Phase 2: Market context capture at entry

- Added getFundingRate() method to DriftService
- Capture expectedEntryPrice from oracle before order execution
- Capture fundingRateAtEntry from Drift Protocol
- Save market context fields to database (expectedEntryPrice, fundingRateAtEntry)
- Calculate entry slippage percentage in createTrade()
- Fixed template literal syntax errors in execute endpoint

Database fields populated:
- expectedEntryPrice: Oracle price before order
- entrySlippagePct: Calculated from entrySlippage
- fundingRateAtEntry: Current funding rate from Drift

Next: Phase 3 (analytics API) or test market context on next trade

app/api/trading/execute/route.ts

@@ -94,7 +94,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         {
           success: false,
           error: 'Insufficient collateral',
-          message: `Free collateral: $${health.freeCollateral.toFixed(2)}`,
+          message: 'Free collateral: $' + health.freeCollateral.toFixed(2),
         },
         { status: 400 }
       )
@@ -122,7 +122,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         console.error('❌ Failed to close opposite position:', closeResult.error)
         // Continue anyway - we'll try to open the new position
       } else {
-        console.log(`✅ Closed ${oppositePosition.direction} position at $${closeResult.closePrice?.toFixed(4)} (P&L: $${closeResult.realizedPnL?.toFixed(2)})`)
+        console.log('✅ Closed ' + oppositePosition.direction + ' position at $' + closeResult.closePrice?.toFixed(4) + ' (P&L: $' + closeResult.realizedPnL?.toFixed(2) + ')')
         
         // Position Manager will handle cleanup (including order cancellation)
         // The executeExit method already removes the trade and updates database
@@ -135,11 +135,33 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
     // Calculate position size with leverage
     const positionSizeUSD = config.positionSize * config.leverage
     
-    console.log(`💰 Opening ${body.direction} position:`)
-    console.log(`   Symbol: ${driftSymbol}`)
-    console.log(`   Base size: $${config.positionSize}`)
-    console.log(`   Leverage: ${config.leverage}x`)
-    console.log(`   Total position: $${positionSizeUSD}`)
+    console.log('💰 Opening ' + body.direction + ' position:')
+    console.log('   Symbol: ' + driftSymbol)
+    console.log('   Base size: $' + config.positionSize)
+    console.log('   Leverage: ' + config.leverage + 'x')
+    console.log('   Total position: $' + positionSizeUSD)
+
+    // Capture market context BEFORE opening position
+    const { getMarketConfig } = await import('@/config/trading')
+    const marketConfig = getMarketConfig(driftSymbol)
+    
+    let expectedEntryPrice: number | undefined
+    let fundingRateAtEntry: number | undefined
+    
+    try {
+      // Get expected entry price from oracle
+      expectedEntryPrice = await driftService.getOraclePrice(marketConfig.driftMarketIndex)
+      console.log('📊 Expected entry price: $' + expectedEntryPrice.toFixed(4))
+      
+      // Get funding rate
+      fundingRateAtEntry = await driftService.getFundingRate(marketConfig.driftMarketIndex) || undefined
+      if (fundingRateAtEntry) {
+        console.log('💸 Funding rate: ' + (fundingRateAtEntry * 100).toFixed(4) + '%')
+      }
+    } catch (error) {
+      console.warn('⚠️ Failed to capture market context:', error)
+      // Don't fail the trade if market context capture fails
+    }
 
     // Open position
     const openResult = await openPosition({
@@ -184,9 +206,9 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         config.hardStopPercent,
         body.direction
       )
-      console.log('🛡️🛡️ Dual stop system enabled:')
-      console.log(`   Soft stop: $${softStopPrice.toFixed(4)} (${config.softStopPercent}%)`)
-      console.log(`   Hard stop: $${hardStopPrice.toFixed(4)} (${config.hardStopPercent}%)`)
+      console.log('🛡️ Dual stop system enabled:')
+      console.log('   Soft stop: $' + softStopPrice.toFixed(4) + ' (' + config.softStopPercent + '%)')
+      console.log('   Hard stop: $' + hardStopPrice.toFixed(4) + ' (' + config.hardStopPercent + '%)')
     }
     
     const tp1Price = calculatePrice(
@@ -202,10 +224,10 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
     )
 
