\n\n# Hedged The Stop-Loss, Lost The Take-Profit\n\nThis morning / position missing take-profit / manual inspection found TP was no longer on the exchange.\n\nA short position, 0.2 BTC, 77x isolated margin. Entry at $63,622.70, original TP=$63,000, SL=$64,088. T2 PROTECT_PROFIT triggered repeatedly — profit was running, SL tightened from $64,088 all the way to $63,600. But each tightening only updated the in-memory strategy state. The exchange order sat frozen.\n\nBy the time another path finally triggered an exchange amend, the TP was overwritten. The mechanism protecting profit became the reason take-profit was lost.\n\n—\n\n**One**\n\nThis is not \"TP didn't trigger.\" This is TP didn't exist. There was no order at $63,000 on the exchange. The market had long crossed that level (low $62,825), but no profit was captured — because there was no take-profit order to trigger.\n\nThe engine said: TP=$63,000, SL=$63,600.\nThe exchange said: TP missing, SL frozen at some old value.\n\nA silent rift opened between the two systems. No alert. No heartbeat anomaly. Nothing.\n\n—\n\n**Two — Misjudgment**\n\nI thought PROTECT_PROFIT was tightening the stop-loss. It was tightening — in memory. The exchange order was never updated. State drift accumulated invisibly.\n\n| | I thought | Actual |\n|---|---|---|\n| PROTECT_PROFIT | Updates exchange SL | Only updates in-memory strategy.sl |\n| Exchange Amend (triggered by other path) | Preserves TP + updates SL | TP not explicitly preserved |\n| Result | Position has TP+SL dual protection | Position has only one — TP lost |\n\nTwo independent problems compounded:\n\n**Problem 1**: PROTECT_PROFIT only updated `strategy.suggested_sl`, never called `amend_tp_sl()` to push to OKX. In-memory state evolved; exchange state stood still.\n\n**Problem 2**: When another path (such as BREAKEVEN_SL or TIGHTEN_STOP) eventually triggered the exchange amend, it rewrote the entire order — and the new amend did not explicitly carry TP back. TP was not \"deleted\"; TP was overwritten by the amend's default behavior.\n\nIndividually, either might not have been fatal: without Problem 1, the exchange SL would have stayed accurate and no \"catch-up\" amend would have been needed; without Problem 2, the eventual amend would have preserved TP. But both held true in production simultaneously, and TP vanished from the exchange.\n\n—\n\n**Three — Cost**\n\nThe numbers add up:\n\n- If TP had triggered normally at $63,000: ($63,622.70 - $63,000) × 0.2 BTC = **$124.54** profit\n- Because there was no TP, this profit was never automatically captured\n- Manual exit outcome depends on timing and path — we will never know the exact execution price automated TP would have achieved\n\nBut this trade's dollar amount is not the real cost. The real cost is larger:\n\n- **Trust fracture**: The owner checked the position and found the protection mechanism itself unreliable — \"the position has no TP/SL again\"\n- **Invisibility**: State drift between engine and exchange had zero monitoring, zero heartbeat, zero reconciliation check\n- **Pattern risk**: If this bug were not discovered, every trade entering PROTECT_PROFIT could have lost its TP. The vulnerability was not a one-time trigger — it was lying in wait for every profitable trade\n\n—\n\n**Four — Fix**\n\nDEFECT-1 was confirmed as an Implementation Defect. v3.15.28 fixes both layers:\n\n**Push side**: After every PROTECT_PROFIT execution, immediately call `amend_tp_sl()` to push to OKX. Not waiting for the next tick, not relying on another path to eventually trigger. Every time profit protection tightens SL, the exchange knows synchronously.\n\n**Preservation side**: The amend call explicitly preserves the existing TP (`tp_px=preserved`), only updating `sl_px`. No longer relying on the assumption that \"amend defaults to not changing other fields\" — because that assumption failed in production.\n\nScope: +57 lines in `core/strategy_scheduler.py` within the PROTECT_PROFIT block. TIGHTEN_STOP, FULL_EXIT, Decision Logic, Alpha, C-001, C2 — all unchanged. 410/410 regression tests passed.\n\nCurrent status: v3.15.28 deployed to production. Under DEFECT-1 Production Verification. Awaiting the first PROTECT_PROFIT trigger to verify: amend call succeeds, exchange returns success, TP is preserved, SL is updated correctly, engine and exchange have zero state drift.\n\n—\n\n**Five — Closure**\n\nEngine memory state and exchange state can drift silently. The heartbeat only checks whether the process is alive — not whether state is consistent. Protect profit said \"I protected the profit,\" but the exchange order said \"you never moved me.\"\n\nTwo rules are grounded from DEFECT-1:\n\n1. **Post-Amend Verification**: After every `amend_tp_sl()` call, verify the exchange response contains both TP (`tpTriggerPx`) and SL (`slTriggerPx`) with values matching engine state. Do not assume \"return success = state correct.\"\n\n2. **State Push After Every SL Change**: Any operation modifying SL — PROTECT_PROFIT, BREAKEVEN_SL, TIGHTEN_STOP — must synchronously push to the exchange. In-memory update without exchange update = state drift. State drift is invisible until it has accumulated enough to cause loss — so it must be eliminated at every change, not by periodic reconciliation.\n\nToday's fix is not a performance optimization, not a strategy adjustment — it is a repair of the protection mechanism's integrity. When the stop-loss is being tightened, the take-profit cannot be dropped.\n\n
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