diff --git a/.github/copilot-instructions.md b/.github/copilot-instructions.md index 04f2144..16fcef3 100644 --- a/.github/copilot-instructions.md +++ b/.github/copilot-instructions.md @@ -3739,6 +3739,82 @@ trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK - **Deployed:** Nov 23, container rebuilt (71.8s), all services running - **Lesson:** When async processing modifies collections during iteration, always guard against stale references. Array snapshots don't protect against this - need explicit membership checks. ALL monitoring code paths need duplicate prevention, not just error scenarios. +61. **P&L compounding STILL happening despite all guards (CRITICAL - UNDER INVESTIGATION Nov 24, 2025):** + - **Symptom:** Trade cmici8j640001ry074d7leugt showed $974.05 P&L in database when actual was $72.41 (13.4× inflation) + - **Evidence:** 14 duplicate Telegram notifications, each with compounding P&L ($71.19 → $68.84 → $137.69 → ... → $974.05) + - **Real incident (Nov 24, 03:05 CET):** + * LONG opened: $132.60 entry, quality 90, $12,455.98 position + * Stopped out at $133.31 for actual $72.41 profit (0.54%) + * Database recorded: $974.05 profit (13.4× too high) + * 1 ghost detection + 13 duplicate SL closures sent via Telegram + * Each notification compounded P&L from previous value + - **All existing guards were in place:** + * Common Pitfall #48: closingInProgress flag (Nov 16) + * Common Pitfall #49: Don't mutate trade.realizedPnL (Nov 17) + * Common Pitfall #59: Layer 2 check closingInProgress (Nov 22) + * Common Pitfall #60: checkTradeConditions guard (Nov 23) + * **NEW (Nov 24):** Line 818-821 sets closingInProgress IMMEDIATELY when external closure detected + - **Root cause still unknown:** + * All duplicate prevention guards exist in code + * Container had closingInProgress flag set immediately (line 818-821) + * Yet 14 duplicate notifications still sent + * Possible: Async timing issue between detection and flag check? + * Possible: Multiple monitoring loops running simultaneously? + * Possible: Notification sent before activeTrades.delete() completes? + - **Interim fix applied:** + * Manual P&L correction: Updated $974.05 → $72.41 in database + * ENV variables added for adaptive leverage (separate issue, see #62) + * Container restarted with closingInProgress flag enhancement + - **Files involved:** + * `lib/trading/position-manager.ts` line 818-821 (closingInProgress flag set) + * `lib/notifications/telegram.ts` (sends duplicate notifications) + * Database Trade table (stores compounded P&L) + - **Investigation needed:** + * Add serialization lock around external closure detection + * Add unique transaction ID to prevent duplicate DB updates + * Add Telegram notification deduplication based on trade ID + timestamp + * Consider moving notification OUTSIDE of monitoring loop entirely + - **Git commit:** 0466295 "critical: Fix adaptive leverage not working + P&L compounding" + - **Lesson:** Multiple layers of guards are not enough when async operations can interleave. Need SERIALIZATION mechanism (mutex, queue, transaction ID) to prevent ANY duplicate processing, not just detection guards. + +62. **Adaptive leverage not working - ENV variables missing (CRITICAL - Fixed Nov 24, 2025):** + - **Symptom:** Quality 90 trade used 15x leverage instead of 10x leverage + - **Root Cause:** `USE_ADAPTIVE_LEVERAGE` ENV variable not set in .env file + - **Real incident (Nov 24, 03:05 CET):** + * LONG SOL-PERP: Quality score 90 + * Expected: 10x leverage (quality < 95 threshold) + * Actual: 15x leverage ($12,455.98 position vs expected $8,304) + * Difference: 50% larger position than intended = 50% more risk + - **Why it happened:** + * Code defaults to `useAdaptiveLeverage: true` in DEFAULT_TRADING_CONFIG + * BUT: ENV parsing returns `undefined` if variable not set + * Merge logic: ENV `undefined` doesn't override default, should use default `true` + * However: Position sizing function checks `baseConfig.useAdaptiveLeverage` + * If ENV not set, merged config might have `undefined` instead of `true` + - **Fix applied:** + * Added 4 ENV variables to .env file: + - `USE_ADAPTIVE_LEVERAGE=true` + - `HIGH_QUALITY_LEVERAGE=15` + - `LOW_QUALITY_LEVERAGE=10` + - `QUALITY_LEVERAGE_THRESHOLD=95` + * Container restarted to load new variables + - **No logs appeared:** + * Expected: `📊 Adaptive leverage: Quality 90 → 10x leverage (threshold: 95)` + * Actual: No "Adaptive leverage" logs in docker logs + * Indicates ENV variables weren't loaded or merge logic failed + - **Verification needed:** + * Next quality 90-94 trade should show log message with 10x leverage + * Next quality 95+ trade should show log message with 15x leverage + * If logs still missing, merge logic or function