CRITICAL BUGS FIXED (Nov 19, 2025): 1. MAE/MFE Bug: - Was storing: account percentage (profit % × leverage) - Example: 1.31% move × 15x = 19.73% stored as MFE - Should store: actual dollar P&L (81 not 19.73%) - Impact: Telegram shows 'Max Gain: +19.73%' instead of '+.XX' - Fix: Changed from accountPnL (leverage-adjusted %) to currentPnLDollars - Lines 964-987: Removed accountPnL calculation, use currentPnLDollars 2. Duplicate Notification Bug: - handleExternalClosure() was checking if trade removed AFTER removal - Result: 16 duplicate Telegram notifications with compounding P&L - Example: 6 → 2 → 11 → ... → 81 (16 notifications for 1 close) - Fix: Check if trade already removed BEFORE processing - Lines 382-391: Move duplicate check to START of function - Early return prevents notification send if already processed 3. Database Compounding (NOT A BUG): - Nov 17 fix (Common Pitfall #49) still working correctly - Only 1 database record with 81 P&L - Issue was notification duplication, not DB duplication IMPACT: - MAE/MFE data now usable for TP/SL optimization - Telegram notifications accurate (1 per close, correct P&L) - Database analytics will show real dollar movements - Next trade will have correct Max Gain/Drawdown display FILES: - lib/trading/position-manager.ts: MAE/MFE calculation + duplicate check
1587 lines
65 KiB
TypeScript
1587 lines
65 KiB
TypeScript
/**
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||
* Position Manager
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*
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* Tracks active trades and manages automatic exits
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*/
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import { getDriftService } from '../drift/client'
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import { closePosition } from '../drift/orders'
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import { getPythPriceMonitor, PriceUpdate } from '../pyth/price-monitor'
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import { getMergedConfig, TradingConfig, getMarketConfig } from '../../config/trading'
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import { updateTradeExit, updateTradeState, getOpenTrades } from '../database/trades'
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import { sendPositionClosedNotification } from '../notifications/telegram'
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export interface ActiveTrade {
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id: string
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positionId: string // Transaction signature
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symbol: string
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direction: 'long' | 'short'
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// Entry details
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entryPrice: number
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entryTime: number
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positionSize: number
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leverage: number
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atrAtEntry?: number // ATR value at entry for ATR-based trailing stop
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// Targets
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stopLossPrice: number
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tp1Price: number
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tp2Price: number
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emergencyStopPrice: number
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// State
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currentSize: number // Changes after TP1
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originalPositionSize: number // Original entry size for accurate P&L on manual closes
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takeProfitPrice1?: number // TP1 price for validation
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takeProfitPrice2?: number // TP2 price for validation
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tp1Hit: boolean
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tp2Hit: boolean
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slMovedToBreakeven: boolean
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slMovedToProfit: boolean
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trailingStopActive: boolean
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// P&L tracking
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realizedPnL: number
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unrealizedPnL: number
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peakPnL: number
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peakPrice: number // Track highest price reached (for trailing)
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// MAE/MFE tracking
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maxFavorableExcursion: number // Best profit % reached
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maxAdverseExcursion: number // Worst loss % reached
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maxFavorablePrice: number // Price at best profit
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maxAdversePrice: number // Price at worst loss
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// Position scaling tracking
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originalAdx?: number // ADX at initial entry (for scaling validation)
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timesScaled?: number // How many times position has been scaled
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totalScaleAdded?: number // Total USD added through scaling
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// Close verification tracking (Nov 16, 2025)
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closingInProgress?: boolean // True when close tx confirmed but Drift not yet propagated
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closeConfirmedAt?: number // Timestamp when close was confirmed (for timeout)
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// Monitoring
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priceCheckCount: number
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lastPrice: number
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lastUpdateTime: number
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}
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export interface ExitResult {
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success: boolean
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reason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'emergency' | 'manual' | 'error'
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closePrice?: number
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closedSize?: number
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realizedPnL?: number
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transactionSignature?: string
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error?: string
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}
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export class PositionManager {
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private activeTrades: Map<string, ActiveTrade> = new Map()
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private config: TradingConfig
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private isMonitoring: boolean = false
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private initialized: boolean = false
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private validationInterval: NodeJS.Timeout | null = null
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constructor(config?: Partial<TradingConfig>) {
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this.config = getMergedConfig(config)
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console.log('✅ Position manager created')
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}
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/**
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* Initialize and restore active trades from database
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*/
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async initialize(): Promise<void> {
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if (this.initialized) {
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return
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}
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console.log('🔄 Restoring active trades from database...')
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try {
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const openTrades = await getOpenTrades()
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for (const dbTrade of openTrades) {
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// Extract Position Manager state from configSnapshot
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const pmState = (dbTrade.configSnapshot as any)?.positionManagerState
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// Reconstruct ActiveTrade object
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const activeTrade: ActiveTrade = {
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id: dbTrade.id,
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positionId: dbTrade.positionId,
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symbol: dbTrade.symbol,
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direction: dbTrade.direction as 'long' | 'short',
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entryPrice: dbTrade.entryPrice,
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entryTime: dbTrade.entryTime.getTime(),
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positionSize: dbTrade.positionSizeUSD,
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leverage: dbTrade.leverage,
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stopLossPrice: pmState?.stopLossPrice ?? dbTrade.stopLossPrice,
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tp1Price: dbTrade.takeProfit1Price,
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tp2Price: dbTrade.takeProfit2Price,
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emergencyStopPrice: dbTrade.stopLossPrice * (dbTrade.direction === 'long' ? 0.98 : 1.02),
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currentSize: pmState?.currentSize ?? dbTrade.positionSizeUSD,
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originalPositionSize: dbTrade.positionSizeUSD, // Store original size for P&L
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takeProfitPrice1: dbTrade.takeProfit1Price,
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takeProfitPrice2: dbTrade.takeProfit2Price,
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tp1Hit: pmState?.tp1Hit ?? false,
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tp2Hit: pmState?.tp2Hit ?? false,
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slMovedToBreakeven: pmState?.slMovedToBreakeven ?? false,
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slMovedToProfit: pmState?.slMovedToProfit ?? false,
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trailingStopActive: pmState?.trailingStopActive ?? false,
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realizedPnL: pmState?.realizedPnL ?? 0,
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unrealizedPnL: pmState?.unrealizedPnL ?? 0,
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peakPnL: pmState?.peakPnL ?? 0,
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peakPrice: pmState?.peakPrice ?? dbTrade.entryPrice,
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maxFavorableExcursion: pmState?.maxFavorableExcursion ?? 0,
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maxAdverseExcursion: pmState?.maxAdverseExcursion ?? 0,
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maxFavorablePrice: pmState?.maxFavorablePrice ?? dbTrade.entryPrice,
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maxAdversePrice: pmState?.maxAdversePrice ?? dbTrade.entryPrice,
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priceCheckCount: 0,
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lastPrice: pmState?.lastPrice ?? dbTrade.entryPrice,
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lastUpdateTime: Date.now(),
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}
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this.activeTrades.set(activeTrade.id, activeTrade)
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console.log(`✅ Restored trade: ${activeTrade.symbol} ${activeTrade.direction} at $${activeTrade.entryPrice}`)
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}
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if (this.activeTrades.size > 0) {
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console.log(`🎯 Restored ${this.activeTrades.size} active trades`)
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await this.startMonitoring()
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} else {
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console.log('✅ No active trades to restore')
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}
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} catch (error) {
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console.error('❌ Failed to restore active trades:', error)
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}
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this.initialized = true
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}
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/**
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* Handle manual closures with proper exit reason detection
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* Called when size reduction detected but price NOT at TP1 level
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*/
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private async handleManualClosure(
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trade: ActiveTrade,
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currentPrice: number,
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remainingSize: number
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): Promise<void> {
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console.log(`👤 Processing manual closure for ${trade.symbol}`)
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// Determine exit reason based on price levels
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let exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'manual' | 'emergency' = 'manual'
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const profitPercent = this.calculateProfitPercent(trade.entryPrice, currentPrice, trade.direction)
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// Check if price is at TP2 or SL levels
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const isAtTP2 = this.isPriceAtTarget(currentPrice, trade.takeProfitPrice2 || 0)
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const isAtSL = this.isPriceAtTarget(currentPrice, trade.stopLossPrice || 0)
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if (isAtTP2 && trade.tp1Hit) {
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exitReason = 'TP2'
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console.log(`✅ Manual closure was TP2 (price at target)`)
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} else if (isAtSL) {
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exitReason = 'SL'
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console.log(`🛑 Manual closure was SL (price at target)`)
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} else {
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console.log(`👤 Manual closure confirmed (price not at any target)`)
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console.log(` Current: $${currentPrice.toFixed(4)}, TP1: $${trade.takeProfitPrice1?.toFixed(4)}, TP2: $${trade.takeProfitPrice2?.toFixed(4)}, SL: $${trade.stopLossPrice?.toFixed(4)}`)
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}
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// CRITICAL: Calculate P&L using originalPositionSize for accuracy
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const realizedPnL = (trade.originalPositionSize * profitPercent) / 100
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console.log(`💰 Manual close P&L: ${profitPercent.toFixed(2)}% on $${trade.originalPositionSize.toFixed(2)} = $${realizedPnL.toFixed(2)}`)
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// Remove from monitoring FIRST (prevent race conditions)
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this.activeTrades.delete(trade.id)
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// Update database
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try {
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await updateTradeExit({
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positionId: trade.positionId,
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exitPrice: currentPrice,
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exitReason,
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realizedPnL,
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exitOrderTx: 'Manual closure detected',
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holdTimeSeconds: Math.floor((Date.now() - trade.entryTime) / 1000),
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maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
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maxGain: Math.max(0, trade.maxFavorableExcursion),
