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fix: cancel orders immediately when defensive timeout reached

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Orders must be cancelled BEFORE the monitoring loop can detect fills,
otherwise the limit sell at 70c can still get filled at minute 3
and trigger adaptive CL instead of defensive pivot.

Now: timeout reached → cancel both orders → enter defensivePivot

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
direkturcrypto
2026-03-27 05:25:11 +07:00
co-authored by Claude Opus 4.6
parent 1da662313d
commit ba250572b9
1 changed files with 10 additions and 7 deletions
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src/services/mmExecutor.js
+10 -7
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@@ -237,8 +237,13 @@ async function monitorAndManage(pos) {
const marketStartMs = new Date(pos.endTime).getTime() - marketDurationMs;
const elapsed = (Date.now() - marketStartMs) / 1000;
if (elapsed >= config.mmDefensiveTimeout) {
// Cancel both orders FIRST so they can't fill while we wait
logger.warn(`MM: neither side filled after ${Math.round(elapsed)}s since market open — cancelling orders & entering defensive mode | ${label}`);
await cancelOrder(pos.yes.orderId);
await cancelOrder(pos.no.orderId);
pos.yes.orderId = null;
pos.no.orderId = null;
pos._defensiveActive = true;
logger.warn(`MM: neither side filled after ${Math.round(elapsed)}s since market open — entering defensive mode | ${label}`);
await defensivePivot(pos);
break;
}
@@ -342,7 +347,7 @@ async function cutLossNeitherFilled(pos) {
* Defensive pivot: neither side has filled after MM_DEFENSIVE_TIMEOUT.
*
* Strategy:
* 1. Cancel both limit sells, keep monitoring
* 1. Orders already cancelled by caller (monitorAndManage)
* 2. Wait until 45s before close
* 3. Check prices: identify worst (lower price) and best (higher price) side
* 4. If worst < MM_DEFENSIVE_WORST_THRESHOLD (default 10c):
@@ -355,12 +360,10 @@ async function defensivePivot(pos) {
const label = pos.question.substring(0, 40);
const threshold = config.mmDefensiveWorstThreshold;
// Cancel both limit sells immediately — we'll decide at 30s mark
await cancelOrder(pos.yes.orderId);
await cancelOrder(pos.no.orderId);
logger.info(`MM defensive: cancelled both limit sells — waiting for 45s before close | ${label}`);
// Orders already cancelled by monitorAndManage before entering here
logger.info(`MM defensive: waiting for 45s before close | ${label}`);
// Wait until 30s before close, checking every 5s if one side fills via partial
// Wait until 45s before close, checking every 5s
while (true) {
const msLeft = new Date(pos.endTime).getTime() - Date.now();