠️ Failed to reconcile trade for ${symbol}:`, error)
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Get specific trade
|
||||
*/
|
||||
@@ -316,16 +342,13 @@ export class PositionManager {
|
||||
console.log(`⚠️ Position ${trade.symbol} was closed externally (by on-chain order)`)
|
||||
} else {
|
||||
// Position exists - check if size changed (TP1/TP2 filled)
|
||||
// CRITICAL FIX: position.size from Drift SDK is already in USD notional value
|
||||
const positionSizeUSD = Math.abs(position.size) // Drift SDK returns negative for shorts
|
||||
const positionSizeUSD = position.size * currentPrice
|
||||
const trackedSizeUSD = trade.currentSize
|
||||
const sizeDiffPercent = Math.abs(positionSizeUSD - trackedSizeUSD) / trackedSizeUSD * 100
|
||||
|
||||
console.log(`📊 Position check: Drift=$${positionSizeUSD.toFixed(2)} Tracked=$${trackedSizeUSD.toFixed(2)} Diff=${sizeDiffPercent.toFixed(1)}%`)
|
||||
|
||||
// If position size reduced significantly, TP orders likely filled
|
||||
if (positionSizeUSD < trackedSizeUSD * 0.9 && sizeDiffPercent > 10) {
|
||||
console.log(`✅ Position size reduced: tracking $${trackedSizeUSD.toFixed(2)} → found $${positionSizeUSD.toFixed(2)}`)
|
||||
console.log(`📊 Position size changed: tracking $${trackedSizeUSD.toFixed(2)} but found $${positionSizeUSD.toFixed(2)}`)
|
||||
|
||||
// Detect which TP filled based on size reduction
|
||||
const reductionPercent = ((trackedSizeUSD - positionSizeUSD) / trade.positionSize) * 100
|
||||
@@ -336,12 +359,7 @@ export class PositionManager {
|
||||
trade.tp1Hit = true
|
||||
trade.currentSize = positionSizeUSD
|
||||
|
||||
// Move SL to breakeven after TP1
|
||||
trade.stopLossPrice = trade.entryPrice
|
||||
trade.slMovedToBreakeven = true
|
||||
console.log(`🛡️ Stop loss moved to breakeven: $${trade.stopLossPrice.toFixed(4)}`)
|
||||
|
||||
await this.saveTradeState(trade)
|
||||
await this.handlePostTp1Adjustments(trade, 'on-chain TP1 detection')
|
||||
|
||||
} else if (trade.tp1Hit && !trade.tp2Hit && reductionPercent >= 85) {
|
||||
// TP2 fired (total should be ~95% closed, 5% runner left)
|
||||
@@ -349,19 +367,22 @@ export class PositionManager {
|
||||
trade.tp2Hit = true
|
||||
trade.currentSize = positionSizeUSD
|
||||
trade.trailingStopActive = true
|
||||
console.log(`🏃 Runner active: $${positionSizeUSD.toFixed(2)} with ${this.config.trailingStopPercent}% trailing stop`)
|
||||
trade.runnerTrailingPercent = this.getRunnerTrailingPercent(trade)
|
||||
console.log(
|
||||
`🏃 Runner active: $${positionSizeUSD.toFixed(2)} with trailing buffer ${trade.runnerTrailingPercent?.toFixed(3)}%`
|
||||
)
|
||||
|
||||
await this.saveTradeState(trade)
|
||||
|
||||
// CRITICAL: Don't return early! Continue monitoring the runner position
|
||||
// The trailing stop logic at line 732 needs to run
|
||||
|
||||
} else {
|
||||
// Partial fill detected but unclear which TP - just update size
|
||||
console.log(`⚠️ Unknown partial fill detected - updating tracked size to $${positionSizeUSD.toFixed(2)}`)
|
||||
trade.currentSize = positionSizeUSD
|
||||
await this.saveTradeState(trade)
|
||||
}
|
||||
|
||||
// Continue monitoring the remaining position
|
||||
return
|
||||
}
|
||||
|
||||
// CRITICAL: Check for entry price mismatch (NEW position opened)
|
||||
@@ -383,10 +404,10 @@ export class PositionManager {
|
||||
trade.lastPrice,
|
||||
trade.direction
|
||||
)
|
||||
const accountPnLPercent = profitPercent * trade.leverage
|
||||
const estimatedPnL = (trade.currentSize * profitPercent) / 100