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maxFavorableExcursion: trade.maxFavorableExcursion,
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maxAdverseExcursion: trade.maxAdverseExcursion,
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maxFavorablePrice: trade.maxFavorablePrice,
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maxAdversePrice: trade.maxAdversePrice,
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})
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console.log(`✅ Manual closure recorded: ${trade.symbol} ${exitReason} P&L: $${realizedPnL.toFixed(2)}`)
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// Send Telegram notification
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await sendPositionClosedNotification({
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symbol: trade.symbol,
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direction: trade.direction,
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entryPrice: trade.entryPrice,
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exitPrice: currentPrice,
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positionSize: trade.originalPositionSize,
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realizedPnL,
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exitReason,
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holdTimeSeconds: Math.floor((Date.now() - trade.entryTime) / 1000),
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maxGain: Math.max(0, trade.maxFavorableExcursion),
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maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
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})
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} catch (error) {
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console.error('❌ Failed to save manual closure:', error)
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}
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if (this.activeTrades.size === 0) {
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this.stopMonitoring()
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}
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}
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/**
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* Add a new trade to monitor
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*/
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async addTrade(trade: ActiveTrade): Promise<void> {
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console.log(`📊 Adding trade to monitor: ${trade.symbol} ${trade.direction}`)
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this.activeTrades.set(trade.id, trade)
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// Note: Initial state is saved by the API endpoint that creates the trade
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// We don't save here to avoid race condition (trade may not be in DB yet)
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console.log(`✅ Trade added. Active trades: ${this.activeTrades.size}`)
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// Start monitoring if not already running
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if (!this.isMonitoring && this.activeTrades.size > 0) {
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await this.startMonitoring()
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}
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}
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/**
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* Remove a trade from monitoring
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*/
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async removeTrade(tradeId: string): Promise<void> {
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const trade = this.activeTrades.get(tradeId)
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if (trade) {
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console.log(`🗑️ Removing trade: ${trade.symbol}`)
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// Cancel all orders for this symbol (cleanup orphaned orders)
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try {
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const { cancelAllOrders } = await import('../drift/orders')
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const cancelResult = await cancelAllOrders(trade.symbol)
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if (cancelResult.success && cancelResult.cancelledCount! > 0) {
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console.log(`✅ Cancelled ${cancelResult.cancelledCount} orphaned orders`)
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}
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} catch (error) {
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console.error('❌ Failed to cancel orders during trade removal:', error)
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// Continue with removal even if cancel fails
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}
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this.activeTrades.delete(tradeId)
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// Stop monitoring if no more trades
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if (this.activeTrades.size === 0 && this.isMonitoring) {
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this.stopMonitoring()
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}
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}
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}
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/**
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* Schedule periodic validation to detect ghost positions
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*/
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private scheduleValidation(): void {
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// Clear any existing interval
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if (this.validationInterval) {
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clearInterval(this.validationInterval)
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}
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// Run validation every 5 minutes
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const validationIntervalMs = 5 * 60 * 1000
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this.validationInterval = setInterval(async () => {
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await this.validatePositions()
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}, validationIntervalMs)
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console.log('🔍 Scheduled position validation every 5 minutes')
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}
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/**
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* Validate tracked positions against Drift to detect ghosts
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*
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* Ghost positions occur when:
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* - Database has exitReason IS NULL (we think it's open)
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* - But Drift shows position closed or missing
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*
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* This happens due to:
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* - Failed database updates during external closures
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* - Container restarts before cleanup completed
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* - On-chain orders filled without Position Manager knowing
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*
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* CRITICAL (Nov 15, 2025): This MUST run even during rate limiting to prevent ghost accumulation
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*/
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private async validatePositions(): Promise<void> {
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if (this.activeTrades.size === 0) {
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return // Nothing to validate
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}
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console.log('🔍 Validating positions against Drift...')
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try {
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const driftService = getDriftService()
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// If Drift service not ready, skip this validation cycle
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if (!driftService || !(driftService as any).isInitialized) {
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console.log('⚠️ Drift service not ready - skipping validation this cycle')
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console.log(` Positions in memory: ${this.activeTrades.size}`)
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console.log(` Will retry on next cycle (5 minutes) or during monitoring (40 seconds)`)
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return
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}
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// Check each tracked trade individually
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for (const [tradeId, trade] of this.activeTrades) {
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const marketConfig = getMarketConfig(trade.symbol)
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try {
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const position = await driftService.getPosition(marketConfig.driftMarketIndex)
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// Ghost detected: we're tracking it but Drift shows closed/missing
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if (!position || Math.abs(position.size) < 0.01) {
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console.log(`🔴 Ghost position detected: ${trade.symbol} (${tradeId})`)
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console.log(` Database: exitReason IS NULL (thinks it's open)`)
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console.log(` Drift: Position ${position ? 'closed (size=' + position.size + ')' : 'missing'}`)
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console.log(` Cause: Likely failed DB update during external closure`)
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// Auto-cleanup: Handle as external closure
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await this.handleExternalClosure(trade, 'Ghost position cleanup')
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console.log(`✅ Ghost position cleaned up: ${trade.symbol}`)
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}
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} catch (posError) {
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console.error(`⚠️ Could not check ${trade.symbol} on Drift:`, posError)
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// Continue checking other positions
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}
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}
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console.log(`✅ Validation complete: ${this.activeTrades.size} positions healthy`)
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} catch (error) {
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console.error('❌ Position validation failed:', error)
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// Don't throw - validation errors shouldn't break monitoring
|
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}
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}
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/**
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* Handle external closure for ghost position cleanup
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*
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* Called when:
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* - Periodic validation detects position closed on Drift but tracked in DB
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* - Manual cleanup needed after failed database updates
|
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*/
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private async handleExternalClosure(trade: ActiveTrade, reason: string): Promise<void> {
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console.log(`🧹 Handling external closure: ${trade.symbol} (${reason})`)
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// CRITICAL: Check if already processed to prevent duplicate notifications
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const tradeId = trade.id
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if (!this.activeTrades.has(tradeId)) {
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console.log(`⚠️ DUPLICATE PREVENTED: Trade ${tradeId} already processed, skipping`)
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console.log(` This prevents duplicate Telegram notifications with compounding P&L`)
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return
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}
|
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|
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// CRITICAL: Calculate P&L using originalPositionSize for accuracy
|
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// currentSize may be stale if Drift propagation was interrupted
|
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const profitPercent = this.calculateProfitPercent(
|
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trade.entryPrice,
|
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trade.lastPrice,
|
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trade.direction
|
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)
|
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const sizeForPnL = trade.originalPositionSize // Use original, not currentSize
|
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const estimatedPnL = (sizeForPnL * profitPercent) / 100
|
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|
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console.log(`💰 Estimated P&L: ${profitPercent.toFixed(2)}% on $${sizeForPnL.toFixed(2)} → $${estimatedPnL.toFixed(2)}`)
|
||
|
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// Remove from monitoring IMMEDIATELY to prevent race conditions
|
||
this.activeTrades.delete(tradeId)
|
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console.log(`🗑️ Removed ${trade.symbol} from monitoring`)
|
||
|
||
// Update database
|
||
try {
|
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const holdTimeSeconds = Math.floor((Date.now() - trade.entryTime) / 1000)
|
||
await updateTradeExit({
|
||
positionId: trade.positionId,
|
||
exitPrice: trade.lastPrice,
|
||
exitReason: 'manual', // Ghost closures treated as manual
|
||
realizedPnL: estimatedPnL,
|
||
exitOrderTx: reason, // Store cleanup reason
|
||
holdTimeSeconds,
|
||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||
maxGain: Math.max(0, trade.maxFavorableExcursion),
|
||
maxFavorableExcursion: trade.maxFavorableExcursion,
|
||
maxAdverseExcursion: trade.maxAdverseExcursion,
|
||
maxFavorablePrice: trade.maxFavorablePrice,
|
||
maxAdversePrice: trade.maxAdversePrice,
|
||
})
|
||
console.log(`💾 Ghost closure saved to database`)
|
||
|
||
// Send Telegram notification for ghost closure
|
||
await sendPositionClosedNotification({
|
||
symbol: trade.symbol,
|
||
direction: trade.direction,
|
||
entryPrice: trade.entryPrice,
|
||
exitPrice: trade.lastPrice,
|
||
positionSize: trade.currentSize,
|
||
realizedPnL: estimatedPnL,
|
||
exitReason: reason, // e.g., "Ghost position cleanup", "Layer 2: Ghost detected via Drift API"
|
||
holdTimeSeconds: Math.floor((Date.now() - trade.entryTime) / 1000),
|
||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||
maxGain: Math.max(0, trade.maxFavorableExcursion),
|
||
})
|
||
} catch (dbError) {
|
||
console.error('❌ Failed to save ghost closure:', dbError)
|
||
}
|
||
|
||
// Stop monitoring if no more trades
|
||
if (this.activeTrades.size === 0 && this.isMonitoring) {
|
||
this.stopMonitoring()
|
||
}
|
||
}
|
||
|
||
/**
|
||
* Get all active trades
|
||
*/
|
||
getActiveTrades(): ActiveTrade[] {
|
||
return Array.from(this.activeTrades.values())
|
||
}
|
||
|
||
/**
|
||
* Get specific trade
|
||
*/
|
||
getTrade(tradeId: string): ActiveTrade | null {
|
||
return this.activeTrades.get(tradeId) || null
|
||
}
|
||
|
||
/**
|
||
* Start price monitoring for all active trades
|
||
*/
|
||
private async startMonitoring(): Promise<void> {
|
||
if (this.isMonitoring) {
|
||
return
|
||
}
|
||
|
||
// Get unique symbols from active trades
|
||
const symbols = [...new Set(
|
||
Array.from(this.activeTrades.values()).map(trade => trade.symbol)
|
||
)]
|
||
|
||
if (symbols.length === 0) {
|
||
return
|
||
}
|
||
|
||
console.log('🚀 Starting price monitoring for:', symbols)
|
||
|
||
const priceMonitor = getPythPriceMonitor()
|
||
|
||
await priceMonitor.start({
|
||
symbols,
|
||
onPriceUpdate: async (update: PriceUpdate) => {
|
||
await this.handlePriceUpdate(update)
|
||
},
|
||
onError: (error: Error) => {
|
||
console.error('❌ Price monitor error:', error)
|
||
},
|
||
})
|
||
|
||
this.isMonitoring = true
|
||
console.log('✅ Position monitoring active')
|
||
|
||
// Schedule periodic validation to detect and cleanup ghost positions
|
||
this.scheduleValidation()
|
||
}
|
||
|
||
/**
|
||
* Stop price monitoring
|
||
*/
|
||
private async stopMonitoring(): Promise<void> {
|
||
if (!this.isMonitoring) {
|
||
return
|
||
}
|
||
|
||
console.log('🛑 Stopping position monitoring...')
