Enhance trailing stop with ATR-based sizing

lib/drift/orders.ts

@@ -27,6 +27,7 @@ export interface OpenPositionResult {
   transactionSignature?: string
   fillPrice?: number
   fillSize?: number
+  fillNotionalUSD?: number
   slippage?: number
   error?: string
   isPhantom?: boolean // Position opened but size mismatch detected
@@ -124,6 +125,7 @@ export async function openPosition(
         transactionSignature: mockTxSig,
         fillPrice: oraclePrice,
         fillSize: baseAssetSize,
+        fillNotionalUSD: baseAssetSize * oraclePrice,
         slippage: 0,
       }
     }
@@ -179,19 +181,22 @@ 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 = actualSizeUSD / expectedSizeUSD
+      const sizeRatio = expectedSizeUSD > 0 ? fillNotionalUSD / expectedSizeUSD : 1
       
       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: $${expectedSizeUSD.toFixed(2)}`)
-      console.log(`   Actual size: $${actualSizeUSD.toFixed(2)}`)
+      console.log(`   Actual size: $${fillNotionalUSD.toFixed(2)}`)
       console.log(`   Size ratio: ${(sizeRatio * 100).toFixed(1)}%`)
       
       // Flag as phantom if actual size is less than 50% of expected
@@ -200,7 +205,7 @@ export async function openPosition(
       if (isPhantom) {
         console.error(`🚨 PHANTOM POSITION DETECTED!`)
         console.error(`   Expected: $${expectedSizeUSD.toFixed(2)}`)
-        console.error(`   Actual: $${actualSizeUSD.toFixed(2)}`)
+        console.error(`   Actual: $${fillNotionalUSD.toFixed(2)}`)
         console.error(`   This indicates the order was rejected or partially filled by Drift`)
       }
       
@@ -208,10 +213,11 @@ export async function openPosition(
         success: true,
         transactionSignature: txSig,
         fillPrice,
-        fillSize: position.size, // Use actual size from Drift, not calculated
+        fillSize: filledBaseSize,
+        fillNotionalUSD,
         slippage,
         isPhantom,
-        actualSizeUSD,
+        actualSizeUSD: fillNotionalUSD,
       }
     } else {
       // Position not found yet (may be DRY_RUN mode)
@@ -223,6 +229,7 @@ export async function openPosition(
         transactionSignature: txSig,
         fillPrice: oraclePrice,
         fillSize: baseAssetSize,
+        fillNotionalUSD: baseAssetSize * oraclePrice,
         slippage: 0,
       }
     }