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

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)
    */