- Add signalQualityScore field to Trade model (0-100)
- Calculate quality score in execute endpoint using same logic as check-risk
- Save score with every trade for correlation analysis
- Create database migration for new field
- Enables future analysis: score vs win rate, P&L, etc.
This allows data-driven decisions on dynamic position sizing
- Add getLastTrade() function to database service
- Create /api/analytics/last-trade endpoint
- Display last trade with full details on analytics page
- Show entry/exit prices, P&L, position size, targets
- Visual indicators for trade direction and exit reason
- Helps quickly diagnose where trades went (TP1, TP2, or SL)
Bug: MAE/MFE was tracked in memory during trades but not saved to database on exit
Cause: updateTradeExit() wasn't receiving or saving MAE/MFE parameters
Changes:
- Added MAE/MFE fields to UpdateTradeExitParams interface
- Modified updateTradeExit() to save maxFavorableExcursion, maxAdverseExcursion, maxFavorablePrice, maxAdversePrice
- Updated both updateTradeExit() calls in Position Manager to pass MAE/MFE values
- Enhanced exit logging to show final MAE/MFE percentages
Impact: Future trades will now properly save MAE/MFE data for analytics
Note: Past 2 trades (from before this fix) don't have MAE/MFE saved
- 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
- 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)
- 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
- 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
