Fix: Critical bugs - TP2 runner calculation + race condition + order cleanup

**Issue 1: TP2 Runner Position Bug**  FIXED
- TP2 was calculated as 80% of ORIGINAL position instead of REMAINING
- With TP1=75%, TP2=80%: Was closing 75%+80%=155% (capped at 100%)
- Now correctly: TP1 closes 75%, TP2 closes 80% of remaining 25% = 20%
- Result: 5% runner now remains for trailing stop as intended!

**Issue 2: Race Condition - Orphaned SL Orders**  FIXED
- Orders were placed AFTER Position Manager started monitoring
- If TP hit fast, PM detected 'external closure' before orders finished
- Orders completed after position gone → orphaned SL orders on Drift
- Now: Exit orders placed BEFORE starting monitoring
- PM can now properly cancel remaining orders when position closes

**Issue 3: 5min vs 15min Timeframe** ⚠️ NEEDS VERIFICATION
- n8n workflow correctly filters for timeframe === '15'
- Extracts timeframe with regex: /\.P\s+(\d+)/
- User needs to verify TradingView alert includes '.P 15' in message
- Format should be: 'SOL buy .P 15' not just 'SOL buy'

**Technical Changes:**
- lib/drift/orders.ts: Fixed TP2 calculation to use remaining size
- Added logging: Shows TP1, TP2, remaining, and runner amounts
- app/api/trading/execute/route.ts: Reordered to place orders before monitoring
- Prevents race condition where orders complete after position closed

**Testing:**
- Next trade will show proper runner position (5% remains)
- No more orphaned SL orders after wins
- Logs will show: 'Runner (if any): $X.XX'

**Documentation:**
- Created CRITICAL_ISSUES_FOUND.md explaining all 3 issues
- Created FIXES_APPLIED.md with testing instructions
This commit is contained in:
mindesbunister
2025-10-28 10:12:04 +01:00
parent 19f5b7ab14
commit e8a9b68fa7
4 changed files with 340 additions and 31 deletions

108
CRITICAL_ISSUES_FOUND.md Normal file
View File

@@ -0,0 +1,108 @@
# Trading Bot v4 - Critical Issues Found & Fixes
## Issue Summary
Three critical issues discovered:
1. **5-minute chart triggered instead of 15-minute** - TradingView alert format issue
2. **SL orders not cancelled after winning trade** - Race condition + order calculation bug
3. **No runner position (20% should remain)** - TP2 size calculation bug
---
## Issue 1: Wrong Timeframe Triggered
### Problem
- Trade executed on 5-minute chart signal
- n8n workflow has correct filter for "15" timeframe
- Filter checks: `timeframe === "15"`
### Root Cause
- n8n extracts timeframe with regex: `/\.P\s+(\d+)/`
- Looks for ".P 5" or ".P 15" in TradingView message
- Defaults to '15' if no match found
### Solution
**Check your TradingView alert message format:**
Your alert should include the timeframe like this:
```
SOL buy .P 15
```
The ".P 15" tells n8n it's a 15-minute chart. If you're sending:
```
SOL buy .P 5
```
Then n8n will reject it (correctly filtering out 5-minute signals).
**Verify n8n is receiving correct format by checking n8n execution logs.**
---
## Issue 2: SL Orders Not Cancelled
### Problem
- After winning trade, 2 SL orders remain on Drift ($198.39 and $195.77)
- Bot detected "position closed externally" but found "no orders to cancel"
### Root Cause
**Race Condition in `/api/trading/execute`:**
Current order of operations:
1. Open position ✅
2. Add to Position Manager (starts monitoring immediately) ⚠️
3. Place exit orders (TP1, TP2, SL) ⏰
If TP hits very fast (< 2-3 seconds):
- Position Manager detects "external closure" while orders are still being placed
- Tries to cancel orders that don't exist yet
- Orders finish placing AFTER position is gone → orphaned orders
### Solution
**Reorder operations: Place exit orders BEFORE starting monitoring**
---
## Issue 3: No Runner Position
### Problem
- Config: `TAKE_PROFIT_2_SIZE_PERCENT=80` (should leave 20% runner)
- Expected: TP1 closes 75% → TP2 closes 80% of remaining → 5% runner remains
- Actual: Position 100% closed, no runner
### Root Cause
**BUG in `/home/icke/traderv4/lib/drift/orders.ts` lines 232-233:**
```typescript
const tp1USD = (options.positionSizeUSD * options.tp1SizePercent) / 100
const tp2USD = (options.positionSizeUSD * options.tp2SizePercent) / 100
```
Both TP1 and TP2 are calculated as **percentages of ORIGINAL position**, not remaining!
**With your settings (TP1=75%, TP2=80%, position=$80):**
- TP1: 75% × $80 = $60 ✅
- TP2: 80% × $80 = $64 ❌ (should be 80% × $20 remaining = $16)
- Total: $60 + $64 = $124 (exceeds position size!)
Drift caps at 100%, so entire position closes.
### Solution
**Fix TP2 calculation to use remaining size after TP1**
---
## Recommended Fixes
### Fix 1: TradingView Alert Format
Update your TradingView alert to include ".P 15":
```
{{ticker}} {{strategy.order.action}} .P 15
```
### Fix 2 & 3: Code Changes
See next files for implementation...

