Commit Graph

9 Commits

Author SHA1 Message Date
mindesbunister
4d533ccb53 fix: Remove obsolete fields from test-db ActiveTrade object
- Remove atrAtEntry and runnerTrailingPercent fields
- These don't exist in ActiveTrade interface
- Fixes TypeScript build error
2025-11-08 11:05:19 +01:00
mindesbunister
a100945864 Enhance trailing stop with ATR-based sizing 2025-11-05 15:28:12 +01:00
mindesbunister
d4aeeb4f99 fix: add MAE/MFE fields to all ActiveTrade initializations
Updated execute, test, and test-db endpoints to include:
- maxFavorableExcursion: 0
- maxAdverseExcursion: 0
- maxFavorablePrice: entryPrice
- maxAdversePrice: entryPrice

Required for TypeScript compilation after adding MAE/MFE tracking
2025-11-02 23:04:02 +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
8e5c592cac Fix database persistence and add analytics
- 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
2025-10-27 09:35:01 +01:00