|
||
|
||
const priceMonitor = getPythPriceMonitor()
|
||
await priceMonitor.stop()
|
||
|
||
// Clear validation interval
|
||
if (this.validationInterval) {
|
||
clearInterval(this.validationInterval)
|
||
this.validationInterval = null
|
||
}
|
||
|
||
this.isMonitoring = false
|
||
console.log('✅ Position monitoring stopped')
|
||
}
|
||
|
||
/**
|
||
* Handle price update for all relevant trades
|
||
*/
|
||
private async handlePriceUpdate(update: PriceUpdate): Promise<void> {
|
||
// Find all trades for this symbol
|
||
const tradesForSymbol = Array.from(this.activeTrades.values())
|
||
.filter(trade => trade.symbol === update.symbol)
|
||
|
||
for (const trade of tradesForSymbol) {
|
||
try {
|
||
await this.checkTradeConditions(trade, update.price)
|
||
} catch (error) {
|
||
console.error(`❌ Error checking trade ${trade.id}:`, error)
|
||
}
|
||
}
|
||
}
|
||
|
||
/**
|
||
* Check if any exit conditions are met for a trade
|
||
*/
|
||
private async checkTradeConditions(
|
||
trade: ActiveTrade,
|
||
currentPrice: number
|
||
): Promise<void> {
|
||
// CRITICAL: Update lastPrice FIRST so /status always shows current price
|
||
// (even if function returns early due to position checks)
|
||
trade.lastPrice = currentPrice
|
||
trade.lastUpdateTime = Date.now()
|
||
trade.priceCheckCount++
|
||
|
||
// CRITICAL: First check if on-chain position still exists
|
||
// (may have been closed by TP/SL orders without us knowing)
|
||
try {
|
||
const driftService = getDriftService()
|
||
|
||
// Skip position verification if Drift service isn't initialized yet
|
||
// (happens briefly after restart while service initializes)
|
||
if (!driftService || !(driftService as any).isInitialized) {
|
||
// Service still initializing, skip this check cycle
|
||
return
|
||
}
|
||
|
||
const marketConfig = getMarketConfig(trade.symbol)
|
||
const position = await driftService.getPosition(marketConfig.driftMarketIndex)
|
||
|
||
// Calculate trade age in seconds
|
||
const tradeAgeSeconds = (Date.now() - trade.entryTime) / 1000
|
||
|
||
if (position === null || position.size === 0) {
|
||
// IMPORTANT: Skip "external closure" detection for NEW trades (<30 seconds old)
|
||
// Drift positions may not be immediately visible after opening due to blockchain delays
|
||
if (tradeAgeSeconds < 30) {
|
||
console.log(`⏳ Trade ${trade.symbol} is new (${tradeAgeSeconds.toFixed(1)}s old) - skipping external closure check`)
|
||
return // Skip this check cycle, position might still be propagating
|
||
}
|
||
|
||
// Position closed externally (by on-chain TP/SL order or manual closure)
|
||
console.log(`⚠️ Position ${trade.symbol} was closed externally (by on-chain order)`)
|
||
} else {
|
||
// Position exists - check if size changed (TP1/TP2 filled)
|
||
// CRITICAL FIX: position.size from Drift SDK is base asset tokens, must convert to USD
|
||
const positionSizeUSD = Math.abs(position.size) * currentPrice // Convert tokens to USD
|
||
const trackedSizeUSD = trade.currentSize
|
||
const sizeDiffPercent = Math.abs(positionSizeUSD - trackedSizeUSD) / trackedSizeUSD * 100
|
||
|
||
console.log(`📊 Position check: Drift=$${positionSizeUSD.toFixed(2)} Tracked=$${trackedSizeUSD.toFixed(2)} Diff=${sizeDiffPercent.toFixed(1)}%`)
|
||
|
||
// If position size reduced significantly, TP orders likely filled
|
||
if (positionSizeUSD < trackedSizeUSD * 0.9 && sizeDiffPercent > 10) {
|
||
console.log(`✅ Position size reduced: tracking $${trackedSizeUSD.toFixed(2)} → found $${positionSizeUSD.toFixed(2)}`)
|
||
|
||
// Detect which TP filled based on size reduction
|
||
const reductionPercent = ((trackedSizeUSD - positionSizeUSD) / trade.positionSize) * 100
|
||
|
||
if (!trade.tp1Hit && reductionPercent >= (this.config.takeProfit1SizePercent * 0.8)) {
|
||
// CRITICAL: Validate price is actually at TP1 before marking as TP1 hit
|
||
const isPriceAtTP1 = this.isPriceAtTarget(currentPrice, trade.takeProfitPrice1 || 0, 0.002)
|
||
|
||
if (!isPriceAtTP1) {
|
||
console.log(`⚠️ Size reduction detected (${reductionPercent.toFixed(1)}%) but price NOT at TP1`)
|
||
console.log(` Current: $${currentPrice.toFixed(4)}, TP1: $${trade.takeProfitPrice1?.toFixed(4) || 'N/A'}`)
|
||
console.log(` This is likely a MANUAL CLOSE or external order, not TP1`)
|
||
|
||
// Handle as external closure with proper exit reason detection
|
||
await this.handleManualClosure(trade, currentPrice, positionSizeUSD)
|
||
return
|
||
}
|
||
|
||
// TP1 fired (price validated at target)
|
||
console.log(`🎯 TP1 detected as filled! Reduction: ${reductionPercent.toFixed(1)}%, price at TP1 target`)
|
||
trade.tp1Hit = true
|
||
trade.currentSize = positionSizeUSD
|
||
|
||
// CRITICAL: Use DATABASE entry price for breakeven (Drift recalculates after partial closes)
|
||
// Drift's position.entryPrice is the COST BASIS of remaining position, NOT original entry
|
||
// For a true breakeven SL, we need the ORIGINAL entry price from when position opened
|
||
const breakevenPrice = trade.entryPrice
|
||
console.log(`📊 Breakeven SL: Using original entry price $${breakevenPrice.toFixed(4)} (Drift shows $${position.entryPrice.toFixed(4)} for remaining position)`)
|
||
|
||
// Move SL to TRUE breakeven after TP1
|
||
trade.stopLossPrice = breakevenPrice
|
||
trade.slMovedToBreakeven = true
|
||
console.log(`🛡️ Stop loss moved to breakeven: $${trade.stopLossPrice.toFixed(4)}`)
|
||
|
||
// CRITICAL: Update on-chain orders to reflect new SL at breakeven
|
||
try {
|
||
const { cancelAllOrders, placeExitOrders } = await import('../drift/orders')
|
||
|
||
console.log(`🔄 Cancelling old exit orders...`)
|
||
const cancelResult = await cancelAllOrders(trade.symbol)
|
||
if (cancelResult.success) {
|
||
console.log(`✅ Cancelled ${cancelResult.cancelledCount} old orders`)
|
||
}
|
||
|
||
console.log(`🛡️ Placing new exit orders with SL at breakeven...`)
|
||
const orderResult = await placeExitOrders({
|
||
symbol: trade.symbol,
|
||
direction: trade.direction,
|
||
entryPrice: trade.entryPrice,
|
||
positionSizeUSD: trade.currentSize, // Runner size
|
||
stopLossPrice: trade.stopLossPrice, // At breakeven now
|
||
tp1Price: trade.tp2Price, // TP2 becomes new TP1 for runner
|
||
tp2Price: 0, // No TP2 for runner
|
||
tp1SizePercent: 0, // Close 0% at TP2 (activates trailing)
|
||
tp2SizePercent: 0, // No TP2
|
||
softStopPrice: 0,
|
||
hardStopPrice: 0,
|
||
})
|
||
|
||
if (orderResult.success) {
|
||
console.log(`✅ Exit orders updated with SL at breakeven`)
|
||
} else {
|
||
console.error(`❌ Failed to update exit orders:`, orderResult.error)
|
||
}
|
||
} catch (error) {
|
||
console.error(`❌ Failed to update on-chain orders after TP1:`, error)
|
||
}
|
||
|
||
await this.saveTradeState(trade)
|
||
|
||
} else if (trade.tp1Hit && !trade.tp2Hit && reductionPercent >= 85) {
|
||
