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>
This commit is contained in:
Brandon Li
co-authored by
Claude Opus 5.5
Claude Opus 5.5
parent
a2cd3a94c9
commit
169fe19fad
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/**
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* An account's next leg, sized on every instrument its DXtrade client last
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* surveyed — the numbers the local dashboard's hold estimate and the
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* master's Firms page show. Same rule as the trade: planLegSize for the size,
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* rankForTarget for the order (the cheapest that reaches the target hold,
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* else the quickest), so what is shown is what a batch would pick.
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*/
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import { getAccountConfig } from './account-type-resolver';
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import type { PlatformContract } from './platform-client';
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import type { SymbolStats } from './master-protocol';
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import {
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combineCmeSessions, computeDayPlan, resolveEffectiveConfig, obfuscationStopDollars, dllRoom as computeDllRoom,
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planLegSize, rankForTarget, maxLossRoom, lastStand, DEFAULT_TARGET_HOLD_HOURS,
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} from './trading-logic';
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export type CandidateLeg = SymbolStats['symbols'][number] & { swapReserve: number; leverage: number | null };
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interface FirmSizing {
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commissionPct?: number;
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targetHoldHours?: number;
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financingPctPerDay?: number;
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}
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/** The next leg of `leg` dollars on each surveyed candidate, best first. */
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export function rankNextLeg(o: {
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// eslint-disable-next-line @typescript-eslint/no-explicit-any
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client: any;
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accountId: number;
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cfg: { accountSize: number; maxLoss?: number; dailyLossLimit?: number };
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firm: FirmSizing;
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leg: number;
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/** null = daily loss limit set but its day start isn't known yet. */
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dllRoom: number | null;
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obfuscationDollars: number;
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cash: { amount: number; availableFunds?: number };
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}): CandidateLeg[] {
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const candidates: PlatformContract[] = o.client.lastCandidates ?? [];
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if (!(o.leg > 0) || candidates.length === 0) return [];
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const target = o.firm.targetHoldHours || DEFAULT_TARGET_HOLD_HOURS;
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const floorRoom = maxLossRoom({
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balance: o.cash.amount, accountSize: o.cfg.accountSize, maxLoss: o.cfg.maxLoss ?? 0,
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autoLiqThreshold: o.client.autoLiqThresholds?.[o.accountId],
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});
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// The next leg opens flat: while one is open its margin is tied up, so
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// size against the balance then.
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const funds = o.client.positions?.[o.accountId] ? o.cash.amount : (o.cash.availableFunds ?? o.cash.amount);
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const sized = candidates.flatMap((c): CandidateLeg[] => {
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if (!c.volatilityPerHour) return [];
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const p = planLegSize({
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leg: o.leg,
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contract: c,
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commissionPct: c.commissionPct ?? o.firm.commissionPct ?? 0,
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targetHoldHours: target,
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financingPctPerDay: o.firm.financingPctPerDay ?? 0,
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dailyLossLimit: o.cfg.dailyLossLimit ?? 0,
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dllRoom: o.dllRoom ?? Infinity,
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maxLossRoom: floorRoom,
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obfuscationDollars: o.obfuscationDollars,
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availableFunds: funds,
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});
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if (!p.sizing || p.cost === null) return [];
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const leverage = c.marginRate ? Math.round(10 / c.marginRate) / 10 : null;
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return [{
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symbol: String(c.id),
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notional: Math.round(p.sizing.notional),
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multiplier: o.cfg.accountSize > 0 ? Math.round((p.sizing.notional / o.cfg.accountSize) * 100) / 100 : 0,
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maxMultiplier: leverage,
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leverage,
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holdHours: Math.round(p.sizing.predictedHoldHours * 10) / 10,
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cost: Math.round(p.cost),
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winProbability: p.sizing.winProbability,
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volatilityPerDay: c.volatilityPerHour * Math.sqrt(24),
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spreadFraction: c.spreadFraction ?? 0,
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swapReserve: p.sizing.swapReserve,
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}];
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});
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return rankForTarget(sized, target).map((i) => sized[i]);
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}
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/**
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* The same for an account worked out from scratch — its day plan, daily-loss
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* room and stops as the dashboard computes them. null when it has no
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* account type, no plan, or nothing left to trade today.
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*/
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export function accountNextLeg(
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// eslint-disable-next-line @typescript-eslint/no-explicit-any
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client: any,
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acc: { id: number },
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firm: FirmSizing,
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tradeDate: string,
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): { leg: number; lastStand: boolean; candidates: CandidateLeg[] } | null {
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const cfg = getAccountConfig(acc.id).accountType;
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if (!cfg) return null;
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const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
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const combined = combineCmeSessions(cfg.combineCmeHolidays === true, client.dailyPnL[acc.id] ?? [], tradeDate, cash.realizedPnL);
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const effective = resolveEffectiveConfig(
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cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages,
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client.priorProfit?.[acc.id] ?? 0, client.fundTransactions?.[acc.id] ?? [], cfg.minDayPnL,
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);
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const plan = computeDayPlan(
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acc.id, combined.tradeDate, effective.profitTarget, effective.consistency,
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combined.dailyPnL, effective.minDayPnL, effective.minTradingDays, cash.amount - cfg.accountSize, combined.realizedPnL,
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cfg.splitEnabled, effective.drain,
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);
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if (!plan || !(plan.remainingToday > 0)) return null;
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const dll = cfg.dailyLossLimit ?? 0;
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let room: number | null = null;
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if (dll > 0) {
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const dayStart = client.dayStartBalance?.(acc.id);
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room = dayStart === null ? null : computeDllRoom({
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dailyLossLimit: dll, closedBalance: cash.amount, dayStartBalance: dayStart,
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realizedToday: Math.min(cash.realizedPnL, combined.realizedPnL),
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});
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}
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const floorRoom = maxLossRoom({
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balance: cash.amount, accountSize: cfg.accountSize, maxLoss: cfg.maxLoss ?? 0,
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autoLiqThreshold: client.autoLiqThresholds?.[acc.id],
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});
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return {
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leg: plan.remainingToday,
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lastStand: room !== null && lastStand({ dllRoom: room, dailyLossLimit: dll, maxLossRoom: floorRoom }),
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candidates: rankNextLeg({
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client, accountId: acc.id, cfg, firm, leg: plan.remainingToday, dllRoom: room,
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obfuscationDollars: obfuscationStopDollars(cfg, combined.dailyPnL, plan, combined.tradeDate, plan.remainingToday),
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cash,
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}),
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};
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}
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