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Increase fill poll timeout to 2min, always sell after buy

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waitForFill now polls 60 times at 2s intervals (2 min total) instead
of 30x1s, and uses retry on the getOrder calls. The strategy wraps
the hold loop in try/finally so if anything fails after a buy, we
still sell the position instead of leaving it orphaned.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
Jon
2026-02-13 10:46:20 -07:00
parent 019b630d95
commit 4c2ed5455f
2 changed files with 32 additions and 28 deletions
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9
src/alpaca.ts
View File

@@ -153,17 +153,18 @@ export class Alpaca {
}
private async waitForFill(orderId: string): Promise<AlpacaOrder> {
const maxAttempts = 30;
const maxAttempts = 60;
const pollInterval = 2000;
for (let i = 0; i < maxAttempts; i++) {
const order = await this.alpaca.getOrder(orderId);
const order = await this.retry('getOrder', () => this.alpaca.getOrder(orderId));
if (order.status === 'filled') return order;
if (order.status === 'canceled' || order.status === 'expired' || order.status === 'rejected') {
throw new Error(`Order ${orderId} ${order.status}`);
}
logger.debug(`order ${orderId} status: ${order.status}, waiting...`);
await new Promise((resolve) => setTimeout(resolve, 1000));
await new Promise((resolve) => setTimeout(resolve, pollInterval));
}
throw new Error(`Order ${orderId} not filled after ${maxAttempts}s`);
throw new Error(`Order ${orderId} not filled after ${maxAttempts * pollInterval / 1000}s`);
}
public async buy(symbol: string, dollarAmount: number): Promise<OrderFill> {

51
src/momentum-strategy.ts
View File

@@ -36,32 +36,35 @@ export class MomentumStrategy implements Strategy {
const fill = await alpaca.buy(symbol, capitalAmount);
logger.info(`[${this.name}] entered ${symbol} at price ${fill.price}, qty ${fill.qty}`);
const targetPrice = fill.price * (1 + this.config.targetGain);
let deadline = Date.now() + this.config.holdTime;
try {
const targetPrice = fill.price * (1 + this.config.targetGain);
let deadline = Date.now() + this.config.holdTime;
const clock = await alpaca.getClock();
const safeClose = new Date(clock.next_close).getTime() - 120_000;
if (safeClose < deadline) {
logger.info(`[${this.name}] capping hold time to 2 min before market close`);
deadline = safeClose;
}
logger.debug(`[${this.name}] monitoring ${symbol} for target price ${targetPrice} or timeout at ${new Date(deadline).toISOString()}`);
let reason: 'target' | 'timeout' = 'timeout';
while (Date.now() < deadline) {
await wait(this.config.pollInterval);
const bid = await alpaca.getLatestBid(symbol);
logger.debug(`${symbol} bid: ${bid} / target: ${targetPrice}`);
if (bid >= targetPrice) {
reason = 'target';
break;
const clock = await alpaca.getClock();
const safeClose = new Date(clock.next_close).getTime() - 120_000;
if (safeClose < deadline) {
logger.info(`[${this.name}] capping hold time to 2 min before market close`);
deadline = safeClose;
}
logger.debug(`[${this.name}] monitoring ${symbol} for target price ${targetPrice} or timeout at ${new Date(deadline).toISOString()}`);
let reason: 'target' | 'timeout' = 'timeout';
while (Date.now() < deadline) {
await wait(this.config.pollInterval);
const bid = await alpaca.getLatestBid(symbol);
logger.debug(`${symbol} bid: ${bid} / target: ${targetPrice}`);
if (bid >= targetPrice) {
reason = 'target';
break;
}
}
logger.info(`[${this.name}] exit ${symbol} — reason: ${reason}`);
} finally {
logger.info(`[${this.name}] selling ${fill.qty} shares of ${symbol}`);
await alpaca.sell(symbol, fill.qty);
}
logger.info(`[${this.name}] exit ${symbol} — reason: ${reason}`);
await alpaca.sell(symbol, fill.qty);
}
}