Commit Graph

8 Commits

Author SHA1 Message Date
mindesbunister
056440bf8f feat: add quality score display and timezone fixes
- Add qualityScore to ExecuteTradeResponse interface and response object
- Update analytics page to always show Signal Quality card (N/A if unavailable)
- Fix n8n workflow to pass context metrics and qualityScore to execute endpoint
- Fix timezone in Telegram notifications (Europe/Berlin)
- Fix symbol normalization in /api/trading/close endpoint
- Update Drift ETH-PERP minimum order size (0.002 ETH not 0.01)
- Add transaction confirmation to closePosition() to prevent phantom closes
- Add 30-second grace period for new trades in Position Manager
- Fix execution order: database save before Position Manager.addTrade()
- Update copilot instructions with transaction confirmation pattern
2025-11-01 17:00:37 +01:00
mindesbunister
6f1c7bd5e3 fix: update test endpoint to use symbol-specific position sizing 2025-10-31 16:34:25 +01:00
mindesbunister
37ce94d8f1 Restore context metrics in execute endpoint and clean up test files 2025-10-31 09:09:26 +01:00
mindesbunister
65e6a8efed Phase 1: Add MAE/MFE tracking and analytics schema
- Added 20+ analytics fields to Trade model (MAE/MFE, fill tracking, timing, market context, slippage)
- Implemented real-time MAE/MFE tracking in Position Manager (updates every 5s)
- Enhanced database schema with comprehensive trade analytics
- Updated all API endpoints to initialize MAE/MFE fields
- Modified updateTradeState() to persist MAE/MFE in configSnapshot

Database changes:
- maxFavorableExcursion/maxAdverseExcursion track best/worst profit %
- maxFavorablePrice/maxAdversePrice track exact price levels
- Fill tracking: tp1Filled, tp2Filled, softSlFilled, hardSlFilled
- Timing metrics: timeToTp1, timeToTp2, timeToSl
- Market context: atrAtEntry, adxAtEntry, volumeAtEntry, fundingRateAtEntry, basisAtEntry
- Slippage tracking: expectedEntryPrice, entrySlippagePct, expectedExitPrice, exitSlippagePct

Position Manager changes:
- Track MAE/MFE on every price check (2s interval)
- Throttled database updates (5s interval) via updateTradeMetrics()
- Persist MAE/MFE in trade state snapshots for recovery

Next: Phase 2 (market context capture) or Phase 3 (analytics API)
2025-10-29 20:34:03 +01:00
mindesbunister
797e80b56a CRITICAL FIX: TP/SL orders using wrong size calculation
**ROOT CAUSE:** placeExitOrders() calculated position size using TP/SL prices instead of entry price

**Problem:**
- TP1 order size: 85 / TP1_price (00.746) = 2.914 SOL
- Actual position: 80 / entry_price (99.946) = 3.901 SOL
- TP1 should close: 3.901 * 75% = 2.926 SOL
- But it only closed: 2.914 SOL = 74.7%  WRONG!

**Result:** TP1 closed ~25% instead of 75%, no runner left

**Fix:**
- Changed usdToBase() to use entryPrice for ALL size calculations
- Added entryPrice param to PlaceExitOrdersOptions interface
- Updated all API routes to pass entryPrice

**Testing:** Next trade will have correctly sized TP/SL orders
2025-10-29 17:34:10 +01:00
mindesbunister
a72ddd8f0e Fix: Position Manager initialization race condition in API endpoints
- Changed /api/trading/positions to use getInitializedPositionManager()
- Changed /api/trading/test to use getInitializedPositionManager()
- Changed /api/trading/test-db to use getInitializedPositionManager()
- These endpoints were accessing Position Manager before DB restore completed
- Now properly wait for async initialization before accessing trade data
- Fixes /status Telegram command showing empty despite active positions
2025-10-27 23:38:24 +01:00
mindesbunister
4ae9c38ad8 Add trailing stop feature for runner position + fix settings persistence
- Implemented trailing stop logic in Position Manager for remaining position after TP2
- Added new ActiveTrade fields: tp2Hit, trailingStopActive, peakPrice
- New config settings: useTrailingStop, trailingStopPercent, trailingStopActivation
- Added trailing stop UI section in settings page with explanations
- Fixed env file parsing regex to support numbers in variable names (A-Z0-9_)
- Settings now persist correctly across container restarts
- Added back arrow navigation on settings page
- Updated all API endpoints and test files with new fields
- Trailing stop activates when runner reaches configured profit level
- SL trails below peak price by configurable percentage
2025-10-27 12:11:10 +01:00
mindesbunister
d64f6d84c4 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
2025-10-26 21:29:27 +01:00