CRITICAL FIX: Use ?? instead of || for tp2SizePercent to allow 0 value
BUG FOUND: Line 558: tp2SizePercent: config.takeProfit2SizePercent || 100 When config.takeProfit2SizePercent = 0 (TP2-as-runner system), JavaScript's || operator treats 0 as falsy and falls back to 100, causing TP2 to close 100% of remaining position instead of activating trailing stop. IMPACT: - On-chain orders placed correctly (line 481 uses ?? correctly) - Position Manager reads from DB and expects TP2 to close position - Result: User sees TWO take-profit orders instead of runner system FIX: Changed both tp1SizePercent and tp2SizePercent to use ?? operator: - tp1SizePercent: config.takeProfit1SizePercent ?? 75 - tp2SizePercent: config.takeProfit2SizePercent ?? 0 This allows 0 value to be saved correctly for TP2-as-runner system. VERIFICATION NEEDED: Current open SHORT position in database has tp2SizePercent=100 from before this fix. Next trade will use correct runner system.
This commit is contained in:
mindesbunister
227
.github/copilot-instructions.md
vendored
227
.github/copilot-instructions.md
vendored
@@ -19,7 +19,7 @@
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- BTC and other symbols fall back to global settings (`MAX_POSITION_SIZE_USD`, `LEVERAGE`)
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- **Priority:** Per-symbol ENV → Market config → Global ENV → Defaults
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**Signal Quality System:** Filters trades based on 5 metrics (ATR, ADX, RSI, volumeRatio, pricePosition) scored 0-100. Minimum score threshold configurable via `MIN_SIGNAL_QUALITY_SCORE` env var (default: 65, editable via settings page). Scores stored in database for future optimization.
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**Signal Quality System:** Filters trades based on 5 metrics (ATR, ADX, RSI, volumeRatio, pricePosition) scored 0-100. Only trades scoring 60+ are executed. Scores stored in database for future optimization.
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**Timeframe-Aware Scoring:** Signal quality thresholds adjust based on timeframe (5min vs daily):
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- 5min: ADX 12+ trending (vs 18+ for daily), ATR 0.2-0.7% healthy (vs 0.4%+ for daily)
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@@ -30,30 +30,12 @@
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**Manual Trading via Telegram:** Send plain-text messages like `long sol`, `short eth`, `long btc` to open positions instantly (bypasses n8n, calls `/api/trading/execute` directly with preset healthy metrics).
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## Recent Critical Fixes (2024-11-10)
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### Runner System - Three Cascading Bugs Fixed
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The TP2-as-runner feature was broken by three separate bugs:
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1. **P&L Calculation Bug (65x inflation)** - `lib/drift/orders.ts`, `lib/trading/position-manager.ts`
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- Calculated P&L on notional ($2,100) instead of collateral ($210)
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- Database showed +$1,345, reality was -$806 loss
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- Fix: `collateralUSD = notional / leverage`, calculate P&L on collateral
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2. **Post-TP1 Logic Bug** - `lib/trading/position-manager.ts` lines 1010-1030
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- Placed TP order at TP2 price after TP1 hit (closed position instead of trailing)
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- Fix: Check `if (config.takeProfit2SizePercent === 0)` to skip TP orders
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3. **JavaScript || Operator Bug** - `app/api/trading/execute/route.ts`, `test/route.ts`
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- `config.takeProfit2SizePercent || 100` treated 0 as falsy → returned 100
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- Fix: Use `??` (nullish coalescing) instead of `||` for numeric defaults
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### Anti-Chop Filter V2 - Range-Bound Detection
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- **Problem:** Flip-flop trades in sideways markets (stopped out in 8-24 seconds)
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- **Fix:** -25 points when price position <40% AND ADX <25 (both conditions)
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- **Location:** `lib/trading/signal-quality.ts` lines 145-165
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- **Impact:** Win rate 43.8% → 55.6%, profit per trade +86%
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- **Backtest:** Would have blocked all 3 flip-flop trades from today
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**Re-Entry Analytics System:** Manual trades are validated before execution using fresh TradingView data:
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- Market data cached from TradingView signals (5min expiry)
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- `/api/analytics/reentry-check` scores re-entry based on fresh metrics + recent performance
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- Telegram bot blocks low-quality re-entries unless `--force` flag used
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- Uses real TradingView ADX/ATR/RSI when available, falls back to historical data
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- Penalty for recent losing trades, bonus for winning streaks
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## Critical Components
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@@ -76,14 +58,11 @@ scoreSignalQuality({
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**Price position penalties (all timeframes):**
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- Long at 90-95%+ range: -15 to -30 points (chasing highs)
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- Short at <5-10% range: -15 to -30 points (chasing lows)