191
FIXES_APPLIED.md Normal file
View File

@@ -0,0 +1,191 @@
# Fixes Applied - Trading Bot v4
## Summary of Changes
Fixed 3 critical bugs discovered in your trading bot:
1.**TP2 Runner Calculation Bug** - Now correctly calculates TP2 as percentage of REMAINING position
2.**Race Condition Fix** - Exit orders now placed BEFORE Position Manager starts monitoring
3. ⚠️ **TradingView Timeframe** - Needs verification of alert format
---
## Fix 1: TP2 Runner Position Bug
### File: `lib/drift/orders.ts`
**Problem:**
```typescript
// BEFORE (WRONG):
const tp1USD = (options.positionSizeUSD * options.tp1SizePercent) / 100 // 75% of $80 = $60
const tp2USD = (options.positionSizeUSD * options.tp2SizePercent) / 100 // 80% of $80 = $64 ❌
// Total: $124 (exceeds position!) → Drift closes 100%, no runner
```
**Fixed:**
```typescript
// AFTER (CORRECT):
const tp1USD = (options.positionSizeUSD * options.tp1SizePercent) / 100 // 75% of $80 = $60
const remainingAfterTP1 = options.positionSizeUSD - tp1USD // $80 - $60 = $20
const tp2USD = (remainingAfterTP1 * options.tp2SizePercent) / 100 // 80% of $20 = $16 ✅
// Remaining: $20 - $16 = $4 (5% runner!) ✅
```
**Result:**
- With `TAKE_PROFIT_2_SIZE_PERCENT=80`:
- TP1 closes 75% ($60)
- TP2 closes 80% of remaining ($16)
- **5% runner remains** ($4) for trailing stop!
Added logging to verify:
```
📊 Exit order sizes:
TP1: 75% of $80.00 = $60.00
Remaining after TP1: $20.00
TP2: 80% of remaining = $16.00
Runner (if any): $4.00
```
---
## Fix 2: Race Condition - Orphaned SL Orders
### File: `app/api/trading/execute/route.ts`
**Problem:**
```
Old Flow:
1. Open position
2. Add to Position Manager → starts monitoring immediately
3. Place exit orders (TP1, TP2, SL)
If TP hits fast (< 2-3 seconds):
- Position Manager detects "external closure"
- Tries to cancel orders (finds none yet)
- Orders finish placing AFTER position gone
- Result: Orphaned SL orders on Drift!
```
**Fixed:**
```
New Flow:
1. Open position
2. Place exit orders (TP1, TP2, SL) ← FIRST
3. Add to Position Manager → starts monitoring
Now:
- All orders exist before monitoring starts
- If TP hits fast, Position Manager can cancel remaining orders
- No orphaned orders!
```
---
## Issue 3: TradingView Timeframe Filter
### Status: Needs Your Action
The n8n workflow **correctly filters** for 15-minute timeframe:
```json
{
"conditions": {
"string": [{
"value1": "={{ $json.timeframe }}",
"operation": "equals",
"value2": "15"
}]
}
}
```
The timeframe is extracted from your TradingView alert with regex:
```javascript
/\.P\s+(\d+)/ // Looks for ".P 15" or ".P 5" in message
```
### Action Required:
**Check your TradingView alert message format.**
It should look like:
```
{{ticker}} {{strategy.order.action}} .P 15
```
Examples:
- ✅ Correct: `SOL buy .P 15` (will be accepted)
- ❌ Wrong: `SOL buy .P 5` (will be rejected)
- ⚠️ Missing: `SOL buy` (defaults to 15, but not explicit)
**To verify:**
1. Open your TradingView chart
2. Go to Alerts
3. Check the alert message format
4. Ensure it includes ".P 15" for 15-minute timeframe
---
## Testing the Fixes
### Test 1: Runner Position
1. Place a test trade (or wait for next signal)
2. Watch position in Drift
3. TP1 should hit → 75% closes
4. TP2 should hit → 80% of remaining closes
5. **5% runner should remain** for trailing stop
Expected in Drift:
- After TP1: 0.25 SOL remaining (from 1.0 SOL)
- After TP2: 0.05 SOL remaining (runner)
### Test 2: No Orphaned Orders
1. Place test trade
2. If TP hits quickly, check Drift "Orders" tab
3. Should show: **No open orders** after position fully closes
4. Previously: 2 SL orders remained after win
### Test 3: Timeframe Filter
1. Send 5-minute alert from TradingView (with ".P 5")
2. Check n8n execution → Should be **rejected** by filter
3. Send 15-minute alert (with ".P 15")
4. Should be **accepted** and execute trade
---
## Build & Deploy
```bash
# Build (in progress)
docker compose build trading-bot
# Restart
docker compose up -d --force-recreate trading-bot
# Verify
docker logs -f trading-bot-v4
```
Look for new log message:
```
📊 Exit order sizes:
TP1: 75% of $XX.XX = $XX.XX
Remaining after TP1: $XX.XX
TP2: 80% of remaining = $XX.XX
Runner (if any): $XX.XX
```
---
## Summary
| Issue | Status | Impact |
|-------|--------|--------|
| TP2 Runner Calculation | ✅ Fixed | 5% runner will now remain as intended |
| Orphaned SL Orders | ✅ Fixed | Orders placed before monitoring starts |
| 5min vs 15min Filter | ⚠️ Verify | Check TradingView alert includes ".P 15" |
**Next Steps:**
1. Deploy fixes (build running)
2. Verify TradingView alert format
3. Test with next trade signal
4. Monitor for runner position and clean order cancellation

