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>

lib/dxtrade-class.ts

@@ -1258,7 +1258,7 @@ export class DXTradeClient implements PlatformClient {
                     accountCurrency: ref.currency,
                 });
             if (rejection) { board.push({ symbol: cand.symbol, score: null, note: rejection }); continue; }
-            const pct = cand.commissionPct ?? firm?.commissionPct ?? 0;
+            const pct = firm?.commissionPct ?? 0;
             const score = scoreCandidate({
                 spreadFraction: spread,
                 commissionPct: pct,

lib/firm-catalog.ts

@@ -156,9 +156,7 @@ function sanitizeSymbolMap(raw: unknown): SymbolMap {
             if (typeof c !== 'object' || c === null) return [];
             const cand = c as Record<string, unknown>;
             if (typeof cand.symbol !== 'string' || !cand.symbol || cand.symbol.includes('|')) return [];
-            const pct = typeof cand.commissionPct === 'number' && Number.isFinite(cand.commissionPct) && cand.commissionPct >= 0
-                ? cand.commissionPct : undefined;
-            return [{ symbol: cand.symbol, ...(pct !== undefined ? { commissionPct: pct } : {}) }];
+            return [{ symbol: cand.symbol }];
         });
         if (candidates.length > 0) map[root.toUpperCase()] = candidates;
     }

