feat: add price movement context to flip-flop detection
Improved flip-flop penalty logic to distinguish between: - Chop (bad): <2% price move from opposite signal → -25 penalty - Reversal (good): ≥2% price move from opposite signal → allowed Changes: - lib/database/trades.ts: getRecentSignals() now returns oppositeDirectionPrice - lib/trading/signal-quality.ts: Added currentPrice parameter, price movement check - app/api/trading/check-risk/route.ts: Added currentPrice to RiskCheckRequest interface - app/api/trading/execute/route.ts: Pass openResult.fillPrice as currentPrice - app/api/analytics/reentry-check/route.ts: Pass currentPrice from metrics Example scenarios: - ETH $170 SHORT → $153 LONG (10% move) = reversal allowed ✅ - ETH $154.50 SHORT → $154.30 LONG (0.13% move) = chop blocked ⚠️ Deployed: 09:18 CET Nov 14, 2025 Container: trading-bot-v4
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@@ -567,6 +567,7 @@ export async function getRecentSignals(params: {
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totalSignals: number
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oppositeDirectionInWindow: boolean
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oppositeDirectionMinutesAgo?: number
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oppositeDirectionPrice?: number
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last3Trades: Array<{ direction: 'long' | 'short'; createdAt: Date }>
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isAlternatingPattern: boolean
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}> {
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@@ -581,7 +582,7 @@ export async function getRecentSignals(params: {
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symbol: params.symbol,
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createdAt: { gte: timeAgo },
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},
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select: { direction: true, createdAt: true },
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select: { direction: true, createdAt: true, entryPrice: true },
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orderBy: { createdAt: 'desc' },
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}),
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prisma.blockedSignal.findMany({
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@@ -589,15 +590,23 @@ export async function getRecentSignals(params: {
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symbol: params.symbol,
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createdAt: { gte: timeAgo },
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},
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select: { direction: true, createdAt: true },
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select: { direction: true, createdAt: true, signalPrice: true },
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orderBy: { createdAt: 'desc' },
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}),
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])
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// Combine and sort all signals
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// Combine and sort all signals with their prices
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const allSignals = [
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...trades.map(t => ({ direction: t.direction as 'long' | 'short', createdAt: t.createdAt })),
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...blockedSignals.map(b => ({ direction: b.direction as 'long' | 'short', createdAt: b.createdAt })),
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...trades.map(t => ({
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direction: t.direction as 'long' | 'short',
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createdAt: t.createdAt,
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price: t.entryPrice
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})),
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...blockedSignals.map(b => ({
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direction: b.direction as 'long' | 'short',
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createdAt: b.createdAt,
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price: b.signalPrice
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})),
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].sort((a, b) => b.createdAt.getTime() - a.createdAt.getTime())
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// Check for opposite direction in last 15 minutes
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@@ -629,6 +638,7 @@ export async function getRecentSignals(params: {
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oppositeDirectionMinutesAgo: oppositeInLast15
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? Math.floor((Date.now() - oppositeInLast15.createdAt.getTime()) / 60000)
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: undefined,
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oppositeDirectionPrice: oppositeInLast15?.price,
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last3Trades: last3Trades.map(t => ({
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direction: t.direction as 'long' | 'short',
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createdAt: t.createdAt
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