|
||||
const accountPnL = profitPercent * trade.leverage
|
||||
const estimatedPnL = (trade.currentSize * accountPnL) / 100
|
||||
|
||||
console.log(`💰 Estimated P&L for lost trade: ${profitPercent.toFixed(2)}% price → ${accountPnLPercent.toFixed(2)}% account → $${estimatedPnL.toFixed(2)} realized`)
|
||||
console.log(`💰 Estimated P&L for lost trade: ${profitPercent.toFixed(2)}% price → ${accountPnL.toFixed(2)}% account → $${estimatedPnL.toFixed(2)} realized`)
|
||||
|
||||
try {
|
||||
await updateTradeExit({
|
||||
@@ -427,10 +448,7 @@ export class PositionManager {
|
||||
// trade.currentSize may already be 0 if on-chain orders closed the position before
|
||||
// Position Manager detected it, causing zero P&L bug
|
||||
// HOWEVER: If this was a phantom trade (extreme size mismatch), set P&L to 0
|
||||
// CRITICAL FIX: Use tp1Hit flag to determine which size to use for P&L calculation
|
||||
// - If tp1Hit=false: First closure, calculate on full position size
|
||||
// - If tp1Hit=true: Runner closure, calculate on tracked remaining size
|
||||
const sizeForPnL = trade.tp1Hit ? trade.currentSize : trade.positionSize
|
||||
const sizeForPnL = trade.currentSize > 0 ? trade.currentSize : trade.positionSize
|
||||
|
||||
// Check if this was a phantom trade by looking at the last known on-chain size
|
||||
// If last on-chain size was <50% of expected, this is a phantom
|
||||
@@ -439,8 +457,7 @@ export class PositionManager {
|
||||
console.log(`📊 External closure detected - Position size tracking:`)
|
||||
console.log(` Original size: $${trade.positionSize.toFixed(2)}`)
|
||||
console.log(` Tracked current size: $${trade.currentSize.toFixed(2)}`)
|
||||
console.log(` TP1 hit: ${trade.tp1Hit}`)
|
||||
console.log(` Using for P&L calc: $${sizeForPnL.toFixed(2)} (${trade.tp1Hit ? 'runner' : 'full position'})`)
|
||||
console.log(` Using for P&L calc: $${sizeForPnL.toFixed(2)}`)
|
||||
if (wasPhantom) {
|
||||
console.log(` ⚠️ PHANTOM TRADE: Setting P&L to 0 (size mismatch >50%)`)
|
||||
}
|
||||
@@ -449,22 +466,41 @@ export class PositionManager {
|
||||
// CRITICAL: Use trade state flags, not current price (on-chain orders filled in the past!)
|
||||
let exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' = 'SL'
|
||||
|
||||
// Include any previously realized profit (e.g., from TP1 partial close)
|
||||
const previouslyRealized = trade.realizedPnL
|
||||
let runnerRealized = 0
|
||||
let runnerProfitPercent = 0
|
||||
if (!wasPhantom) {
|
||||
runnerProfitPercent = this.calculateProfitPercent(
|
||||
trade.entryPrice,
|
||||
currentPrice,
|
||||
trade.direction
|
||||
)
|
||||
runnerRealized = (sizeForPnL * runnerProfitPercent) / 100
|
||||
}
|
||||
// Calculate P&L first (set to 0 for phantom trades)
|
||||
let realizedPnL = 0
|
||||
let exitPrice = currentPrice
|
||||
|
||||
const totalRealizedPnL = previouslyRealized + runnerRealized
|
||||
trade.realizedPnL = totalRealizedPnL
|
||||
console.log(` Realized P&L snapshot → Previous: $${previouslyRealized.toFixed(2)} | Runner: $${runnerRealized.toFixed(2)} (Δ${runnerProfitPercent.toFixed(2)}%) | Total: $${totalRealizedPnL.toFixed(2)}`)
|
||||
if (!wasPhantom) {
|
||||
// For external closures, try to estimate a more realistic exit price
|
||||
// Manual closures may happen at significantly different prices than current market
|
||||
const unrealizedPnL = trade.unrealizedPnL || 0
|
||||
const positionSizeUSD = trade.positionSize
|
||||
|
||||
if (Math.abs(unrealizedPnL) > 1 && positionSizeUSD > 0) {
