- Extended getActualFillPriceFromTx() to also extract entry fill prices
- openPosition() now uses actual fill from tx logs (was using oracle price)
- closePosition() already fixed to use actual exit fills
- Both prices now extracted via Drift SDK LogParser OrderActionRecord events
- Eliminates ~0.08% entry and exit price discrepancies vs Drift UI
- P&L calculations now 100% accurate to actual execution prices
Files changed:
- lib/drift/orders.ts (entry extraction in openPosition)
- docs/COMMON_PITFALLS.md (updated Pitfall #89)
Expected impact: Entry AND exit prices match Drift exactly on all future trades
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