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fix: reconcile local positions against the live exchange book — stop lost PnL
Root cause of the dashboard under-reporting: any missed or unmatched fill (position flip, sync gap, liquidation) left a 'zombie' OPEN row. Every later close on that symbol landed as a partial close against the zombie, so the row never reached CLOSED and its realized PnL never entered the closed-trade statistics — Edge Profile, realized P/L, win rate, and the AI's own track-record context all silently under-reported. Fix: after each Hyperliquid order sync, reconcile local OPEN rows against the exchange's live book (core perps + xyz dex), scoped by exchange account so rows left by prior autopilot incarnations (each relaunch mints a fresh trader_id sharing one exchange) are healed too. Rows the exchange no longer holds are closed with their accumulated PnL; oversized rows are trimmed to the live quantity. Live run confirmed: 9 zombie rows closed across incarnations, book now matches the exchange exactly. Also removes the header language switcher (desktop + mobile) and the login/setup LanguageSwitcher — the product UI is English-only. New store methods GetOpenPositionsByExchange + ReconcileOpenPositionsWithLive with cross-incarnation test coverage.
This commit is contained in:
111
store/position_reconcile.go
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111
store/position_reconcile.go
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package store
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import (
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"fmt"
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"sort"
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"strings"
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"time"
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"nofx/logger"
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)
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const reconcileQuantityTolerance = 0.0001
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// LivePositionKey builds the map key used by ReconcileOpenPositionsWithLive.
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func LivePositionKey(symbol, side string) string {
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return strings.ToUpper(strings.TrimSpace(symbol)) + "|" + strings.ToUpper(strings.TrimSpace(side))
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}
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// ReconcileOpenPositionsWithLive force-closes local OPEN position rows that the
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// exchange no longer holds, and trims rows whose quantity exceeds what is live.
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//
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// Why this exists: missed or unmatched fills (position flips, liquidations,
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// sync gaps) leave "zombie" OPEN rows behind. Every later close on the same
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// symbol+side then lands as a partial close against the zombie, so the row
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// never reaches CLOSED and its realized PnL never enters the closed-trade
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// statistics — the dashboard, the Edge Profile and the AI's own track-record
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// context all silently under-report. Reconciling against the exchange's live
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// book is the self-healing fix: local OPEN rows must always be a subset of
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// what the exchange actually holds.
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//
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// liveQty maps LivePositionKey(symbol, side) → live quantity on the exchange.
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// Rows are matched newest-first so the freshest row survives as the live
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// position's bookkeeping and older duplicates get closed.
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//
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// Scope is by exchange account (all trader IDs), so rows left by prior
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// autopilot incarnations on the same exchange are reconciled too.
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func (s *PositionStore) ReconcileOpenPositionsWithLive(exchangeID string, liveQty map[string]float64) (int, error) {
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openRows, err := s.GetOpenPositionsByExchange(exchangeID)
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if err != nil {
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return 0, fmt.Errorf("failed to list open positions: %w", err)
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}
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if len(openRows) == 0 {
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return 0, nil
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}
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// Copy so we can consume quantities without mutating the caller's map.
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remaining := make(map[string]float64, len(liveQty))
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for k, v := range liveQty {
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remaining[strings.ToUpper(k)] = v
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}
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// Newest first: the most recent row keeps representing the live position.
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sort.Slice(openRows, func(i, j int) bool {
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return openRows[i].EntryTime > openRows[j].EntryTime
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})
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nowMs := time.Now().UTC().UnixMilli()
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closed := 0
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for _, row := range openRows {
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key := LivePositionKey(row.Symbol, row.Side)
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live := remaining[key]
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if live > reconcileQuantityTolerance {
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// The exchange still holds (part of) this key — this row survives.
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if row.Quantity > live+reconcileQuantityTolerance {
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// Trim the row down to what is actually live so the next real
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// close matches sizes and can fully close it. No PnL is
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// fabricated: the trimmed residue is stale bookkeeping, not a
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// real fill.
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trim := row.Quantity - live
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exitPrice := row.ExitPrice
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if exitPrice <= 0 {
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exitPrice = row.EntryPrice
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}
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if err := s.ReducePositionQuantity(row.ID, trim, exitPrice, 0, 0); err != nil {
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logger.Infof(" ⚠️ Reconcile: failed to trim position %d (%s %s): %v", row.ID, row.Symbol, row.Side, err)
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} else {
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logger.Infof(" 🧹 Reconcile: trimmed %s %s row %d by %.6f to match live %.6f", row.Symbol, row.Side, row.ID, trim, live)
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}
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remaining[key] = 0
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} else {
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remaining[key] = live - row.Quantity
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}
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continue
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}
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// Nothing (left) on the exchange for this key — the row is a zombie.
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// Close it with whatever it accumulated; exit info falls back to the
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// last known bookkeeping on the row.
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exitPrice := row.ExitPrice
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if exitPrice <= 0 {
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exitPrice = row.EntryPrice
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}
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exitTime := row.UpdatedAt
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if exitTime <= 0 {
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exitTime = nowMs
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}
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if err := s.ClosePositionFully(row.ID, exitPrice, row.ExitOrderID, exitTime, row.RealizedPnL, row.Fee, "reconcile"); err != nil {
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logger.Infof(" ⚠️ Reconcile: failed to close zombie position %d (%s %s): %v", row.ID, row.Symbol, row.Side, err)
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continue
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}
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closed++
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logger.Infof(" 🧹 Reconcile: closed zombie %s %s row %d (qty %.6f, accumulated PnL %.2f) — not held on exchange", row.Symbol, row.Side, row.ID, row.Quantity, row.RealizedPnL)
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}
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if closed > 0 {
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logger.Infof("✅ Position reconcile: closed %d zombie row(s) on exchange %s", closed, exchangeID)
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}
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return closed, nil
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}
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