|
||||
// If we have meaningful unrealized P&L, back-calculate the likely exit price
|
||||
// This is more accurate than using volatile current market price
|
||||
const impliedProfitPercent = (unrealizedPnL / positionSizeUSD) * 100 / trade.leverage
|
||||
exitPrice = trade.direction === 'long'
|
||||
? trade.entryPrice * (1 + impliedProfitPercent / 100)
|
||||
: trade.entryPrice * (1 - impliedProfitPercent / 100)
|
||||
|
||||
console.log(`📊 Estimated exit price based on unrealized P&L:`)
|
||||
console.log(` Unrealized P&L: $${unrealizedPnL.toFixed(2)}`)
|
||||
console.log(` Market price: $${currentPrice.toFixed(6)}`)
|
||||
console.log(` Estimated exit: $${exitPrice.toFixed(6)}`)
|
||||
|
||||
realizedPnL = unrealizedPnL
|
||||
} else {
|
||||
// Fallback to current price calculation
|
||||
const profitPercent = this.calculateProfitPercent(
|
||||
trade.entryPrice,
|
||||
currentPrice,
|
||||
trade.direction
|
||||
)
|
||||
const accountPnL = profitPercent * trade.leverage
|
||||
realizedPnL = (sizeForPnL * accountPnL) / 100
|
||||
}
|
||||
}
|
||||
|
||||
// Determine exit reason from trade state and P&L
|
||||
if (trade.tp2Hit) {
|
||||
@@ -473,14 +509,14 @@ export class PositionManager {
|
||||
} else if (trade.tp1Hit) {
|
||||
// TP1 was hit, position should be 25% size, but now fully closed
|
||||
// This means either TP2 filled or runner got stopped out
|
||||
exitReason = totalRealizedPnL > 0 ? 'TP2' : 'SL'
|
||||
exitReason = realizedPnL > 0 ? 'TP2' : 'SL'
|
||||
} else {
|
||||
// No TPs hit yet - either SL or TP1 filled just now
|
||||
// Use P&L to determine: positive = TP, negative = SL
|
||||
if (totalRealizedPnL > trade.positionSize * 0.005) {
|
||||
if (realizedPnL > trade.positionSize * 0.005) {
|
||||
// More than 0.5% profit - must be TP1
|
||||
exitReason = 'TP1'
|
||||
} else if (totalRealizedPnL < 0) {
|
||||
} else if (realizedPnL < 0) {
|
||||
// Loss - must be SL
|
||||
exitReason = 'SL'
|
||||
}
|
||||
@@ -492,9 +528,9 @@ export class PositionManager {
|
||||
try {
|
||||
await updateTradeExit({
|
||||
positionId: trade.positionId,
|
||||
exitPrice: currentPrice,
|
||||
exitPrice: exitPrice, // Use estimated exit price, not current market price
|
||||
exitReason,
|
||||
realizedPnL: totalRealizedPnL,
|
||||
realizedPnL,
|
||||
exitOrderTx: 'ON_CHAIN_ORDER',
|
||||
holdTimeSeconds,
|
||||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||||
@@ -504,7 +540,7 @@ export class PositionManager {
|
||||
maxFavorablePrice: trade.maxFavorablePrice,
|
||||
maxAdversePrice: trade.maxAdversePrice,
|
||||
})
|
||||
console.log(`💾 External closure recorded: ${exitReason} at $${currentPrice} | P&L: $${totalRealizedPnL.toFixed(2)}`)
|
||||
console.log(`💾 External closure recorded: ${exitReason} at $${exitPrice.toFixed(6)} | P&L: $${realizedPnL.toFixed(2)}`)
|
||||
} catch (dbError) {
|
||||
console.error('❌ Failed to save external closure:', dbError)
|
||||
}
|
||||
@@ -515,50 +551,31 @@ export class PositionManager {
|
||||
}
|
||||
|
||||
// Position exists but size mismatch (partial close by TP1?)
|
||||
if (position.size < trade.currentSize * 0.95) { // 5% tolerance
|
||||
console.log(`⚠️ Position size mismatch: expected ${trade.currentSize}, got ${position.size}`)
|
||||
const onChainBaseSize = Math.abs(position.size)
|
||||
const onChainSizeUSD = onChainBaseSize * currentPrice
|
||||
const trackedSizeUSD = trade.currentSize
|
||||
|
||||
// CRITICAL: Check if position direction changed (signal flip, not TP1!)
