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Adjust TP detection logic for partial fills

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This commit is contained in:
mindesbunister
2025-11-05 23:49:41 +01:00
parent 5241920d44
commit 7c888282ec
1 changed files with 21 additions and 16 deletions
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23
lib/trading/position-manager.ts
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@@ -322,26 +322,31 @@ export class PositionManager {
// Position exists - check if size changed (TP1/TP2 filled)
const positionSizeUSD = position.size * currentPrice
const trackedSizeUSD = trade.currentSize
const sizeDiffPercent = Math.abs(positionSizeUSD - trackedSizeUSD) / trackedSizeUSD * 100
const sizeDiffPercent = Math.abs(positionSizeUSD - trackedSizeUSD) / Math.max(trackedSizeUSD, 1) * 100
const reductionUSD = trackedSizeUSD - positionSizeUSD
const reductionPercentOfOriginal = trade.positionSize > 0
? (reductionUSD / trade.positionSize) * 100
: 0
const reductionPercentOfTracked = trackedSizeUSD > 0
? (reductionUSD / trackedSizeUSD) * 100
: 0
// If position size reduced significantly, TP orders likely filled
if (positionSizeUSD < trackedSizeUSD * 0.9 && sizeDiffPercent > 10) {
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
if (!trade.tp1Hit && reductionPercent >= (this.config.takeProfit1SizePercent * 0.8)) {
if (!trade.tp1Hit && reductionPercentOfOriginal >= (this.config.takeProfit1SizePercent * 0.8)) {
// TP1 fired (should be ~75% reduction)
console.log(`🎯 TP1 detected as filled! Reduction: ${reductionPercent.toFixed(1)}%`)
console.log(`🎯 TP1 detected as filled! Reduction: ${reductionPercentOfOriginal.toFixed(1)}% of original`)
trade.tp1Hit = true
trade.currentSize = positionSizeUSD
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)
console.log(`🎯 TP2 detected as filled! Reduction: ${reductionPercent.toFixed(1)}%`)
} else if (trade.tp1Hit && !trade.tp2Hit && reductionPercentOfTracked >= (this.config.takeProfit2SizePercent * 0.8)) {
// TP2 fired (should clear remaining runner allocation)
console.log(`🎯 TP2 detected as filled! Reduction: ${reductionPercentOfTracked.toFixed(1)}% of remaining`)
trade.tp2Hit = true
trade.currentSize = positionSizeUSD
trade.trailingStopActive = true