feat: Add phantom trade detection and database tracking

- Detect position size mismatches (>50% variance) after opening
- Save phantom trades to database with expectedSizeUSD, actualSizeUSD, phantomReason
- Return error from execute endpoint to prevent Position Manager tracking
- Add comprehensive documentation of phantom trade issue and solution
- Enable data collection for pattern analysis and future optimization

Fixes oracle price lag issue during volatile markets where transactions
confirm but positions don't actually open at expected size.
This commit is contained in:
mindesbunister
2025-11-04 10:34:38 +01:00
parent f682b93a1e
commit 8bc08955cc
6 changed files with 313 additions and 3 deletions

View File

@@ -372,6 +372,68 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
{ status: 500 }
)
}
// CRITICAL: Check for phantom trade (position opened but size mismatch)
if (openResult.isPhantom) {
console.error(`🚨 PHANTOM TRADE DETECTED - Not adding to Position Manager`)
console.error(` Expected: $${positionSizeUSD.toFixed(2)}`)
console.error(` Actual: $${openResult.actualSizeUSD?.toFixed(2)}`)
// Save phantom trade to database for analysis
try {
const qualityScore = calculateQualityScore({
atr: body.atr,
adx: body.adx,
rsi: body.rsi,
volumeRatio: body.volumeRatio,
pricePosition: body.pricePosition,
direction: body.direction,
})
await createTrade({
positionId: openResult.transactionSignature!,
symbol: driftSymbol,
direction: body.direction,
entryPrice: openResult.fillPrice!,
positionSizeUSD: positionSizeUSD,
leverage: config.leverage,
stopLossPrice: 0, // Not applicable for phantom
takeProfit1Price: 0,
takeProfit2Price: 0,
tp1SizePercent: 0,
tp2SizePercent: 0,
configSnapshot: config,
entryOrderTx: openResult.transactionSignature!,
signalStrength: body.signalStrength,
timeframe: body.timeframe,
atrAtEntry: body.atr,
adxAtEntry: body.adx,
rsiAtEntry: body.rsi,
volumeAtEntry: body.volumeRatio,
pricePositionAtEntry: body.pricePosition,
signalQualityScore: qualityScore,
// Phantom-specific fields
status: 'phantom',
isPhantom: true,
expectedSizeUSD: positionSizeUSD,
actualSizeUSD: openResult.actualSizeUSD,
phantomReason: 'ORACLE_PRICE_MISMATCH', // Likely cause based on logs
})
console.log(`💾 Phantom trade saved to database for analysis`)
} catch (dbError) {
console.error('❌ Failed to save phantom trade:', dbError)
}
return NextResponse.json(
{
success: false,
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.`,
},
{ status: 500 }
)
}
// Calculate stop loss and take profit prices
const entryPrice = openResult.fillPrice!