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fix: correct PnL math and add health probe

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This commit is contained in:
mindesbunister
2025-11-05 07:58:27 +01:00
parent 02193b7dce
commit cbb6592153
4 changed files with 33 additions and 18 deletions
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11
lib/drift/orders.ts
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@@ -519,15 +519,15 @@ export async function closePosition(
// Calculate realized P&L with leverage (default 10x in dry run)
const profitPercent = ((oraclePrice - position.entryPrice) / position.entryPrice) * 100 * (position.side === 'long' ? 1 : -1)
const leverage = 10 // Use 10x for dry run
const accountPnLPercent = profitPercent * leverage
const closedNotional = sizeToClose * oraclePrice
const realizedPnL = (closedNotional * accountPnLPercent) / 100
const realizedPnL = (closedNotional * profitPercent) / 100
const accountPnLPercent = profitPercent * 10 // display using default leverage
const mockTxSig = `DRY_RUN_CLOSE_${Date.now()}_${Math.random().toString(36).substring(7)}`
console.log(`💰 Simulated close:`)
console.log(` Close price: $${oraclePrice.toFixed(4)}`)
console.log(` Profit %: ${profitPercent.toFixed(3)}% → Account P&L (10x): ${accountPnLPercent.toFixed(2)}%`)
console.log(` Realized P&L: $${realizedPnL.toFixed(2)}`)
return {
@@ -584,11 +584,10 @@ export async function closePosition(
console.log('⚠️ Could not determine leverage from account, using 10x default')
}
const accountPnLPercent = profitPercent * leverage
// Calculate closed notional value (USD)
const closedNotional = sizeToClose * oraclePrice
const realizedPnL = (closedNotional * accountPnLPercent) / 100
const realizedPnL = (closedNotional * profitPercent) / 100
const accountPnLPercent = profitPercent * leverage
console.log(`💰 Close details:`)
console.log(` Close price: $${oraclePrice.toFixed(4)}`)

17
lib/trading/position-manager.ts
View File

@@ -350,15 +350,15 @@ export class PositionManager {
await this.saveTradeState(trade)
// CRITICAL: Don't return early! Continue monitoring the runner position
// The trailing stop logic at line 732 needs to run
} else {
// Partial fill detected but unclear which TP - just update size
console.log(`⚠️ Unknown partial fill detected - updating tracked size to $${positionSizeUSD.toFixed(2)}`)
trade.currentSize = positionSizeUSD
await this.saveTradeState(trade)
}
// Continue monitoring the remaining position
return
}
// CRITICAL: Check for entry price mismatch (NEW position opened)
@@ -380,10 +380,10 @@ export class PositionManager {
trade.lastPrice,
trade.direction
)
const accountPnL = profitPercent * trade.leverage
const estimatedPnL = (trade.currentSize * accountPnL) / 100
const accountPnLPercent = profitPercent * trade.leverage
const estimatedPnL = (trade.currentSize * profitPercent) / 100
console.log(`💰 Estimated P&L for lost trade: ${profitPercent.toFixed(2)}% price → ${accountPnL.toFixed(2)}% account → $${estimatedPnL.toFixed(2)} realized`)
console.log(`💰 Estimated P&L for lost trade: ${profitPercent.toFixed(2)}% price → ${accountPnLPercent.toFixed(2)}% account → $${estimatedPnL.toFixed(2)} realized`)
try {
await updateTradeExit({
@@ -450,8 +450,7 @@ export class PositionManager {
currentPrice,
trade.direction
)
const accountPnL = profitPercent * trade.leverage
realizedPnL = (sizeForPnL * accountPnL) / 100
realizedPnL = (sizeForPnL * profitPercent) / 100
}
// Determine exit reason from trade state and P&L
@@ -708,7 +707,7 @@ export class PositionManager {
}
// 5. Take profit 2 (remaining position)
if (trade.tp1Hit && this.shouldTakeProfit2(currentPrice, trade)) {
if (trade.tp1Hit && !trade.tp2Hit && this.shouldTakeProfit2(currentPrice, trade)) {
console.log(`🎊 TP2 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
// Calculate how much to close based on TP2 size percent