feat: Position Manager persistence + order cleanup + improved stop loss
- Add Position Manager state persistence to survive restarts - Auto-restore open trades from database on startup - Save state after TP1, SL adjustments, profit locks - Persist to configSnapshot JSON field - Add automatic order cancellation - Cancel all TP/SL orders when position fully closed - New cancelAllOrders() function in drift/orders.ts - Prevents orphaned orders after manual closes - Improve stop loss management - Move SL to +0.35% after TP1 (was +0.15%) - Gives more breathing room for retracements - Still locks in half of TP1 profit - Add database sync when Position Manager closes trades - Auto-update Trade record with exit data - Save P&L, exit reason, hold time - Fix analytics showing stale data - Add trade state management functions - updateTradeState() for Position Manager persistence - getOpenTrades() for startup restoration - getInitializedPositionManager() for async init - Create n8n database analytics workflows - Daily report workflow (automated at midnight) - Pattern analysis (hourly/daily performance) - Stop loss effectiveness analysis - Database analytics query workflow - Complete setup guide (N8N_DATABASE_SETUP.md)
This commit is contained in:
mindesbunister
@@ -8,6 +8,7 @@ import { getDriftService } from '../drift/client'
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import { closePosition } from '../drift/orders'
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import { getPythPriceMonitor, PriceUpdate } from '../pyth/price-monitor'
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import { getMergedConfig, TradingConfig } from '../../config/trading'
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import { updateTradeExit, updateTradeState, getOpenTrades } from '../database/trades'
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export interface ActiveTrade {
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id: string
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@@ -46,7 +47,7 @@ export interface ActiveTrade {
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export interface ExitResult {
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success: boolean
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reason: 'TP1' | 'TP2' | 'SL' | 'emergency' | 'manual' | 'error'
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reason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'emergency' | 'manual' | 'error'
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closePrice?: number
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closedSize?: number
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realizedPnL?: number
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@@ -58,12 +59,74 @@ export class PositionManager {
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private activeTrades: Map<string, ActiveTrade> = new Map()
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private config: TradingConfig
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private isMonitoring: boolean = false
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private initialized: boolean = false
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constructor(config?: Partial<TradingConfig>) {
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this.config = getMergedConfig(config)
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console.log('✅ Position manager created')
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}
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/**
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* Initialize and restore active trades from database
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*/
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async initialize(): Promise<void> {
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if (this.initialized) {
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return
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}
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console.log('🔄 Restoring active trades from database...')
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try {
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const openTrades = await getOpenTrades()
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for (const dbTrade of openTrades) {
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// Extract Position Manager state from configSnapshot
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const pmState = (dbTrade.configSnapshot as any)?.positionManagerState
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// Reconstruct ActiveTrade object
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const activeTrade: ActiveTrade = {
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id: dbTrade.id,
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positionId: dbTrade.positionId,
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symbol: dbTrade.symbol,
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direction: dbTrade.direction as 'long' | 'short',
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entryPrice: dbTrade.entryPrice,
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entryTime: dbTrade.entryTime.getTime(),
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positionSize: dbTrade.positionSizeUSD,
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leverage: dbTrade.leverage,
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stopLossPrice: pmState?.stopLossPrice ?? dbTrade.stopLossPrice,
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tp1Price: dbTrade.takeProfit1Price,
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tp2Price: dbTrade.takeProfit2Price,
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emergencyStopPrice: dbTrade.stopLossPrice * (dbTrade.direction === 'long' ? 0.98 : 1.02),
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currentSize: pmState?.currentSize ?? dbTrade.positionSizeUSD,
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tp1Hit: pmState?.tp1Hit ?? false,
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slMovedToBreakeven: pmState?.slMovedToBreakeven ?? false,
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slMovedToProfit: pmState?.slMovedToProfit ?? false,
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realizedPnL: pmState?.realizedPnL ?? 0,
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unrealizedPnL: pmState?.unrealizedPnL ?? 0,
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peakPnL: pmState?.peakPnL ?? 0,
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priceCheckCount: 0,
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lastPrice: pmState?.lastPrice ?? dbTrade.entryPrice,
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lastUpdateTime: Date.now(),
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}
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this.activeTrades.set(activeTrade.id, activeTrade)
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console.log(`✅ Restored trade: ${activeTrade.symbol} ${activeTrade.direction} at $${activeTrade.entryPrice}`)
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}
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if (this.activeTrades.size > 0) {
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console.log(`🎯 Restored ${this.activeTrades.size} active trades`)
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await this.startMonitoring()
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} else {
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console.log('✅ No active trades to restore')
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}
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} catch (error) {
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console.error('❌ Failed to restore active trades:', error)
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}
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this.initialized = true
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}
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/**
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* Add a new trade to monitor
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*/
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@@ -72,6 +135,9 @@ export class PositionManager {
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this.activeTrades.set(trade.id, trade)
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// Save initial state to database
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await this.saveTradeState(trade)
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console.log(`✅ Trade added. Active trades: ${this.activeTrades.size}`)
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// Start monitoring if not already running
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@@ -238,17 +304,20 @@ export class PositionManager {
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console.log(`🎉 TP1 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
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await this.executeExit(trade, 50, 'TP1', currentPrice)
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// Move SL to breakeven
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// Move SL to secure profit after TP1
