feat: implement dual stop system and database tracking
- Add PostgreSQL database with Prisma ORM - Trade model: tracks entry/exit, P&L, order signatures, config snapshots - PriceUpdate model: tracks price movements for drawdown analysis - SystemEvent model: logs errors and system events - DailyStats model: aggregated performance metrics - Implement dual stop loss system (enabled by default) - Soft stop (TRIGGER_LIMIT) at -1.5% to avoid wicks - Hard stop (TRIGGER_MARKET) at -2.5% to guarantee exit - Configurable via USE_DUAL_STOPS, SOFT_STOP_PERCENT, HARD_STOP_PERCENT - Backward compatible with single stop modes - Add database service layer (lib/database/trades.ts) - createTrade(): save new trades with all details - updateTradeExit(): close trades with P&L calculations - addPriceUpdate(): track price movements during trade - getTradeStats(): calculate win rate, profit factor, avg win/loss - logSystemEvent(): log errors and system events - Update execute endpoint to use dual stops and save to database - Calculate dual stop prices when enabled - Pass dual stop parameters to placeExitOrders - Save complete trade record to database after execution - Add test trade button to settings page - New /api/trading/test endpoint for executing test trades - Displays detailed results including dual stop prices - Confirmation dialog before execution - Shows entry price, position size, stops, and TX signature - Generate Prisma client in Docker build - Update DATABASE_URL for container networking
This commit is contained in:
mindesbunister
245
lib/database/trades.ts
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245
lib/database/trades.ts
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@@ -0,0 +1,245 @@
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/**
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* Database Service for Trade Tracking and Analytics
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*/
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import { PrismaClient } from '@prisma/client'
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// Singleton Prisma client
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let prisma: PrismaClient | null = null
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export function getPrismaClient(): PrismaClient {
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if (!prisma) {
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prisma = new PrismaClient({
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log: process.env.NODE_ENV === 'development' ? ['query', 'error', 'warn'] : ['error'],
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})
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console.log('✅ Prisma client initialized')
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}
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return prisma
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}
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export interface CreateTradeParams {
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positionId: string
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symbol: string
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direction: 'long' | 'short'
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entryPrice: number
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entrySlippage?: number
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positionSizeUSD: number
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leverage: number
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stopLossPrice: number
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softStopPrice?: number
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hardStopPrice?: number
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takeProfit1Price: number
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takeProfit2Price: number
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tp1SizePercent: number
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tp2SizePercent: number
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entryOrderTx: string
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tp1OrderTx?: string
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tp2OrderTx?: string
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slOrderTx?: string
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softStopOrderTx?: string
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hardStopOrderTx?: string
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configSnapshot: any
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signalSource?: string
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signalStrength?: string
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timeframe?: string
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}
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export interface UpdateTradeExitParams {
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positionId: string
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exitPrice: number
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exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'manual' | 'emergency'
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realizedPnL: number
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exitOrderTx: string
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holdTimeSeconds: number
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maxDrawdown?: number
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maxGain?: number
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}
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/**
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* Create a new trade record
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*/
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export async function createTrade(params: CreateTradeParams) {
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const prisma = getPrismaClient()
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try {
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const trade = await prisma.trade.create({
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data: {
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positionId: params.positionId,
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symbol: params.symbol,
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direction: params.direction,
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entryPrice: params.entryPrice,
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entryTime: new Date(),
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entrySlippage: params.entrySlippage,
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positionSizeUSD: params.positionSizeUSD,
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leverage: params.leverage,
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stopLossPrice: params.stopLossPrice,
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softStopPrice: params.softStopPrice,
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hardStopPrice: params.hardStopPrice,
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takeProfit1Price: params.takeProfit1Price,
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takeProfit2Price: params.takeProfit2Price,
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tp1SizePercent: params.tp1SizePercent,
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tp2SizePercent: params.tp2SizePercent,
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entryOrderTx: params.entryOrderTx,
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tp1OrderTx: params.tp1OrderTx,
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tp2OrderTx: params.tp2OrderTx,
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slOrderTx: params.slOrderTx,
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softStopOrderTx: params.softStopOrderTx,
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hardStopOrderTx: params.hardStopOrderTx,
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configSnapshot: params.configSnapshot,
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signalSource: params.signalSource,
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signalStrength: params.signalStrength,
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timeframe: params.timeframe,
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status: 'open',
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},
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})
