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CRITICAL FIX: position.size is tokens not USD

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Fixed Position Manager incorrectly treating position.size as USD when
Drift SDK actually returns base asset tokens (SOL, ETH, BTC).

Impact:
- FALSE TP1 detections (12.28 SOL misinterpreted as 2.28 USD)
- Stop loss moved to breakeven prematurely
- Runner system activated incorrectly
- Positions stuck in wrong state

Changes:
- Line 322: Convert position.size to USD: position.size * currentPrice
- Line 519: Calculate positionSizeUSD before comparison
- Line 558: Use positionSizeUSD directly (already in USD)
- Line 591: Save positionSizeUSD (no price multiplication needed)

Before: Compared 12.28 tokens < 1950 USD = 99.4% reduction = FALSE TP1

This was causing current trade to think TP1 hit when position is still 100% open.
This commit is contained in:
mindesbunister
2025-11-12 11:30:47 +01:00
parent 6b7082eef3
commit bba58da8fa
1 changed files with 11 additions and 8 deletions
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19
lib/trading/position-manager.ts
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@@ -317,8 +317,8 @@ export class PositionManager {
console.log(`⚠️ Position ${trade.symbol} was closed externally (by on-chain order)`)
} else {
// Position exists - check if size changed (TP1/TP2 filled)
// CRITICAL FIX: position.size from Drift SDK is already in USD notional value
const positionSizeUSD = Math.abs(position.size) // Drift SDK returns negative for shorts
// CRITICAL FIX: position.size from Drift SDK is base asset tokens, must convert to USD
const positionSizeUSD = Math.abs(position.size) * currentPrice // Convert tokens to USD
const trackedSizeUSD = trade.currentSize
const sizeDiffPercent = Math.abs(positionSizeUSD - trackedSizeUSD) / trackedSizeUSD * 100
@@ -515,9 +515,12 @@ export class PositionManager {
return
}
// CRITICAL: Convert position.size (base asset tokens) to USD for comparison
const positionSizeUSD = Math.abs(position.size) * currentPrice
// Position exists but size mismatch (partial close by TP1?)
if (position.size < trade.currentSize * 0.95) { // 5% tolerance
console.log(`⚠️ Position size mismatch: expected ${trade.currentSize}, got ${position.size}`)
if (positionSizeUSD < trade.currentSize * 0.95) { // 5% tolerance
console.log(`⚠️ Position size mismatch: expected $${trade.currentSize.toFixed(2)}, got $${positionSizeUSD.toFixed(2)}`)
// CRITICAL: Check if position direction changed (signal flip, not TP1!)
const positionDirection = position.side === 'long' ? 'long' : 'short'
@@ -555,11 +558,11 @@ export class PositionManager {
}
// CRITICAL: If mismatch is extreme (>50%), this is a phantom trade
const sizeRatio = (position.size * currentPrice) / trade.currentSize
const sizeRatio = positionSizeUSD / trade.currentSize
if (sizeRatio < 0.5) {
console.log(`🚨 EXTREME SIZE MISMATCH (${(sizeRatio * 100).toFixed(1)}%) - Closing phantom trade`)
console.log(` Expected: $${trade.currentSize.toFixed(2)}`)
console.log(` Actual: $${(position.size * currentPrice).toFixed(2)}`)
console.log(` Actual: $${positionSizeUSD.toFixed(2)}`)
// Close as phantom trade
try {
@@ -587,8 +590,8 @@ export class PositionManager {
return
}
// Update current size to match reality (convert base asset size to USD using current price)
trade.currentSize = position.size * currentPrice
// Update current size to match reality (already in USD)
trade.currentSize = positionSizeUSD
trade.tp1Hit = true
await this.saveTradeState(trade)
}