36ba3809a1
PROBLEM: Runner never activated because Drift force-closes positions below
minimum size. TP2 would close 80% leaving 5% runner (~$105), but Drift
automatically closed the entire position.
SOLUTION:
1. Created runner-calculator.ts with canUseRunner() to check if remaining
size would be above Drift minimums BEFORE executing TP2 close
2. If runner not viable: Skip TP2 close entirely, activate trailing stop
on full 25% remaining (from TP1)
3. If runner viable: Execute TP2 as normal, activate trailing on 5%
Benefits:
- Runner system will now actually work for viable position sizes
- Positions that are too small won't try to force-close below minimums
- Better logs showing why runner did/didn't activate
- Trailing stop works on larger % if runner not viable (better R:R)
Example: $2100 position → $525 after TP1 → $105 runner = VIABLE
$4 ETH position → $1 after TP1 → $0.20 runner = NOT VIABLE
Runner will trail with ATR-based dynamic % (0.25-0.9%) below peak price.
75 lines
2.2 KiB
TypeScript
75 lines
2.2 KiB
TypeScript
/**
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* Calculate if runner system is viable for current position size
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*
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* Runner needs to be above Drift minimum order size after TP1 and TP2 close
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*/
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import { getMarketConfig } from '../../config/trading'
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export function canUseRunner(
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symbol: string,
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positionSizeUSD: number,
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currentPrice: number,
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tp1Percent: number = 75,
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tp2Percent: number = 80
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): { viable: boolean; runnerSizeUSD: number; runnerSizeBase: number; reason?: string } {
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const marketConfig = getMarketConfig(symbol)
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// Calculate runner size in USD
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const afterTp1 = positionSizeUSD * ((100 - tp1Percent) / 100) // 25% remaining
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const runnerSizeUSD = afterTp1 * ((100 - tp2Percent) / 100) // 20% of that = 5% total
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// Convert to base asset size
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const runnerSizeBase = runnerSizeUSD / currentPrice
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// Check if above minimum
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const minRequired = marketConfig.minOrderSize
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const viable = runnerSizeBase >= minRequired
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if (!viable) {
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return {
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viable: false,
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runnerSizeUSD,
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runnerSizeBase,
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reason: `Runner ${runnerSizeBase.toFixed(4)} < minimum ${minRequired} ${symbol.replace('-PERP', '')}`
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}
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}
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return {
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viable: true,
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runnerSizeUSD,
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runnerSizeBase
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}
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}
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/**
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* Calculate maximum TP2 close percent that leaves a viable runner
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* Returns adjusted TP2% that ensures runner >= minimum size
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*/
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export function getViableTP2Percent(
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symbol: string,
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positionSizeUSD: number,
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currentPrice: number,
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tp1Percent: number = 75
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): number {
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const marketConfig = getMarketConfig(symbol)
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const afterTp1SizeUSD = positionSizeUSD * ((100 - tp1Percent) / 100)
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// Calculate minimum runner size we need in USD
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const minRunnerBase = marketConfig.minOrderSize * 1.1 // Add 10% buffer
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const minRunnerUSD = minRunnerBase * currentPrice
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// Runner = afterTp1 * (100 - tp2%) / 100
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// minRunnerUSD = afterTp1 * (100 - tp2%) / 100
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// Solve for tp2%:
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// (100 - tp2%) = (minRunnerUSD / afterTp1) * 100
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// tp2% = 100 - ((minRunnerUSD / afterTp1) * 100)
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const maxTP2Percent = 100 - ((minRunnerUSD / afterTp1SizeUSD) * 100)
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// Clamp between 0-95% (never close more than 95% at TP2)
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return Math.max(0, Math.min(95, Math.floor(maxTP2Percent)))
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}
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