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console.log(`📊 Trade record created: ${trade.id}`)
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return trade
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} catch (error) {
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console.error('❌ Failed to create trade record:', error)
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throw error
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}
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}
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/**
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* Update trade when position exits
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*/
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export async function updateTradeExit(params: UpdateTradeExitParams) {
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const prisma = getPrismaClient()
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try {
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// First fetch the trade to get positionSizeUSD
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const existingTrade = await prisma.trade.findUnique({
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where: { positionId: params.positionId },
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select: { positionSizeUSD: true },
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})
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if (!existingTrade) {
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throw new Error(`Trade not found: ${params.positionId}`)
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}
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const trade = await prisma.trade.update({
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where: { positionId: params.positionId },
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data: {
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exitPrice: params.exitPrice,
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exitTime: new Date(),
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exitReason: params.exitReason,
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realizedPnL: params.realizedPnL,
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realizedPnLPercent: (params.realizedPnL / existingTrade.positionSizeUSD) * 100,
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exitOrderTx: params.exitOrderTx,
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holdTimeSeconds: params.holdTimeSeconds,
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maxDrawdown: params.maxDrawdown,
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maxGain: params.maxGain,
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status: 'closed',
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},
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})
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console.log(`📊 Trade closed: ${trade.id} | P&L: $${params.realizedPnL.toFixed(2)}`)
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return trade
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} catch (error) {
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console.error('❌ Failed to update trade exit:', error)
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throw error
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}
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}
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/**
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* Add price update for a trade (for tracking max gain/drawdown)
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*/
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export async function addPriceUpdate(
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tradeId: string,
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price: number,
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pnl: number,
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pnlPercent: number
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) {
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const prisma = getPrismaClient()
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try {
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await prisma.priceUpdate.create({
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data: {
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tradeId,
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price,
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pnl,
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pnlPercent,
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},
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})
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} catch (error) {
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console.error('❌ Failed to add price update:', error)
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// Don't throw - price updates are non-critical
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}
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}
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/**
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* Log system event
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*/
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export async function logSystemEvent(
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eventType: string,
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message: string,
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details?: any
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) {
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const prisma = getPrismaClient()
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try {
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await prisma.systemEvent.create({
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data: {
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eventType,
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message,
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details: details ? JSON.parse(JSON.stringify(details)) : null,
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},
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})
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} catch (error) {
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console.error('❌ Failed to log system event:', error)
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}
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}
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/**
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* Get trade statistics
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*/
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export async function getTradeStats(days: number = 30) {
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const prisma = getPrismaClient()
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const since = new Date()
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since.setDate(since.getDate() - days)
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const trades = await prisma.trade.findMany({
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where: {
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createdAt: { gte: since },
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status: 'closed',
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},
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})
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const winning = trades.filter((t) => (t.realizedPnL ?? 0) > 0)
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const losing = trades.filter((t) => (t.realizedPnL ?? 0) < 0)
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const totalPnL = trades.reduce((sum, t) => sum + (t.realizedPnL ?? 0), 0)
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const winRate = trades.length > 0 ? (winning.length / trades.length) * 100 : 0
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const avgWin = winning.length > 0
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? winning.reduce((sum, t) => sum + (t.realizedPnL ?? 0), 0) / winning.length
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: 0
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const avgLoss = losing.length > 0
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? losing.reduce((sum, t) => sum + (t.realizedPnL ?? 0), 0) / losing.length
