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>

scripts/check-trades.mjs

@@ -0,0 +1,190 @@
+// Checks for building trades out of fills (lib/fill-trades.ts — TopstepX and
+// Tradovate) and out of DXtrade's order history (lib/dxtrade-helpers.ts).
+//
+//   npm run check
+//
+// The files import only Node built-ins, so Node strips their types and loads
+// them directly; .mjs keeps this file out of Next's type check.
+import { test } from 'node:test';
+import assert from 'node:assert/strict';
+import { fillsToTrades, startingNet, contractRoot, byFillTime } from '../lib/fill-trades.ts';
+import { topstepxSymbol } from '../lib/topstep-fees.ts';
+import { parseHistoryOrder, dxTrades } from '../lib/dxtrade-helpers.ts';
+
+let n = 0;
+const fill = (side, qty, price, extra = {}) => {
+    n += 1;
+    return { id: String(1000 + n), orderId: String(5000 + n), at: 1_000 + n * 1_000, side, qty, price, fee: 1, pnl: null, ...extra };
+};
+
+test('a round trip, with the platform’s P&L', () => {
+    const a = fill('buy', 2, 100);
+    const b = fill('sell', 2, 101, { pnl: 40 });
+    const [t, ...rest] = fillsToTrades([b, a], { startNet: 0, pointValue: null });
+    assert.equal(rest.length, 0);
+    assert.deepEqual(t, {
+        id: a.id, side: 'long', quantity: 2, openPrice: 100, closePrice: 101, pnl: 40, fee: 2,
+        openedAt: a.at, closedAt: b.at, openOrderId: a.orderId, closeOrderId: b.orderId, carried: false,
+    });
+});
+
+test('P&L from the prices when the platform gives none; adds and partial closes stay one trade', () => {
+    const fills = [fill('buy', 1, 100), fill('buy', 1, 102), fill('sell', 1, 103), fill('sell', 1, 104)];
+    const [t, ...rest] = fillsToTrades(fills, { startNet: 0, pointValue: 20 });
+    assert.equal(rest.length, 0);
+    assert.equal(t.quantity, 2);
+    assert.equal(t.openPrice, 101);
+    assert.equal(t.closePrice, 103.5);
+    assert.equal(t.pnl, 100);
+    assert.equal(t.fee, 4);
+    assert.equal(t.closeOrderId, fills[3].orderId);
+    // No point value and no platform P&L: unknown, not zero.
+    assert.equal(fillsToTrades(fills, { startNet: 0, pointValue: null })[0].pnl, null);
+});
+
+test('a short', () => {
+    const fills = [fill('sell', 3, 50.5), fill('buy', 3, 50)];
+    const [t] = fillsToTrades(fills, { startNet: 0, pointValue: 1000 });
+    assert.equal(t.side, 'short');
+    assert.equal(t.pnl, 1500);
+});
+
+test('a fill through zero closes one trade and opens the next', () => {
+    const a = fill('buy', 1, 100);
+    const b = fill('sell', 3, 105, { fee: 3, pnl: 100 });
+    const [first, second, ...rest] = fillsToTrades([a, b], { startNet: 0, pointValue: 20 });
+    assert.equal(rest.length, 0);
+    assert.equal(first.side, 'long');
+    assert.equal(first.pnl, 100);
+    assert.equal(first.fee, 2); // its own buy, and a third of the reversing fill
+    assert.equal(first.closeOrderId, b.orderId);
+    assert.equal(second.id, b.id);
+    assert.equal(second.side, 'short');
+    assert.equal(second.quantity, 2);
+    assert.equal(second.openPrice, 105);
+    assert.equal(second.fee, 2);
+    assert.equal(second.closedAt, null);
+    assert.equal(second.pnl, null);
+    assert.equal(second.closePrice, null);
+});
+
+test('fills that start inside a position: passed over, or carried on', () => {
+    const close = fill('sell', 1, 110, { pnl: 200 });
+    const a = fill('buy', 1, 100);
+    const b = fill('sell', 1, 101, { pnl: 20 });
+    // Nothing stored: the leading close belongs to nothing on record.
+    const plain = fillsToTrades([close, a, b], { startNet: 1, pointValue: 20 });
+    assert.equal(plain.length, 1);
+    assert.equal(plain[0].id, a.id);
+    // The stored open trade carries on and closes.
+    const carry = { id: 'tsx:42', side: 'long', quantity: 1, openPrice: 100, fee: 0.5, openedAt: 10 };
+    const [carried, next] = fillsToTrades([close, a, b], { startNet: 1, pointValue: 20, carry });
+    assert.equal(carried.id, 'tsx:42');
+    assert.equal(carried.carried, true);
+    assert.equal(carried.openedAt, 10);
+    assert.equal(carried.openOrderId, null);
+    assert.equal(carried.pnl, 200);
+    assert.equal(carried.fee, 1.5);
+    assert.equal(carried.closedAt, close.at);
+    assert.equal(next.id, a.id);
+    // A carry on the other side isn't this position.
