056440bf8f
- 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
388 lines
12 KiB
TypeScript
388 lines
12 KiB
TypeScript
/**
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* Execute Trade API Endpoint
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*
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* Called by n8n workflow when TradingView signal is received
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* POST /api/trading/execute
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*/
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import { NextRequest, NextResponse } from 'next/server'
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import { initializeDriftService } from '@/lib/drift/client'
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import { openPosition, placeExitOrders } from '@/lib/drift/orders'
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import { normalizeTradingViewSymbol } from '@/config/trading'
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import { getMergedConfig } from '@/config/trading'
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import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/position-manager'
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import { createTrade } from '@/lib/database/trades'
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export interface ExecuteTradeRequest {
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symbol: string // TradingView symbol (e.g., 'SOLUSDT')
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direction: 'long' | 'short'
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timeframe: string // e.g., '5'
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signalStrength?: 'strong' | 'moderate' | 'weak'
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signalPrice?: number
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// Context metrics from TradingView
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atr?: number
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adx?: number
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rsi?: number
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volumeRatio?: number
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pricePosition?: number
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qualityScore?: number // Calculated by check-risk endpoint
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}
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export interface ExecuteTradeResponse {
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success: boolean
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positionId?: string
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symbol?: string
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direction?: 'long' | 'short'
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entryPrice?: number
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positionSize?: number
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leverage?: number
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stopLoss?: number
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takeProfit1?: number
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takeProfit2?: number
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stopLossPercent?: number
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tp1Percent?: number
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tp2Percent?: number
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entrySlippage?: number
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timestamp?: string
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qualityScore?: number // Signal quality score (0-100)
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error?: string
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message?: string
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}
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export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTradeResponse>> {
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try {
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// Verify authorization
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const authHeader = request.headers.get('authorization')
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const expectedAuth = `Bearer ${process.env.API_SECRET_KEY}`
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if (!authHeader || authHeader !== expectedAuth) {
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return NextResponse.json(
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{
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success: false,
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error: 'Unauthorized',
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message: 'Invalid API key',
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},
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{ status: 401 }
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)
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}
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// Parse request body
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const body: ExecuteTradeRequest = await request.json()
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console.log('🎯 Trade execution request received:', body)
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// Validate required fields
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if (!body.symbol || !body.direction) {
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return NextResponse.json(
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{
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success: false,
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error: 'Missing required fields',
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message: 'symbol and direction are required',
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},
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{ status: 400 }
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)
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}
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// Normalize symbol
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const driftSymbol = normalizeTradingViewSymbol(body.symbol)
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console.log(`📊 Normalized symbol: ${body.symbol} → ${driftSymbol}`)
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// Get trading configuration
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const config = getMergedConfig()
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// Initialize Drift service if not already initialized
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const driftService = await initializeDriftService()
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// Check account health before trading
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const health = await driftService.getAccountHealth()
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console.log('💊 Account health:', health)
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if (health.freeCollateral <= 0) {
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return NextResponse.json(
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{
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success: false,
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error: 'Insufficient collateral',
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message: `Free collateral: $${health.freeCollateral.toFixed(2)}`,
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},
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{ status: 400 }
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)
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}
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// AUTO-FLIP: Check for existing opposite direction position
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const positionManager = await getInitializedPositionManager()
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const existingTrades = Array.from(positionManager.getActiveTrades().values())
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const oppositePosition = existingTrades.find(
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trade => trade.symbol === driftSymbol && trade.direction !== body.direction
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)
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if (oppositePosition) {
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console.log(`🔄 Signal flip detected! Closing ${oppositePosition.direction} to open ${body.direction}`)
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// Close opposite position
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const { closePosition } = await import('@/lib/drift/orders')
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const closeResult = await closePosition({
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symbol: driftSymbol,
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percentToClose: 100,
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slippageTolerance: config.slippageTolerance,
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})
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if (!closeResult.success) {
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console.error('❌ Failed to close opposite position:', closeResult.error)
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// Continue anyway - we'll try to open the new position
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} else {
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console.log(`✅ Closed ${oppositePosition.direction} position at $${closeResult.closePrice?.toFixed(4)} (P&L: $${closeResult.realizedPnL?.toFixed(2)})`)
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// Position Manager will handle cleanup (including order cancellation)
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// The executeExit method already removes the trade and updates database
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}
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// Small delay to ensure position is fully closed
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await new Promise(resolve => setTimeout(resolve, 1000))
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}
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// Calculate position size with leverage
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const positionSizeUSD = config.positionSize * config.leverage
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console.log(`💰 Opening ${body.direction} position:`)
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console.log(` Symbol: ${driftSymbol}`)
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console.log(` Base size: $${config.positionSize}`)
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console.log(` Leverage: ${config.leverage}x`)
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console.log(` Total position: $${positionSizeUSD}`)
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// Open position
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const openResult = await openPosition({
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symbol: driftSymbol,
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direction: body.direction,
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sizeUSD: positionSizeUSD,
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slippageTolerance: config.slippageTolerance,
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})
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if (!openResult.success) {
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return NextResponse.json(
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{
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success: false,
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error: 'Position open failed',
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message: openResult.error,
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},
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{ status: 500 }
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)
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}
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// Calculate stop loss and take profit prices
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const entryPrice = openResult.fillPrice!