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trade.tp1Hit = true
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trade.currentSize = trade.positionSize * 0.5
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trade.stopLossPrice = this.calculatePrice(
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trade.entryPrice,
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0.15, // +0.15% to cover fees
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0.35, // +0.35% to secure profit and avoid stop-out on retracement
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trade.direction
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)
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trade.slMovedToBreakeven = true
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console.log(`🔒 SL moved to breakeven: ${trade.stopLossPrice.toFixed(4)}`)
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console.log(`🔒 SL moved to +0.35% (half of TP1): ${trade.stopLossPrice.toFixed(4)}`)
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// Save state after TP1
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await this.saveTradeState(trade)
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return
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}
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@@ -268,6 +337,9 @@ export class PositionManager {
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trade.slMovedToProfit = true
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console.log(`🎯 SL moved to +${this.config.profitLockPercent}%: ${trade.stopLossPrice.toFixed(4)}`)
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// Save state after profit lock
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await this.saveTradeState(trade)
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}
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// 5. Take profit 2 (remaining 50%)
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@@ -305,8 +377,29 @@ export class PositionManager {
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if (percentToClose >= 100) {
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// Full close - remove from monitoring
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trade.realizedPnL += result.realizedPnL || 0
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this.removeTrade(trade.id)
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// Save to database (only for valid exit reasons)
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if (reason !== 'error') {
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try {
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const holdTimeSeconds = Math.floor((Date.now() - trade.entryTime) / 1000)
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await updateTradeExit({
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positionId: trade.positionId,
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exitPrice: result.closePrice || currentPrice,
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exitReason: reason as 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'manual' | 'emergency',
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realizedPnL: trade.realizedPnL,
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exitOrderTx: result.transactionSignature || 'MANUAL_CLOSE',
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holdTimeSeconds,
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maxDrawdown: 0, // TODO: Track this
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maxGain: trade.peakPnL,
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})
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console.log('💾 Trade saved to database')
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} catch (dbError) {
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console.error('❌ Failed to save trade exit to database:', dbError)
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// Don't fail the close if database fails
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}
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}
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this.removeTrade(trade.id)
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console.log(`✅ Position closed | P&L: $${trade.realizedPnL.toFixed(2)} | Reason: ${reason}`)
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} else {
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// Partial close (TP1)
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@@ -316,7 +409,6 @@ export class PositionManager {
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console.log(`✅ 50% closed | Realized: $${result.realizedPnL?.toFixed(2)} | Remaining: ${trade.currentSize}`)
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}
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// TODO: Save to database
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// TODO: Send notification
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} catch (error) {
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@@ -404,6 +496,29 @@ export class PositionManager {
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console.log('✅ All positions closed')
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}
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/**
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* Save trade state to database (for persistence across restarts)
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*/
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private async saveTradeState(trade: ActiveTrade): Promise<void> {
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try {
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await updateTradeState({
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positionId: trade.positionId,
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currentSize: trade.currentSize,
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tp1Hit: trade.tp1Hit,
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slMovedToBreakeven: trade.slMovedToBreakeven,
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slMovedToProfit: trade.slMovedToProfit,
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stopLossPrice: trade.stopLossPrice,
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realizedPnL: trade.realizedPnL,
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unrealizedPnL: trade.unrealizedPnL,
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peakPnL: trade.peakPnL,
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lastPrice: trade.lastPrice,
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})
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} catch (error) {
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console.error('❌ Failed to save trade state:', error)
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// Don't throw - state save is non-critical
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}
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}
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/**
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* Get monitoring status
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*/
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@@ -426,10 +541,26 @@ export class PositionManager {
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// Singleton instance
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let positionManagerInstance: PositionManager | null = null
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let initPromise: Promise<void> | null = null
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export function getPositionManager(): PositionManager {
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if (!positionManagerInstance) {
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positionManagerInstance = new PositionManager()
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// Initialize asynchronously (restore trades from database)
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if (!initPromise) {
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initPromise = positionManagerInstance.initialize().catch(error => {
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console.error('❌ Failed to initialize Position Manager:', error)
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})
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}
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}
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return positionManagerInstance
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}
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export async function getInitializedPositionManager(): Promise<PositionManager> {
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const manager = getPositionManager()
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if (initPromise) {
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await initPromise
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}
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return manager
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}
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