DXtrade platform for Tradeify247: percent fees, hard daily-loss stops, volatility sizing, every-day lanes
- DXtrade client (lib/dxtrade-class.ts): REST session login with lockout-safe backoff, 60s sync of accounts/metrics/positions/orders/transfers, history and fund transactions from cash transactions, day-start balance at the 22:00 UTC reset, CLOSE-by-positionCode exits (native OCO group, else a stop-first emulated pair), a cross-account hedge guard, stray-order reaper. - Instrument selector: the firm's symbol map lists candidate symbols per CME root; the cheapest tradable one per unit of recent hourly volatility wins (spread + 2x commission [+ financing] / sigma). - Fees: a firm's commission % of notional prices every fee off the fill; the take-profit is solved in closed form so the leg nets its target. - Hard daily loss limit per account type: every leg carries a stop keeping the firm's day inside the limit less a 10% reserve and both fees (rounded in); a green day never widens it; no room or a refused bracket flattens. - Notional sizing where the platform prices positions: target-hold volatility sizing or the symbol map's fixed notional, under a per-type notional cap. - Every-day firms trade weekends/holidays; the scheduler runs lanes (futures, one per DXtrade firm) with their own hours, flat gate, mutex and batches. - The catalog sync skips platforms this build doesn't know instead of treating them as Tradovate. One shared fireLeg replaces the duplicated batch/copy code. - npm run check: fee/stop/sizing/hours/selector checks; scripts/dxtrade-smoke.mjs confirms the API against a real login before trading. 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
49c4725e0c
commit
28f465508d
@@ -1,5 +1,5 @@
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import { NextRequest, NextResponse } from 'next/server';
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import { getCachedFirm } from '@/lib/firm-catalog';
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import { getCachedFirm, hasPlatformCredentials } from '@/lib/firm-catalog';
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import { setCredentials, clearCredentials } from '@/lib/db';
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import { reconcileClients, removeClient } from '@/lib/clients';
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import { scheduleBackupPush } from '@/lib/backup-sync';
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@@ -12,10 +12,11 @@ type Params = { params: Promise<{ id: string }> };
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* (lib/backup-sync.ts); they are still absent from the catalog and the
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* control socket.
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*
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* Tradovate firms need username + password. TopstepX firms need the API key;
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* username is optional for now (the loginKey call still wants it, so the
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* client sits idle with a clear error until one is added) and password is
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* unused. */
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* Tradovate and DXTrade firms need username + password (DXTrade's server URL
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* and login domain are set on the master, per firm). TopstepX firms need the
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* API key; username is optional for now (the loginKey call still wants it,
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* so the client sits idle with a clear error until one is added) and
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* password is unused. */
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export async function PUT(req: NextRequest, { params }: Params) {
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const { id } = await params;
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@@ -27,12 +28,13 @@ export async function PUT(req: NextRequest, { params }: Params) {
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const password = body.password?.trim() ?? '';
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const apiKey = body.apiKey?.trim() ?? '';
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if (firm.platform === 'topstepx') {
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if (!apiKey) {
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return NextResponse.json({ error: 'apiKey is required for a TopstepX firm' }, { status: 400 });
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}
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} else if (!username || !password) {
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return NextResponse.json({ error: 'username and password are required' }, { status: 400 });
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if (!hasPlatformCredentials(firm.platform, { username, password, apiKey })) {
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const error = firm.platform === 'topstepx'
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? 'apiKey is required for a TopstepX firm'
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: firm.platform === 'dxtrade'
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? 'username and password are required for a DXtrade firm'
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: 'username and password are required';
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return NextResponse.json({ error }, { status: 400 });
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}
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try {
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@@ -1,5 +1,5 @@
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import { NextResponse } from 'next/server';
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import { getCachedCatalog } from '@/lib/firm-catalog';
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import { getCachedCatalog, hasPlatformCredentials } from '@/lib/firm-catalog';
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import { getCredentials } from '@/lib/db';
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import type { FirmConfig } from '@/types';
