From e4e8dcd77e3c13182d045bc196a61c7f2155e9ea Mon Sep 17 00:00:00 2001
From: Claude <noreply@anthropic.com>
Date: Sun, 22 Mar 2026 00:53:01 +0000
Subject: [PATCH] Fix buy price limit: cap at maxProbability to prevent
 slippage exceeding limit

The maxProbability filter (0.90) only checked the trader's signal price,
but the slippage tolerance (10%) could push the actual execution price
above the limit. Now the buy price limit is hard-capped at maxProbability
so the bot never pays more than the configured maximum.

https://claude.ai/code/session_01XwJtbiAM1zP68HogpG66Gz
---
 src/bot.ts             | 1 +
 src/index.ts           | 1 +
 src/services/trader.ts | 9 +++++++--
 3 files changed, 9 insertions(+), 2 deletions(-)

diff --git a/src/bot.ts b/src/bot.ts
index 6f435dc..b7d7b2c 100644
--- a/src/bot.ts
+++ b/src/bot.ts
@@ -147,6 +147,7 @@ export class CopyTradingBot {
         dryRun: this.config.dryRun,
         signatureType: this.config.signatureType,
         orderSlippagePercent: this.config.orderSlippagePercent,
+        maxBuyPrice: this.config.maxProbability,
         apiCredentials,
       });
 
diff --git a/src/index.ts b/src/index.ts
index 215acfd..4e27d88 100644
--- a/src/index.ts
+++ b/src/index.ts
@@ -53,6 +53,7 @@ async function main() {
       privateKey: config.privateKey,
       funderAddress: config.funderAddress,
       dryRun: config.dryRun,
+      maxBuyPrice: config.maxProbability,
       apiCredentials,
     });
 
diff --git a/src/services/trader.ts b/src/services/trader.ts
index 100c950..de12b4a 100644
--- a/src/services/trader.ts
+++ b/src/services/trader.ts
@@ -13,6 +13,7 @@ export interface TraderConfig {
   dryRun?: boolean; // If true, don't actually execute trades
   signatureType?: number; // 0=EOA, 1=POLY_PROXY, 2=GNOSIS_SAFE
   orderSlippagePercent?: number; // Slippage tolerance for market orders
+  maxBuyPrice?: number; // Hard cap on buy price (e.g. maxProbability) - slippage cannot exceed this
   apiCredentials?: {
     key: string;
     secret: string;
@@ -337,8 +338,12 @@ export class Trader {
     // IMPORTANT: Add slippage tolerance to the price limit! The trader's execution price
     // is often stale by the time we copy. Without tolerance, orders won't fill if
     // the market moved even 1 cent above the trader's price.
-    const buyPriceLimit = Math.min(0.99, price * (1 + this.slippage));
-    console.log(`[Trader] BUY price limit: $${buyPriceLimit.toFixed(4)} (trader: $${price.toFixed(4)}, +${(this.slippage * 100).toFixed(0)}% slippage)`);
+    let buyPriceLimit = Math.min(0.99, price * (1 + this.slippage));
+    // Hard cap: never pay more than maxBuyPrice (e.g. maxProbability config)
+    if (this.config.maxBuyPrice && this.config.maxBuyPrice > 0) {
+      buyPriceLimit = Math.min(buyPriceLimit, this.config.maxBuyPrice);
+    }
+    console.log(`[Trader] BUY price limit: $${buyPriceLimit.toFixed(4)} (trader: $${price.toFixed(4)}, +${(this.slippage * 100).toFixed(0)}% slippage${this.config.maxBuyPrice ? `, cap: $${this.config.maxBuyPrice}` : ''})`);
 
     const result = await this.client.createAndPostMarketOrder(
       {