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
This commit is contained in:
mindesbunister
2025-10-29 20:51:46 +01:00
parent 65e6a8efed
commit e068c5f2e6
3 changed files with 85 additions and 18 deletions

View File

@@ -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)
*/