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@@ -18,9 +18,7 @@ export async function GET() {
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try {
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const result: FirmConfig[] = getCachedCatalog().map((firm) => {
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const creds = getCredentials(firm.id);
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const hasCredentials = firm.platform === 'topstepx'
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? !!creds?.apiKey
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: !!(creds?.username && creds?.password);
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const hasCredentials = hasPlatformCredentials(firm.platform, creds);
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return {
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id: firm.id,
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firm: firm.name,
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@@ -46,6 +44,9 @@ export async function GET() {
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minDayStop: a.minDayStop,
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combineCmeHolidays: a.combineCmeHolidays,
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withdrawalStages: a.withdrawalStages,
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dailyLossLimit: a.dailyLossLimit ?? 0,
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maxNotional: a.maxNotional ?? 0,
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tradesEveryDay: a.tradesEveryDay === true,
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})),
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catalogUpdatedAt: firm.updatedAt,
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};
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+32
-24
@@ -6,7 +6,8 @@ import { getAccountConfig, getInferredSize, matchAccountType } from '@/lib/accou
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import { historyFresh } from '@/lib/platform-client';
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import {
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combineCmeSessions, computeDayPlan, cycleCompletion, resolveEffectiveConfig, currentTradeDateCT,
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BIG_DAY_THRESHOLD, FIRST_DAY_STOP, LEG_COMPLETION_EPSILON, MIN_DAY_STOP_MULT,
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obfuscationStopDollars, dllRoom as computeDllRoom, dllStopDollars, botStopsActive,
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LEG_COMPLETION_EPSILON,
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} from '@/lib/trading-logic';
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export async function GET() {
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@@ -84,6 +85,7 @@ export async function GET() {
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let remainingToday: number | null = null;
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let effectiveProfitTarget: number | null = null;
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let nextStop: number | null = null;
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let dllRoom: number | null = null;
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if (cfg && effective && !isDead) {
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const equityProfit = cash.amount - cfg.accountSize;
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const plan = computeDayPlan(
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@@ -94,25 +96,29 @@ export async function GET() {
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dailyTarget = plan ? { amount: plan.dayTarget, path: plan.path } : null;
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remainingToday = plan?.remainingToday ?? null;
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// The stop the next trade would carry under the obfuscation
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// options, mirroring obfuscationStopDollars in auto-trade:
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// day 1 keeps the day's net floor at −$1,000, min days stop
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// at 2× the target, and the day after a loss rides stopless.
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if (plan && (cfg.firstDayStop || cfg.minDayStop)) {
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const prior = dailyPnL
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.filter((d) => d.date < combined.tradeDate && d.pnl !== 0)
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.sort((a, b) => a.date.localeCompare(b.date));
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const recoveryDay = prior.length > 0 && prior[prior.length - 1].pnl < 0;
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if (!recoveryDay) {
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let stop = Infinity;
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if (cfg.firstDayStop && prior.length === 0) {
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stop = Math.max(0, Math.round((FIRST_DAY_STOP + combined.realizedPnL) * 100) / 100);
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}
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if (cfg.minDayStop && plan.dayTarget <= BIG_DAY_THRESHOLD) {
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stop = Math.min(stop, MIN_DAY_STOP_MULT * plan.dayTarget);
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}
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if (Number.isFinite(stop) && stop > 0) nextStop = Math.round(stop * 100) / 100;
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}
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// The stop the next trade would carry, from the same helpers
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// the fire path uses: the obfuscation stop (day 1 keeps the
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// day's net floor at −$1,000, min days stop at 2× the leg,
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// the day after a loss rides stopless) against the hard
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// daily-loss stop, before fees. A min day trades its whole
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// remaining target as one leg.
