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>

app/api/firms/[id]/credentials/route.ts

@@ -1,5 +1,5 @@
 import { NextRequest, NextResponse } from 'next/server';
-import { getCachedFirm } from '@/lib/firm-catalog';
+import { getCachedFirm, hasPlatformCredentials } from '@/lib/firm-catalog';
 import { setCredentials, clearCredentials } from '@/lib/db';
 import { reconcileClients, removeClient } from '@/lib/clients';
 import { scheduleBackupPush } from '@/lib/backup-sync';
@@ -12,10 +12,11 @@ type Params = { params: Promise<{ id: string }> };
  *  (lib/backup-sync.ts); they are still absent from the catalog and the
  *  control socket.
  *
- *  Tradovate firms need username + password. TopstepX firms need the API key;
- *  username is optional for now (the loginKey call still wants it, so the
- *  client sits idle with a clear error until one is added) and password is
- *  unused. */
+ *  Tradovate and DXTrade firms need username + password (DXTrade's server URL
+ *  and login domain are set on the master, per firm). TopstepX firms need the
+ *  API key; username is optional for now (the loginKey call still wants it,
+ *  so the client sits idle with a clear error until one is added) and
+ *  password is unused. */
 export async function PUT(req: NextRequest, { params }: Params) {
     const { id } = await params;
 
@@ -27,12 +28,13 @@ export async function PUT(req: NextRequest, { params }: Params) {
     const password = body.password?.trim() ?? '';
     const apiKey = body.apiKey?.trim() ?? '';
 
-    if (firm.platform === 'topstepx') {
-        if (!apiKey) {
-            return NextResponse.json({ error: 'apiKey is required for a TopstepX firm' }, { status: 400 });
-        }
-    } else if (!username || !password) {
-        return NextResponse.json({ error: 'username and password are required' }, { status: 400 });
+    if (!hasPlatformCredentials(firm.platform, { username, password, apiKey })) {
+        const error = firm.platform === 'topstepx'
+            ? 'apiKey is required for a TopstepX firm'
+            : firm.platform === 'dxtrade'
+                ? 'username and password are required for a DXtrade firm'
+                : 'username and password are required';
+        return NextResponse.json({ error }, { status: 400 });
     }
 
     try {

app/api/firms/route.ts

@@ -1,5 +1,5 @@
 import { NextResponse } from 'next/server';
-import { getCachedCatalog } from '@/lib/firm-catalog';
+import { getCachedCatalog, hasPlatformCredentials } from '@/lib/firm-catalog';
 import { getCredentials } from '@/lib/db';
 import type { FirmConfig } from '@/types';
 
@@ -18,9 +18,7 @@ export async function GET() {
     try {
         const result: FirmConfig[] = getCachedCatalog().map((firm) => {
             const creds = getCredentials(firm.id);
-            const hasCredentials = firm.platform === 'topstepx'
-                ? !!creds?.apiKey
-                : !!(creds?.username && creds?.password);
+            const hasCredentials = hasPlatformCredentials(firm.platform, creds);
             return {
                 id: firm.id,
                 firm: firm.name,
@@ -46,6 +44,9 @@ export async function GET() {
                     minDayStop: a.minDayStop,
                     combineCmeHolidays: a.combineCmeHolidays,
                     withdrawalStages: a.withdrawalStages,
+                    dailyLossLimit: a.dailyLossLimit ?? 0,
+                    maxNotional: a.maxNotional ?? 0,
+                    tradesEveryDay: a.tradesEveryDay === true,
                 })),
                 catalogUpdatedAt: firm.updatedAt,
             };

app/api/state/route.ts

@@ -6,7 +6,8 @@ import { getAccountConfig, getInferredSize, matchAccountType } from '@/lib/accou
 import { historyFresh } from '@/lib/platform-client';
 import {
     combineCmeSessions, computeDayPlan, cycleCompletion, resolveEffectiveConfig, currentTradeDateCT,
-    BIG_DAY_THRESHOLD, FIRST_DAY_STOP, LEG_COMPLETION_EPSILON, MIN_DAY_STOP_MULT,
+    obfuscationStopDollars, dllRoom as computeDllRoom, dllStopDollars, botStopsActive,
+    LEG_COMPLETION_EPSILON,
 } from '@/lib/trading-logic';
 
 export async function GET() {
@@ -84,6 +85,7 @@ export async function GET() {
                 let remainingToday: number | null = null;
                 let effectiveProfitTarget: number | null = null;
                 let nextStop: number | null = null;
+                let dllRoom: number | null = null;
                 if (cfg && effective && !isDead) {
                     const equityProfit = cash.amount - cfg.accountSize;
                     const plan = computeDayPlan(
@@ -94,25 +96,29 @@ export async function GET() {
                     dailyTarget = plan ? { amount: plan.dayTarget, path: plan.path } : null;
                     remainingToday = plan?.remainingToday ?? null;
 
