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fix: tiered floor must start from MM_ADAPTIVE_MIN_COMBINED, not hardcoded $1.00

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Was using breakevenFloor (1.00 - filledPrice) which ignored the user's
MM_ADAPTIVE_MIN_COMBINED setting. This caused sells below the configured
minimum (e.g. selling at 28c when min combined was 1.01).

Now: filled @ 70c, MM_ADAPTIVE_MIN_COMBINED=1.01 → floor starts at 31c
  Phase 1 (>180s): 31c
  Phase 2 (90-180s): 21c
  Phase 3 (30-90s): 11c
  Phase 4 (<30s): market sell

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
2026-03-27 13:36:20 +07:00
co-authored by Claude Opus 4.6
parent 6e3d484728
commit 3078ab9790
1 changed files with 8 additions and 9 deletions
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src/services/mmExecutor.js
+8 -9
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@@ -469,8 +469,7 @@ async function adaptiveLegCL(pos, unfilledKey) {
const minAdaptivePrice = Math.max(0, config.mmAdaptiveMinCombined - filledLegPrice);
// ── Tiered floors (5m markets): progressively lower floor over time ────
// breakevenFloor: filledLeg + unfilledLeg = $1.00 → zero net P&L
const breakevenFloor = Math.max(0, 1.00 - filledLegPrice);
// Start from minAdaptivePrice (MM_ADAPTIVE_MIN_COMBINED - filledPrice), then drop per phase
const floorDrop = config.mmDefensiveEnabled ? 0.10 : 0;
const emergencyPrice = config.mmDefensiveWorstThreshold; // default 0.10
@@ -480,22 +479,22 @@ async function adaptiveLegCL(pos, unfilledKey) {
* Get the current floor based on time remaining (5m markets only).
* Other durations use the fixed mmAdaptiveMinCombined floor.
*
* Phase 1 (> 180s left): breakevenFloor (e.g. 0.40 for 60c fill)
* Phase 2 (90–180s): breakevenFloor - 0.10 (e.g. 0.30)
* Phase 3 (30–90s): breakevenFloor - 0.20 (e.g. 0.20)
* Phase 1 (> 180s left): minAdaptivePrice (from MM_ADAPTIVE_MIN_COMBINED)
* Phase 2 (90–180s): minAdaptivePrice - 0.10
* Phase 3 (30–90s): minAdaptivePrice - 0.20
* Phase 4 (< 30s): market sell
*/
function getTieredFloor(msLeft) {
if (!is5m) return minAdaptivePrice; // non-5m: use fixed floor
if (msLeft > 180_000) return breakevenFloor;
if (msLeft > 90_000) return Math.max(0.01, breakevenFloor - floorDrop);
if (msLeft > 30_000) return Math.max(0.01, breakevenFloor - floorDrop * 2);
if (msLeft > 180_000) return minAdaptivePrice;
if (msLeft > 90_000) return Math.max(0.01, minAdaptivePrice - floorDrop);
if (msLeft > 30_000) return Math.max(0.01, minAdaptivePrice - floorDrop * 2);
return 0; // phase 4: market sell
}
logger.warn(`MM: one leg filled — starting adaptive CL for ${unfilledKey.toUpperCase()} | ${label}`);
if (is5m) {
logger.info(`MM adaptive CL: filled @ $${filledLegPrice.toFixed(3)} | breakeven floor: $${breakevenFloor.toFixed(3)} | tiered: $${breakevenFloor.toFixed(2)} → $${Math.max(0.01, breakevenFloor - floorDrop).toFixed(2)} → $${Math.max(0.01, breakevenFloor - floorDrop * 2).toFixed(2)}`);
logger.info(`MM adaptive CL: filled @ $${filledLegPrice.toFixed(3)} | floor (minCombined $${config.mmAdaptiveMinCombined.toFixed(2)}): $${minAdaptivePrice.toFixed(3)} | tiered: $${minAdaptivePrice.toFixed(2)} → $${Math.max(0.01, minAdaptivePrice - floorDrop).toFixed(2)} → $${Math.max(0.01, minAdaptivePrice - floorDrop * 2).toFixed(2)}`);
} else {
logger.info(`MM adaptive CL: filled leg @ $${filledLegPrice.toFixed(3)} | min floor for combined ≥ $${config.mmAdaptiveMinCombined.toFixed(2)}: $${minAdaptivePrice.toFixed(3)}`);
}