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/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,