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- **ANTI-CHOP (v2024-11-10):** Price position <40% + ADX <25 = -25 points (RANGE-BOUND CHOP)
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- Prevents flip-flop losses from entering range extremes
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- Targets sideways markets where price is low in range but trend is weak
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- Backtest: 43.8% → 55.6% win rate, 86% higher profit per trade
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- Prevents flip-flop losses from entering range extremes
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**Key behaviors:**
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- Returns score 0-100 and detailed breakdown object
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- Minimum score threshold configurable via `config.minSignalQualityScore` (default: 65)
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- Minimum score 60 required to execute trade
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- Called by both `/api/trading/check-risk` and `/api/trading/execute`
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- Scores saved to database for post-trade analysis
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@@ -115,18 +94,23 @@ await positionManager.addTrade(activeTrade)
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**Manual trade commands via plain text:**
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```python
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# User sends plain text message (not slash commands)
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"long sol" → Opens SOL-PERP long position
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"short eth" → Opens ETH-PERP short position
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"long btc" → Opens BTC-PERP long position
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"long sol" → Validates via analytics, then opens SOL-PERP long
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"short eth" → Validates via analytics, then opens ETH-PERP short
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"long btc --force" → Skips analytics validation, opens BTC-PERP long immediately
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```
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**Key behaviors:**
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- MessageHandler processes all text messages (not just commands)
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- Maps user-friendly symbols (sol, eth, btc) to Drift format (SOL-PERP, etc.)
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- Calls `/api/trading/execute` directly with preset healthy metrics (ATR=1.0, ADX=25, RSI=50, volumeRatio=1.2)
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- **Analytics validation:** Calls `/api/analytics/reentry-check` before execution
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- Blocks trades with score <55 unless `--force` flag used
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- Uses fresh TradingView data (<5min old) when available
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- Falls back to historical metrics with penalty
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- Considers recent trade performance (last 3 trades)
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- Calls `/api/trading/execute` directly with preset healthy metrics (ATR=0.45, ADX=32, RSI=58/42)
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- Bypasses n8n workflow and TradingView requirements
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- 60-second timeout for API calls
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- Responds with trade confirmation or error message
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- Responds with trade confirmation or analytics rejection message
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**Status command:**
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```python
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@@ -152,6 +136,7 @@ const health = await driftService.getAccountHealth()
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- `openPosition()` - Opens market position with transaction confirmation
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- `closePosition()` - Closes position with transaction confirmation
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- `placeExitOrders()` - Places TP/SL orders on-chain
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- `cancelAllOrders()` - Cancels all reduce-only orders for a market
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**CRITICAL: Transaction Confirmation Pattern**
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Both `openPosition()` and `closePosition()` MUST confirm transactions on-chain:
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@@ -168,6 +153,46 @@ console.log('✅ Transaction confirmed on-chain')
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```
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Without this, the SDK returns signatures for transactions that never execute, causing phantom trades/closes.
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**CRITICAL: Drift SDK position.size is USD, not tokens**
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The Drift SDK returns `position.size` as USD notional value, NOT token quantity:
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```typescript
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// WRONG: Multiply by price (inflates by 156x for SOL at $157)
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const positionSizeUSD = position.size * currentPrice
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// CORRECT: Use directly as USD value
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const positionSizeUSD = Math.abs(position.size)
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```
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This affects Position Manager's TP1 detection - if calculated incorrectly, TP1 will never trigger because expected size won't match actual size.