// TP2 fired (total should be ~95% closed, 5% runner left)
|
||
console.log(`🎯 TP2 detected as filled! Reduction: ${reductionPercent.toFixed(1)}%`)
|
||
trade.tp2Hit = true
|
||
trade.currentSize = positionSizeUSD
|
||
trade.trailingStopActive = true
|
||
console.log(`🏃 Runner active: $${positionSizeUSD.toFixed(2)} with ${this.config.trailingStopPercent}% trailing stop`)
|
||
|
||
await this.saveTradeState(trade)
|
||
|
||
// CRITICAL: Don't return early! Continue monitoring the runner position
|
||
// The trailing stop logic at line 732 needs to run
|
||
|
||
} else {
|
||
// Partial fill detected but unclear which TP - just update size
|
||
console.log(`⚠️ Unknown partial fill detected - updating tracked size to $${positionSizeUSD.toFixed(2)}`)
|
||
trade.currentSize = positionSizeUSD
|
||
await this.saveTradeState(trade)
|
||
}
|
||
}
|
||
|
||
// CRITICAL: Check for entry price mismatch (NEW position opened)
|
||
// This can happen if user manually closed and opened a new position
|
||
// Only check if we haven't detected TP fills (entry price changes after partial closes on Drift)
|
||
if (!trade.tp1Hit && !trade.tp2Hit) {
|
||
const entryPriceDiff = Math.abs(position.entryPrice - trade.entryPrice)
|
||
const entryPriceDiffPercent = (entryPriceDiff / trade.entryPrice) * 100
|
||
|
||
if (entryPriceDiffPercent > 0.5) {
|
||
// Entry prices differ by >0.5% - this is a DIFFERENT position
|
||
console.log(`⚠️ Position ${trade.symbol} entry mismatch: tracking $${trade.entryPrice.toFixed(4)} but found $${position.entryPrice.toFixed(4)}`)
|
||
console.log(`🗑️ This is a different/newer position - removing old trade from monitoring`)
|
||
|
||
// Mark the old trade as closed (we lost track of it)
|
||
// Calculate approximate P&L using last known price
|
||
const profitPercent = this.calculateProfitPercent(
|
||
trade.entryPrice,
|
||
trade.lastPrice,
|
||
trade.direction
|
||
)
|
||
const accountPnLPercent = profitPercent * trade.leverage
|
||
const estimatedPnL = (trade.currentSize * profitPercent) / 100
|
||
|
||
console.log(`💰 Estimated P&L for lost trade: ${profitPercent.toFixed(2)}% price → ${accountPnLPercent.toFixed(2)}% account → $${estimatedPnL.toFixed(2)} realized`)
|
||
|
||
try {
|
||
await updateTradeExit({
|
||
positionId: trade.positionId,
|
||
exitPrice: trade.lastPrice,
|
||
exitReason: 'SOFT_SL', // Unknown - just mark as closed
|
||
realizedPnL: estimatedPnL,
|
||
exitOrderTx: 'UNKNOWN_CLOSURE',
|
||
holdTimeSeconds: Math.floor((Date.now() - trade.entryTime) / 1000),
|
||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||
maxGain: Math.max(0, trade.maxFavorableExcursion),
|
||
maxFavorableExcursion: trade.maxFavorableExcursion,
|
||
maxAdverseExcursion: trade.maxAdverseExcursion,
|
||
maxFavorablePrice: trade.maxFavorablePrice,
|
||
maxAdversePrice: trade.maxAdversePrice,
|
||
})
|
||
console.log(`💾 Old trade marked as closed (lost tracking) with estimated P&L: $${estimatedPnL.toFixed(2)}`)
|
||
} catch (dbError) {
|
||
console.error('❌ Failed to save lost trade closure:', dbError)
|
||
}
|
||
|
||
// Remove from monitoring WITHOUT cancelling orders (they belong to the new position!)
|
||
console.log(`🗑️ Removing old trade WITHOUT cancelling orders`)
|
||
this.activeTrades.delete(trade.id)
|
||
|
||
if (this.activeTrades.size === 0 && this.isMonitoring) {
|
||
this.stopMonitoring()
|
||
}
|
||
|
||
return
|
||
}
|
||
}
|
||
}
|
||
|
||
// CRITICAL: Skip external closure detection if close is already in progress (Nov 16, 2025)
|
||
// This prevents duplicate P&L compounding when close tx confirmed but Drift not yet propagated
|
||
if (trade.closingInProgress) {
|
||
// Check if close has been stuck for >60 seconds (abnormal)
|
||
const timeInClosing = Date.now() - (trade.closeConfirmedAt || Date.now())
|
||
if (timeInClosing > 60000) {
|
||
console.log(`⚠️ Close stuck in progress for ${(timeInClosing / 1000).toFixed(0)}s - allowing external closure check`)
|
||
trade.closingInProgress = false // Reset flag to allow cleanup
|
||
} else {
|
||
// Normal case: Close confirmed recently, waiting for Drift propagation (5-10s)
|
||
// Skip external closure detection entirely to prevent duplicate P&L updates
|
||
console.log(`🔒 Close in progress (${(timeInClosing / 1000).toFixed(0)}s) - skipping external closure check`)
|
||
// Continue to price calculations below (monitoring continues normally)
|
||
}
|
||
}
|
||
|
||
if ((position === null || position.size === 0) && !trade.closingInProgress) {
|
||
|
||
// CRITICAL: Use original position size for P&L calculation on external closures
|
||
// trade.currentSize may already be 0 if on-chain orders closed the position before
|
||
// Position Manager detected it, causing zero P&L bug
|
||
// HOWEVER: If this was a phantom trade (extreme size mismatch), set P&L to 0
|
||
// CRITICAL FIX: Use tp1Hit flag to determine which size to use for P&L calculation
|
||
// - If tp1Hit=false: First closure, calculate on full position size (use originalPositionSize)
|
||
// - If tp1Hit=true: Runner closure, calculate on tracked remaining size
|
||
const sizeForPnL = trade.tp1Hit ? trade.currentSize : trade.originalPositionSize
|
||
|
||
// Check if this was a phantom trade by looking at the last known on-chain size
|
||
// If last on-chain size was <50% of expected, this is a phantom
|
||
const wasPhantom = trade.currentSize > 0 && (trade.currentSize / trade.positionSize) < 0.5
|
||
|
||
console.log(`📊 External closure detected - Position size tracking:`)
|
||
console.log(` Original size: $${trade.positionSize.toFixed(2)}`)
|
||
console.log(` Tracked current size: $${trade.currentSize.toFixed(2)}`)
|
||
console.log(` TP1 hit: ${trade.tp1Hit}`)
|
||
console.log(` Using for P&L calc: $${sizeForPnL.toFixed(2)} (${trade.tp1Hit ? 'runner' : 'full position'})`)
|
||
if (wasPhantom) {
|
||
console.log(` ⚠️ PHANTOM TRADE: Setting P&L to 0 (size mismatch >50%)`)
|
||
}
|
||
|
||
// Determine exit reason based on TP flags and realized P&L
|
||
// CRITICAL: Use trade state flags, not current price (on-chain orders filled in the past!)
|
||
let exitReason: 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' = 'SL'
|
||
|
||
// Include any previously realized profit (e.g., from TP1 partial close)
|
||
// CRITICAL: Get from original database value, not mutated in-memory value
|
||
const previouslyRealized = trade.realizedPnL
|
||
|
||
let runnerRealized = 0
|
||
let runnerProfitPercent = 0
|
||
if (!wasPhantom) {
|
||
runnerProfitPercent = this.calculateProfitPercent(
|
||
trade.entryPrice,
|
||
currentPrice,
|
||
trade.direction
|
||
)
|
||
runnerRealized = (sizeForPnL * runnerProfitPercent) / 100
|
||
}
|
||
|
||
const totalRealizedPnL = previouslyRealized + runnerRealized
|
||
// DON'T mutate trade.realizedPnL here - causes compounding on re-detection!
