Enhance trailing stop with ATR-based sizing

app/api/trading/execute/route.ts

@@ -35,6 +35,8 @@ export interface ExecuteTradeResponse {
   direction?: 'long' | 'short'
   entryPrice?: number
   positionSize?: number
+  requestedPositionSize?: number
+  fillCoveragePercent?: number
   leverage?: number
   stopLoss?: number
   takeProfit1?: number
@@ -178,8 +180,16 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         
         // Update Position Manager tracking
         const timesScaled = (sameDirectionPosition.timesScaled || 0) + 1
-        const totalScaleAdded = (sameDirectionPosition.totalScaleAdded || 0) + scaleSize
-        const newTotalSize = sameDirectionPosition.currentSize + (scaleResult.fillSize || 0)
+        const actualScaleNotional = scaleResult.fillNotionalUSD ?? scaleSize
+        const totalScaleAdded = (sameDirectionPosition.totalScaleAdded || 0) + actualScaleNotional
+        const newTotalSize = sameDirectionPosition.currentSize + actualScaleNotional
+
+        if (scaleSize > 0) {
+          const coverage = (actualScaleNotional / scaleSize) * 100
+          if (coverage < 99.5) {
+            console.log(`⚠️ Scale fill coverage: ${coverage.toFixed(2)}% of requested $${scaleSize.toFixed(2)}`)
+          }
+        }
         
         // Update the trade tracking (simplified - just update the active trade object)
         sameDirectionPosition.timesScaled = timesScaled
@@ -269,20 +279,20 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
       await new Promise(resolve => setTimeout(resolve, 2000))
     }
 
-    // Calculate position size with leverage
-    const positionSizeUSD = positionSize * leverage
+    // Calculate requested position size with leverage
+    const requestedPositionSizeUSD = positionSize * leverage
     
     console.log(`💰 Opening ${body.direction} position:`)
     console.log(`   Symbol: ${driftSymbol}`)
     console.log(`   Base size: $${positionSize}`)
     console.log(`   Leverage: ${leverage}x`)
-    console.log(`   Total position: $${positionSizeUSD}`)
+    console.log(`   Requested notional: $${requestedPositionSizeUSD}`)
 
     // Open position
     const openResult = await openPosition({
       symbol: driftSymbol,
       direction: body.direction,
-      sizeUSD: positionSizeUSD,
+      sizeUSD: requestedPositionSizeUSD,
       slippageTolerance: config.slippageTolerance,
     })
 
@@ -300,7 +310,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
     // 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: $${positionSizeUSD.toFixed(2)}`)
+      console.error(`   Expected: $${requestedPositionSizeUSD.toFixed(2)}`)
       console.error(`   Actual: $${openResult.actualSizeUSD?.toFixed(2)}`)
       
       // Save phantom trade to database for analysis
@@ -319,7 +329,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
           symbol: driftSymbol,
           direction: body.direction,
           entryPrice: openResult.fillPrice!,
-          positionSizeUSD: positionSizeUSD,
+          positionSizeUSD: requestedPositionSizeUSD,
           leverage: config.leverage,
           stopLossPrice: 0, // Not applicable for phantom
           takeProfit1Price: 0,
@@ -339,7 +349,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
           // Phantom-specific fields
           status: 'phantom',
           isPhantom: true,
-          expectedSizeUSD: positionSizeUSD,
+          expectedSizeUSD: requestedPositionSizeUSD,
           actualSizeUSD: openResult.actualSizeUSD,
           phantomReason: 'ORACLE_PRICE_MISMATCH', // Likely cause based on logs
         })
@@ -353,7 +363,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         {
           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.`,
+          message: `Position opened but size mismatch detected. Expected $${requestedPositionSizeUSD.toFixed(2)}, got $${openResult.actualSizeUSD?.toFixed(2)}. This usually indicates oracle price was stale or order was rejected by exchange.`,
         },
         { status: 500 }
       )
@@ -361,6 +371,20 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
 
     // Calculate stop loss and take profit prices
     const entryPrice = openResult.fillPrice!
+    const actualPositionSizeUSD = openResult.fillNotionalUSD ?? requestedPositionSizeUSD
+    const filledBaseSize = openResult.fillSize !== undefined
+      ? Math.abs(openResult.fillSize)
+      : (entryPrice > 0 ? actualPositionSizeUSD / entryPrice : 0)
+    const fillCoverage = requestedPositionSizeUSD > 0
+      ? (actualPositionSizeUSD / requestedPositionSizeUSD) * 100
+      : 100
+
+    console.log('📏 Fill results:')
+    console.log(`   Filled base size: ${filledBaseSize.toFixed(4)} ${driftSymbol.split('-')[0]}`)
+    console.log(`   Filled notional: $${actualPositionSizeUSD.toFixed(2)}`)
+    if (fillCoverage < 99.5) {
+      console.log(`   ⚠️ Partial fill: ${fillCoverage.toFixed(2)}% of requested size`)
+    }
     
     const stopLossPrice = calculatePrice(
       entryPrice,
@@ -421,13 +445,13 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
       direction: body.direction,
       entryPrice,
       entryTime: Date.now(),
-      positionSize: positionSizeUSD,
+      positionSize: actualPositionSizeUSD,
       leverage: config.leverage,
       stopLossPrice,
       tp1Price,
       tp2Price,
       emergencyStopPrice,
-      currentSize: positionSizeUSD,
+      currentSize: actualPositionSizeUSD,
       tp1Hit: false,
       tp2Hit: false,
       slMovedToBreakeven: false,
@@ -446,6 +470,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
       originalAdx: body.adx, // Store for scaling validation
       timesScaled: 0,
       totalScaleAdded: 0,
+      atrAtEntry: body.atr,
+      runnerTrailingPercent: undefined,
       priceCheckCount: 0,
       lastPrice: entryPrice,
       lastUpdateTime: Date.now(),
@@ -458,7 +484,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
     try {
       const exitRes = await placeExitOrders({
         symbol: driftSymbol,
-        positionSizeUSD: positionSizeUSD,
+        positionSizeUSD: actualPositionSizeUSD,
         entryPrice: entryPrice,
         tp1Price,
         tp2Price,
@@ -495,7 +521,9 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
       symbol: driftSymbol,
       direction: body.direction,
       entryPrice: entryPrice,
-      positionSize: positionSizeUSD,
+      positionSize: actualPositionSizeUSD,
+      requestedPositionSize: requestedPositionSizeUSD,
+      fillCoveragePercent: Number(fillCoverage.toFixed(2)),
       leverage: config.leverage,
       stopLoss: stopLossPrice,
       takeProfit1: tp1Price,
@@ -529,7 +557,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         symbol: driftSymbol,
         direction: body.direction,
         entryPrice,
-        positionSizeUSD: positionSizeUSD,
+        positionSizeUSD: actualPositionSizeUSD,
         leverage: config.leverage,
         stopLossPrice,
         takeProfit1Price: tp1Price,
@@ -554,6 +582,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         volumeAtEntry: body.volumeRatio,
         pricePositionAtEntry: body.pricePosition,
         signalQualityScore: qualityResult.score,
+        expectedSizeUSD: requestedPositionSizeUSD,
+        actualSizeUSD: actualPositionSizeUSD,
       })
       
       console.log(`💾 Trade saved with quality score: ${qualityResult.score}/100`)