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
+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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