+    assert.equal(fillsToTrades([close], { startNet: 1, pointValue: 20, carry: { ...carry, side: 'short' } }).length, 0);
+});
+
+test('the position before the fills', () => {
+    const buy = fill('buy', 1, 1);
+    const sell = fill('sell', 1, 1);
+    assert.equal(startingNet([buy, sell], 0), 0);
+    assert.equal(startingNet([buy], 1), 0);
+    assert.equal(startingNet([sell], 0), 1);
+    assert.equal(startingNet([], -2), -2);
+});
+
+test('fills sort by time, then numerically by id', () => {
+    const a = { id: '9', at: 5 };
+    const b = { id: '10', at: 5 };
+    const c = { id: '1', at: 6 };
+    assert.deepEqual([c, b, a].sort(byFillTime).map((f) => f.id), ['9', '10', '1']);
+});
+
+test('contract roots and TopstepX names', () => {
+    assert.equal(contractRoot('MNQZ6'), 'MNQ');
+    assert.equal(contractRoot('ZNZ6'), 'ZN');
+    assert.equal(contractRoot('NGZ6'), 'NG');
+    assert.equal(contractRoot('6EZ6'), '6E');
+    assert.equal(contractRoot('M2KH27'), 'M2K');
+    assert.equal(contractRoot('CL'), 'CL');
+    assert.equal(topstepxSymbol('CON.F.US.ENQ.Z26'), 'NQZ6');
+    assert.equal(topstepxSymbol('CON.F.US.MNQ.H27'), 'MNQH7');
+    assert.equal(topstepxSymbol('CON.F.US.XYZ.M26'), 'XYZM6');
+    assert.equal(topstepxSymbol('something'), 'something');
+});
+
+// DXtrade: a bot round trip on BTC/USD, as /orders/history and /transfers
+// answer (position-based account: the opening order's id is the position).
+const openOrder = {
+    account: 'default:T247-1', orderId: 555, orderCode: 'af-mh2-abc-e', type: 'MARKET', instrument: 'BTC/USD',
+    status: 'COMPLETED', finalStatus: true,
+    legs: [{ instrument: 'BTC/USD', positionEffect: 'OPEN', side: 'BUY', quantity: 0.5, filledQuantity: 0.5, averagePrice: 60000 }],
+    issueTime: '2026-10-26T01:00:00.000Z', transactionTime: '2026-10-26T01:00:01.000Z',
+    executions: [{ transactionTime: '2026-10-26T01:00:00.500Z', lastQuantity: 0.5, averagePrice: 60000 }],
+};
+const stopOrder = {
+    account: 'default:T247-1', orderId: 556, orderCode: 'af-mh3-def-sl', type: 'STOP', instrument: 'BTC/USD',
+    status: 'COMPLETED', finalStatus: true,
+    legs: [{ instrument: 'BTC/USD', positionEffect: 'CLOSE', positionCode: '555', side: 'SELL', filledQuantity: 0.5, averagePrice: 59000 }],
+    issueTime: '2026-10-26T01:00:02.000Z', transactionTime: '2026-10-26T02:00:00.000Z', executions: [],
+};
+const txn = (type, value, orderCode) => ({ key: `${orderCode}|${type}`, account: 'default:T247-1', type, value, time: 0, orderCode });
+
+test('DXtrade order history rows', () => {
+    const o = parseHistoryOrder(openOrder);
+    assert.equal(o.orderCode, 'af-mh2-abc-e');
+    assert.equal(o.effect, 'OPEN');
+    assert.equal(o.side, 'BUY');
+    assert.equal(o.positionCode, undefined);
+    assert.equal(o.qty, 0.5);
+    assert.equal(o.price, 60000);
+    assert.equal(o.at, Date.parse('2026-10-26T01:00:00.500Z'));
+    const s = parseHistoryOrder(stopOrder);
+    assert.equal(s.positionCode, '555');
+    assert.equal(s.at, Date.parse('2026-10-26T02:00:00.000Z'));
+    // Never filled: not a trade's.
+    assert.equal(parseHistoryOrder({ ...openOrder, legs: [{ ...openOrder.legs[0], filledQuantity: 0 }] }), null);
+    assert.equal(parseHistoryOrder({}), null);
+});
+
+test('DXtrade positions from their orders and cash', () => {
+    const orders = [parseHistoryOrder(stopOrder), parseHistoryOrder(openOrder)];
+    const txns = [txn('SETTLEMENT', -500, 'af-mh3-def-sl'), txn('COMMISSION', -12, 'af-mh2-abc-e'), txn('COMMISSION', -11.8, 'af-mh3-def-sl')];
+    const [t, ...rest] = dxTrades(orders, txns, new Map(), new Map());
+    assert.equal(rest.length, 0);
+    assert.equal(t.positionCode, '555');
+    assert.equal(t.side, 'long');
+    assert.equal(t.quantity, 0.5);
+    assert.equal(t.openPrice, 60000);
+    assert.equal(t.closePrice, 59000);
+    assert.equal(t.pnl, -500);
+    assert.equal(t.fee, 23.8);
+    assert.equal(t.openCode, 'af-mh2-abc-e');
+    assert.equal(t.closeCode, 'af-mh3-def-sl');
+    assert.equal(t.closeType, 'STOP');
+
+    // Still held: open, whatever the history says.
+    const held = new Map([['555', { symbol: 'BTC/USD', side: 'long', quantity: 0.5, openPrice: 60000, openedAt: 1 }]]);
+    const [open] = dxTrades([parseHistoryOrder(openOrder)], [], held, new Map());
+    assert.equal(open.closedAt, null);
+    assert.equal(open.pnl, null);
+
+    // Opened before the history: completed from what's stored, or left out.
+    const [late] = dxTrades([parseHistoryOrder(stopOrder)], txns, new Map(), held);
+    assert.equal(late.openedAt, 1);
+    assert.equal(late.openCode, null);
+    assert.equal(late.pnl, -500);
+    assert.equal(dxTrades([parseHistoryOrder(stopOrder)], txns, new Map(), new Map()).length, 0);
+
+    // A position open with no orders in the window still shows.
+    const [quiet] = dxTrades([], [], held, new Map());
+    assert.equal(quiet.positionCode, '555');
+    assert.equal(quiet.openedAt, 1);
+});