fix(trading): price tp/sl exits off the trigger price and retry a reverted sell (#193)

* fix(trading): price tp/sl exits off the trigger price and retry a reverted sell

`_monitor_position_until_exit` handed `position.entry_price` to the sell while
the `current_price` that had just triggered the exit sat in the same scope, one
line up. `PlatformAwareSeller.execute` does not read a price - the `token_price`
it receives *is* the slippage floor - so a stop-loss priced off the entry demands
more quote asset than the curve can pay and reverts with 6003
`TooLittleSolReceived`, during the very drop the stop-loss exists to escape. On
a take-profit the same mistake runs the other way and the floor protects
nothing. `current_price` costs no extra RPC call; `_handle_time_based_exit` has
nothing fresher and keeps passing the buy price.

The `break` also sat outside both branches of `if sell_result.success:`, so the
loop exited whether the sell landed or not - contradicting the "Keep monitoring
in case sell can be retried" comment directly above it. The seller's
`max_retries` covers transaction submission only, so an on-chain revert was
never retried and the position was abandoned mid-crash with `is_active=True`.
A failed exit sell now retries on the next price check, re-reading the price so
the floor tracks the market, bounded by `trade.max_exit_sell_attempts`
(default 3, validated to 1..100) so a permanently reverting token cannot pin the
bot on one position. The counter resets if the price recovers out of the exit
band, and giving up is logged loudly since the tokens are still held.

Fixes #189

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>

* test(learning-examples): machine-check the tp/sl exit price and retry path

Drives the real `_monitor_position_until_exit` with a stub curve manager
serving a scripted price series and a stub seller that records the price it is
handed. Offline, no network and no funds moved, per the `verify_*` convention.

Eight checks: both exit kinds sell at the triggering price, the entry-price
floor is arithmetically unpayable on a drop while the trigger-price floor is
payable, a reverted sell is retried and a landing retry closes the position,
retries stay bounded, a price recovery resets the counter, a successful sell
still closes on the first attempt, and the cap comes from
`trade.max_exit_sell_attempts` wired through bot_runner and config_loader.

Mutation-tested rather than trusted on a green run - reintroducing the stale
entry price drops it to 4/8, giving up after one failure to 4/8, and ignoring
the config knob to 7/8.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>

* docs: document the tp/sl exit path and its verifier

The caller owns the sell's slippage floor, which is not obvious from
`PlatformAwareSeller.execute` - it never reads a price, it just turns
`token_price` into `min_quote_output`. Records that, why an exit must price off
the triggering price, and that the seller's `max_retries` covers submission
only so an on-chain revert has to be retried in the monitor loop.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>

---------

Co-authored-by: Claude Opus 5 (1M context) <noreply@anthropic.com>
This commit is contained in:
Anton Sauchyk
2026-08-24 10:22:47 +02:00
committed by GitHub
co-authored by Claude Opus 5
parent b367191267
commit a0540fdc9e
10 changed files with 549 additions and 13 deletions
+5
View File
@@ -43,6 +43,11 @@ trade:
#stop_loss_percentage: 0.1 # Stop loss at 10% loss (0.1 = 10%)
max_hold_time: 5 # Maximum hold time in seconds for TP/SL strategy, for time_based - see wait_after_buy
#price_check_interval: 2 # Check price every 2 seconds
# A tp/sl exit sell that reverts on-chain (slippage, curve moved under it) is
# retried on the next price check, re-reading the price first so the slippage
# floor matches the market. After this many attempts the bot gives up and
# leaves the position open - tokens are still held.
#max_exit_sell_attempts: 3
# EXTREME FAST mode configuration
# When enabled, skips waiting for the bonding curve to stabilize and RPC price check.