Trades: record every firm's trades, not just Vest's, and list them on each
TopstepX and Tradovate report fills, so a trade is built from them, flat to flat (lib/fill-trades.ts), off the window each sync already reads: TopstepX's two days of Trade/search, Tradovate's sync snapshot. Neither says who placed an order, so every order the bot places is noted in own_orders, and a trade is the bot's when its opening fill's order is one; its stop or take-profit closing it reads as such. A contract is written only when the position before its window comes out the same two passes running, so a fill landing between the position and history reads can't build the wrong trades. DXtrade reports positions: its record groups the last two days' filled orders by position code, with each close's SETTLEMENT and COMMISSION. The bot's own orders carry af- codes, so nothing is kept locally. Only accounts with something going on are read, at most every 5 minutes. The Trades button shows on every firm with a login, and the account page lists any account's trades. 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
6f6660fdcc
commit
1e844178de
@@ -684,12 +684,116 @@ export function markTrade(
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`).run(t.positionId, t.accountId, t.accountName, t.symbol, t.side, t.quantity, t.openPrice, t.openedAt, Date.now());
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}
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/** Accounts with a trade the table still shows open. */
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/** Vest accounts with a trade the table still shows open (Vest's position
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* ids are bare numbers; the fill-built trades below carry a prefix). */
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export function openTradeAccounts(): { accountId: number; accountName: string }[] {
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return db.prepare('SELECT account_id AS accountId, MAX(account_name) AS accountName FROM trades WHERE closed_at IS NULL GROUP BY account_id')
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return db.prepare(`SELECT account_id AS accountId, MAX(account_name) AS accountName FROM trades
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WHERE closed_at IS NULL AND position_id NOT LIKE '%:%' GROUP BY account_id`)
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.all() as { accountId: number; accountName: string }[];
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}
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// ── Own orders, and trades built from fills ──────────────────────────────────
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//
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// TopstepX and Tradovate report fills, not positions, and neither says who
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// placed an order. So every order this instance places is noted here as it
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// goes in, and a trade built from fills (lib/trade-recorder.ts) is the bot's
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// when its opening fill's order is one of these. Its kind tells how the bot
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// closed one: its stop, its take-profit limit, or a market order. Those
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// trades carry a platform prefix on their id ("tsx:…", "tdv:…") and their
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// marks are worked out afresh on each pass: 'bot', 'outside', or 'unknown'
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// for a fill from before this table began.
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db.exec(`
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CREATE TABLE IF NOT EXISTS own_orders (
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account_id INTEGER NOT NULL,
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order_id TEXT NOT NULL,
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kind TEXT NOT NULL,
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placed_at INTEGER NOT NULL,
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PRIMARY KEY (account_id, order_id)
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);
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`);
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/** settings key: when this instance began noting its own futures orders. */
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const OWN_ORDERS_SINCE_SETTING = 'own_orders_since';
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const ownOrdersSinceMs = Number(getOrCreateSetting(OWN_ORDERS_SINCE_SETTING, () => String(Date.now())));
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export function ownOrdersSince(): number {
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return ownOrdersSinceMs;
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}
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export type OwnOrderKind = 'market' | 'limit' | 'stop';
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export function recordOwnOrder(accountId: number, orderId: string | number, kind: OwnOrderKind): void {
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db.prepare('INSERT OR IGNORE INTO own_orders (account_id, order_id, kind, placed_at) VALUES (?, ?, ?, ?)')
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.run(accountId, String(orderId), kind, Date.now());
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}
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export function loadOwnOrders(accountId: number): Map<string, OwnOrderKind> {
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const rows = db.prepare('SELECT order_id AS orderId, kind FROM own_orders WHERE account_id = ?').all(accountId) as { orderId: string; kind: OwnOrderKind }[];
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return new Map(rows.map((r) => [r.orderId, r.kind]));
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}
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export type FillTradeRow = Omit<TradeRow, 'leverage' | 'funding'>;
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/** One account's stored trades off one platform — for one contract, when
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* `symbol` is given. */
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export function loadFillTrades(accountId: number, prefix: string, symbol?: string): FillTradeRow[] {
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return db.prepare(`
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SELECT position_id AS positionId, account_id AS accountId, account_name AS accountName, symbol, side, quantity,
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open_price AS openPrice, close_price AS closePrice, pnl, fee, opened_at AS openedAt, closed_at AS closedAt,
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close_reason AS closeReason, opened_by AS openedBy, closed_by AS closedBy
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FROM trades WHERE account_id = ? AND position_id LIKE ? ${symbol === undefined ? '' : 'AND symbol = ?'}
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`).all(accountId, `${prefix}:%`, ...(symbol === undefined ? [] : [symbol])) as FillTradeRow[];
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}
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/** Trades rebuilt from fills: every field as worked out this pass, except a
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* null openedBy (a carried trade's) keeps the stored one. */
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export function saveFillTrades(rows: FillTradeRow[]): void {
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const up = db.prepare(`
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INSERT INTO trades (position_id, account_id, account_name, symbol, side, quantity, open_price, close_price,
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pnl, fee, opened_at, closed_at, close_reason, opened_by, closed_by, updated_at)
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VALUES (@positionId, @accountId, @accountName, @symbol, @side, @quantity, @openPrice, @closePrice,
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@pnl, @fee, @openedAt, @closedAt, @closeReason, @openedBy, @closedBy, @updatedAt)
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ON CONFLICT(position_id) DO UPDATE SET
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account_name = excluded.account_name,
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side = excluded.side,
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quantity = excluded.quantity,
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open_price = COALESCE(excluded.open_price, trades.open_price),
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close_price = excluded.close_price,
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pnl = excluded.pnl,
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fee = COALESCE(excluded.fee, trades.fee),
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opened_at = excluded.opened_at,
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closed_at = excluded.closed_at,
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close_reason = excluded.close_reason,
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opened_by = COALESCE(excluded.opened_by, trades.opened_by),
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closed_by = excluded.closed_by,
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updated_at = excluded.updated_at
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`);
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const now = Date.now();
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db.transaction(() => {
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for (const r of rows) up.run({ ...r, updatedAt: now });
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})();
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}
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/** Trades a pass found never existed (built off a history that moved
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* under it). */
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export function deleteTrades(positionIds: string[]): void {
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const del = db.prepare('DELETE FROM trades WHERE position_id = ?');
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db.transaction(() => {
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for (const id of positionIds) del.run(id);
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})();
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}
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/** Open trades whose close the history no longer reaches: closed, how and
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* when unknown. */
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export function closeTradesUnseen(positionIds: string[]): void {
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const up = db.prepare(`UPDATE trades SET close_reason = 'unknown', updated_at = ? WHERE position_id = ? AND closed_at IS NULL AND close_reason IS NULL`);
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const now = Date.now();
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db.transaction(() => {
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for (const id of positionIds) up.run(now, id);
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})();
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}
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/** Newest first (by close, else open); every account when accountIds is
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* undefined. */
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export function loadTrades(o: { accountIds?: number[]; limit: number }): TradeRow[] {
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