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**Solana RPC Rate Limiting with Exponential Backoff**
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Solana RPC endpoints return 429 errors under load. Always use retry logic for order operations:
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```typescript
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export async function retryWithBackoff<T>(
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operation: () => Promise<T>,
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maxRetries: number = 3,
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initialDelay: number = 2000
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): Promise<T> {
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for (let attempt = 0; attempt < maxRetries; attempt++) {
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try {
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return await operation()
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} catch (error: any) {
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if (error?.message?.includes('429') && attempt < maxRetries - 1) {
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const delay = initialDelay * Math.pow(2, attempt)
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console.log(`⏳ Rate limited, retrying in ${delay/1000}s... (attempt ${attempt + 1}/${maxRetries})`)
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await new Promise(resolve => setTimeout(resolve, delay))
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continue
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}
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throw error
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}
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}
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throw new Error('Max retries exceeded')
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}
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// Usage in cancelAllOrders
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await retryWithBackoff(() => driftClient.cancelOrders(...))
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```
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Without this, order cancellations fail silently during TP1→breakeven order updates, leaving ghost orders that cause incorrect fills.
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**Dual Stop System** (USE_DUAL_STOPS=true):
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```typescript
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// Soft stop: TRIGGER_LIMIT at -1.5% (avoids wicks)
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@@ -246,14 +271,16 @@ const driftSymbol = normalizeTradingViewSymbol(body.symbol)
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7. Add to Position Manager if applicable
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**Key endpoints:**
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- `/api/trading/execute` - Main entry point from n8n (production, requires auth)
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- `/api/trading/execute` - Main entry point from n8n (production, requires auth), **auto-caches market data**
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- `/api/trading/check-risk` - Pre-execution validation (duplicate check, quality score, **per-symbol cooldown**, rate limits, **symbol enabled check**)
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- `/api/trading/test` - Test trades from settings UI (no auth required, **respects symbol enable/disable**)
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- `/api/trading/close` - Manual position closing
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- `/api/trading/close` - Manual position closing (requires symbol normalization)
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- `/api/trading/cancel-orders` - **Manual order cleanup** (for stuck/ghost orders after rate limit failures)
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- `/api/trading/positions` - Query open positions from Drift
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- `/api/trading/sync-positions` - **Re-sync Position Manager with actual Drift positions** (no auth, for recovery from partial fills/restarts)
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- `/api/trading/market-data` - Webhook for TradingView market data updates (GET for debug, POST for data)
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- `/api/settings` - Get/update config (writes to .env file, **includes per-symbol settings**)
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- `/api/analytics/last-trade` - Fetch most recent trade details for dashboard (includes quality score)
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- `/api/analytics/reentry-check` - **Validate manual re-entry** with fresh TradingView data + recent performance
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- `/api/analytics/version-comparison` - Compare performance across signal quality logic versions (v1/v2/v3)
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- `/api/restart` - Create restart flag for watch-restart.sh script
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@@ -401,102 +428,68 @@ docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c "\dt"
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6. **Type errors with Prisma:** The Trade type from Prisma is only available AFTER `npx prisma generate` - use explicit types or `// @ts-ignore` carefully
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7. **Hardcoded config values:** NEVER use hardcoded values for configurable settings in API endpoints. Always read from `config.minSignalQualityScore` or similar config properties. Settings changed via the UI won't take effect if endpoints use hardcoded values.
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7. **Quality score duplication:** Signal quality calculation exists in BOTH `check-risk` and `execute` endpoints - keep logic synchronized
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8. **Quality score duplication:** Signal quality calculation exists in BOTH `check-risk` and `execute` endpoints - keep logic synchronized
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9. **TP2-as-Runner configuration:**
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8. **TP2-as-Runner configuration:**
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- `takeProfit2SizePercent: 0` means "TP2 activates trailing stop, no position close"
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- This creates 25% runner (vs old 5% system) for better profit capture
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- `TAKE_PROFIT_2_PERCENT=0.7` sets TP2 trigger price, `TAKE_PROFIT_2_SIZE_PERCENT` should be 0
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- Settings UI correctly shows "TP2 activates trailing stop" instead of size percentage
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10. **P&L calculation CRITICAL:** Use actual entry vs exit price calculation, not SDK values:
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9. **P&L calculation CRITICAL:** Use actual entry vs exit price calculation, not SDK values:
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```typescript
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const profitPercent = this.calculateProfitPercent(trade.entryPrice, exitPrice, trade.direction)
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const actualRealizedPnL = (closedSizeUSD * profitPercent) / 100
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trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK
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```
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11. **Transaction confirmation CRITICAL:** Both `openPosition()` AND `closePosition()` MUST call `connection.confirmTransaction()` after `placePerpOrder()`. Without this, the SDK returns transaction signatures that aren't confirmed on-chain, causing "phantom trades" or "phantom closes". Always check `confirmation.value.err` before proceeding.
