Report each symbol's next-leg stats to the master; drop per-symbol commission

- lib/leg-estimate: an account's next leg sized on every surveyed
  candidate (planLegSize, ranked by rankForTarget) — notional, its
  multiple of the account and the broker's maximum, expected hold, cost
  and win chance. The dashboard's hold estimate and the reporter share it.
- The reporter sends it per DXtrade firm as symbolStats, for one live
  account from the largest prefix group with a leg left to trade.
- The symbol map's per-symbol commission is gone: the firm's applies.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

app/api/state/route.ts

@@ -3,13 +3,13 @@ import { loadDailyPnL } from '@/lib/db';
 import { getClients } from '@/lib/clients';
 import { getCachedCatalog } from '@/lib/firm-catalog';
 import { getAccountConfig, getInferredSize, matchAccountType } from '@/lib/account-type-resolver';
-import { historyFresh, type PlatformContract } from '@/lib/platform-client';
+import { historyFresh } from '@/lib/platform-client';
+import { rankNextLeg } from '@/lib/leg-estimate';
 import type { AccountState } from '@/types';
 import {
     combineCmeSessions, computeDayPlan, cycleCompletion, resolveEffectiveConfig, currentTradeDateCT,
-    obfuscationStopDollars, dllRoom as computeDllRoom, dllStopDollars, botStopsActive, planLegSize, rankForTarget,
+    obfuscationStopDollars, dllRoom as computeDllRoom, dllStopDollars, botStopsActive,
     maxLossRoom, lastStand as isLastStand,
-    DEFAULT_TARGET_HOLD_HOURS,
     LEG_COMPLETION_EPSILON,
 } from '@/lib/trading-logic';
 
@@ -133,44 +133,25 @@ export async function GET() {
                         if (Number.isFinite(stop) && stop > 0) nextStop = Math.round(stop * 100) / 100;
                     }
 
-                    // DXtrade: size the next leg the way fireLeg would on each
-                    // instrument the client last surveyed — at its leverage and
-                    // measured volatility — and take the one the batch would:
-                    // the cheapest that reaches the target hold. The next leg
-                    // opens flat, so while one is open (its margin tied up) it
-                    // sizes against the balance.
-                    const candidates = (client as { lastCandidates?: PlatformContract[] }).lastCandidates ?? [];
-                    if (plan && plan.remainingToday > 0 && candidates.length > 0) {
-                        const obf = obfuscationStopDollars(cfg, dailyPnL, plan, combined.tradeDate, plan.remainingToday);
-                        const target = f.targetHoldHours || DEFAULT_TARGET_HOLD_HOURS;
-                        const sized = candidates.flatMap((c) => {
-                            const p = planLegSize({
-                                leg: plan.remainingToday,
-                                contract: c,
-                                commissionPct: c.commissionPct ?? f.commissionPct ?? 0,
-                                targetHoldHours: target,
-                                financingPctPerDay: f.financingPctPerDay ?? 0,
-                                dailyLossLimit: dll,
-                                dllRoom: dllRoom ?? Infinity,
-                                maxLossRoom: floorRoom,
-                                obfuscationDollars: obf,
-                                availableFunds: client.positions[acc.id] ? cash.amount : (cash.availableFunds ?? cash.amount),
-                            });
-                            return p.sizing && p.cost !== null && c.volatilityPerHour
-                                ? [{ c, sizing: p.sizing, holdHours: p.sizing.predictedHoldHours, cost: p.cost, volatility: c.volatilityPerHour }]
-                                : [];
-                        });
-                        const best = sized[rankForTarget(sized, target)[0]];
+                    // DXtrade: the next leg sized on every surveyed instrument as
+                    // fireLeg would, and the one a batch would pick.
+                    if (plan && plan.remainingToday > 0) {
+                        const best = rankNextLeg({
+                            client, accountId: acc.id, cfg, firm: f, leg: plan.remainingToday, dllRoom,
+                            obfuscationDollars: obfuscationStopDollars(cfg, dailyPnL, plan, combined.tradeDate, plan.remainingToday),
+                            cash,
+                        })[0];
                         if (best) {
                             holdEstimate = {
-                                hours: Math.round(best.holdHours * 10) / 10,
-                                symbol: String(best.c.id),
-                                notional: Math.round(best.sizing.notional),
-                                volatilityPerDay: best.volatility * Math.sqrt(24),
-                                winProbability: best.sizing.winProbability,
-                                swapReserve: best.sizing.swapReserve,
-                                leverage: best.c.marginRate ? Math.round(10 / best.c.marginRate) / 10 : null,
-                                cost: Math.round(best.cost),
+                                hours: best.holdHours,
+                                symbol: best.symbol,
+                                notional: best.notional,
+                                multiplier: best.multiplier,
+                                volatilityPerDay: best.volatilityPerDay,
+                                winProbability: best.winProbability,
+                                swapReserve: best.swapReserve,
+                                leverage: best.leverage,
+                                cost: best.cost,
                             };
                         }
                     }