|
||||
const positionDirection = position.side === 'long' ? 'long' : 'short'
|
||||
if (positionDirection !== trade.direction) {
|
||||
console.log(`🔄 DIRECTION CHANGE DETECTED: ${trade.direction} → ${positionDirection}`)
|
||||
console.log(` This is a signal flip, not TP1! Closing old position as manual.`)
|
||||
|
||||
// Calculate actual P&L on full position
|
||||
const profitPercent = this.calculateProfitPercent(trade.entryPrice, currentPrice, trade.direction)
|
||||
const actualPnL = (trade.positionSize * profitPercent) / 100
|
||||
|
||||
try {
|
||||
const holdTimeSeconds = Math.floor((Date.now() - trade.entryTime) / 1000)
|
||||
await updateTradeExit({
|
||||
positionId: trade.positionId,
|
||||
exitPrice: currentPrice,
|
||||
exitReason: 'manual',
|
||||
realizedPnL: actualPnL,
|
||||
exitOrderTx: 'SIGNAL_FLIP',
|
||||
holdTimeSeconds,
|
||||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||||
maxGain: Math.max(0, trade.maxFavorableExcursion),
|
||||
maxFavorableExcursion: trade.maxFavorableExcursion,
|
||||
maxAdverseExcursion: trade.maxAdverseExcursion,
|
||||
maxFavorablePrice: trade.maxFavorablePrice,
|
||||
maxAdversePrice: trade.maxAdversePrice,
|
||||
})
|
||||
console.log(`💾 Signal flip closure recorded: P&L $${actualPnL.toFixed(2)}`)
|
||||
} catch (dbError) {
|
||||
console.error('❌ Failed to save signal flip closure:', dbError)
|
||||
}
|
||||
|
||||
await this.removeTrade(trade.id)
|
||||
return
|
||||
}
|
||||
if (trackedSizeUSD > 0 && onChainSizeUSD < trackedSizeUSD * 0.95) { // 5% tolerance
|
||||
const expectedBaseSize = trackedSizeUSD / currentPrice
|
||||
console.log(`⚠️ Position size mismatch: tracking $${trackedSizeUSD.toFixed(2)} (~${expectedBaseSize.toFixed(4)} units) but on-chain shows $${onChainSizeUSD.toFixed(2)} (${onChainBaseSize.toFixed(4)} units)`)
|
||||
|
||||
// CRITICAL: If mismatch is extreme (>50%), this is a phantom trade
|
||||
const sizeRatio = (position.size * currentPrice) / trade.currentSize
|
||||
const sizeRatio = trackedSizeUSD > 0 ? onChainSizeUSD / trackedSizeUSD : 0
|
||||
if (sizeRatio < 0.5) {
|
||||
const tradeAgeSeconds = (Date.now() - trade.entryTime) / 1000
|
||||
const probablyPartialRunner = trade.tp1Hit || tradeAgeSeconds > 60
|
||||
|
||||
if (probablyPartialRunner) {
|
||||
console.log(`🛠️ Detected stray remainder (${(sizeRatio * 100).toFixed(1)}%) after on-chain exit - forcing market close`)
|
||||
trade.currentSize = onChainSizeUSD
|
||||
await this.saveTradeState(trade)
|
||||
await this.executeExit(trade, 100, 'manual', currentPrice)
|
||||
return
|
||||
}
|
||||
|
||||
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)}`)
|
||||
console.log(` Expected: $${trackedSizeUSD.toFixed(2)}`)
|
||||
console.log(` Actual: $${onChainSizeUSD.toFixed(2)}`)
|
||||
|
||||
// Close as phantom trade
|
||||
try {
|
||||
@@ -586,10 +603,15 @@ export class PositionManager {
|
||||
return
|
||||
}
|
||||
|
||||
// Update current size to match reality (convert base asset size to USD using current price)
|
||||
trade.currentSize = position.size * currentPrice
|
||||
trade.tp1Hit = true
|
||||
await this.saveTradeState(trade)
|
||||
// Update current size to match reality and run TP1 adjustments if needed
|
||||
trade.currentSize = onChainSizeUSD
|
||||
if (!trade.tp1Hit) {
|
||||
trade.tp1Hit = true
|
||||
await this.handlePostTp1Adjustments(trade, 'on-chain TP1 size sync')
|
||||
} else {
|
||||
await this.saveTradeState(trade)
|
||||
}
|
||||
return
|
||||
}
|
||||
|
||||
} catch (error) {
|
||||
@@ -614,8 +636,8 @@ export class PositionManager {
|
||||
trade.direction
|
||||
)
|
||||
|
||||
const accountPnL = profitPercent * trade.leverage
|
||||
trade.unrealizedPnL = (trade.currentSize * profitPercent) / 100
|
||||
const accountPnL = profitPercent * trade.leverage
|
||||
trade.unrealizedPnL = (trade.currentSize * accountPnL) / 100
|
||||
|
||||
// Track peak P&L (MFE - Maximum Favorable Excursion)
|
||||
if (trade.unrealizedPnL > trade.peakPnL) {
|
||||
@@ -680,56 +702,7 @@ export class PositionManager {
|
||||
// Move SL based on breakEvenTriggerPercent setting
|
||||
trade.tp1Hit = true
|
||||
trade.currentSize = trade.positionSize * ((100 - this.config.takeProfit1SizePercent) / 100)
|
||||
const newStopLossPrice = this.calculatePrice(
|
||||
trade.entryPrice,
|
||||
this.config.breakEvenTriggerPercent, // Use configured breakeven level
|
||||
trade.direction
|
||||
)
|
||||
trade.stopLossPrice = newStopLossPrice
|
||||
trade.slMovedToBreakeven = true
|
||||
|
||||
console.log(`🔒 SL moved to +${this.config.breakEvenTriggerPercent}% (${this.config.takeProfit1SizePercent}% closed, ${100 - this.config.takeProfit1SizePercent}% remaining): ${newStopLossPrice.toFixed(4)}`)
|
||||
|
||||
// CRITICAL: Cancel old on-chain SL orders and place new ones at updated price
|
||||
try {
|
||||
console.log('🗑️ Cancelling old stop loss orders...')