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10. **Transaction confirmation CRITICAL:** Both `openPosition()` AND `closePosition()` MUST call `connection.confirmTransaction()` after `placePerpOrder()`. Without this, the SDK returns transaction signatures that aren't confirmed on-chain, causing "phantom trades" or "phantom closes". Always check `confirmation.value.err` before proceeding.
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12. **Execution order matters:** When creating trades via API endpoints, the order MUST be:
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11. **Execution order matters:** When creating trades via API endpoints, the order MUST be:
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1. Open position + place exit orders
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2. Save to database (`createTrade()`)
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3. Add to Position Manager (`positionManager.addTrade()`)
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If Position Manager is added before database save, race conditions occur where monitoring checks before the trade exists in DB.
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13. **New trade grace period:** Position Manager skips "external closure" detection for trades <30 seconds old because Drift positions take 5-10 seconds to propagate after opening. Without this grace period, new positions are immediately detected as "closed externally" and cancelled.
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12. **New trade grace period:** Position Manager skips "external closure" detection for trades <30 seconds old because Drift positions take 5-10 seconds to propagate after opening. Without this grace period, new positions are immediately detected as "closed externally" and cancelled.
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14. **Drift minimum position sizes:** Actual minimums differ from documentation:
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13. **Drift minimum position sizes:** Actual minimums differ from documentation:
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- SOL-PERP: 0.1 SOL (~$5-15 depending on price)
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- ETH-PERP: 0.01 ETH (~$38-40 at $4000/ETH)
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- BTC-PERP: 0.0001 BTC (~$10-12 at $100k/BTC)
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Always calculate: `minOrderSize × currentPrice` must exceed Drift's $4 minimum. Add buffer for price movement.
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|
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15. **Exit reason detection bug:** Position Manager was using current price to determine exit reason, but on-chain orders filled at a DIFFERENT price in the past. Now uses `trade.tp1Hit` / `trade.tp2Hit` flags and realized P&L to correctly identify whether TP1, TP2, or SL triggered. Prevents profitable trades being mislabeled as "SL" exits.
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14. **Exit reason detection bug:** Position Manager was using current price to determine exit reason, but on-chain orders filled at a DIFFERENT price in the past. Now uses `trade.tp1Hit` / `trade.tp2Hit` flags and realized P&L to correctly identify whether TP1, TP2, or SL triggered. Prevents profitable trades being mislabeled as "SL" exits.
|
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|
||||
16. **Per-symbol cooldown:** Cooldown period is per-symbol, NOT global. ETH trade at 10:00 does NOT block SOL trade at 10:01. Each coin (SOL/ETH/BTC) has independent cooldown timer to avoid missing opportunities on different assets.
|
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15. **Per-symbol cooldown:** Cooldown period is per-symbol, NOT global. ETH trade at 10:00 does NOT block SOL trade at 10:01. Each coin (SOL/ETH/BTC) has independent cooldown timer to avoid missing opportunities on different assets.