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const stopLossPrice = calculatePrice(
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entryPrice,
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config.stopLossPercent,
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body.direction
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)
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// Calculate dual stop prices if enabled
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let softStopPrice: number | undefined
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let hardStopPrice: number | undefined
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if (config.useDualStops) {
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softStopPrice = calculatePrice(
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entryPrice,
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config.softStopPercent,
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body.direction
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)
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hardStopPrice = calculatePrice(
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entryPrice,
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config.hardStopPercent,
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body.direction
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)
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console.log('🛡️🛡️ Dual stop system enabled:')
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console.log(` Soft stop: $${softStopPrice.toFixed(4)} (${config.softStopPercent}%)`)
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console.log(` Hard stop: $${hardStopPrice.toFixed(4)} (${config.hardStopPercent}%)`)
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}
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const tp1Price = calculatePrice(
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entryPrice,
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config.takeProfit1Percent,
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body.direction
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)
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const tp2Price = calculatePrice(
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entryPrice,
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config.takeProfit2Percent,
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body.direction
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)
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console.log('📊 Trade targets:')
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console.log(` Entry: $${entryPrice.toFixed(4)}`)
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console.log(` SL: $${stopLossPrice.toFixed(4)} (${config.stopLossPercent}%)`)
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console.log(` TP1: $${tp1Price.toFixed(4)} (${config.takeProfit1Percent}%)`)
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console.log(` TP2: $${tp2Price.toFixed(4)} (${config.takeProfit2Percent}%)`)
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// Calculate emergency stop
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const emergencyStopPrice = calculatePrice(
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entryPrice,
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config.emergencyStopPercent,
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body.direction
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)
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// Create active trade object
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const activeTrade: ActiveTrade = {
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id: `trade-${Date.now()}`,
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positionId: openResult.transactionSignature!,
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symbol: driftSymbol,
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direction: body.direction,
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entryPrice,
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entryTime: Date.now(),
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positionSize: positionSizeUSD,
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leverage: config.leverage,
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stopLossPrice,
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tp1Price,
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tp2Price,
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emergencyStopPrice,
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currentSize: positionSizeUSD,
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tp1Hit: false,
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tp2Hit: false,
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slMovedToBreakeven: false,
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slMovedToProfit: false,
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trailingStopActive: false,
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realizedPnL: 0,
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unrealizedPnL: 0,
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peakPnL: 0,
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peakPrice: entryPrice,
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priceCheckCount: 0,
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lastPrice: entryPrice,
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lastUpdateTime: Date.now(),
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}
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// CRITICAL FIX: Place on-chain TP/SL orders BEFORE adding to Position Manager
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// This prevents race condition where Position Manager detects "external closure"
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// while orders are still being placed, leaving orphaned stop loss orders
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let exitOrderSignatures: string[] = []
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try {
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const exitRes = await placeExitOrders({
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symbol: driftSymbol,
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positionSizeUSD: positionSizeUSD,
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entryPrice: entryPrice,
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tp1Price,
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tp2Price,
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stopLossPrice,
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tp1SizePercent: config.takeProfit1SizePercent || 50,
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tp2SizePercent: config.takeProfit2SizePercent || 100,
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direction: body.direction,
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// Dual stop parameters
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useDualStops: config.useDualStops,
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softStopPrice: softStopPrice,
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softStopBuffer: config.softStopBuffer,
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hardStopPrice: hardStopPrice,
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})
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if (!exitRes.success) {
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console.error('❌ Failed to place on-chain exit orders:', exitRes.error)
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} else {
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console.log('📨 Exit orders placed on-chain:', exitRes.signatures)
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exitOrderSignatures = exitRes.signatures || []