View File

@@ -243,31 +243,9 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
lastUpdateTime: Date.now(), lastUpdateTime: Date.now(),
} }
// Add to position manager for monitoring (reuse positionManager from above) // CRITICAL FIX: Place on-chain TP/SL orders BEFORE adding to Position Manager
await positionManager.addTrade(activeTrade) // This prevents race condition where Position Manager detects "external closure"
// while orders are still being placed, leaving orphaned stop loss orders
console.log('✅ Trade added to position manager for monitoring')
// Create response object
const response: ExecuteTradeResponse = {
success: true,
positionId: openResult.transactionSignature,
symbol: driftSymbol,
direction: body.direction,
entryPrice: entryPrice,
positionSize: positionSizeUSD,
leverage: config.leverage,
stopLoss: stopLossPrice,
takeProfit1: tp1Price,
takeProfit2: tp2Price,
stopLossPercent: config.stopLossPercent,
tp1Percent: config.takeProfit1Percent,
tp2Percent: config.takeProfit2Percent,
entrySlippage: openResult.slippage,
timestamp: new Date().toISOString(),
}
// Place on-chain TP/SL orders so they appear in Drift UI (reduce-only LIMIT orders)
let exitOrderSignatures: string[] = [] let exitOrderSignatures: string[] = []
try { try {
const exitRes = await placeExitOrders({ const exitRes = await placeExitOrders({
@@ -292,15 +270,39 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
console.log('📨 Exit orders placed on-chain:', exitRes.signatures) console.log('📨 Exit orders placed on-chain:', exitRes.signatures)
exitOrderSignatures = exitRes.signatures || [] exitOrderSignatures = exitRes.signatures || []
} }
// Attach signatures to response when available
if (exitRes.signatures && exitRes.signatures.length > 0) {
;(response as any).exitOrderSignatures = exitRes.signatures
}
} catch (err) { } catch (err) {
console.error('❌ Unexpected error placing exit orders:', err) console.error('❌ Unexpected error placing exit orders:', err)
} }
// Add to position manager for monitoring AFTER orders are placed
await positionManager.addTrade(activeTrade)
console.log('✅ Trade added to position manager for monitoring')
// Create response object
const response: ExecuteTradeResponse = {
success: true,
positionId: openResult.transactionSignature,
symbol: driftSymbol,
direction: body.direction,
entryPrice: entryPrice,
positionSize: positionSizeUSD,
leverage: config.leverage,
stopLoss: stopLossPrice,
takeProfit1: tp1Price,
takeProfit2: tp2Price,
stopLossPercent: config.stopLossPercent,
tp1Percent: config.takeProfit1Percent,
tp2Percent: config.takeProfit2Percent,
entrySlippage: openResult.slippage,
timestamp: new Date().toISOString(),
}
// Attach exit order signatures to response
if (exitOrderSignatures.length > 0) {
(response as any).exitOrderSignatures = exitOrderSignatures
}
// Save trade to database // Save trade to database
try { try {
await createTrade({ await createTrade({

View File

@@ -228,8 +228,16 @@ export async function placeExitOrders(options: PlaceExitOrdersOptions): Promise<
} }
// Calculate sizes in USD for each TP // Calculate sizes in USD for each TP
// CRITICAL FIX: TP2 must be percentage of REMAINING size after TP1, not original size
const tp1USD = (options.positionSizeUSD * options.tp1SizePercent) / 100 const tp1USD = (options.positionSizeUSD * options.tp1SizePercent) / 100
const tp2USD = (options.positionSizeUSD * options.tp2SizePercent) / 100 const remainingAfterTP1 = options.positionSizeUSD - tp1USD
const tp2USD = (remainingAfterTP1 * options.tp2SizePercent) / 100
console.log(`📊 Exit order sizes:`)
console.log(` TP1: ${options.tp1SizePercent}% of $${options.positionSizeUSD.toFixed(2)} = $${tp1USD.toFixed(2)}`)
console.log(` Remaining after TP1: $${remainingAfterTP1.toFixed(2)}`)
console.log(` TP2: ${options.tp2SizePercent}% of remaining = $${tp2USD.toFixed(2)}`)
console.log(` Runner (if any): $${(remainingAfterTP1 - tp2USD).toFixed(2)}`)
// For orders that close a long, the order direction should be SHORT (sell) // For orders that close a long, the order direction should be SHORT (sell)
const orderDirection = options.direction === 'long' ? PositionDirection.SHORT : PositionDirection.LONG const orderDirection = options.direction === 'long' ? PositionDirection.SHORT : PositionDirection.LONG