|
||
// trade.realizedPnL = totalRealizedPnL ← REMOVED: Causes duplicate P&L bug
|
||
console.log(` Realized P&L calculation → Previous: $${previouslyRealized.toFixed(2)} | Runner: $${runnerRealized.toFixed(2)} (Δ${runnerProfitPercent.toFixed(2)}%) on $${sizeForPnL.toFixed(2)} | Total: $${totalRealizedPnL.toFixed(2)}`)
|
||
|
||
// Determine exit reason from trade state and P&L
|
||
if (trade.tp2Hit) {
|
||
// TP2 was hit, full position closed (runner stopped or hit target)
|
||
exitReason = 'TP2'
|
||
} else if (trade.tp1Hit) {
|
||
// TP1 was hit, position should be 25% size, but now fully closed
|
||
// This means either TP2 filled or runner got stopped out
|
||
exitReason = totalRealizedPnL > 0 ? 'TP2' : 'SL'
|
||
} else {
|
||
// No TPs hit yet - either SL or TP1 filled just now
|
||
// Use P&L to determine: positive = TP, negative = SL
|
||
if (totalRealizedPnL > trade.positionSize * 0.005) {
|
||
// More than 0.5% profit - must be TP1
|
||
exitReason = 'TP1'
|
||
} else if (totalRealizedPnL < 0) {
|
||
// Loss - must be SL
|
||
exitReason = 'SL'
|
||
}
|
||
// else: small profit/loss near breakeven, default to SL (could be manual close)
|
||
}
|
||
|
||
// Update database - CRITICAL: Only update once per trade!
|
||
const holdTimeSeconds = Math.floor((Date.now() - trade.entryTime) / 1000)
|
||
|
||
// CRITICAL BUG FIX: Mark trade as processed IMMEDIATELY to prevent duplicate updates
|
||
// Remove from monitoring BEFORE database update to prevent race condition
|
||
const tradeId = trade.id
|
||
|
||
// VERIFICATION: Check if already removed (would indicate duplicate processing attempt)
|
||
if (!this.activeTrades.has(tradeId)) {
|
||
console.log(`⚠️ DUPLICATE PROCESSING PREVENTED: Trade ${tradeId} already removed from monitoring`)
|
||
console.log(` This is the bug fix working - without it, we'd update DB again with compounded P&L`)
|
||
return // Already processed, don't update DB again
|
||
}
|
||
|
||
this.activeTrades.delete(tradeId)
|
||
console.log(`🗑️ Removed trade ${tradeId} from monitoring (BEFORE DB update to prevent duplicates)`)
|
||
console.log(` Active trades remaining: ${this.activeTrades.size}`)
|
||
|
||
try {
|
||
await updateTradeExit({
|
||
positionId: trade.positionId,
|
||
exitPrice: currentPrice,
|
||
exitReason,
|
||
realizedPnL: totalRealizedPnL,
|
||
exitOrderTx: 'ON_CHAIN_ORDER',
|
||
holdTimeSeconds,
|
||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||
maxGain: Math.max(0, trade.maxFavorableExcursion),
|
||
maxFavorableExcursion: trade.maxFavorableExcursion,
|
||
maxAdverseExcursion: trade.maxAdverseExcursion,
|
||
maxFavorablePrice: trade.maxFavorablePrice,
|
||
maxAdversePrice: trade.maxAdversePrice,
|
||
})
|
||
console.log(`💾 External closure recorded: ${exitReason} at $${currentPrice} | P&L: $${totalRealizedPnL.toFixed(2)}`)
|
||
} catch (dbError) {
|
||
console.error('❌ Failed to save external closure:', dbError)
|
||
}
|
||
|
||
// Stop monitoring if no more trades
|
||
if (this.activeTrades.size === 0 && this.isMonitoring) {
|
||
this.stopMonitoring()
|
||
}
|
||
|
||
return
|
||
}
|
||
|
||
// Position still exists on Drift - check for size mismatches
|
||
if (position && position.size !== 0 && !trade.closingInProgress) {
|
||
// CRITICAL: Convert position.size (base asset tokens) to USD for comparison
|
||
const positionSizeUSD = Math.abs(position.size) * currentPrice
|
||
|
||
// Position exists but size mismatch (partial close by TP1?)
|
||
if (positionSizeUSD < trade.currentSize * 0.95) { // 5% tolerance
|
||
console.log(`⚠️ Position size mismatch: expected $${trade.currentSize.toFixed(2)}, got $${positionSizeUSD.toFixed(2)}`)
|
||
|
||
// CRITICAL: Check if position direction changed (signal flip, not TP1!)
|
||
const positionDirection = position.side === 'long' ? 'long' : 'short'
|
||
if (positionDirection !== trade.direction) {
|
||
console.log(`🔄 DIRECTION CHANGE DETECTED: ${trade.direction} → ${positionDirection}`)
|
||
console.log(` This is a signal flip, not TP1! Closing old position as manual.`)
|
||
|
||
// Calculate actual P&L on full position
|
||
const profitPercent = this.calculateProfitPercent(trade.entryPrice, currentPrice, trade.direction)
|
||
const actualPnL = (trade.positionSize * profitPercent) / 100
|
||
|
||
try {
|
||
const holdTimeSeconds = Math.floor((Date.now() - trade.entryTime) / 1000)
|
||
await updateTradeExit({
|
||
positionId: trade.positionId,
|
||
exitPrice: currentPrice,
|
||
exitReason: 'manual',
|
||
realizedPnL: actualPnL,
|
||
exitOrderTx: 'SIGNAL_FLIP',
|
||
holdTimeSeconds,
|
||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||
maxGain: Math.max(0, trade.maxFavorableExcursion),
|
||
maxFavorableExcursion: trade.maxFavorableExcursion,
|
||
maxAdverseExcursion: trade.maxAdverseExcursion,
|
||
maxFavorablePrice: trade.maxFavorablePrice,
|
||
maxAdversePrice: trade.maxAdversePrice,
|
||
})
|
||
console.log(`💾 Signal flip closure recorded: P&L $${actualPnL.toFixed(2)}`)
|
||
} catch (dbError) {
|
||
console.error('❌ Failed to save signal flip closure:', dbError)
|
||
}
|
||
|
||
await this.removeTrade(trade.id)
|
||
return
|
||
}
|
||
|
||
// CRITICAL: If mismatch is extreme (>50%), this is a phantom trade
|
||
const sizeRatio = positionSizeUSD / trade.currentSize
|
||
if (sizeRatio < 0.5) {
|
||
console.log(`🚨 EXTREME SIZE MISMATCH (${(sizeRatio * 100).toFixed(1)}%) - Closing phantom trade`)
|
||
console.log(` Expected: $${trade.currentSize.toFixed(2)}`)
|
||
console.log(` Actual: $${positionSizeUSD.toFixed(2)}`)
|
||
|
||
// Close as phantom trade
|
||
try {
|
||
const holdTimeSeconds = Math.floor((Date.now() - trade.entryTime) / 1000)
|
||
await updateTradeExit({
|
||
positionId: trade.positionId,
|
||
exitPrice: currentPrice,
|
||
exitReason: 'manual',
|
||
realizedPnL: 0,
|
||
exitOrderTx: 'AUTO_CLEANUP',
|
||
holdTimeSeconds,
|
||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||
maxGain: Math.max(0, trade.maxFavorableExcursion),
|
||
maxFavorableExcursion: trade.maxFavorableExcursion,
|
||
maxAdverseExcursion: trade.maxAdverseExcursion,
|
||
maxFavorablePrice: trade.maxFavorablePrice,
|
||
maxAdversePrice: trade.maxAdversePrice,
|
||
})
|
||
console.log(`💾 Phantom trade closed`)
|
||
} catch (dbError) {
|
||
console.error('❌ Failed to close phantom trade:', dbError)
|
||
}
|
||
|
||
await this.removeTrade(trade.id)
|
||
return
|
||
}
|
||
|
||
// Update current size to match reality (already in USD)
|
||
trade.currentSize = positionSizeUSD
|
||
trade.tp1Hit = true
|
||
await this.saveTradeState(trade)
|
||
}
|
||
} // End of: if (position && position.size !== 0 && !trade.closingInProgress)
|
||
|
||
} catch (error) {
|
||
// If we can't check position, continue with monitoring (don't want to false-positive)
|
||
// This can happen briefly during startup while Drift service initializes
|
||
if ((error as Error).message?.includes('not initialized')) {
|
||
// Silent - expected during initialization
|
||
} else {
|
||
console.error(`⚠️ Could not verify on-chain position for ${trade.symbol}:`, error)
|
||
}
|
||
}
|
||
|
||
// Calculate P&L
|
||
const profitPercent = this.calculateProfitPercent(
|
||
trade.entryPrice,
|
||
currentPrice,
|
||
trade.direction
|
||
)
|
||
|
||
const currentPnLDollars = (trade.currentSize * profitPercent) / 100
|
||
trade.unrealizedPnL = currentPnLDollars
|
||
|
||
// Track peak P&L (MFE - Maximum Favorable Excursion)
|
||
if (trade.unrealizedPnL > trade.peakPnL) {
|
||
trade.peakPnL = trade.unrealizedPnL
|
||
}
|
||
|
||
// Track MAE/MFE in DOLLAR amounts (not percentages!)