|
||||
const { cancelAllOrders, placeExitOrders } = await import('../drift/orders')
|
||||
const cancelResult = await cancelAllOrders(trade.symbol)
|
||||
if (cancelResult.success) {
|
||||
console.log(`✅ Cancelled ${cancelResult.cancelledCount || 0} old orders`)
|
||||
|
||||
// Place new SL orders at breakeven/profit level for remaining position
|
||||
console.log(`🛡️ Placing new SL orders at $${newStopLossPrice.toFixed(4)} for remaining position...`)
|
||||
const exitOrdersResult = await placeExitOrders({
|
||||
symbol: trade.symbol,
|
||||
positionSizeUSD: trade.currentSize,
|
||||
entryPrice: trade.entryPrice,
|
||||
tp1Price: trade.tp2Price, // Only TP2 remains
|
||||
tp2Price: trade.tp2Price, // Dummy, won't be used
|
||||
stopLossPrice: newStopLossPrice,
|
||||
tp1SizePercent: 100, // Close remaining 25% at TP2
|
||||
tp2SizePercent: 0,
|
||||
direction: trade.direction,
|
||||
useDualStops: this.config.useDualStops,
|
||||
softStopPrice: trade.direction === 'long'
|
||||
? newStopLossPrice * 1.005 // 0.5% above for long
|
||||
: newStopLossPrice * 0.995, // 0.5% below for short
|
||||
hardStopPrice: newStopLossPrice,
|
||||
})
|
||||
|
||||
if (exitOrdersResult.success) {
|
||||
console.log('✅ New SL orders placed on-chain at updated price')
|
||||
} else {
|
||||
console.error('❌ Failed to place new SL orders:', exitOrdersResult.error)
|
||||
}
|
||||
}
|
||||
} catch (error) {
|
||||
console.error('❌ Failed to update on-chain SL orders:', error)
|
||||
// Don't fail the TP1 exit if SL update fails - software monitoring will handle it
|
||||
}
|
||||
|
||||
// Save state after TP1
|
||||
await this.saveTradeState(trade)
|
||||
await this.handlePostTp1Adjustments(trade, 'software TP1 execution')
|
||||
return
|
||||
}
|
||||
|
||||
@@ -754,42 +727,39 @@ export class PositionManager {
|
||||
await this.saveTradeState(trade)
|
||||
}
|
||||
|
||||
// 5. Take profit 2 (remaining position)
|
||||
// 5. TP2 Hit - Activate runner (no close, just start trailing)
|
||||
if (trade.tp1Hit && !trade.tp2Hit && this.shouldTakeProfit2(currentPrice, trade)) {
|
||||
console.log(`🎊 TP2 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
|
||||
console.log(`🎊 TP2 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}% - Activating 25% runner!`)
|
||||
|
||||
// Calculate how much to close based on TP2 size percent
|
||||
const percentToClose = this.config.takeProfit2SizePercent
|
||||
// Mark TP2 as hit and activate trailing stop on full remaining 25%
|
||||
trade.tp2Hit = true
|
||||
trade.peakPrice = currentPrice
|
||||
trade.runnerTrailingPercent = this.getRunnerTrailingPercent(trade)
|
||||
|
||||
await this.executeExit(trade, percentToClose, 'TP2', currentPrice)
|
||||
console.log(
|
||||
`🏃 Runner activated on full remaining position: ${((trade.currentSize / trade.positionSize) * 100).toFixed(1)}% | trailing buffer ${trade.runnerTrailingPercent?.toFixed(3)}%`
|
||||
)
|
||||
|
||||
// If some position remains, mark TP2 as hit and activate trailing stop
|
||||
if (percentToClose < 100) {
|
||||
trade.tp2Hit = true
|
||||
trade.currentSize = trade.currentSize * ((100 - percentToClose) / 100)
|
||||
|
||||
console.log(`🏃 Runner activated: ${((trade.currentSize / trade.positionSize) * 100).toFixed(1)}% remaining with trailing stop`)
|
||||
|
||||
// Save state after TP2
|
||||
await this.saveTradeState(trade)
|
||||
}
|
||||
// Save state after TP2 activation
|
||||
await this.saveTradeState(trade)
|
||||
|
||||
return