lib/leg-estimate.ts

@@ -0,0 +1,129 @@
+/**
+ * An account's next leg, sized on every instrument its DXtrade client last
+ * surveyed — the numbers the local dashboard's hold estimate and the
+ * master's Firms page show. Same rule as the trade: planLegSize for the size,
+ * rankForTarget for the order (the cheapest that reaches the target hold,
+ * else the quickest), so what is shown is what a batch would pick.
+ */
+
+import { getAccountConfig } from './account-type-resolver';
+import type { PlatformContract } from './platform-client';
+import type { SymbolStats } from './master-protocol';
+import {
+    combineCmeSessions, computeDayPlan, resolveEffectiveConfig, obfuscationStopDollars, dllRoom as computeDllRoom,
+    planLegSize, rankForTarget, maxLossRoom, lastStand, DEFAULT_TARGET_HOLD_HOURS,
+} from './trading-logic';
+
+export type CandidateLeg = SymbolStats['symbols'][number] & { swapReserve: number; leverage: number | null };
+
+interface FirmSizing {
+    commissionPct?: number;
+    targetHoldHours?: number;
+    financingPctPerDay?: number;
+}
+
+/** The next leg of `leg` dollars on each surveyed candidate, best first. */
+export function rankNextLeg(o: {
+    // eslint-disable-next-line @typescript-eslint/no-explicit-any
+    client: any;
+    accountId: number;
+    cfg: { accountSize: number; maxLoss?: number; dailyLossLimit?: number };
+    firm: FirmSizing;
+    leg: number;
+    /** null = daily loss limit set but its day start isn't known yet. */
+    dllRoom: number | null;
+    obfuscationDollars: number;
+    cash: { amount: number; availableFunds?: number };
+}): CandidateLeg[] {
+    const candidates: PlatformContract[] = o.client.lastCandidates ?? [];
+    if (!(o.leg > 0) || candidates.length === 0) return [];
+    const target = o.firm.targetHoldHours || DEFAULT_TARGET_HOLD_HOURS;
+    const floorRoom = maxLossRoom({
+        balance: o.cash.amount, accountSize: o.cfg.accountSize, maxLoss: o.cfg.maxLoss ?? 0,
+        autoLiqThreshold: o.client.autoLiqThresholds?.[o.accountId],
+    });
+    // The next leg opens flat: while one is open its margin is tied up, so
+    // size against the balance then.
+    const funds = o.client.positions?.[o.accountId] ? o.cash.amount : (o.cash.availableFunds ?? o.cash.amount);
+    const sized = candidates.flatMap((c): CandidateLeg[] => {
+        if (!c.volatilityPerHour) return [];
+        const p = planLegSize({
+            leg: o.leg,
+            contract: c,
+            commissionPct: c.commissionPct ?? o.firm.commissionPct ?? 0,
+            targetHoldHours: target,
+            financingPctPerDay: o.firm.financingPctPerDay ?? 0,
+            dailyLossLimit: o.cfg.dailyLossLimit ?? 0,
+            dllRoom: o.dllRoom ?? Infinity,
+            maxLossRoom: floorRoom,
+            obfuscationDollars: o.obfuscationDollars,
+            availableFunds: funds,
+        });
+        if (!p.sizing || p.cost === null) return [];
+        const leverage = c.marginRate ? Math.round(10 / c.marginRate) / 10 : null;
+        return [{
+            symbol: String(c.id),
+            notional: Math.round(p.sizing.notional),
+            multiplier: o.cfg.accountSize > 0 ? Math.round((p.sizing.notional / o.cfg.accountSize) * 100) / 100 : 0,
+            maxMultiplier: leverage,
+            leverage,
+            holdHours: Math.round(p.sizing.predictedHoldHours * 10) / 10,
+            cost: Math.round(p.cost),
+            winProbability: p.sizing.winProbability,
+            volatilityPerDay: c.volatilityPerHour * Math.sqrt(24),
+            spreadFraction: c.spreadFraction ?? 0,
+            swapReserve: p.sizing.swapReserve,
+        }];
+    });
+    return rankForTarget(sized, target).map((i) => sized[i]);
+}
+
+/**
+ * The same for an account worked out from scratch — its day plan, daily-loss
+ * room and stops as the dashboard computes them. null when it has no
+ * account type, no plan, or nothing left to trade today.
+ */
+export function accountNextLeg(
+    // eslint-disable-next-line @typescript-eslint/no-explicit-any
+    client: any,
+    acc: { id: number },
+    firm: FirmSizing,
+    tradeDate: string,
+): { leg: number; lastStand: boolean; candidates: CandidateLeg[] } | null {
+    const cfg = getAccountConfig(acc.id).accountType;
+    if (!cfg) return null;
+    const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
+    const combined = combineCmeSessions(cfg.combineCmeHolidays === true, client.dailyPnL[acc.id] ?? [], tradeDate, cash.realizedPnL);
+    const effective = resolveEffectiveConfig(
+        cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages,
+        client.priorProfit?.[acc.id] ?? 0, client.fundTransactions?.[acc.id] ?? [], cfg.minDayPnL,
+    );
+    const plan = computeDayPlan(
+        acc.id, combined.tradeDate, effective.profitTarget, effective.consistency,
+        combined.dailyPnL, effective.minDayPnL, effective.minTradingDays, cash.amount - cfg.accountSize, combined.realizedPnL,
+        cfg.splitEnabled, effective.drain,
+    );
+    if (!plan || !(plan.remainingToday > 0)) return null;
+    const dll = cfg.dailyLossLimit ?? 0;
+    let room: number | null = null;
+    if (dll > 0) {
+        const dayStart = client.dayStartBalance?.(acc.id);
+        room = dayStart === null ? null : computeDllRoom({
+            dailyLossLimit: dll, closedBalance: cash.amount, dayStartBalance: dayStart,
+            realizedToday: Math.min(cash.realizedPnL, combined.realizedPnL),
+        });
+    }
+    const floorRoom = maxLossRoom({
+        balance: cash.amount, accountSize: cfg.accountSize, maxLoss: cfg.maxLoss ?? 0,
+        autoLiqThreshold: client.autoLiqThresholds?.[acc.id],
+    });
+    return {
+        leg: plan.remainingToday,
+        lastStand: room !== null && lastStand({ dllRoom: room, dailyLossLimit: dll, maxLossRoom: floorRoom }),
+        candidates: rankNextLeg({
+            client, accountId: acc.id, cfg, firm, leg: plan.remainingToday, dllRoom: room,
+            obfuscationDollars: obfuscationStopDollars(cfg, combined.dailyPnL, plan, combined.tradeDate, plan.remainingToday),
+            cash,
+        }),
+    };
+}

lib/master-protocol.ts

@@ -112,6 +112,36 @@ export interface FirmStats {
     /** Per account type, summing to the firm's own totals. Optional so a master
      *  on an older build simply ignores it. */
     accountTypes?: AccountTypeStats[];
+    /** DXtrade firms: one account's next leg sized on every symbol-map
+     *  candidate, best first — what the master's Firms page shows beside each
+     *  symbol. Optional. */
+    symbolStats?: SymbolStats;
+}
+
+/** How one account's next leg sizes on each candidate (see planLegSize). */
+export interface SymbolStats {
+    account: string;
+    /** The leg's dollar target, before fees and swap. */
+    leg: number;
+    targetHoldHours: number;
+    /** The leg rides without a daily-loss stop (see lastStand). */
+    lastStand: boolean;
+    /** ISO time the stats were computed. */
+    at: string;
+    symbols: {
+        symbol: string;
+        notional: number;
+        /** Notional ÷ account size. */
+        multiplier: number;
+        /** The broker's leverage on the symbol (5 = 5:1); null when unstated. */
+        maxMultiplier: number | null;
+        holdHours: number;
+        /** Expected spread, commissions and swap. */
+        cost: number;
+        winProbability: number | null;
+        volatilityPerDay: number;
+        spreadFraction: number;
+    }[];
 }
 
 export interface SchedulerState {
@@ -226,13 +256,12 @@ export function isFirmPlatform(value: unknown): value is FirmPlatform {
 }
 