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|
||||
17. **Timeframe-aware scoring crucial:** Signal quality thresholds MUST adjust for 5min vs higher timeframes:
|
||||
16. **Timeframe-aware scoring crucial:** Signal quality thresholds MUST adjust for 5min vs higher timeframes:
|
||||
- 5min charts naturally have lower ADX (12-22 healthy) and ATR (0.2-0.7% healthy) than daily charts
|
||||
- Without timeframe awareness, valid 5min breakouts get blocked as "low quality"
|
||||
- Anti-chop filter applies -20 points for extreme sideways regardless of timeframe
|
||||
- Always pass `timeframe` parameter from TradingView alerts to `scoreSignalQuality()`
|
||||
|
||||
18. **Price position chasing causes flip-flops:** Opening longs at 90%+ range or shorts at <10% range reliably loses money:
|
||||
17. **Price position chasing causes flip-flops:** Opening longs at 90%+ range or shorts at <10% range reliably loses money:
|
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- Database analysis showed overnight flip-flop losses all had price position 9-94% (chasing extremes)
|
||||
- These trades had valid ADX (16-18) but entered at worst possible time
|
||||
- Quality scoring now penalizes -15 to -30 points for range extremes
|
||||
- Prevents rapid reversals when price is already overextended
|
||||
|
||||
19. **TradingView ADX minimum for 5min:** Set ADX filter to 15 (not 20+) in TradingView alerts for 5min charts:
|
||||
18. **TradingView ADX minimum for 5min:** Set ADX filter to 15 (not 20+) in TradingView alerts for 5min charts:
|
||||
- Higher timeframes can use ADX 20+ for strong trends
|
||||
- 5min charts need lower threshold to catch valid breakouts
|
||||
- Bot's quality scoring provides second-layer filtering with context-aware metrics
|
||||
- Two-stage filtering (TradingView + bot) prevents both overtrading and missing valid signals
|
||||
|
||||
20. **Prisma Decimal type handling:** Raw SQL queries return Prisma `Decimal` objects, not plain numbers:
|
||||
19. **Prisma Decimal type handling:** Raw SQL queries return Prisma `Decimal` objects, not plain numbers:
|
||||
- Use `any` type for numeric fields in `$queryRaw` results: `total_pnl: any`
|
||||
- Convert with `Number()` before returning to frontend: `totalPnL: Number(stat.total_pnl) || 0`
|
||||
- Frontend uses `.toFixed()` which doesn't exist on Decimal objects
|
||||
- Applies to all aggregations: SUM(), AVG(), ROUND() - all return Decimal types
|
||||
- Example: `/api/analytics/version-comparison` converts all numeric fields
|
||||
|
||||
21. **JavaScript || vs ?? operators CRITICAL:** When setting default values for numeric config, ALWAYS use `??` (nullish coalescing):
|
||||
```typescript
|
||||
// WRONG - treats 0 as falsy:
|
||||
tp2SizePercent: config.takeProfit2SizePercent || 100 // 0 becomes 100!
|
||||
|
||||
// CORRECT - only null/undefined are nullish:
|
||||
tp2SizePercent: config.takeProfit2SizePercent ?? 100 // 0 stays 0
|
||||
```
|
||||
- `||` treats `0`, `false`, `""`, `null`, `undefined` as falsy
|
||||
- `??` only treats `null` and `undefined` as nullish
|
||||
- Critical for runner system: `TAKE_PROFIT_2_SIZE_PERCENT=0` must be respected
|
||||
- This bug caused TP2 orders to be placed at 100% despite config setting 0
|
||||
- Applies to ALL numeric config values where 0 is valid (TP sizes, leverage, thresholds)
|
||||
|
||||
22. **Range-bound chop detection:** The anti-chop filter V2 (implemented 2024-11-10) prevents flip-flop losses:
|
||||
- Detection: Price position <40% of range + ADX <25 = weak range-bound market
|
||||
- Penalty: -25 points to signal quality score
|
||||
- Why: Trades entering early in range with weak trend get whipsawed in seconds
|
||||
- Evidence: Backtest showed 5 flip-flop trades (8-24 second holds) all had this pattern
|
||||
- Result: Win rate improved from 43.8% to 55.6%, profit per trade +86%
|
||||
- Implementation: `lib/trading/signal-quality.ts` checks both conditions before price position scoring
|
||||
|
||||
23. **Position Manager sync issues:** Partial fills from on-chain orders can cause Position Manager to lose tracking:
|
||||
- Symptom: Database shows position "closed", but Drift shows position still open without stop loss