|
||
// CRITICAL: Database schema expects DOLLARS for analysis and TP/SL optimization
|
||
if (currentPnLDollars > trade.maxFavorableExcursion) {
|
||
trade.maxFavorableExcursion = currentPnLDollars
|
||
trade.maxFavorablePrice = currentPrice
|
||
}
|
||
if (currentPnLDollars < trade.maxAdverseExcursion) {
|
||
trade.maxAdverseExcursion = currentPnLDollars
|
||
trade.maxAdversePrice = currentPrice
|
||
}
|
||
|
||
// Track peak price for trailing stop
|
||
if (trade.direction === 'long') {
|
||
if (currentPrice > trade.peakPrice) {
|
||
trade.peakPrice = currentPrice
|
||
}
|
||
} else {
|
||
if (currentPrice < trade.peakPrice || trade.peakPrice === 0) {
|
||
trade.peakPrice = currentPrice
|
||
}
|
||
}
|
||
|
||
// LAYER 3: Ghost detection during normal monitoring (Nov 15, 2025)
|
||
// Every 20 price checks (~40 seconds), verify position still exists on Drift
|
||
// This catches ghosts quickly without requiring 5-minute validation timer
|
||
if (trade.priceCheckCount % 20 === 0) {
|
||
try {
|
||
const driftService = getDriftService()
|
||
if (driftService && (driftService as any).isInitialized) {
|
||
const marketConfig = getMarketConfig(trade.symbol)
|
||
const position = await driftService.getPosition(marketConfig.driftMarketIndex)
|
||
|
||
// Position missing on Drift but we're still tracking it = ghost
|
||
if (!position || Math.abs(position.size) < 0.01) {
|
||
console.log(`🔴 GHOST DETECTED in monitoring loop: ${trade.symbol}`)
|
||
console.log(` Position Manager thinks it's open, but Drift shows closed`)
|
||
await this.handleExternalClosure(trade, 'Ghost detected during monitoring')
|
||
return // Exit monitoring for this position
|
||
}
|
||
}
|
||
} catch (checkError) {
|
||
// Silently skip this check on RPC errors - don't spam logs
|
||
}
|
||
}
|
||
|
||
// Log status every 10 checks (~20 seconds)
|
||
if (trade.priceCheckCount % 10 === 0) {
|
||
console.log(
|
||
`📊 ${trade.symbol} | ` +
|
||
`Price: ${currentPrice.toFixed(4)} | ` +
|
||
`P&L: ${profitPercent.toFixed(2)}% (${accountPnL.toFixed(1)}% acct) | ` +
|
||
`Unrealized: $${trade.unrealizedPnL.toFixed(2)} | ` +
|
||
`Peak: $${trade.peakPnL.toFixed(2)} | ` +
|
||
`MFE: ${trade.maxFavorableExcursion.toFixed(2)}% | ` +
|
||
`MAE: ${trade.maxAdverseExcursion.toFixed(2)}%`
|
||
)
|
||
}
|
||
|
||
// Check exit conditions (in order of priority)
|
||
|
||
// 1. Emergency stop (-2%)
|
||
if (this.shouldEmergencyStop(currentPrice, trade)) {
|
||
console.log(`🚨 EMERGENCY STOP: ${trade.symbol}`)
|
||
await this.executeExit(trade, 100, 'emergency', currentPrice)
|
||
return
|
||
}
|
||
|
||
// 2. Stop loss (BEFORE TP1)
|
||
if (!trade.tp1Hit && this.shouldStopLoss(currentPrice, trade)) {
|
||
console.log(`🔴 STOP LOSS: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
|
||
await this.executeExit(trade, 100, 'SL', currentPrice)
|
||
return
|
||
}
|
||
|
||
// 2b. CRITICAL: Runner stop loss (AFTER TP1, BEFORE TP2)
|
||
// This protects the runner position after TP1 closes main position
|
||
if (trade.tp1Hit && !trade.tp2Hit && this.shouldStopLoss(currentPrice, trade)) {
|
||
console.log(`🔴 RUNNER STOP LOSS: ${trade.symbol} at ${profitPercent.toFixed(2)}% (profit lock triggered)`)
|
||
await this.executeExit(trade, 100, 'SL', currentPrice)
|
||
return
|
||
}
|
||
|
||
// 3. Take profit 1 (closes configured %)
|
||
if (!trade.tp1Hit && this.shouldTakeProfit1(currentPrice, trade)) {
|
||
console.log(`🎉 TP1 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
|
||
|
||
// CRITICAL: Set flag BEFORE async executeExit to prevent race condition
|
||
// Multiple monitoring loops can trigger TP1 simultaneously if we wait until after
|
||
trade.tp1Hit = true
|
||
|
||
await this.executeExit(trade, this.config.takeProfit1SizePercent, 'TP1', currentPrice)
|
||
trade.currentSize = trade.positionSize * ((100 - this.config.takeProfit1SizePercent) / 100)
|
||
const newStopLossPrice = this.calculatePrice(
|
||
trade.entryPrice,
|
||
this.config.profitLockAfterTP1Percent, // Lock profit on remaining position
|
||
trade.direction
|
||
)
|
||
trade.stopLossPrice = newStopLossPrice
|
||
trade.slMovedToBreakeven = true
|
||
|
||
console.log(`🔒 SL moved to lock +${this.config.profitLockAfterTP1Percent}% profit (${this.config.takeProfit1SizePercent}% closed, ${100 - this.config.takeProfit1SizePercent}% remaining): ${newStopLossPrice.toFixed(4)}`)
|
||
|
||
// CRITICAL: Cancel old on-chain SL orders and place new ones at updated price
|
||
// BUT: Only if this is the ONLY active trade on this symbol
|
||
// Multiple positions on same symbol = can't distinguish which orders belong to which trade
|
||
try {
|
||
const otherTradesOnSymbol = Array.from(this.activeTrades.values()).filter(
|
||
t => t.symbol === trade.symbol && t.id !== trade.id
|
||
)
|
||
|
||
if (otherTradesOnSymbol.length > 0) {
|
||
console.log(`⚠️ Multiple trades on ${trade.symbol} detected (${otherTradesOnSymbol.length + 1} total)`)
|
||
console.log(`⚠️ Skipping order cancellation to avoid wiping other positions' orders`)
|
||
console.log(`⚠️ Relying on Position Manager software monitoring for remaining ${100 - this.config.takeProfit1SizePercent}%`)
|
||
} else {
|
||
console.log('🗑️ Cancelling old stop loss orders...')
|
||
const { cancelAllOrders, placeExitOrders } = await import('../drift/orders')
|
||
const cancelResult = await cancelAllOrders(trade.symbol)
|
||
if (cancelResult.success) {
|
||
console.log(`✅ Cancelled ${cancelResult.cancelledCount || 0} old orders`)
|
||
|
||
// Place new SL orders at breakeven/profit level for remaining position
|
||
console.log(`🛡️ Placing new SL orders at $${newStopLossPrice.toFixed(4)} for remaining position...`)
|
||
const exitOrdersResult = await placeExitOrders({
|
||
symbol: trade.symbol,
|
||
positionSizeUSD: trade.currentSize,
|
||
entryPrice: trade.entryPrice,
|
||
tp1Price: trade.tp2Price, // Only TP2 remains
|
||
tp2Price: trade.tp2Price, // Dummy, won't be used
|
||
stopLossPrice: newStopLossPrice,
|
||
tp1SizePercent: 100, // Close remaining 25% at TP2
|
||
tp2SizePercent: 0,
|
||
direction: trade.direction,
|
||
useDualStops: this.config.useDualStops,
|
||
softStopPrice: trade.direction === 'long'
|
||
? newStopLossPrice * 1.005 // 0.5% above for long
|
||
: newStopLossPrice * 0.995, // 0.5% below for short
|
||
hardStopPrice: newStopLossPrice,
|
||
})
|
||
|
||
if (exitOrdersResult.success) {
|
||
console.log('✅ New SL orders placed on-chain at updated price')
|
||
} else {
|
||
console.error('❌ Failed to place new SL orders:', exitOrdersResult.error)
|
||
}
|
||
}
|
||
}
|
||
} catch (error) {
|
||
console.error('❌ Failed to update on-chain SL orders:', error)
|
||
// Don't fail the TP1 exit if SL update fails - software monitoring will handle it
|
||
}
|
||
|
||
// Save state after TP1
|
||
await this.saveTradeState(trade)
|
||
return
|
||
}
|
||
|
||
// 4. Profit lock trigger
|
||
if (
|
||
trade.tp1Hit &&
|
||
!trade.slMovedToProfit &&
|
||
profitPercent >= this.config.profitLockTriggerPercent
|
||
) {
|
||
console.log(`🔐 Profit lock trigger: ${trade.symbol}`)
|
||
|
||
trade.stopLossPrice = this.calculatePrice(
|
||
trade.entryPrice,
|
||
this.config.profitLockPercent,
|
||
trade.direction
|
||
)
|
||
trade.slMovedToProfit = true
|
||
|
||
console.log(`🎯 SL moved to +${this.config.profitLockPercent}%: ${trade.stopLossPrice.toFixed(4)}`)
|
||
|
||
// Save state after profit lock
|
||
await this.saveTradeState(trade)
|
||
}
|
||
|
||
// CRITICAL: Check stop loss for runner (after TP1, before TP2)
|
||
if (trade.tp1Hit && !trade.tp2Hit && this.shouldStopLoss(currentPrice, trade)) {
|
||
console.log(`🔴 RUNNER STOP LOSS: ${trade.symbol} at ${profitPercent.toFixed(2)}% (profit lock triggered)`)
