fix: Gains position reconstruction for HL funding projection

src/app/api/fee-compare/route.ts

@@ -1115,31 +1115,40 @@
   const INCREASE_ACTIONS = new Set(["TradePosSizeIncrease"]);
   const CLOSE_ACTIONS = new Set(["TradeClosedMarket", "TradeClosedTP", "TradeClosedSL", "TradeClosedLIQ"]);
 
-  const byId = new Map<number, { open?: GainsApiTrade; close?: GainsApiTrade }>();
+  const byId = new Map<number, { open?: GainsApiTrade; close?: GainsApiTrade; lastIncrease?: GainsApiTrade }>();
   for (const t of trades) {
     if (!byId.has(t.id)) byId.set(t.id, {});
     const e = byId.get(t.id)!;
     if (OPEN_ACTIONS.has(t.action)) e.open = t;
-    else if (INCREASE_ACTIONS.has(t.action) && e.open) {
-      e.open = { ...e.open, size: t.size, leverage: t.leverage };
+    else if (INCREASE_ACTIONS.has(t.action)) {
+      if (e.open) e.open = { ...e.open, size: t.size, leverage: t.leverage };
+      // Track increases for positions opened before the window (no open event in data)
+      else if (!e.lastIncrease || new Date(t.date).getTime() < new Date(e.lastIncrease.date).getTime()) {
+        e.lastIncrease = t;
+      }
     }
     else if (CLOSE_ACTIONS.has(t.action)) e.close = t;
   }
 
   const now = Date.now();
   const slices: PositionSlice[] = [];
-  for (const { open, close } of byId.values()) {
-    if (!open) continue;
-    const openMs = new Date(open.date).getTime();
-    if (openMs < cutoffMs) continue;
-    // Still-open positions use now as close time (same as reconstructHlPositions)
+  for (const { open, close, lastIncrease } of byId.values()) {
+    // Use open event if available; fall back to earliest increase in the window
+    // for positions opened before the fetch window (open event not in data).
+    const anchor = open ?? lastIncrease;
+    if (!anchor) continue;
+    const rawOpenMs = new Date(anchor.date).getTime();
     const closeMs = close ? new Date(close.date).getTime() : now;
+    // Skip positions that closed before the analysis window
+    if (closeMs < cutoffMs) continue;
+    // Cap openMs to the window start so long-running positions aren't missed
+    const openMs = Math.max(rawOpenMs, cutoffMs);
     slices.push({
-      coin: open.pair.split("/")[0],
-      notionalUsd: open.size * open.leverage,
+      coin: anchor.pair.split("/")[0],
+      notionalUsd: anchor.size * anchor.leverage,
       openMs,
       closeMs,
-      isLong: open.buy !== false,
+      isLong: anchor.buy !== false,
     });
   }
 
@@ -1212,7 +1221,7 @@
 }
 
 // Estimate GMX borrow fees for a set of position slices.
 function estimateGmxBorrowFees(
   positions: PositionSlice[],
   borrowPerSecPerCoin: Record<string, number>
 ): number {
@@ -1520,7 +1529,7 @@
         }));
       } else if (fetchEvmWallet && slug === "gains") {
         const CLOSE_ACTIONS = new Set(["TradeClosedMarket", "TradeClosedTP", "TradeClosedSL", "TradeClosedLIQ"]);
         const usdcTrades = gainsTradesData.filter((t) => t.collateralIndex === 3);
         const otherSlug = slug === venueA ? venueB : venueA;
         const otherRate = slug === venueA ? rateB : rateA;
         let feesUsdc = 0;