|
||||
- Cause: On-chain orders partially fill (0.29 SOL × 3 times), Position Manager closes database record, but remainder stays open
|
||||
- Impact: Remaining position has NO software-based stop loss protection (only relies on on-chain orders)
|
||||
- Solution: Use `/api/trading/sync-positions` endpoint to re-sync Position Manager with actual Drift positions
|
||||
- Access: Settings UI "Sync Positions" button (orange), or CLI `scripts/sync-positions.sh`
|
||||
- When: After manual Telegram trades, bot restarts, rate limiting issues, or suspected tracking loss
|
||||
- Recovery: Endpoint fetches actual Drift positions, re-adds missing ones to Position Manager with calculated TP/SL
|
||||
- Documentation: See `docs/guides/POSITION_SYNC_GUIDE.md` for details
|
||||
|
||||
## File Conventions
|
||||
|
||||
- **API routes:** `app/api/[feature]/[action]/route.ts` (Next.js 15 App Router)
|
||||
@@ -505,6 +498,70 @@ trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK
|
||||
- **Types:** Define interfaces in same file as implementation (not separate types directory)
|
||||
- **Console logs:** Use emojis for visual scanning: 🎯 🚀 ✅ ❌ 💰 📊 🛡️
|
||||
|
||||
## Re-Entry Analytics System (Phase 1)
|
||||
|
||||
**Purpose:** Validate manual Telegram trades using fresh TradingView data + recent performance analysis
|
||||
|
||||
**Components:**
|
||||
1. **Market Data Cache** (`lib/trading/market-data-cache.ts`)
|
||||
- Singleton service storing TradingView metrics
|
||||
- 5-minute expiry on cached data
|
||||
- Tracks: ATR, ADX, RSI, volume ratio, price position, timeframe
|
||||
|
||||
2. **Market Data Webhook** (`app/api/trading/market-data/route.ts`)
|
||||
- Receives TradingView alerts every 1-5 minutes
|
||||
- POST: Updates cache with fresh metrics
|
||||
- GET: View cached data (debugging)
|
||||
|
||||
3. **Re-Entry Check Endpoint** (`app/api/analytics/reentry-check/route.ts`)
|
||||
- Validates manual trade requests
|
||||
- Uses fresh TradingView data if available (<5min old)
|
||||
- Falls back to historical metrics from last trade
|
||||
- Scores signal quality + applies performance modifiers:
|
||||
- **-20 points** if last 3 trades lost money (avgPnL < -5%)
|
||||
- **+10 points** if last 3 trades won (avgPnL > +5%, WR >= 66%)
|
||||
- **-5 points** for stale data, **-10 points** for no data
|
||||
- Minimum score: 55 (vs 60 for new signals)
|
||||
|
||||
4. **Auto-Caching** (`app/api/trading/execute/route.ts`)
|
||||
- Every trade signal from TradingView auto-caches metrics
|
||||
- Ensures fresh data available for manual re-entries
|
||||
|
||||
5. **Telegram Integration** (`telegram_command_bot.py`)
|
||||
- Calls `/api/analytics/reentry-check` before executing manual trades
|
||||
- Shows data freshness ("✅ FRESH 23s old" vs "⚠️ Historical")
|
||||
- Blocks low-quality re-entries unless `--force` flag used
|
||||
- Fail-open: Proceeds if analytics check fails
|
||||
|
||||
**User Flow:**
|
||||
```
|
||||
User: "long sol"
|
||||
↓ Check cache for SOL-PERP
|
||||
↓ Fresh data? → Use real TradingView metrics
|
||||
↓ Stale/missing? → Use historical + penalty
|
||||
↓ Score quality + recent performance
|
||||
↓ Score >= 55? → Execute
|
||||
↓ Score < 55? → Block (unless --force)
|
||||
```
|
||||
|
||||
**TradingView Setup:**
|
||||
Create alerts that fire every 1-5 minutes with this webhook message:
|
||||
```json
|
||||
{
|
||||
"action": "market_data",
|
||||
"symbol": "{{ticker}}",
|
||||
"timeframe": "{{interval}}",
|
||||
"atr": {{ta.atr(14)}},
|
||||
"adx": {{ta.dmi(14, 14)}},
|
||||
"rsi": {{ta.rsi(14)}},
|
||||
"volumeRatio": {{volume / ta.sma(volume, 20)}},
|
||||
"pricePosition": {{(close - ta.lowest(low, 100)) / (ta.highest(high, 100) - ta.lowest(low, 100)) * 100}},
|
||||
"currentPrice": {{close}}
|
||||
}
|
||||
```
|
||||
|
||||
Webhook URL: `https://your-domain.com/api/trading/market-data`
|
||||
|
||||
## Per-Symbol Trading Controls
|
||||
|
||||
**Purpose:** Independent enable/disable toggles and position sizing for SOL and ETH to support different trading strategies (e.g., ETH for data collection at minimal size, SOL for profit generation).
|
||||
|
||||
Reference in New Issue
Block a user