|
||
await this.executeExit(trade, 100, 'SL', currentPrice)
|
||
return
|
||
}
|
||
|
||
// 5. Take profit 2 (remaining position)
|
||
if (trade.tp1Hit && !trade.tp2Hit && this.shouldTakeProfit2(currentPrice, trade)) {
|
||
console.log(`🎊 TP2 HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
|
||
|
||
// CRITICAL: Set flag BEFORE any async operations to prevent race condition
|
||
trade.tp2Hit = true
|
||
|
||
// Calculate how much to close based on TP2 size percent
|
||
const percentToClose = this.config.takeProfit2SizePercent
|
||
|
||
// CRITICAL FIX: If percentToClose is 0, don't call executeExit (would close 100% due to minOrderSize)
|
||
// Instead, just mark TP2 as hit and activate trailing stop on full remaining position
|
||
if (percentToClose === 0) {
|
||
trade.trailingStopActive = true // Activate trailing stop immediately
|
||
|
||
console.log(`🏃 TP2-as-Runner activated: ${((trade.currentSize / trade.positionSize) * 100).toFixed(1)}% remaining with trailing stop`)
|
||
console.log(`📊 No position closed at TP2 - full ${trade.currentSize.toFixed(2)} USD remains as runner`)
|
||
|
||
// Save state after TP2
|
||
await this.saveTradeState(trade)
|
||
|
||
return
|
||
}
|
||
|
||
// If percentToClose > 0, execute partial close
|
||
await this.executeExit(trade, percentToClose, 'TP2', currentPrice)
|
||
|
||
// If some position remains, update size and activate trailing stop
|
||
if (percentToClose < 100) {
|
||
trade.currentSize = trade.currentSize * ((100 - percentToClose) / 100)
|
||
|
||
console.log(`🏃 Runner activated: ${((trade.currentSize / trade.positionSize) * 100).toFixed(1)}% remaining with trailing stop`)
|
||
|
||
// Save state after TP2
|
||
await this.saveTradeState(trade)
|
||
}
|
||
|
||
return
|
||
}
|
||
|
||
// 6. Trailing stop for runner (after TP2)
|
||
if (trade.tp2Hit && this.config.useTrailingStop) {
|
||
// Check if trailing stop should be activated
|
||
if (!trade.trailingStopActive && profitPercent >= this.config.trailingStopActivation) {
|
||
trade.trailingStopActive = true
|
||
console.log(`🎯 Trailing stop activated at +${profitPercent.toFixed(2)}%`)
|
||
}
|
||
|
||
// If trailing stop is active, adjust SL dynamically
|
||
if (trade.trailingStopActive) {
|
||
// Calculate ATR-based trailing distance
|
||
let trailingDistancePercent: number
|
||
|
||
if (trade.atrAtEntry && trade.atrAtEntry > 0) {
|
||
// ATR-based: Use ATR% * multiplier
|
||
const atrPercent = (trade.atrAtEntry / currentPrice) * 100
|
||
const rawDistance = atrPercent * this.config.trailingStopAtrMultiplier
|
||
|
||
// Clamp between min and max
|
||
trailingDistancePercent = Math.max(
|
||
this.config.trailingStopMinPercent,
|
||
Math.min(this.config.trailingStopMaxPercent, rawDistance)
|
||
)
|
||
|
||
console.log(`📊 ATR-based trailing: ${trade.atrAtEntry.toFixed(4)} (${atrPercent.toFixed(2)}%) × ${this.config.trailingStopAtrMultiplier}x = ${trailingDistancePercent.toFixed(2)}%`)
|
||
} else {
|
||
// Fallback to configured legacy percent with min/max clamping
|
||
trailingDistancePercent = Math.max(
|
||
this.config.trailingStopMinPercent,
|
||
Math.min(this.config.trailingStopMaxPercent, this.config.trailingStopPercent)
|
||
)
|
||
|
||
console.log(`⚠️ No ATR data, using fallback: ${trailingDistancePercent.toFixed(2)}%`)
|
||
}
|
||
|
||
const trailingStopPrice = this.calculatePrice(
|
||
trade.peakPrice,
|
||
-trailingDistancePercent, // Trail below peak
|
||
trade.direction
|
||
)
|
||
|
||
// Only move SL up (for long) or down (for short), never backwards
|
||
const shouldUpdate = trade.direction === 'long'
|
||
? trailingStopPrice > trade.stopLossPrice
|
||
: trailingStopPrice < trade.stopLossPrice
|
||
|
||
if (shouldUpdate) {
|
||
const oldSL = trade.stopLossPrice
|
||
trade.stopLossPrice = trailingStopPrice
|
||
|
||
console.log(`📈 Trailing SL updated: ${oldSL.toFixed(4)} → ${trailingStopPrice.toFixed(4)} (${trailingDistancePercent.toFixed(2)}% below peak $${trade.peakPrice.toFixed(4)})`)
|
||
|
||
// Save state after trailing SL update (every 10 updates to avoid spam)
|
||
if (trade.priceCheckCount % 10 === 0) {
|
||
await this.saveTradeState(trade)
|
||
}
|
||
}
|
||
|
||
// Check if trailing stop hit
|
||
if (this.shouldStopLoss(currentPrice, trade)) {
|
||
console.log(`🔴 TRAILING STOP HIT: ${trade.symbol} at ${profitPercent.toFixed(2)}%`)
|
||
await this.executeExit(trade, 100, 'SL', currentPrice)
|
||
return
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
/**
|
||
* Execute exit (close position)
|
||
*
|
||
* Rate limit handling: If 429 error occurs, marks trade for retry
|
||
* instead of removing it from monitoring (prevents orphaned positions)
|
||
*/
|
||
private async executeExit(
|
||
trade: ActiveTrade,
|
||
percentToClose: number,
|
||
reason: ExitResult['reason'],
|
||
currentPrice: number
|
||
): Promise<void> {
|
||
try {
|
||
console.log(`🔴 Executing ${reason} for ${trade.symbol} (${percentToClose}%)`)
|
||
|
||
const result = await closePosition({
|
||
symbol: trade.symbol,
|
||
percentToClose,
|
||
slippageTolerance: this.config.slippageTolerance,
|
||
})
|
||
|
||
if (!result.success) {
|
||
const errorMsg = result.error || 'Unknown error'
|
||
|
||
// Check if it's a rate limit error
|
||
if (errorMsg.includes('429') || errorMsg.toLowerCase().includes('rate limit')) {
|
||
console.error(`⚠️ Rate limited while closing ${trade.symbol} - will retry on next price update`)
|
||
|
||
// LAYER 2: Death spiral detector (Nov 15, 2025)
|
||
// If we've failed 20+ times, check Drift API to see if it's a ghost position
|
||
if (trade.priceCheckCount > 20) {
|
||
try {
|
||
const driftService = getDriftService()
|
||
const marketConfig = getMarketConfig(trade.symbol)
|
||
const position = await driftService.getPosition(marketConfig.driftMarketIndex)
|
||
|
||
// If position doesn't exist on Drift, it's a ghost - remove immediately
|
||
if (!position || Math.abs(position.size) < 0.01) {
|
||
console.log(`🔴 LAYER 2: Ghost detected after ${trade.priceCheckCount} failures`)
|
||
console.log(` Drift shows position closed/missing - removing from monitoring`)
|
||
await this.handleExternalClosure(trade, 'Layer 2: Ghost detected via Drift API')
|
||
return
|
||
} else {
|
||
console.log(` Position verified on Drift (size: ${position.size}) - will keep retrying`)
|
||
}
|
||
} catch (checkError) {
|
||
console.error(` Could not verify position on Drift:`, checkError)
|
||
}
|
||
}
|
||
|
||
// DON'T remove trade from monitoring - let it retry naturally
|
||
// The retry logic in closePosition() already handled 3 attempts
|
||
// Next price update will trigger another exit attempt
|
||
return
|
||
}
|
||
|
||
console.error(`❌ Failed to close ${trade.symbol}:`, errorMsg)
|
||
return
|
||
}
|
||
|
||
// CRITICAL: Check if position needs verification (Nov 16, 2025)
|
||
// If close transaction confirmed but Drift still shows position open,
|
||
// DON'T mark as closed yet - keep monitoring until Drift confirms
|
||
if ((result as any).needsVerification) {
|
||
console.log(`⚠️ Close transaction confirmed but position still exists on Drift`)
|
||
console.log(` Keeping ${trade.symbol} in monitoring until Drift confirms closure`)
|
||
console.log(` Ghost detection will handle final cleanup once Drift updates`)
|
||
|
||
// CRITICAL: Mark as "closing in progress" to prevent duplicate external closure detection
|
||
// Without this flag, the monitoring loop detects position as "externally closed"
|
||
// every 2 seconds and adds P&L repeatedly, causing 20x compounding bug
|
||
trade.closingInProgress = true
|
||
trade.closeConfirmedAt = Date.now()
|
||
console.log(`🔒 Marked as closing in progress - external closure detection disabled`)