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: 0
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return {
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totalTrades: trades.length,
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winningTrades: winning.length,
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losingTrades: losing.length,
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winRate: winRate.toFixed(2),
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totalPnL: totalPnL.toFixed(2),
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avgWin: avgWin.toFixed(2),
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avgLoss: avgLoss.toFixed(2),
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profitFactor: avgLoss !== 0 ? (avgWin / Math.abs(avgLoss)).toFixed(2) : 'N/A',
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}
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}
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/**
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* Disconnect Prisma client (for graceful shutdown)
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*/
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export async function disconnectPrisma() {
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if (prisma) {
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await prisma.$disconnect()
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prisma = null
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console.log('✅ Prisma client disconnected')
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}
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}
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@@ -63,6 +63,11 @@ export interface PlaceExitOrdersOptions {
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direction: 'long' | 'short'
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useStopLimit?: boolean // Optional: use TRIGGER_LIMIT instead of TRIGGER_MARKET for SL
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stopLimitBuffer?: number // Optional: buffer percentage for stop-limit (default 0.5%)
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// Dual Stop System
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useDualStops?: boolean // Enable dual stop system
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softStopPrice?: number // Soft stop trigger price (TRIGGER_LIMIT)
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softStopBuffer?: number // Buffer for soft stop limit price
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hardStopPrice?: number // Hard stop trigger price (TRIGGER_MARKET)
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}
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/**
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@@ -273,64 +278,127 @@ export async function placeExitOrders(options: PlaceExitOrdersOptions): Promise<
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}
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}
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// Place Stop-Loss order
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// Default: TRIGGER_MARKET (guaranteed execution, RECOMMENDED for most traders)
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// Optional: TRIGGER_LIMIT with buffer (only for very liquid markets to avoid extreme wicks)
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// Place Stop-Loss order(s)
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// Supports three modes:
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// 1. Dual Stop System (soft stop-limit + hard stop-market)
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// 2. Single TRIGGER_LIMIT (for liquid markets)
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// 3. Single TRIGGER_MARKET (default, guaranteed execution)
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const slUSD = options.positionSizeUSD
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const slBaseAmount = usdToBase(slUSD, options.stopLossPrice)
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if (slBaseAmount >= Math.floor(marketConfig.minOrderSize * 1e9)) {
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const useStopLimit = options.useStopLimit ?? false
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const stopLimitBuffer = options.stopLimitBuffer ?? 0.5 // default 0.5% buffer
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const useDualStops = options.useDualStops ?? false
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if (useStopLimit) {
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// TRIGGER_LIMIT: Protects against extreme wicks but may not fill during fast moves
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const limitPriceMultiplier = options.direction === 'long'
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? (1 - stopLimitBuffer / 100) // Long: limit below trigger
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: (1 + stopLimitBuffer / 100) // Short: limit above trigger
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if (useDualStops && options.softStopPrice && options.hardStopPrice) {
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// ============== DUAL STOP SYSTEM ==============
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console.log('🛡️🛡️ Placing DUAL STOP SYSTEM...')
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const orderParams: any = {
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// 1. Soft Stop (TRIGGER_LIMIT) - Avoids wicks
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const softStopBuffer = options.softStopBuffer ?? 0.4
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const softStopMultiplier = options.direction === 'long'
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? (1 - softStopBuffer / 100)
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: (1 + softStopBuffer / 100)
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const softStopParams: any = {
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orderType: OrderType.TRIGGER_LIMIT,
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marketIndex: marketConfig.driftMarketIndex,
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direction: orderDirection,
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baseAssetAmount: new BN(slBaseAmount),
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triggerPrice: new BN(Math.floor(options.stopLossPrice * 1e6)),
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price: new BN(Math.floor(options.stopLossPrice * limitPriceMultiplier * 1e6)),
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triggerCondition: options.direction === 'long'
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? OrderTriggerCondition.BELOW
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triggerPrice: new BN(Math.floor(options.softStopPrice * 1e6)),
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price: new BN(Math.floor(options.softStopPrice * softStopMultiplier * 1e6)),
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triggerCondition: options.direction === 'long'
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? OrderTriggerCondition.BELOW
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: OrderTriggerCondition.ABOVE,
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reduceOnly: true,
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}
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console.log(`🛡️ Placing SL as TRIGGER_LIMIT (${stopLimitBuffer}% buffer)...`)
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console.log(` Trigger: ${options.direction === 'long' ? 'BELOW' : 'ABOVE'} $${options.stopLossPrice.toFixed(4)}`)
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console.log(` Limit: $${(options.stopLossPrice * limitPriceMultiplier).toFixed(4)}`)
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console.log(` ⚠️ May not fill during fast moves - use for liquid markets only!`)
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console.log(` 1️⃣ Soft Stop (TRIGGER_LIMIT):`)
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console.log(` Trigger: $${options.softStopPrice.toFixed(4)}`)
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console.log(` Limit: $${(options.softStopPrice * softStopMultiplier).toFixed(4)}`)
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console.log(` Purpose: Avoid false breakouts/wicks`)
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const sig = await (driftClient as any).placePerpOrder(orderParams)