|
||||
}
|
||||
|
||||
// 6. Trailing stop for runner (after TP2)
|
||||
} // 6. Trailing stop for runner (after TP2 activation)
|
||||
if (trade.tp2Hit && this.config.useTrailingStop) {
|
||||
// Check if trailing stop should be activated
|
||||
if (!trade.trailingStopActive && profitPercent >= this.config.trailingStopActivation) {
|
||||
trade.trailingStopActive = true
|
||||
trade.runnerTrailingPercent = this.getRunnerTrailingPercent(trade)
|
||||
console.log(`🎯 Trailing stop activated at +${profitPercent.toFixed(2)}%`)
|
||||
}
|
||||
|
||||
// If trailing stop is active, adjust SL dynamically
|
||||
if (trade.trailingStopActive) {
|
||||
const trailingPercent = this.getRunnerTrailingPercent(trade)
|
||||
trade.runnerTrailingPercent = trailingPercent
|
||||
const trailingStopPrice = this.calculatePrice(
|
||||
trade.peakPrice,
|
||||
-this.config.trailingStopPercent, // Trail below peak
|
||||
-trailingPercent, // Trail below peak
|
||||
trade.direction
|
||||
)
|
||||
|
||||
@@ -802,7 +772,7 @@ export class PositionManager {
|
||||
const oldSL = trade.stopLossPrice
|
||||
trade.stopLossPrice = trailingStopPrice
|
||||
|
||||
console.log(`📈 Trailing SL updated: ${oldSL.toFixed(4)} → ${trailingStopPrice.toFixed(4)} (${this.config.trailingStopPercent}% below peak $${trade.peakPrice.toFixed(4)})`)
|
||||
console.log(`📈 Trailing SL updated: ${oldSL.toFixed(4)} → ${trailingStopPrice.toFixed(4)} (${trailingPercent.toFixed(3)}% below peak $${trade.peakPrice.toFixed(4)})`)
|
||||
|
||||
// Save state after trailing SL update (every 10 updates to avoid spam)
|
||||
if (trade.priceCheckCount % 10 === 0) {
|
||||
@@ -843,18 +813,34 @@ export class PositionManager {
|
||||
return
|
||||
}
|
||||
|
||||
// Update trade state
|
||||
if (percentToClose >= 100) {
|
||||
// Full close - remove from monitoring
|
||||
trade.realizedPnL += result.realizedPnL || 0
|
||||
const closePriceForCalc = result.closePrice || currentPrice
|
||||
const closedSizeBase = result.closedSize || 0
|
||||
const closedUSD = closedSizeBase * closePriceForCalc
|
||||
const treatAsFullClose = percentToClose >= 100
|
||||
|
||||
// Calculate actual P&L based on entry vs exit price
|
||||
const profitPercent = this.calculateProfitPercent(trade.entryPrice, closePriceForCalc, trade.direction)
|
||||
const actualRealizedPnL = (closedUSD * profitPercent) / 100
|
||||
|
||||
// Update trade state
|
||||
if (treatAsFullClose) {
|
||||
trade.realizedPnL += actualRealizedPnL
|
||||
trade.currentSize = 0
|
||||
trade.trailingStopActive = false
|
||||
|
||||
if (reason === 'TP2') {
|
||||
trade.tp2Hit = true
|
||||
}
|
||||
if (reason === 'TP1') {
|
||||
trade.tp1Hit = true
|
||||
}
|
||||
|
||||
// Save to database (only for valid exit reasons)
|
||||
if (reason !== 'error') {
|
||||
try {
|
||||
const holdTimeSeconds = Math.floor((Date.now() - trade.entryTime) / 1000)
|
||||
await updateTradeExit({
|
||||
positionId: trade.positionId,
|
||||
exitPrice: result.closePrice || currentPrice,
|
||||
exitPrice: closePriceForCalc,
|
||||
exitReason: reason as 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'manual' | 'emergency',
|
||||
realizedPnL: trade.realizedPnL,
|
||||
exitOrderTx: result.transactionSignature || 'MANUAL_CLOSE',
|
||||
@@ -869,25 +855,20 @@ export class PositionManager {
|
||||
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
|
||||
}
|
||||
}
|
||||
|
||||
await this.removeTrade(trade.id)
|
||||
