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fix: skip market-sell for expensive side in ghost fill recovery

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When expensive side (e.g. YES at 83c) is filled but cheap side (NO at 15c)
is ghost, do NOT market-sell the YES tokens — the cost basis is too high
and a market dump guarantees a loss. Only CL (market-sell) the cheap side
remainder, where the cost basis is low enough to absorb the slippage.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
2026-04-03 13:15:25 +07:00
co-authored by Claude Sonnet 4.6
parent 9a5073dd20
commit 3d2a6e7c4a
1 changed files with 15 additions and 2 deletions
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src/services/makerRebateExecutor.js
+15 -2
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@@ -218,11 +218,24 @@ async function recoverFromGhostFill(pos, yesShares, noShares, tag) {
const yesRemainder = parseFloat(Math.max(0, yesShares - mergeable).toFixed(6));
const noRemainder = parseFloat(Math.max(0, noShares - mergeable).toFixed(6));
// Only market-sell the CHEAP side remainder — expensive side is too costly to dump at market.
// e.g. YES=83c filled, NO=15c ghost → hold YES (high cost basis, market sell = guaranteed loss).
// NO=15c filled, YES=83c ghost → sell NO (cheap, small loss acceptable).
const expSide = pos.yes.buyPrice >= pos.no.buyPrice ? 'yes' : 'no';
if (yesRemainder >= 1) {
await marketSellToken(pos.yes.tokenId, yesRemainder, pos.tickSize, pos.negRisk, tag);
if (expSide === 'yes') {
logger.warn(`MakerMM${tag}: ghost recovery — holding YES remainder ${yesRemainder.toFixed(4)} (expensive $${pos.yes.buyPrice}, not market-selling)`);
} else {
await marketSellToken(pos.yes.tokenId, yesRemainder, pos.tickSize, pos.negRisk, tag);
}
}
if (noRemainder >= 1) {
await marketSellToken(pos.no.tokenId, noRemainder, pos.tickSize, pos.negRisk, tag);
if (expSide === 'no') {
logger.warn(`MakerMM${tag}: ghost recovery — holding NO remainder ${noRemainder.toFixed(4)} (expensive $${pos.no.buyPrice}, not market-selling)`);
} else {
await marketSellToken(pos.no.tokenId, noRemainder, pos.tickSize, pos.negRisk, tag);
}
}
pos.totalProfit = mergeRecovered - (pos.yes.cost + pos.no.cost);