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Trades: record every firm's trades, not just Vest's, and list them on each

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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
2026-10-27 01:27:07 -05:00
co-authored by Claude Opus 5.5
parent 6f6660fdcc
commit 1e844178de
13 changed files with 1149 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/topstepx-class.ts
+60 -2
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@@ -27,9 +27,11 @@ import * as signalR from '@microsoft/signalr';
import { currentTradeDateCT, FUND_EVENT_MIN, fundReconcileStep, type FundSighting } from './trading-logic';
import { getCachedContract } from './contract-resolver';
import { signalrWebSocket } from './outbound-proxy';
import { saveDailyPnL, loadDailyPnL, loadAccountMeta, saveAccountMeta, loadFundTransactions, saveFundTransactions, saveEndedCycleStart, dropFundTransaction } from './db';
import { saveDailyPnL, loadDailyPnL, loadAccountMeta, saveAccountMeta, loadFundTransactions, saveFundTransactions, saveEndedCycleStart, dropFundTransaction, recordOwnOrder } from './db';
import { getAccountConfig } from './account-type-resolver';
import { topstepxProductCode, topstepxRoot, topstepCommission, TOPSTEP_COMMISSION_FALLBACK } from './topstep-fees';
import { topstepxProductCode, topstepxRoot, topstepxSymbol, topstepCommission, TOPSTEP_COMMISSION_FALLBACK } from './topstep-fees';
import { recordFillTrades } from './trade-recorder';
import type { Fill } from './fill-trades';
import type { PlatformClient, PlatformAccount, PlatformContract, ClientHealth } from './platform-client';
import { OrderNotPlacedError, isOrderNotPlaced, errorMessage } from './platform-client';
@@ -844,6 +846,44 @@ export class TopstepXClient implements PlatformClient {
return (t.fees ?? 0) + topstepCommission(root, t.size);
}
/** The trades the last two days' fills make, in the trades table the
* dashboard lists (lib/trade-recorder.ts). Never fails the sync. */
private recordTrades(acc: PlatformAccount, trades: TsxTrade[], open: { contractId: string; type: number; size: number }[]): void {
try {
const learned = this.learnedProductRoots();
const byContract = new Map<string, Fill[]>();
for (const p of open) byContract.set(p.contractId, []);
for (const t of trades) {
if (t.voided || !(t.size > 0)) continue;
const at = Date.parse(t.creationTimestamp);
if (!Number.isFinite(at)) continue;
const fills = byContract.get(t.contractId) ?? [];
fills.push({
id: String(t.id),
orderId: String(t.orderId),
at,
side: t.side === SIDE_BUY ? 'buy' : 'sell',
qty: t.size,
price: t.price,
fee: this.tradeFees(t, learned),
pnl: t.profitAndLoss,
});
byContract.set(t.contractId, fills);
}
recordFillTrades('tsx', acc, [...byContract].map(([contractId, fills]) => {
const p = open.find((x) => x.contractId === contractId);
return {
symbol: topstepxSymbol(contractId, learned),
pointValue: null,
fills,
currentNet: !p ? 0 : p.type === 1 ? p.size : -p.size,
};
}));
} catch (err) {
console.error(`[topstepx] trade record failed for ${acc.name}: ${errorMessage(err)}`);
}
}
/** Product code → root, off the contracts resolved this run
* ("CON.F.US.GCE.Z26" resolved for GC → GCE is GC). */
private learnedProductRoots(): Map<string, string> {
@@ -900,12 +940,15 @@ export class TopstepXClient implements PlatformClient {
for (const acc of this.accountList) {
const balance = (accRes.accounts ?? []).find((a) => a.id === acc.id)?.balance ?? 0;
let accountFresh = true;
/** This pass's open positions, for the trades record. */
let openNow: { contractId: string; type: number; size: number }[] | null = null;
try {
const posRes = await this.post<{ positions: { accountId: number; contractId: string; type: number; size: number; averagePrice: number; creationTimestamp: string }[] }>(
'/api/Position/searchOpen', { accountId: acc.id });
if (superseded()) return;
const open = (posRes.positions ?? []).filter((p) => p.size > 0);
openNow = open;
if (open.length > 0) {
this.applyPosition(open[0]);
} else {
@@ -941,6 +984,7 @@ export class TopstepXClient implements PlatformClient {
map.set(t.id, t);
}
this.todayTrades[acc.id] = map;
if (openNow !== null) this.recordTrades(acc, tradeRes.trades ?? [], openNow);
} catch (err) {
accountFresh = false;
console.error(`[topstepx] trade sync failed for ${acc.name}: ${errorMessage(err)}`);
@@ -1602,9 +1646,11 @@ export class TopstepXClient implements PlatformClient {
trailPrice: null,
customTag: null,
});
this.noteOwnOrder(accountId, res.orderId, type);
return res.orderId;
} catch (err) {
if (err instanceof GatewayRefusedError) {
if (err.orderId !== undefined) this.noteOwnOrder(accountId, err.orderId, type);
const ambiguous = err.orderId !== undefined
|| (err.errorCode !== undefined && AMBIGUOUS_PLACE_ERRORS.has(err.errorCode));
if (!ambiguous) throw new OrderNotPlacedError(`TopstepX refused the order: ${err.message}`);
@@ -1614,6 +1660,7 @@ export class TopstepXClient implements PlatformClient {
const status = response?.status;
// Same rule as a refusal: an answer that names an order means it exists.
const namesOrder = typeof response?.data?.orderId === 'number' && response.data.orderId > 0;
if (namesOrder) this.noteOwnOrder(accountId, response?.data?.orderId, type);
if (typeof status === 'number' && REFUSED_BEFORE_HANDLER.has(status) && !namesOrder) {
throw new OrderNotPlacedError(`TopstepX rejected the order request: ${errorMessage(err)}`);
}
@@ -1621,6 +1668,17 @@ export class TopstepXClient implements PlatformClient {
}
}
/** Notes an order as the bot's, so the trade its fill opens or closes is
* credited to the bot (lib/trade-recorder.ts). */
private noteOwnOrder(accountId: number, orderId: unknown, type: number): void {
if (typeof orderId !== 'number' || !(orderId > 0)) return;
try {
recordOwnOrder(accountId, orderId, type === TYPE_STOP ? 'stop' : type === TYPE_LIMIT ? 'limit' : 'market');
} catch (err) {
console.error(`[topstepx] could not note order ${orderId} as the bot's: ${errorMessage(err)}`);
}
}
/** See PlatformClient: an account whose last order's outcome is unknown
* counts as holding a working order until a sync's Order/searchOpen shows
* none. */