console.log(`✅ Position closed | P&L: $${trade.realizedPnL.toFixed(2)} | Reason: ${reason}`)
|
||||
} else {
|
||||
// Partial close (TP1)
|
||||
trade.realizedPnL += result.realizedPnL || 0
|
||||
// result.closedSize is returned in base asset units (e.g., SOL), convert to USD using closePrice
|
||||
const closePriceForCalc = result.closePrice || currentPrice
|
||||
const closedSizeBase = result.closedSize || 0
|
||||
const closedUSD = closedSizeBase * closePriceForCalc
|
||||
// Partial close (TP1) - calculate P&L for partial amount
|
||||
const partialRealizedPnL = (closedUSD * profitPercent) / 100
|
||||
trade.realizedPnL += partialRealizedPnL
|
||||
trade.currentSize = Math.max(0, trade.currentSize - closedUSD)
|
||||
|
||||
console.log(`✅ Partial close executed | Realized: $${(result.realizedPnL || 0).toFixed(2)} | Closed (base): ${closedSizeBase.toFixed(6)} | Closed (USD): $${closedUSD.toFixed(2)} | Remaining USD: $${trade.currentSize.toFixed(2)}`)
|
||||
|
||||
// Persist updated trade state so analytics reflect partial profits immediately
|
||||
await this.saveTradeState(trade)
|
||||
console.log(
|
||||
`✅ Partial close executed | Realized: $${partialRealizedPnL.toFixed(2)} | Closed (base): ${closedSizeBase.toFixed(6)} | Closed (USD): $${closedUSD.toFixed(2)} | Remaining USD: $${trade.currentSize.toFixed(2)}`
|
||||
)
|
||||
}
|
||||
|
||||
// TODO: Send notification
|
||||
@@ -977,6 +958,131 @@ export class PositionManager {
|
||||
console.log('✅ All positions closed')
|
||||
}
|
||||
|
||||
refreshConfig(): void {
|
||||
this.config = getMergedConfig()
|
||||
console.log('⚙️ Position manager config refreshed from environment')
|
||||
}
|
||||
|
||||
private getRunnerTrailingPercent(trade: ActiveTrade): number {
|
||||
const fallbackPercent = this.config.trailingStopPercent
|
||||
const atrValue = trade.atrAtEntry ?? 0
|
||||
const entryPrice = trade.entryPrice
|
||||
|
||||
if (atrValue <= 0 || entryPrice <= 0 || !Number.isFinite(entryPrice)) {
|
||||
return fallbackPercent
|
||||
}
|
||||
|
||||
const atrPercentOfPrice = (atrValue / entryPrice) * 100
|
||||
if (!Number.isFinite(atrPercentOfPrice) || atrPercentOfPrice <= 0) {
|
||||
return fallbackPercent
|
||||
}
|
||||
|
||||
const rawPercent = atrPercentOfPrice * this.config.trailingStopAtrMultiplier
|
||||
const boundedPercent = Math.min(
|
||||
this.config.trailingStopMaxPercent,
|
||||
Math.max(this.config.trailingStopMinPercent, rawPercent)
|
||||
)
|
||||
|
||||
return boundedPercent > 0 ? boundedPercent : fallbackPercent
|
||||
}
|
||||
|
||||
private async handlePostTp1Adjustments(trade: ActiveTrade, context: string): Promise<void> {
|
||||
if (trade.currentSize <= 0) {
|
||||
console.log(`⚠️ Skipping TP1 adjustments for ${trade.symbol} (${context}) because current size is $${trade.currentSize.toFixed(2)}`)
|
||||
await this.saveTradeState(trade)
|
||||
return
|
||||
}
|
||||
|
||||
const newStopLossPrice = this.calculatePrice(
|
||||
trade.entryPrice,
|
||||
this.config.breakEvenTriggerPercent,
|
||||
trade.direction
|
||||
)
|
||||
|
||||
trade.stopLossPrice = newStopLossPrice
|
||||
trade.slMovedToBreakeven = true
|
||||
|
||||
console.log(`🔒 (${context}) SL moved to +${this.config.breakEvenTriggerPercent}% (${this.config.takeProfit1SizePercent}% closed, ${100 - this.config.takeProfit1SizePercent}% remaining): ${newStopLossPrice.toFixed(4)}`)
|
||||
|
||||
await this.refreshExitOrders(trade, {
|
||||
stopLossPrice: newStopLossPrice,
|
||||
tp1Price: trade.tp2Price,
|
||||