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const dll = cfg.dailyLossLimit ?? 0;
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if (dll > 0) {
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const dayStart = client.dayStartBalance?.(acc.id);
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dllRoom = dayStart === null ? null : computeDllRoom({
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dailyLossLimit: dll,
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closedBalance: cash.amount,
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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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if (plan && (botStopsActive(cfg))) {
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const obf = obfuscationStopDollars(cfg, dailyPnL, plan, combined.tradeDate, plan.remainingToday);
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const hard = dllRoom !== null
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? dllStopDollars({ room: dllRoom, dailyLossLimit: dll, entryFee: 0, commissionPct: 0 })
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: Infinity;
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const stop = Math.min(Number.isFinite(obf) && obf > 0 ? obf : Infinity, hard);
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if (Number.isFinite(stop) && stop > 0) nextStop = Math.round(stop * 100) / 100;
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}
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// Effective profit target = max(stage target, consistency realTarget).
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@@ -187,6 +193,7 @@ export async function GET() {
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cycleDailyPnL: client.dailyPnL[acc.id],
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rawRealizedPnL: cash.realizedPnL,
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combineCmeHolidays: cfg.combineCmeHolidays,
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tradesEveryDay: cfg.tradesEveryDay === true,
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effective,
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equityProfit: cash.amount - cfg.accountSize,
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splitEnabled: cfg.splitEnabled,
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@@ -202,10 +209,10 @@ export async function GET() {
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// on the Tuesday after a holiday this includes Sun/Mon.
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realizedPnL: combined.realizedPnL,
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daysTraded,
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// A stop-enabled account whose day booked red via its own
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// stop — the personal DLL. Firm DLL lockouts show via
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// !active instead.
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personalDll: !!cfg && (cfg.firstDayStop || cfg.minDayStop)
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// An account the bot puts stops on whose day booked red via
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// its own stop — the personal DLL. Firm DLL lockouts show
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// via !active instead.
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personalDll: !!cfg && botStopsActive(cfg)
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&& acc.active && !client.positions[acc.id]
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&& combined.realizedPnL <= -25,
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positionDirection: client.positions[acc.id]
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@@ -220,6 +227,7 @@ export async function GET() {
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stageDrain: effective?.drain ?? false,
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dailyTarget,
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nextStop,
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dllRoom,
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remainingToday,
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effectiveProfitTarget,
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dailyPnL,
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+26
-8
@@ -188,9 +188,19 @@ function AccountTypeCell({ account, firm, onAssigned }: {
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);
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}
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/** What a firm's saved login is called in the dashboard's prompts. */
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function credentialNoun(platform: FirmConfig['platform']): string {
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switch (platform) {
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case 'topstepx': return 'TopstepX API key';
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case 'dxtrade': return 'DXtrade login';
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case 'tradovate': return 'Tradovate login';
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}
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}
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/** Inline credential entry, shown to the right of a firm that has none.
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* Tradovate wants username + password; TopstepX wants the API key (username
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* optional for now, though login needs it eventually — password unused). */
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* Tradovate and DXtrade want username + password; TopstepX wants the API key
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* (username optional for now, though login needs it eventually — password
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* unused). */
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function CredentialForm({ firm, onSaved }: { firm: FirmConfig; onSaved: () => void }) {
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const isTopstepX = firm.platform === 'topstepx';
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const [username, setUsername] = useState('');
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@@ -231,7 +241,7 @@ function CredentialForm({ firm, onSaved }: { firm: FirmConfig; onSaved: () => vo
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<div className="flex items-center gap-1.5" onClick={(e) => e.stopPropagation()}>
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<input
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className={cls}
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placeholder={isTopstepX ? 'Username (optional)' : 'Tradovate username'}
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placeholder={isTopstepX ? 'Username (optional)' : firm.platform === 'dxtrade' ? 'DXtrade username' : 'Tradovate username'}