 /** One symbol a DXTrade firm may trade for a CME root. Position size comes
- *  from volatility and the firm's target hold, never from the map (an older
- *  master's notionalPerContract is ignored). */
+ *  from volatility and the firm's target hold, and the commission is the
+ *  firm's (an older master's notionalPerContract or per-symbol commissionPct
+ *  is ignored). */
 export interface SymbolMapCandidate {
     /** The platform's symbol, e.g. "BTC/USD". */
     symbol: string;
-    /** Per-side commission % for this symbol; absent = the firm's. */
-    commissionPct?: number;
 }
 
 /** CME root the batch drew (NQ, MNQ, GC…) or '*' for any root not listed →

lib/reporter.ts

@@ -18,8 +18,9 @@ import { getClients } from './clients';
 import { getTradableFirms } from './firm-catalog';
 import { getAccountConfig } from './account-type-resolver';
 import { getSchedulerStatus } from './auto-trade';
-import { botStopsActive, combineCmeSessions, computeDayPlan, currentTradeDateCT, cycleCompletion, endedCycleCompletion, LEG_COMPLETION_EPSILON, projectPerfectPath, resolveEffectiveConfig } from './trading-logic';
-import type { AccountTypeStats, FirmStats } from './master-protocol';
+import { botStopsActive, combineCmeSessions, computeDayPlan, currentTradeDateCT, cycleCompletion, endedCycleCompletion, LEG_COMPLETION_EPSILON, projectPerfectPath, resolveEffectiveConfig, DEFAULT_TARGET_HOLD_HOURS } from './trading-logic';
+import type { AccountTypeStats, FirmStats, SymbolStats } from './master-protocol';
+import { accountNextLeg } from './leg-estimate';
 import { historyFresh } from './platform-client';
 
 function collectFirmStats() {
@@ -387,10 +388,55 @@ function collectFirmStats() {
             // Unknown until the firm has synced, not empty.
             ...(client.syncComplete ? { accounts } : {}),
             accountTypes,
+            ...symbolStatsFor(f, client, rawToday),
         };
     });
 }
 
+/**
+ * A DXtrade firm's next leg on each symbol-map candidate, for the master's
+ * Firms page: one live account from the firm's largest prefix group — the
+ * group a batch fires — with something left to trade today. Nothing for
+ * other platforms, or when no account has a leg to size.
+ */
+function symbolStatsFor(
+    f: { name: string; commissionPct?: number; targetHoldHours?: number; financingPctPerDay?: number },
+    // eslint-disable-next-line @typescript-eslint/no-explicit-any
+    client: any,
+    tradeDate: string,
+): { symbolStats?: SymbolStats } {
+    if (!(client.lastCandidates?.length > 0)) return {};
+    const groups = new Map<string, { id: number; name: string }[]>();
+    for (const acc of client.accountList as { id: number; name: string; active: boolean }[]) {
+        const cfg = getAccountConfig(acc.id).accountType;
+        const floor = client.autoLiqThresholds?.[acc.id] ?? 0;
+        const cash = client.accountCashBalances?.[acc.id];
+        if (!cfg || !acc.active || !cash || (floor !== 0 && cash.amount <= floor)) continue;
+        groups.set(cfg.prefix, [...(groups.get(cfg.prefix) ?? []), acc]);
+    }
+    for (const group of [...groups.values()].sort((a, b) => b.length - a.length)) {
+        for (const acc of group) {
+            const next = accountNextLeg(client, acc, f, tradeDate);
+            if (!next || next.candidates.length === 0) continue;
+            return {
+                symbolStats: {
+                    account: acc.name,
+                    leg: next.leg,
+                    targetHoldHours: f.targetHoldHours || DEFAULT_TARGET_HOLD_HOURS,
+                    lastStand: next.lastStand,
+                    at: new Date().toISOString(),
+                    symbols: next.candidates.map((c) => ({
+                        symbol: c.symbol, notional: c.notional, multiplier: c.multiplier, maxMultiplier: c.maxMultiplier,
+                        holdHours: c.holdHours, cost: c.cost, winProbability: c.winProbability,
+                        volatilityPerDay: c.volatilityPerDay, spreadFraction: c.spreadFraction,
+                    })),
+                },
+            };
+        }
+    }
+    return {};
+}
+
 // HMR-safe global to avoid duplicate intervals
 const _g = globalThis as typeof globalThis & { __reporterInterval?: ReturnType<typeof setInterval> };