feat: Implement re-entry analytics system with fresh TradingView data

- Add market data cache service (5min expiry) for storing TradingView metrics
- Create /api/trading/market-data webhook endpoint for continuous data updates
- Add /api/analytics/reentry-check endpoint for validating manual trades
- Update execute endpoint to auto-cache metrics from incoming signals
- Enhance Telegram bot with pre-execution analytics validation
- Support --force flag to override analytics blocks
- Use fresh ADX/ATR/RSI data when available, fallback to historical
- Apply performance modifiers: -20 for losing streaks, +10 for winning
- Minimum re-entry score 55 (vs 60 for new signals)
- Fail-open design: proceeds if analytics unavailable
- Show data freshness and source in Telegram responses
- Add comprehensive setup guide in docs/guides/REENTRY_ANALYTICS_QUICKSTART.md

Phase 1 implementation for smart manual trade validation.

lib/drift/orders.ts

@@ -27,7 +27,6 @@ export interface OpenPositionResult {
   transactionSignature?: string
   fillPrice?: number
   fillSize?: number
-  fillNotionalUSD?: number
   slippage?: number
   error?: string
   isPhantom?: boolean // Position opened but size mismatch detected
@@ -46,8 +45,6 @@ export interface ClosePositionResult {
   closePrice?: number
   closedSize?: number
   realizedPnL?: number
-  fullyClosed?: boolean
-  remainingSize?: number
   error?: string
 }
 
@@ -127,7 +124,6 @@ export async function openPosition(
         transactionSignature: mockTxSig,
         fillPrice: oraclePrice,
         fillSize: baseAssetSize,
-        fillNotionalUSD: baseAssetSize * oraclePrice,
         slippage: 0,
       }
     }
@@ -183,22 +179,19 @@ export async function openPosition(
     
     if (position && position.side !== 'none') {
       const fillPrice = position.entryPrice
-      const filledBaseSize = Math.abs(position.size)
-      const fillNotionalUSD = filledBaseSize * fillPrice
       const slippage = Math.abs((fillPrice - oraclePrice) / oraclePrice) * 100
       
       // CRITICAL: Validate actual position size vs expected
       // Phantom trade detection: Check if position is significantly smaller than expected
+      const actualSizeUSD = position.size * fillPrice
       const expectedSizeUSD = params.sizeUSD
-      const sizeRatio = expectedSizeUSD > 0 ? fillNotionalUSD / expectedSizeUSD : 1
+      const sizeRatio = actualSizeUSD / expectedSizeUSD
       
       console.log(`💰 Fill details:`)
       console.log(`   Fill price: $${fillPrice.toFixed(4)}`)
-      console.log(`   Filled base size: ${filledBaseSize.toFixed(4)} ${params.symbol.split('-')[0]}`)
-      console.log(`   Filled notional: $${fillNotionalUSD.toFixed(2)}`)
       console.log(`   Slippage: ${slippage.toFixed(3)}%`)
       console.log(`   Expected size: $${expectedSizeUSD.toFixed(2)}`)
-      console.log(`   Actual size: $${fillNotionalUSD.toFixed(2)}`)
+      console.log(`   Actual size: $${actualSizeUSD.toFixed(2)}`)
       console.log(`   Size ratio: ${(sizeRatio * 100).toFixed(1)}%`)
       
       // Flag as phantom if actual size is less than 50% of expected
@@ -207,7 +200,7 @@ export async function openPosition(
       if (isPhantom) {
         console.error(`🚨 PHANTOM POSITION DETECTED!`)
         console.error(`   Expected: $${expectedSizeUSD.toFixed(2)}`)
-        console.error(`   Actual: $${fillNotionalUSD.toFixed(2)}`)
+        console.error(`   Actual: $${actualSizeUSD.toFixed(2)}`)
         console.error(`   This indicates the order was rejected or partially filled by Drift`)
       }
       
@@ -215,11 +208,10 @@ export async function openPosition(
         success: true,
         transactionSignature: txSig,
         fillPrice,
-        fillSize: filledBaseSize,
-        fillNotionalUSD,
+        fillSize: position.size, // Use actual size from Drift, not calculated
         slippage,
         isPhantom,
-        actualSizeUSD: fillNotionalUSD,
+        actualSizeUSD,
       }
     } else {
       // Position not found yet (may be DRY_RUN mode)
@@ -231,7 +223,6 @@ export async function openPosition(
         transactionSignature: txSig,
         fillPrice: oraclePrice,
         fillSize: baseAssetSize,
-        fillNotionalUSD: baseAssetSize * oraclePrice,
         slippage: 0,
       }
     }
@@ -500,24 +491,19 @@ export async function closePosition(
     }
     
     // Calculate size to close
-    const sizeToClose = position.size * (params.percentToClose / 100)
-    const remainingSize = position.size - sizeToClose
+    let sizeToClose = position.size * (params.percentToClose / 100)
     
