- 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
- Add Position Manager state persistence to survive restarts
- Auto-restore open trades from database on startup
- Save state after TP1, SL adjustments, profit locks
- Persist to configSnapshot JSON field
- Add automatic order cancellation
- Cancel all TP/SL orders when position fully closed
- New cancelAllOrders() function in drift/orders.ts
- Prevents orphaned orders after manual closes
- Improve stop loss management
- Move SL to +0.35% after TP1 (was +0.15%)
- Gives more breathing room for retracements
- Still locks in half of TP1 profit
- Add database sync when Position Manager closes trades
- Auto-update Trade record with exit data
- Save P&L, exit reason, hold time
- Fix analytics showing stale data
- Add trade state management functions
- updateTradeState() for Position Manager persistence
- getOpenTrades() for startup restoration
- getInitializedPositionManager() for async init
- Create n8n database analytics workflows
- Daily report workflow (automated at midnight)
- Pattern analysis (hourly/daily performance)
- Stop loss effectiveness analysis
- Database analytics query workflow
- Complete setup guide (N8N_DATABASE_SETUP.md)
- Created landing page at / with navigation to analytics and settings
- Built analytics dashboard at /analytics showing:
- Current positions (net vs individual)
- Trading statistics (win rate, P&L, profit factor)
- Time period selector (7/30/90/365 days)
- Position netting explanation
- Beautiful gradient UI matching settings page style
- Real-time data from database via API endpoints
- Auto-excludes test trades from statistics
- Shows net positions matching Drift UI behavior
- Fixed Prisma client not being available in Docker container
- Added isTestTrade flag to exclude test trades from analytics
- Created analytics views for net positions (matches Drift UI netting)
- Added API endpoints: /api/analytics/positions and /api/analytics/stats
- Added test trade endpoint: /api/trading/test-db
- Updated Dockerfile to properly copy Prisma client from builder stage
- Database now successfully stores all trades with full details
- Supports position netting calculations to match Drift perpetuals behavior
- Split test trade button into separate LONG and SHORT buttons
- Update testTrade function to accept direction parameter
- Add confirmation dialog showing the specific direction
- Green button for LONG, red button for SHORT
- Success message includes executed direction
- 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
- Add placeExitOrders() to create reduce-only LIMIT orders for TP1, TP2, and SL
- Orders now visible in Drift UI
- Tested with real tiny position (0 base x 5x = 0)
- All 3 exit orders placed successfully on-chain
- Position manager continues monitoring as backup
- Added test script and results documentation
**New Features:**
- Added TAKE_PROFIT_1_SIZE_PERCENT (default: 50%)
- Added TAKE_PROFIT_2_SIZE_PERCENT (default: 50%)
- Users can now control WHAT % to close at each TP level
- Risk calculator now shows actual TP sizes dynamically
**Bug Fixes:**
- Fixed settings save failure by mounting .env file to container
- Added .env volume mount in docker-compose.yml
- Fixed permission issues (.env must be chmod 666)
**UI Changes:**
- Split TP controls into Price % and Size %
- TP1 Price: When to exit first partial
- TP1 Size: What % of position to close (1-100%)
- TP2 Price: When to exit second partial
- TP2 Size: What % of remaining to close (1-100%)
- Risk calculator displays dynamic percentages
**Example:**
- TP1 at +1% price, close 60% of position
- TP2 at +2% price, close 40% of remaining (24% of original)
- Total exit: 84% of position at TP levels
- Added restart button to settings page
- Created /api/restart endpoint (file-flag based)
- Implemented watch-restart.sh daemon
- Added systemd service for restart watcher
- Updated README with restart setup instructions
- Container automatically restarts when settings changed
Settings flow:
1. User edits settings in web UI
2. Click 'Save Settings' to persist to .env
3. Click 'Restart Bot' to apply changes
4. Watcher detects flag and restarts container
5. New settings loaded automatically
Features:
- Autonomous trading system with Drift Protocol on Solana
- Real-time position monitoring with Pyth price feeds
- Dynamic stop-loss and take-profit management
- n8n workflow integration for TradingView signals
- Beautiful web UI for settings management
- REST API for trade execution and monitoring
- Next.js 15 with standalone output mode
- TypeScript with strict typing
- Docker containerization with multi-stage builds
- PostgreSQL database for trade history
- Singleton pattern for Drift client connection pooling
- BN.js for BigNumber handling (Drift SDK requirement)
- Configurable stop-loss and take-profit levels
- Breakeven trigger and profit locking
- Daily loss limits and trade cooldowns
- Slippage tolerance controls
- DRY_RUN mode for safe testing
- Real-time risk calculator
- Interactive sliders for all parameters
- Live preview of trade outcomes
- Position sizing and leverage controls
- Beautiful gradient design with Tailwind CSS
- POST /api/trading/execute - Execute trades
- POST /api/trading/close - Close positions
- GET /api/trading/positions - Monitor active trades
- GET /api/trading/check-risk - Validate trade signals
- GET /api/settings - View configuration
- POST /api/settings - Update configuration
- Fixed Borsh serialization errors (simplified order params)
- Resolved RPC rate limiting with singleton pattern
- Fixed BigInt vs BN type mismatches
- Corrected order execution flow
- Improved position state management
- Complete setup guides
- Docker deployment instructions
- n8n workflow configuration
- API reference documentation
- Risk management guidelines
- Runs on port 3001 (external), 3000 (internal)
- Uses Helius RPC for optimal performance
- Production-ready with error handling
- Health monitoring and logging