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console.log('✅ SL trigger-limit order placed:', sig)
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signatures.push(sig)
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} else {
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// TRIGGER_MARKET: Guaranteed execution (RECOMMENDED)
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const orderParams: any = {
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const softStopSig = await (driftClient as any).placePerpOrder(softStopParams)
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console.log(` ✅ Soft stop placed: ${softStopSig}`)
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signatures.push(softStopSig)
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// 2. Hard Stop (TRIGGER_MARKET) - Guarantees exit
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const hardStopParams: any = {
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orderType: OrderType.TRIGGER_MARKET,
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marketIndex: marketConfig.driftMarketIndex,
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direction: orderDirection,
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baseAssetAmount: new BN(slBaseAmount),
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triggerPrice: new BN(Math.floor(options.stopLossPrice * 1e6)),
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triggerCondition: options.direction === 'long'
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? OrderTriggerCondition.BELOW
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triggerPrice: new BN(Math.floor(options.hardStopPrice * 1e6)),
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triggerCondition: options.direction === 'long'
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? OrderTriggerCondition.BELOW
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: OrderTriggerCondition.ABOVE,
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reduceOnly: true,
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}
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console.log(`🛡️ Placing SL as TRIGGER_MARKET (guaranteed execution - RECOMMENDED)...`)
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console.log(` Trigger: ${options.direction === 'long' ? 'BELOW' : 'ABOVE'} $${options.stopLossPrice.toFixed(4)}`)
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console.log(` ✅ Will execute at market price when triggered (may slip but WILL fill)`)
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console.log(` 2️⃣ Hard Stop (TRIGGER_MARKET):`)
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console.log(` Trigger: $${options.hardStopPrice.toFixed(4)}`)
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console.log(` Purpose: Guaranteed exit if soft stop doesn't fill`)
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const sig = await (driftClient as any).placePerpOrder(orderParams)
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console.log('✅ SL trigger-market order placed:', sig)
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signatures.push(sig)
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const hardStopSig = await (driftClient as any).placePerpOrder(hardStopParams)
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console.log(` ✅ Hard stop placed: ${hardStopSig}`)
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signatures.push(hardStopSig)
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console.log(`🎯 Dual stop system active: Soft @ $${options.softStopPrice.toFixed(2)} | Hard @ $${options.hardStopPrice.toFixed(2)}`)
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} else {
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// ============== SINGLE STOP SYSTEM ==============
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const useStopLimit = options.useStopLimit ?? false
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const stopLimitBuffer = options.stopLimitBuffer ?? 0.5
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if (useStopLimit) {
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// TRIGGER_LIMIT: For liquid markets
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const limitPriceMultiplier = options.direction === 'long'
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? (1 - stopLimitBuffer / 100)
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: (1 + stopLimitBuffer / 100)
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const orderParams: any = {
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orderType: OrderType.TRIGGER_LIMIT,
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marketIndex: marketConfig.driftMarketIndex,
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direction: orderDirection,
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baseAssetAmount: new BN(slBaseAmount),
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triggerPrice: new BN(Math.floor(options.stopLossPrice * 1e6)),
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price: new BN(Math.floor(options.stopLossPrice * limitPriceMultiplier * 1e6)),
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triggerCondition: options.direction === 'long'
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? OrderTriggerCondition.BELOW
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: OrderTriggerCondition.ABOVE,
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reduceOnly: true,
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}
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console.log(`🛡️ Placing SL as TRIGGER_LIMIT (${stopLimitBuffer}% buffer)...`)
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console.log(` Trigger: ${options.direction === 'long' ? 'BELOW' : 'ABOVE'} $${options.stopLossPrice.toFixed(4)}`)
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console.log(` Limit: $${(options.stopLossPrice * limitPriceMultiplier).toFixed(4)}`)
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console.log(` ⚠️ May not fill during fast moves - use for liquid markets only!`)
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const sig = await (driftClient as any).placePerpOrder(orderParams)
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console.log('✅ SL trigger-limit order placed:', sig)
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signatures.push(sig)
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} else {
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// TRIGGER_MARKET: Default, guaranteed execution
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const orderParams: any = {
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orderType: OrderType.TRIGGER_MARKET,
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marketIndex: marketConfig.driftMarketIndex,
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direction: orderDirection,
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baseAssetAmount: new BN(slBaseAmount),
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triggerPrice: new BN(Math.floor(options.stopLossPrice * 1e6)),
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triggerCondition: options.direction === 'long'
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? OrderTriggerCondition.BELOW
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: OrderTriggerCondition.ABOVE,
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reduceOnly: true,
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}
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console.log(`🛡️ Placing SL as TRIGGER_MARKET (guaranteed execution - RECOMMENDED)...`)
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console.log(` Trigger: ${options.direction === 'long' ? 'BELOW' : 'ABOVE'} $${options.stopLossPrice.toFixed(4)}`)
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console.log(` ✅ Will execute at market price when triggered (may slip but WILL fill)`)
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const sig = await (driftClient as any).placePerpOrder(orderParams)
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console.log('✅ SL trigger-market order placed:', sig)
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signatures.push(sig)
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}
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}
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} else {
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console.log('⚠️ SL size below market min, skipping on-chain SL')
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