-    // CRITICAL: Check if remaining position would be below Drift minimum
-    // If so, Drift will force-close the entire position anyway
-    // Better to detect this upfront and return fullyClosed=true
-    const willForceFullClose = remainingSize > 0 && remainingSize < marketConfig.minOrderSize
-    
-    if (willForceFullClose && params.percentToClose < 100) {
-      console.log(`⚠️ WARNING: Remaining size ${remainingSize.toFixed(4)} would be below Drift minimum ${marketConfig.minOrderSize}`)
-      console.log(`   Drift will force-close entire position. Proceeding with 100% close.`)
-      console.log(`   💡 TIP: Increase position size or decrease TP2 close % to enable runner`)
+    // CRITICAL FIX: If calculated size is below minimum, close 100% instead
+    // This prevents "runner" positions from being too small to close
+    if (sizeToClose < marketConfig.minOrderSize) {
+      console.log(`⚠️ Calculated close size ${sizeToClose.toFixed(4)} is below minimum ${marketConfig.minOrderSize}`)
+      console.log(`   Forcing 100% close to avoid Drift rejection`)
+      sizeToClose = position.size // Close entire position
     }
     
     console.log(`📝 Close order details:`)
     console.log(`   Current position: ${position.size.toFixed(4)} ${position.side}`)
     console.log(`   Closing: ${params.percentToClose}% (${sizeToClose.toFixed(4)})`)
-    console.log(`   Remaining after close: ${remainingSize.toFixed(4)}`)
     console.log(`   Entry price: $${position.entryPrice.toFixed(4)}`)
     console.log(`   Unrealized P&L: $${position.unrealizedPnL.toFixed(2)}`)
     
@@ -532,18 +518,10 @@ export async function closePosition(
       console.log('🧪 DRY RUN MODE: Simulating close order (not executing on blockchain)')
       
       // Calculate realized P&L with leverage (default 10x in dry run)
-      // For LONG: profit when exit > entry → (exit - entry) / entry
-      // For SHORT: profit when exit < entry → (entry - exit) / entry
-      const priceDiff = position.side === 'long' 
-        ? (oraclePrice - position.entryPrice)  // Long: profit when price rises
-        : (position.entryPrice - oraclePrice)  // Short: profit when price falls
-      
-      const profitPercent = (priceDiff / position.entryPrice) * 100
+      const profitPercent = ((oraclePrice - position.entryPrice) / position.entryPrice) * 100 * (position.side === 'long' ? 1 : -1)
       const closedNotional = sizeToClose * oraclePrice
-      const leverage = 10
-      const collateral = closedNotional / leverage
-      const realizedPnL = collateral * (profitPercent / 100) * leverage
-      const accountPnLPercent = profitPercent * leverage
+      const realizedPnL = (closedNotional * profitPercent) / 100
+      const accountPnLPercent = profitPercent * 10 // display using default leverage
       
       const mockTxSig = `DRY_RUN_CLOSE_${Date.now()}_${Math.random().toString(36).substring(7)}`
       
@@ -591,13 +569,8 @@ export async function closePosition(
     console.log('✅ Transaction confirmed on-chain')
     
     // Calculate realized P&L with leverage
-    // For LONG: profit when exit > entry → (exit - entry) / entry
-    // For SHORT: profit when exit < entry → (entry - exit) / entry
-    const priceDiff = position.side === 'long' 
-      ? (oraclePrice - position.entryPrice)  // Long: profit when price rises
-      : (position.entryPrice - oraclePrice)  // Short: profit when price falls
-    
-    const profitPercent = (priceDiff / position.entryPrice) * 100
+    // CRITICAL: P&L must account for leverage and be calculated on USD notional, not base asset size
+    const profitPercent = ((oraclePrice - position.entryPrice) / position.entryPrice) * 100 * (position.side === 'long' ? 1 : -1)
     
     // Get leverage from user account (defaults to 10x if not found)
     let leverage = 10
@@ -611,10 +584,9 @@ export async function closePosition(
       console.log('⚠️ Could not determine leverage from account, using 10x default')
     }
     
-    // Calculate closed notional value (USD) and actual P&L with leverage
+    // Calculate closed notional value (USD)
     const closedNotional = sizeToClose * oraclePrice
-    const collateral = closedNotional / leverage
-    const realizedPnL = collateral * (profitPercent / 100) * leverage  // Leveraged P&L
+    const realizedPnL = (closedNotional * profitPercent) / 100
     const accountPnLPercent = profitPercent * leverage
     
     console.log(`💰 Close details:`)
@@ -623,21 +595,13 @@ export async function closePosition(
     console.log(`   Closed notional: $${closedNotional.toFixed(2)}`)
     console.log(`   Realized P&L: $${realizedPnL.toFixed(2)}`)
     
-    // Check remaining position size after close
-    const updatedPosition = await driftService.getPosition(marketConfig.driftMarketIndex)
-    const actualRemainingSize = updatedPosition ? Math.abs(updatedPosition.size) : 0
-    const fullyClosed = !updatedPosition || actualRemainingSize === 0 || willForceFullClose
-
-    if (fullyClosed) {
+    // If closing 100%, cancel all remaining orders for this market
+    if (params.percentToClose === 100) {
       console.log('🗑️ Position fully closed, cancelling remaining orders...')
       const cancelResult = await cancelAllOrders(params.symbol)
-      if (cancelResult.success && (cancelResult.cancelledCount || 0) > 0) {
+      if (cancelResult.success && cancelResult.cancelledCount! > 0) {
         console.log(`✅ Cancelled ${cancelResult.cancelledCount} orders`)
       }
-    } else if (params.percentToClose === 100) {
-      console.log(
-        `⚠️ Requested 100% close but ${actualRemainingSize.toFixed(4)} base remains on-chain`
-      )
     }
     
     return {
@@ -646,8 +610,6 @@ export async function closePosition(
       closePrice: oraclePrice,
       closedSize: sizeToClose,
       realizedPnL,
-      fullyClosed,
-      remainingSize: actualRemainingSize,
     }
     
   } catch (error) {