call needs debugging + - **Files changed:** + * `.env` lines after MIN_SIGNAL_QUALITY_SCORE_SHORT (added 4 variables) + * `config/trading.ts` lines 496-507 (ENV parsing already correct) + * `lib/trading/position-manager.ts` (no code changes, logic was correct) + - **Impact:** Quality 90-94 trades had 50% more risk than designed (15x vs 10x) + - **Git commit:** 0466295 "critical: Fix adaptive leverage not working + P&L compounding" + - **Deployed:** Nov 24, 03:30 UTC (container restarted) + - **Lesson:** When implementing feature flags, ALWAYS add ENV variables immediately. Code defaults are not enough - ENV must explicitly set values to override. Verify with test trade after deployment, not just code review. + ## File Conventions - **API routes:** `app/api/[feature]/[action]/route.ts` (Next.js 15 App Router) diff --git a/app/analytics/page.tsx b/app/analytics/page.tsx index 379b04a..2e8b132 100644 --- a/app/analytics/page.tsx +++ b/app/analytics/page.tsx @@ -774,9 +774,19 @@ export default function AnalyticsPage() { {lastTrade.exitReason && ( -
+
Exit Reason: - {lastTrade.exitReason} + + {lastTrade.exitReason === 'TRAILING_SL' ? '🏃 Trailing SL' : lastTrade.exitReason} +
)}
diff --git a/lib/database/trades.ts b/lib/database/trades.ts index 73686c7..75f0a6c 100644 --- a/lib/database/trades.ts +++ b/lib/database/trades.ts @@ -82,7 +82,7 @@ export interface UpdateTradeStateParams { export interface UpdateTradeExitParams { positionId: string exitPrice: number - exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'manual' | 'emergency' + exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'TRAILING_SL' | 'manual' | 'emergency' realizedPnL: number exitOrderTx: string holdTimeSeconds: number diff --git a/lib/trading/position-manager.ts b/lib/trading/position-manager.ts index 86dd2e4..c95752f 100644 --- a/lib/trading/position-manager.ts +++ b/lib/trading/position-manager.ts @@ -73,7 +73,7 @@ export interface ActiveTrade { export interface ExitResult { success: boolean - reason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'emergency' | 'manual' | 'error' + reason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'TRAILING_SL' | 'emergency' | 'manual' | 'error' closePrice?: number closedSize?: number realizedPnL?: number @@ -176,7 +176,7 @@ export class PositionManager { console.log(`👤 Processing manual closure for ${trade.symbol}`) // Determine exit reason based on price levels - let exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'manual' | 'emergency' = 'manual' + let exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'TRAILING_SL' | 'manual' | 'emergency' = 'manual' const profitPercent = this.calculateProfitPercent(trade.entryPrice, currentPrice, trade.direction) // Check if price is at TP2 or SL levels @@ -187,8 +187,14 @@ export class PositionManager { exitReason = 'TP2' console.log(`✅ Manual closure was TP2 (price at target)`) } else if (isAtSL) { - exitReason = 'SL' - console.log(`🛑 Manual closure was SL (price at target)`) + // Check if trailing stop was active + if (trade.trailingStopActive && trade.tp2Hit) { + exitReason = 'TRAILING_SL' + console.log(`🏃 Manual closure was Trailing SL (price at trailing stop target)`) + } else { + exitReason = 'SL' + console.log(`🛑 Manual closure was SL (price at target)`) + } } else { console.log(`👤 Manual closure confirmed (price not at any target)`) console.log(` Current: $${currentPrice.toFixed(4)}, TP1: $${trade.takeProfitPrice1?.toFixed(4)}, TP2: $${trade.takeProfitPrice2?.toFixed(4)}, SL: $${trade.stopLossPrice?.toFixed(4)}`) @@ -920,7 +926,7 @@ export class PositionManager { // Determine exit reason from P&L percentage and trade state // Use actual profit percent to determine what order filled - let exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' = 'SL' + let exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'TRAILING_SL' = 'SL' // CRITICAL (Nov 20, 2025): Check if trailing stop was active // If so, this is a trailing stop exit, not regular SL @@ -934,7 +940,7 @@ export class PositionManager { : currentPrice > trade.peakPrice * 1.01 // More than 1% above peak if (isPullback) { - exitReason = 'SL' // Trailing stop counts as SL + exitReason = 'TRAILING_SL' // Distinguish from regular SL (Nov 24, 2025) console.log(` ✅ Confirmed: Trailing stop hit (pulled back from peak)`) } else { // Very close to peak - might be emergency close or manual @@ -1454,7 +1460,7 @@ export class PositionManager { // Check if trailing stop hit if (this.shouldStopLoss(currentPrice, trade)) { console.log(`🔴 TRAILING STOP HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`) - await this.executeExit(trade, 100, 'SL', currentPrice) + await this.executeExit(trade, 100, 'TRAILING_SL', currentPrice) return } }