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value={username}
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onChange={(e) => setUsername(e.target.value)}
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/>
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@@ -375,7 +385,10 @@ function AccountRow({ account, firm, hideDead, privacy, onAssigned }: {
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<span className="text-xs text-slate-400">
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${fmt(account.dailyTarget.amount)} today
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{account.nextStop !== null && (
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<span className="text-amber-600" title="The next trade's stop — dollars it may lose before booking the day"> · stop ${fmt(account.nextStop)}</span>
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<span className="text-amber-600" title="The next trade's stop — dollars of price movement it may lose before booking the day (fees come on top; the daily-loss stop already reserves for them)"> · stop ${fmt(account.nextStop)}</span>
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)}
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{typeof account.dllRoom === 'number' && (
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<span className="text-slate-500" title="Hard daily loss limit: what the firm's day may still lose before a breach. 10% of the limit is never spent."> · DLL room ${fmt(account.dllRoom)}</span>
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)}
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</span>
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)}
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@@ -392,7 +405,7 @@ function AccountRow({ account, firm, hideDead, privacy, onAssigned }: {
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: account.positionDirection
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? <span className={`inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold ${account.positionDirection === 'long' ? 'bg-green-100 text-green-700' : 'bg-red-100 text-red-700'}`}>{account.positionDirection === 'long' ? 'Long' : 'Short'}</span>
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: account.personalDll
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? <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-amber-100 text-amber-700" title="Booked the day red via its own stop — make-back rides next session">Personal DLL</span>
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? <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-amber-100 text-amber-700" title="Booked the day red via its own stop (obfuscation or daily-loss) — trading resumes next session">Personal DLL</span>
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: account.targetHit
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? <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-green-100 text-green-700">Target Hit</span>
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: <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-slate-100 text-slate-500">Flat</span>}
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@@ -478,6 +491,11 @@ function FirmRows({ state, firm, hideDead, privacy, sortKey, sortDir, tradeSymbo
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TopstepX
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</span>
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)}
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{firm.platform === 'dxtrade' && (
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<span className="text-xs bg-emerald-100 text-emerald-700 px-1.5 py-0.5 rounded font-semibold">
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DXtrade
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</span>
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)}
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{firm.platform === 'topstepx' && hasCredentials && !firm.username && (
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<span
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className="text-xs bg-amber-100 text-amber-700 px-1.5 py-0.5 rounded font-semibold"
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@@ -506,7 +524,7 @@ function FirmRows({ state, firm, hideDead, privacy, sortKey, sortDir, tradeSymbo
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<td colSpan={5} className="px-4 py-2.5">
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<div className="flex items-center gap-2" onClick={(e) => e.stopPropagation()}>
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<span className="text-xs text-slate-500">
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Remove the saved {firm.platform === 'topstepx' ? 'TopstepX API key' : 'Tradovate login'} for {firm.firm}? Its accounts disappear until you enter one again.
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Remove the saved {credentialNoun(firm.platform)} for {firm.firm}? Its accounts disappear until you enter one again.
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</span>
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<button
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onClick={removeCredentials}
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@@ -532,7 +550,7 @@ function FirmRows({ state, firm, hideDead, privacy, sortKey, sortDir, tradeSymbo
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<button
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onClick={(e) => { e.stopPropagation(); setConfirmCreds(true); }}
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className="text-slate-400 hover:text-red-500 hover:bg-red-50 p-1 rounded-md transition-colors inline-flex"
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title={firm.platform === 'topstepx' ? 'Remove saved TopstepX API key' : 'Remove saved Tradovate login'}
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title={`Remove saved ${credentialNoun(firm.platform)}`}
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>
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<KeyOffIcon />
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</button>
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@@ -554,7 +572,7 @@ function FirmRows({ state, firm, hideDead, privacy, sortKey, sortDir, tradeSymbo
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state.accounts.length === 0 ? (
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<tr>
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<td colSpan={7} className="px-4 py-5 pl-12 text-sm text-slate-400 italic">
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{state.connected ? 'No accounts at this firm' : 'Connecting to Tradovate…'}
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{state.connected ? 'No accounts at this firm' : 'Connecting…'}
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</td>
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</tr>
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) : (
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