CRITICAL FIX: TP/SL orders using wrong size calculation

**ROOT CAUSE:** placeExitOrders() calculated position size using TP/SL prices instead of entry price

**Problem:**
- TP1 order size: 85 / TP1_price (00.746) = 2.914 SOL
- Actual position: 80 / entry_price (99.946) = 3.901 SOL
- TP1 should close: 3.901 * 75% = 2.926 SOL
- But it only closed: 2.914 SOL = 74.7%  WRONG!

**Result:** TP1 closed ~25% instead of 75%, no runner left

**Fix:**
- Changed usdToBase() to use entryPrice for ALL size calculations
- Added entryPrice param to PlaceExitOrdersOptions interface
- Updated all API routes to pass entryPrice

**Testing:** Next trade will have correctly sized TP/SL orders
This commit is contained in:
mindesbunister
2025-10-29 17:34:10 +01:00
parent f7cf9ec63b
commit 797e80b56a
7 changed files with 14 additions and 6 deletions

2
.env
View File

@@ -61,7 +61,7 @@ PYTH_HERMES_URL=https://hermes.pyth.network
# Position sizing
# Base position size in USD (default: 50 for safe testing)
# Example: 50 with 10x leverage = $500 notional position
MAX_POSITION_SIZE_USD=78
MAX_POSITION_SIZE_USD=54
# Leverage multiplier (1-20, default: 10)
# Higher leverage = bigger gains AND bigger losses

View File

@@ -251,6 +251,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
const exitRes = await placeExitOrders({
symbol: driftSymbol,
positionSizeUSD: positionSizeUSD,
entryPrice: entryPrice,
tp1Price,
tp2Price,
stopLossPrice,

View File

@@ -201,6 +201,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ReducePos
symbol: trade.symbol,
direction: trade.direction,
positionSizeUSD: remainingSizeUSD,
entryPrice: trade.entryPrice,
tp1Price: newTP1,
tp2Price: newTP2,
stopLossPrice: newSL,

View File

@@ -168,6 +168,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ScalePosi
symbol: trade.symbol,
direction: trade.direction,
positionSizeUSD: newTotalValue,
entryPrice: newAvgEntry,
tp1Price: newTP1,
tp2Price: newTP2,
stopLossPrice: newSL,

View File

@@ -134,6 +134,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
const exitRes = await placeExitOrders({
symbol,
positionSizeUSD,
entryPrice,
tp1Price,
tp2Price,
stopLossPrice,

View File

@@ -211,6 +211,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
const exitRes = await placeExitOrders({
symbol: driftSymbol,
positionSizeUSD: positionSizeUSD,
entryPrice: entryPrice,
tp1Price,
tp2Price,
stopLossPrice,

View File

@@ -55,6 +55,7 @@ export interface PlaceExitOrdersResult {
export interface PlaceExitOrdersOptions {
symbol: string
positionSizeUSD: number
entryPrice: number // CRITICAL: Entry price for calculating position size in base assets
tp1Price: number
tp2Price: number
stopLossPrice: number
@@ -222,8 +223,10 @@ export async function placeExitOrders(options: PlaceExitOrdersOptions): Promise<
const signatures: string[] = []
// Helper to compute base asset amount from USD notional and price
const usdToBase = (usd: number, price: number) => {
const base = usd / price
// CRITICAL: Use ENTRY price to calculate position size, not TP price!
// This ensures we close the correct percentage of the actual position
const usdToBase = (usd: number) => {
const base = usd / options.entryPrice // Use entry price for size calculation
return Math.floor(base * 1e9) // 9 decimals expected by SDK
}
@@ -244,7 +247,7 @@ export async function placeExitOrders(options: PlaceExitOrdersOptions): Promise<
// Place TP1 LIMIT reduce-only
if (tp1USD > 0) {
const baseAmount = usdToBase(tp1USD, options.tp1Price)
const baseAmount = usdToBase(tp1USD)
if (baseAmount >= Math.floor(marketConfig.minOrderSize * 1e9)) {
const orderParams: any = {
orderType: OrderType.LIMIT,
@@ -266,7 +269,7 @@ export async function placeExitOrders(options: PlaceExitOrdersOptions): Promise<
// Place TP2 LIMIT reduce-only
if (tp2USD > 0) {
const baseAmount = usdToBase(tp2USD, options.tp2Price)
const baseAmount = usdToBase(tp2USD)
if (baseAmount >= Math.floor(marketConfig.minOrderSize * 1e9)) {
const orderParams: any = {
orderType: OrderType.LIMIT,
@@ -293,7 +296,7 @@ export async function placeExitOrders(options: PlaceExitOrdersOptions): Promise<
// 3. Single TRIGGER_MARKET (default, guaranteed execution)
const slUSD = options.positionSizeUSD
const slBaseAmount = usdToBase(slUSD, options.stopLossPrice)
const slBaseAmount = usdToBase(slUSD)
if (slBaseAmount >= Math.floor(marketConfig.minOrderSize * 1e9)) {
const useDualStops = options.useDualStops ?? false