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
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mindesbunister
@@ -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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