Enhance trailing stop with ATR-based sizing

app/api/trading/test/route.ts

@@ -25,6 +25,8 @@ export interface TestTradeResponse {
   direction?: 'long' | 'short'
   entryPrice?: number
   positionSize?: number
+  requestedPositionSize?: number
+  fillCoveragePercent?: number
   stopLoss?: number
   takeProfit1?: number
   takeProfit2?: number
@@ -94,19 +96,19 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
     }
 
     // Calculate position size with leverage
-    const positionSizeUSD = positionSize * leverage
+    const requestedPositionSizeUSD = positionSize * leverage
     
     console.log(`💰 Opening ${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: direction,
-      sizeUSD: positionSizeUSD,
+      sizeUSD: requestedPositionSizeUSD,
       slippageTolerance: config.slippageTolerance,
     })
 
@@ -123,6 +125,20 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
 
     // 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,
@@ -183,13 +199,13 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
       direction: direction,
       entryPrice,
       entryTime: Date.now(),
-      positionSize: positionSizeUSD,
+      positionSize: actualPositionSizeUSD,
       leverage: leverage,
       stopLossPrice,
       tp1Price,
       tp2Price,
       emergencyStopPrice,
-      currentSize: positionSizeUSD,
+      currentSize: actualPositionSizeUSD,
       tp1Hit: false,
       tp2Hit: false,
       slMovedToBreakeven: false,
@@ -204,6 +220,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
       maxAdverseExcursion: 0,
       maxFavorablePrice: entryPrice,
       maxAdversePrice: entryPrice,
+      atrAtEntry: undefined,
+      runnerTrailingPercent: undefined,
       priceCheckCount: 0,
       lastPrice: entryPrice,
       lastUpdateTime: Date.now(),
@@ -222,7 +240,9 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
       symbol: driftSymbol,
       direction: direction,
       entryPrice: entryPrice,
-      positionSize: positionSizeUSD,
+      positionSize: actualPositionSizeUSD,
+      requestedPositionSize: requestedPositionSizeUSD,
+      fillCoveragePercent: Number(fillCoverage.toFixed(2)),
       stopLoss: stopLossPrice,
       takeProfit1: tp1Price,
       takeProfit2: tp2Price,
@@ -237,7 +257,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
     try {
       const exitRes = await placeExitOrders({
         symbol: driftSymbol,
-        positionSizeUSD: positionSizeUSD,
+        positionSizeUSD: actualPositionSizeUSD,
         entryPrice: entryPrice,
         tp1Price,
         tp2Price,
@@ -274,7 +294,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
         symbol: driftSymbol,
         direction: direction,
         entryPrice,
-        positionSizeUSD: positionSizeUSD,
+        positionSizeUSD: actualPositionSizeUSD,
         leverage: leverage,
         stopLossPrice,
         takeProfit1Price: tp1Price,
@@ -292,6 +312,8 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
         hardStopPrice,
         signalStrength: 'test',
         timeframe: 'manual',
+        expectedSizeUSD: requestedPositionSizeUSD,
+        actualSizeUSD: actualPositionSizeUSD,
       })
       
       console.log('💾 Trade saved to database')