     console.log('📊 Trade targets:')
-    console.log(`   Entry: $${entryPrice.toFixed(4)}`)
-    console.log(`   SL: $${stopLossPrice.toFixed(4)} (${config.stopLossPercent}%)`)
-    console.log(`   TP1: $${tp1Price.toFixed(4)} (${config.takeProfit1Percent}%)`)
-    console.log(`   TP2: $${tp2Price.toFixed(4)} (${config.takeProfit2Percent}%)`)
+    console.log('   Entry: $' + entryPrice.toFixed(4))
+    console.log('   SL: $' + stopLossPrice.toFixed(4) + ' (' + config.stopLossPercent + '%)')
+    console.log('   TP1: $' + tp1Price.toFixed(4) + ' (' + config.takeProfit1Percent + '%)')
+    console.log('   TP2: $' + tp2Price.toFixed(4) + ' (' + config.takeProfit2Percent + '%)')
 
     // Calculate emergency stop
     const emergencyStopPrice = calculatePrice(
@@ -316,6 +338,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         symbol: driftSymbol,
         direction: body.direction,
         entryPrice,
+        entrySlippage: openResult.slippage,
         positionSizeUSD: positionSizeUSD,
         leverage: config.leverage,
         stopLossPrice,
@@ -334,12 +357,15 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
         hardStopPrice,
         signalStrength: body.signalStrength,
         timeframe: body.timeframe,
+        // Market context
+        expectedEntryPrice,
+        fundingRateAtEntry,
       })
       
       console.log('💾 Trade saved to database')
     } catch (dbError) {
       console.error('❌ Failed to save trade to database:', dbError)
-      // Don't fail the trade if database save fails
+      // Don't fail the database save fails
     }
 
     console.log('✅ Trade executed successfully!')

lib/database/trades.ts

@@ -43,6 +43,12 @@ export interface CreateTradeParams {
   signalStrength?: string
   timeframe?: string
   isTestTrade?: boolean
+  // Market context fields
+  expectedEntryPrice?: number
+  fundingRateAtEntry?: number
+  atrAtEntry?: number
+  adxAtEntry?: number
+  volumeAtEntry?: number
 }
 
 export interface UpdateTradeStateParams {
@@ -73,13 +79,16 @@ export interface UpdateTradeExitParams {
   maxGain?: number
 }
 
-/**
- * Create a new trade record
- */
 export async function createTrade(params: CreateTradeParams) {
   const prisma = getPrismaClient()
   
   try {
+    // Calculate entry slippage if expected price provided
+    let entrySlippagePct: number | undefined
+    if (params.expectedEntryPrice && params.entrySlippage !== undefined) {
+      entrySlippagePct = params.entrySlippage
+    }
+    
     const trade = await prisma.trade.create({
       data: {
         positionId: params.positionId,
@@ -109,6 +118,13 @@ export async function createTrade(params: CreateTradeParams) {
         timeframe: params.timeframe,
         status: 'open',
         isTestTrade: params.isTestTrade || false,
+        // Market context
+        expectedEntryPrice: params.expectedEntryPrice,
+        entrySlippagePct: entrySlippagePct,
+        fundingRateAtEntry: params.fundingRateAtEntry,
+        atrAtEntry: params.atrAtEntry,
+        adxAtEntry: params.adxAtEntry,
+        volumeAtEntry: params.volumeAtEntry,
       },
     })
     

lib/drift/client.ts

@@ -233,6 +233,31 @@ export class DriftService {
     }
   }
 
+  /**
+   * Get funding rate for a perpetual market
+   * Returns funding rate as percentage (e.g., 0.01 = 1% per 8 hours)
+   */
+  async getFundingRate(marketIndex: number): Promise<number | null> {
+    this.ensureInitialized()
+    
+    try {
+      const perpMarketAccount = this.driftClient!.getPerpMarketAccount(marketIndex)
+      if (!perpMarketAccount) {
+        console.warn(`⚠️ No perp market account found for index ${marketIndex}`)
+        return null
+      }
+      
+      // Funding rate is stored as a number with 9 decimals (1e9)
+      // Convert to percentage
+      const fundingRate = Number(perpMarketAccount.amm.lastFundingRate) / 1e9
+      
+      return fundingRate
+    } catch (error) {
+      console.error(`❌ Failed to get funding rate for market ${marketIndex}:`, error)
+      return null
+    }
+  }
+
   /**
    * Get account health (margin ratio)
    */