-                    // The stop the next trade would carry under the obfuscation
-                    // options, mirroring obfuscationStopDollars in auto-trade:
-                    // day 1 keeps the day's net floor at −$1,000, min days stop
-                    // at 2× the target, and the day after a loss rides stopless.
-                    if (plan && (cfg.firstDayStop || cfg.minDayStop)) {
-                        const prior = dailyPnL
-                            .filter((d) => d.date < combined.tradeDate && d.pnl !== 0)
-                            .sort((a, b) => a.date.localeCompare(b.date));
-                        const recoveryDay = prior.length > 0 && prior[prior.length - 1].pnl < 0;
-                        if (!recoveryDay) {
-                            let stop = Infinity;
-                            if (cfg.firstDayStop && prior.length === 0) {
-                                stop = Math.max(0, Math.round((FIRST_DAY_STOP + combined.realizedPnL) * 100) / 100);
-                            }
-                            if (cfg.minDayStop && plan.dayTarget <= BIG_DAY_THRESHOLD) {
-                                stop = Math.min(stop, MIN_DAY_STOP_MULT * plan.dayTarget);
-                            }
-                            if (Number.isFinite(stop) && stop > 0) nextStop = Math.round(stop * 100) / 100;
-                        }
+                    // The stop the next trade would carry, from the same helpers
+                    // the fire path uses: the obfuscation stop (day 1 keeps the
+                    // day's net floor at −$1,000, min days stop at 2× the leg,
+                    // the day after a loss rides stopless) against the hard
+                    // daily-loss stop, before fees. A min day trades its whole
+                    // remaining target as one leg.
+                    const dll = cfg.dailyLossLimit ?? 0;
+                    if (dll > 0) {
+                        const dayStart = client.dayStartBalance?.(acc.id);
+                        dllRoom = dayStart === null ? null : computeDllRoom({
+                            dailyLossLimit: dll,
+                            closedBalance: cash.amount,
+                            dayStartBalance: dayStart,
+                            realizedToday: Math.min(cash.realizedPnL, combined.realizedPnL),
+                        });
+                    }
+                    if (plan && (botStopsActive(cfg))) {
+                        const obf = obfuscationStopDollars(cfg, dailyPnL, plan, combined.tradeDate, plan.remainingToday);
+                        const hard = dllRoom !== null
+                            ? dllStopDollars({ room: dllRoom, dailyLossLimit: dll, entryFee: 0, commissionPct: 0 })
+                            : Infinity;
+                        const stop = Math.min(Number.isFinite(obf) && obf > 0 ? obf : Infinity, hard);
+                        if (Number.isFinite(stop) && stop > 0) nextStop = Math.round(stop * 100) / 100;
                     }
 
                     // Effective profit target = max(stage target, consistency realTarget).
@@ -187,6 +193,7 @@ export async function GET() {
                         cycleDailyPnL: client.dailyPnL[acc.id],
                         rawRealizedPnL: cash.realizedPnL,
                         combineCmeHolidays: cfg.combineCmeHolidays,
+                        tradesEveryDay: cfg.tradesEveryDay === true,
                         effective,
                         equityProfit: cash.amount - cfg.accountSize,
                         splitEnabled: cfg.splitEnabled,
@@ -202,10 +209,10 @@ export async function GET() {
                     // on the Tuesday after a holiday this includes Sun/Mon.
                     realizedPnL: combined.realizedPnL,
                     daysTraded,
-                    // A stop-enabled account whose day booked red via its own
-                    // stop — the personal DLL. Firm DLL lockouts show via
-                    // !active instead.
-                    personalDll: !!cfg && (cfg.firstDayStop || cfg.minDayStop)
+                    // An account the bot puts stops on whose day booked red via
+                    // its own stop — the personal DLL. Firm DLL lockouts show
+                    // via !active instead.
+                    personalDll: !!cfg && botStopsActive(cfg)
                         && acc.active && !client.positions[acc.id]
                         && combined.realizedPnL <= -25,
                     positionDirection: client.positions[acc.id]
@@ -220,6 +227,7 @@ export async function GET() {
                     stageDrain: effective?.drain ?? false,
                     dailyTarget,
                     nextStop,
+                    dllRoom,
                     remainingToday,
                     effectiveProfitTarget,
                     dailyPnL,