tp1SizePercent: 100,
|
||||
tp2Price: trade.tp2Price,
|
||||
tp2SizePercent: 0,
|
||||
context,
|
||||
})
|
||||
|
||||
await this.saveTradeState(trade)
|
||||
}
|
||||
|
||||
private async refreshExitOrders(
|
||||
trade: ActiveTrade,
|
||||
options: {
|
||||
stopLossPrice: number
|
||||
tp1Price: number
|
||||
tp1SizePercent: number
|
||||
tp2Price?: number
|
||||
tp2SizePercent?: number
|
||||
context: string
|
||||
}
|
||||
): Promise<void> {
|
||||
if (trade.currentSize <= 0) {
|
||||
console.log(`⚠️ Skipping exit order refresh for ${trade.symbol} (${options.context}) because tracked size is zero`)
|
||||
return
|
||||
}
|
||||
|
||||
try {
|
||||
console.log(`🗑️ (${options.context}) Cancelling existing exit orders before refresh...`)
|
||||
const { cancelAllOrders, placeExitOrders } = await import('../drift/orders')
|
||||
const cancelResult = await cancelAllOrders(trade.symbol)
|
||||
if (cancelResult.success) {
|
||||
console.log(`✅ (${options.context}) Cancelled ${cancelResult.cancelledCount || 0} old orders`)
|
||||
} else {
|
||||
console.warn(`⚠️ (${options.context}) Failed to cancel old orders: ${cancelResult.error}`)
|
||||
}
|
||||
|
||||
const tp2Price = options.tp2Price ?? options.tp1Price
|
||||
const tp2SizePercent = options.tp2SizePercent ?? 0
|
||||
|
||||
const refreshParams: any = {
|
||||
symbol: trade.symbol,
|
||||
positionSizeUSD: trade.currentSize,
|
||||
entryPrice: trade.entryPrice,
|
||||
tp1Price: options.tp1Price,
|
||||
tp2Price,
|
||||
stopLossPrice: options.stopLossPrice,
|
||||
tp1SizePercent: options.tp1SizePercent,
|
||||
tp2SizePercent,
|
||||
direction: trade.direction,
|
||||
useDualStops: this.config.useDualStops,
|
||||
}
|
||||
|
||||
if (this.config.useDualStops) {
|
||||
const softStopBuffer = this.config.softStopBuffer ?? 0.4
|
||||
const softStopPrice = trade.direction === 'long'
|
||||
? options.stopLossPrice * (1 + softStopBuffer / 100)
|
||||
: options.stopLossPrice * (1 - softStopBuffer / 100)
|
||||
|
||||
refreshParams.softStopPrice = softStopPrice
|
||||
refreshParams.softStopBuffer = softStopBuffer
|
||||
refreshParams.hardStopPrice = options.stopLossPrice
|
||||
}
|
||||
|
||||
console.log(`🛡️ (${options.context}) Placing refreshed exit orders: size=$${trade.currentSize.toFixed(2)} SL=${options.stopLossPrice.toFixed(4)} TP=${options.tp1Price.toFixed(4)}`)
|
||||
const exitOrdersResult = await placeExitOrders(refreshParams)
|
||||
|
||||
if (exitOrdersResult.success) {
|
||||
console.log(`✅ (${options.context}) Exit orders refreshed on-chain`)
|
||||
} else {
|
||||
console.error(`❌ (${options.context}) Failed to place refreshed exit orders: ${exitOrdersResult.error}`)
|
||||
}
|
||||
} catch (error) {
|
||||
console.error(`❌ (${options.context}) Error refreshing exit orders:`, error)
|
||||
// Monitoring loop will still enforce SL logic even if on-chain refresh fails
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Save trade state to database (for persistence across restarts)
|
||||
*/
|
||||
@@ -1000,14 +1106,6 @@ export class PositionManager {
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Reload configuration from merged sources (used after settings updates)
|
||||
*/
|
||||
refreshConfig(partial?: Partial<TradingConfig>): void {
|
||||
this.config = getMergedConfig(partial)
|
||||
console.log('🔄 Position Manager config refreshed')
|
||||
}
|
||||
|
||||
/**
|
||||
* Get monitoring status
|
||||
*/
|
||||
|
||||
Reference in New Issue
Block a user