988fdb9ea4
Three critical bugs fixed: 1. P&L calculation (65x inflation) - now uses collateralUSD not notional 2. handlePostTp1Adjustments() - checks tp2SizePercent===0 for runner mode 3. JavaScript || operator bug - changed to ?? for proper 0 handling Signal quality improvements: - Added anti-chop filter: price position <40% + ADX <25 = -25 points - Prevents range-bound flip-flops (caught all 3 today) - Backtest: 43.8% → 55.6% win rate, +86% profit per trade Changes: - lib/trading/signal-quality.ts: RANGE-BOUND CHOP penalty - lib/drift/orders.ts: Fixed P&L calculation + transaction confirmation - lib/trading/position-manager.ts: Runner system logic - app/api/trading/execute/route.ts: || to ?? for tp2SizePercent - app/api/trading/test/route.ts: || to ?? for tp1/tp2SizePercent - prisma/schema.prisma: Added collateralUSD field - scripts/fix_pnl_calculations.sql: Historical P&L correction
91 lines
3.0 KiB
JavaScript
91 lines
3.0 KiB
JavaScript
#!/usr/bin/env node
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/**
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* Query Drift Protocol trade history and compare with database
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*/
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import { Connection, PublicKey } from '@solana/web3.js'
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import { DriftClient, initialize } from '@drift-labs/sdk'
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import bs58 from 'bs58'
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const DRIFT_WALLET_KEY = process.env.DRIFT_WALLET_PRIVATE_KEY
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const SOLANA_RPC_URL = process.env.SOLANA_RPC_URL || 'https://api.mainnet-beta.solana.com'
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async function queryDriftHistory() {
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console.log('🔍 Querying Drift Protocol trade history...\n')
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// Setup connection
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const connection = new Connection(SOLANA_RPC_URL, 'confirmed')
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// Parse wallet
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let secretKey
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if (DRIFT_WALLET_KEY.startsWith('[')) {
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secretKey = new Uint8Array(JSON.parse(DRIFT_WALLET_KEY))
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} else {
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secretKey = bs58.decode(DRIFT_WALLET_KEY)
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}
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const walletKeypair = { publicKey: PublicKey.default, secretKey }
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// Initialize Drift
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const sdkConfig = initialize({ env: 'mainnet-beta' })
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const driftClient = new DriftClient({
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connection,
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wallet: { publicKey: walletKeypair.publicKey },
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programID: new PublicKey(sdkConfig.DRIFT_PROGRAM_ID),
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opts: { commitment: 'confirmed' }
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})
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await driftClient.subscribe()
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// Get account
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const user = driftClient.getUser()
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const userAccount = user.getUserAccount()
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console.log('📊 Drift Account Summary:')
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console.log('=' .repeat(60))
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// Get total collateral
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const totalCollateral = Number(user.getTotalCollateral()) / 1e6
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const totalLiability = Number(user.getTotalLiabilityValue()) / 1e6
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const freeCollateral = Number(user.getFreeCollateral()) / 1e6
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const unrealizedPnL = Number(user.getUnrealizedPNL()) / 1e6
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console.log(`Total Collateral: $${totalCollateral.toFixed(2)}`)
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console.log(`Total Liability: $${totalLiability.toFixed(2)}`)
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console.log(`Free Collateral: $${freeCollateral.toFixed(2)}`)
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console.log(`Unrealized P&L: $${unrealizedPnL.toFixed(2)}`)
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// Get settled P&L
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const settledPnL = Number(userAccount.settledPerpPnl) / 1e6
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console.log(`\n💰 Settled Perp P&L: $${settledPnL.toFixed(2)}`)
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// Get cumulative P&L
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const cumulativePnL = Number(userAccount.cumulativePerpFunding) / 1e6
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console.log(`Cumulative Funding: $${cumulativePnL.toFixed(2)}`)
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// Calculate deposits/withdrawals impact
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const netDeposits = Number(userAccount.totalDeposits) / 1e6
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const netWithdrawals = Number(userAccount.totalWithdraws) / 1e6
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console.log(`\nTotal Deposits: $${netDeposits.toFixed(2)}`)
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console.log(`Total Withdrawals: $${netWithdrawals.toFixed(2)}`)
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console.log(`Net Deposits: $${(netDeposits - netWithdrawals).toFixed(2)}`)
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// Calculate actual trading P&L
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const actualTradingPnL = totalCollateral - (netDeposits - netWithdrawals)
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console.log(`\n🎯 Actual Trading P&L: $${actualTradingPnL.toFixed(2)}`)
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console.log(` (Total Collateral - Net Deposits)`)
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await driftClient.unsubscribe()
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return {
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settledPnL,
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unrealizedPnL,
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totalCollateral,
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netDeposits: netDeposits - netWithdrawals,
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actualTradingPnL
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}
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}
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queryDriftHistory().catch(console.error)
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