mindesbunister 65e6a8efed Phase 1: Add MAE/MFE tracking and analytics schema ...

- Added 20+ analytics fields to Trade model (MAE/MFE, fill tracking, timing, market context, slippage)
- Implemented real-time MAE/MFE tracking in Position Manager (updates every 5s)
- Enhanced database schema with comprehensive trade analytics
- Updated all API endpoints to initialize MAE/MFE fields
- Modified updateTradeState() to persist MAE/MFE in configSnapshot

Database changes:
- maxFavorableExcursion/maxAdverseExcursion track best/worst profit %
- maxFavorablePrice/maxAdversePrice track exact price levels
- Fill tracking: tp1Filled, tp2Filled, softSlFilled, hardSlFilled
- Timing metrics: timeToTp1, timeToTp2, timeToSl
- Market context: atrAtEntry, adxAtEntry, volumeAtEntry, fundingRateAtEntry, basisAtEntry
- Slippage tracking: expectedEntryPrice, entrySlippagePct, expectedExitPrice, exitSlippagePct

Position Manager changes:
- Track MAE/MFE on every price check (2s interval)
- Throttled database updates (5s interval) via updateTradeMetrics()
- Persist MAE/MFE in trade state snapshots for recovery

Next: Phase 2 (market context capture) or Phase 3 (analytics API)

2025-10-29 20:34:03 +01:00

8.8 KiB

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