|
||
|
||
// Keep monitoring - ghost detection will eventually see it's closed
|
||
return
|
||
}
|
||
|
||
// Update trade state
|
||
if (percentToClose >= 100) {
|
||
// Full close - remove from monitoring
|
||
trade.realizedPnL += result.realizedPnL || 0
|
||
|
||
// Save to database (only for valid exit reasons)
|
||
if (reason !== 'error') {
|
||
try {
|
||
const holdTimeSeconds = Math.floor((Date.now() - trade.entryTime) / 1000)
|
||
await updateTradeExit({
|
||
positionId: trade.positionId,
|
||
exitPrice: result.closePrice || currentPrice,
|
||
exitReason: reason as 'TP1' | 'TP2' | 'SL' | 'SOFT_SL' | 'HARD_SL' | 'manual' | 'emergency',
|
||
realizedPnL: trade.realizedPnL,
|
||
exitOrderTx: result.transactionSignature || 'MANUAL_CLOSE',
|
||
holdTimeSeconds,
|
||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||
maxGain: Math.max(0, trade.maxFavorableExcursion),
|
||
maxFavorableExcursion: trade.maxFavorableExcursion,
|
||
maxAdverseExcursion: trade.maxAdverseExcursion,
|
||
maxFavorablePrice: trade.maxFavorablePrice,
|
||
maxAdversePrice: trade.maxAdversePrice,
|
||
})
|
||
console.log('💾 Trade saved to database')
|
||
} catch (dbError) {
|
||
console.error('❌ Failed to save trade exit to database:', dbError)
|
||
// Don't fail the close if database fails
|
||
}
|
||
}
|
||
|
||
await this.removeTrade(trade.id)
|
||
console.log(`✅ Position closed | P&L: $${trade.realizedPnL.toFixed(2)} | Reason: ${reason}`)
|
||
|
||
// Send Telegram notification
|
||
await sendPositionClosedNotification({
|
||
symbol: trade.symbol,
|
||
direction: trade.direction,
|
||
entryPrice: trade.entryPrice,
|
||
exitPrice: result.closePrice || currentPrice,
|
||
positionSize: trade.positionSize,
|
||
realizedPnL: trade.realizedPnL,
|
||
exitReason: reason,
|
||
holdTimeSeconds: Math.floor((Date.now() - trade.entryTime) / 1000),
|
||
maxDrawdown: Math.abs(Math.min(0, trade.maxAdverseExcursion)),
|
||
maxGain: Math.max(0, trade.maxFavorableExcursion),
|
||
})
|
||
} else {
|
||
// Partial close (TP1)
|
||
trade.realizedPnL += result.realizedPnL || 0
|
||
// result.closedSize is returned in base asset units (e.g., SOL), convert to USD using closePrice
|
||
const closePriceForCalc = result.closePrice || currentPrice
|
||
const closedSizeBase = result.closedSize || 0
|
||
const closedUSD = closedSizeBase * closePriceForCalc
|
||
trade.currentSize = Math.max(0, trade.currentSize - closedUSD)
|
||
|
||
console.log(`✅ Partial close executed | Realized: $${(result.realizedPnL || 0).toFixed(2)} | Closed (base): ${closedSizeBase.toFixed(6)} | Closed (USD): $${closedUSD.toFixed(2)} | Remaining USD: $${trade.currentSize.toFixed(2)}`)
|
||
|
||
// Persist updated trade state so analytics reflect partial profits immediately
|
||
await this.saveTradeState(trade)
|
||
}
|
||
|
||
// TODO: Send notification
|
||
|
||
} catch (error) {
|
||
console.error(`❌ Error executing exit for ${trade.symbol}:`, error)
|
||
}
|
||
}
|
||
|
||
/**
|
||
* Decision helpers
|
||
*/
|
||
private shouldEmergencyStop(price: number, trade: ActiveTrade): boolean {
|
||
if (trade.direction === 'long') {
|
||
return price <= trade.emergencyStopPrice
|
||
} else {
|
||
return price >= trade.emergencyStopPrice
|
||
}
|
||
}
|
||
|
||
/**
|
||
* Check if current price is at a target price within tolerance
|
||
* Used to validate TP/SL hits vs manual closes
|
||
*/
|
||
private isPriceAtTarget(currentPrice: number, targetPrice: number, tolerance: number = 0.002): boolean {
|
||
if (!targetPrice || targetPrice === 0) return false
|
||
const diff = Math.abs(currentPrice - targetPrice) / targetPrice
|
||
return diff <= tolerance
|
||
}
|
||
|
||
private shouldStopLoss(price: number, trade: ActiveTrade): boolean {
|
||
if (trade.direction === 'long') {
|
||
return price <= trade.stopLossPrice
|
||
} else {
|
||
return price >= trade.stopLossPrice
|
||
}
|
||
}
|
||
|
||
private shouldTakeProfit1(price: number, trade: ActiveTrade): boolean {
|
||
if (trade.direction === 'long') {
|
||
return price >= trade.tp1Price
|
||
} else {
|
||
return price <= trade.tp1Price
|
||
}
|
||
}
|
||
|
||
private shouldTakeProfit2(price: number, trade: ActiveTrade): boolean {
|
||
if (trade.direction === 'long') {
|
||
return price >= trade.tp2Price
|
||
} else {
|
||
return price <= trade.tp2Price
|
||
}
|
||
}
|
||
|
||
/**
|
||
* Calculate profit percentage
|
||
*/
|
||
private calculateProfitPercent(
|
||
entryPrice: number,
|
||
currentPrice: number,
|
||
direction: 'long' | 'short'
|
||
): number {
|
||
if (direction === 'long') {
|
||
return ((currentPrice - entryPrice) / entryPrice) * 100
|
||
} else {
|
||
return ((entryPrice - currentPrice) / entryPrice) * 100
|
||
}
|
||
}
|
||
|
||
/**
|
||
* Calculate price based on percentage
|
||
*/
|
||
private calculatePrice(
|
||
entryPrice: number,
|
||
percent: number,
|
||
direction: 'long' | 'short'
|
||
): number {
|
||
if (direction === 'long') {
|
||
return entryPrice * (1 + percent / 100)
|
||
} else {
|
||
return entryPrice * (1 - percent / 100)
|
||
}
|
||
}
|
||
|
||
/**
|
||
* Emergency close all positions
|
||
*/
|
||
async closeAll(): Promise<void> {
|
||
console.log('🚨 EMERGENCY: Closing all positions')
|
||
|
||
const trades = Array.from(this.activeTrades.values())
|
||
|
||
for (const trade of trades) {
|
||
await this.executeExit(trade, 100, 'emergency', trade.lastPrice)
|
||
}
|
||
|
||
console.log('✅ All positions closed')
|
||
}
|
||
|
||
/**
|
||
* Save trade state to database (for persistence across restarts)
|
||
*/
|
||
private async saveTradeState(trade: ActiveTrade): Promise<void> {
|
||
try {
|
||
await updateTradeState({
|
||
positionId: trade.positionId,
|
||
currentSize: trade.currentSize,
|
||
tp1Hit: trade.tp1Hit,
|
||
slMovedToBreakeven: trade.slMovedToBreakeven,
|
||
slMovedToProfit: trade.slMovedToProfit,
|
||
stopLossPrice: trade.stopLossPrice,
|
||
realizedPnL: trade.realizedPnL,
|
||
unrealizedPnL: trade.unrealizedPnL,
|
||
peakPnL: trade.peakPnL,
|
||
lastPrice: trade.lastPrice,
|
||
})
|
||
} catch (error) {
|
||
console.error('❌ Failed to save trade state:', error)
|
||
// Don't throw - state save is non-critical
|
||
}
|
||
}
|
||
|
||
/**
|
||
* Reload configuration from merged sources (used after settings updates)
|
||
*/
|
||
refreshConfig(partial?: Partial<TradingConfig>): void {
|
||
this.config = getMergedConfig(partial)
|
||
console.log('🔄 Position Manager config refreshed')
|
||
}
|
||
|
||
/**
|
||
* Get monitoring status
|
||
*/
|
||
getStatus(): {
|
||
isMonitoring: boolean
|
||
activeTradesCount: number
|
||
symbols: string[]
|
||
} {
|
||
const symbols = [...new Set(
|
||
Array.from(this.activeTrades.values()).map(t => t.symbol)
|
||
)]
|
||
|
||
return {
|
||
isMonitoring: this.isMonitoring,
|
||
activeTradesCount: this.activeTrades.size,
|
||
symbols,
|
||
}
|
||
}
|
||
}
|
||
|
||
// Singleton instance
|
||
let positionManagerInstance: PositionManager | null = null
|
||
let initPromise: Promise<void> | null = null
|
||
|
||
export function getPositionManager(): PositionManager {
|
||
if (!positionManagerInstance) {
|
||
positionManagerInstance = new PositionManager()
|
||
|
||
// Initialize asynchronously (restore trades from database)
|
||
if (!initPromise) {
|
||
initPromise = positionManagerInstance.initialize().catch(error => {
|
||
console.error('❌ Failed to initialize Position Manager:', error)
|
||
})
|
||
}
|
||
}
|
||
return positionManagerInstance
|
||
}
|
||
|
||
export async function getInitializedPositionManager(): Promise<PositionManager> {
|
||
const manager = getPositionManager()
|
||
if (initPromise) {
|
||
await initPromise
|
||
}
|
||
return manager
|
||
}
|