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}
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} catch (err) {
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console.error('❌ Unexpected error placing exit orders:', err)
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}
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// Create response object
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const response: ExecuteTradeResponse = {
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success: true,
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positionId: openResult.transactionSignature,
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symbol: driftSymbol,
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direction: body.direction,
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entryPrice: entryPrice,
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positionSize: positionSizeUSD,
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leverage: config.leverage,
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stopLoss: stopLossPrice,
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takeProfit1: tp1Price,
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takeProfit2: tp2Price,
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stopLossPercent: config.stopLossPercent,
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tp1Percent: config.takeProfit1Percent,
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tp2Percent: config.takeProfit2Percent,
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entrySlippage: openResult.slippage,
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timestamp: new Date().toISOString(),
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qualityScore: body.qualityScore, // Include quality score in response
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}
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// Attach exit order signatures to response
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if (exitOrderSignatures.length > 0) {
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(response as any).exitOrderSignatures = exitOrderSignatures
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}
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// Save trade to database
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try {
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await createTrade({
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positionId: openResult.transactionSignature!,
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symbol: driftSymbol,
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direction: body.direction,
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entryPrice,
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positionSizeUSD: positionSizeUSD,
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leverage: config.leverage,
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stopLossPrice,
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takeProfit1Price: tp1Price,
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takeProfit2Price: tp2Price,
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tp1SizePercent: config.takeProfit1SizePercent || 50,
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tp2SizePercent: config.takeProfit2SizePercent || 100,
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configSnapshot: config,
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entryOrderTx: openResult.transactionSignature!,
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tp1OrderTx: exitOrderSignatures[0],
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tp2OrderTx: exitOrderSignatures[1],
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slOrderTx: config.useDualStops ? undefined : exitOrderSignatures[2],
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softStopOrderTx: config.useDualStops ? exitOrderSignatures[2] : undefined,
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hardStopOrderTx: config.useDualStops ? exitOrderSignatures[3] : undefined,
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softStopPrice,
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hardStopPrice,
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signalStrength: body.signalStrength,
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timeframe: body.timeframe,
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// Context metrics from TradingView
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atrAtEntry: body.atr,
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adxAtEntry: body.adx,
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rsiAtEntry: body.rsi,
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volumeAtEntry: body.volumeRatio,
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pricePositionAtEntry: body.pricePosition,
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signalQualityScore: body.qualityScore,
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})
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console.log('💾 Trade saved to database')
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} catch (dbError) {
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console.error('❌ Failed to save trade to database:', dbError)
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// Don't fail the trade if database save fails
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}
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// NOW add to position manager for monitoring (after database save)
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await positionManager.addTrade(activeTrade)
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console.log('✅ Trade added to position manager for monitoring')
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console.log('✅ Trade executed successfully!')
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return NextResponse.json(response)
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} catch (error) {
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console.error('❌ Trade execution error:', error)
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return NextResponse.json(
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{
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success: false,
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error: 'Internal server error',
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message: error instanceof Error ? error.message : 'Unknown error',
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},
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{ status: 500 }
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)
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}
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}
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/**
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* Helper function to calculate price based on percentage
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*/
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function calculatePrice(
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entryPrice: number,
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percent: number,
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direction: 'long' | 'short'
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): number {
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if (direction === 'long') {
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return entryPrice * (1 + percent / 100)
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} else {
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return entryPrice * (1 - percent / 100)
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}
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}
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