senofy/autofirmer-expanded
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

DXtrade platform for Tradeify247: percent fees, hard daily-loss stops, volatility sizing, every-day lanes

Browse Source 
- 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
2026-09-26 16:04:15 -05:00
co-authored by Claude Opus 5.5
parent 49c4725e0c
commit 28f465508d
18 changed files with 3962 additions and 534 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/firm-catalog.ts
+88 -18
View File
@@ -17,7 +17,10 @@
* the two are not linked yet.)
*/
import type { CatalogAccountType, CatalogFirm, FirmCatalogPayload } from './master-protocol';
import { isFirmPlatform } from './master-protocol';
import type {
CatalogAccountType, CatalogFirm, FirmCatalogPayload, FirmPlatform, SymbolMap, SymbolMapCandidate,
} from './master-protocol';
import {
getSetting,
setSetting,
@@ -99,26 +102,70 @@ export function getCatalogMeta(): {
};
}
/** Whether stored credentials are what the firm's platform logs in with — a
* TopstepX API key, or a username + password (Tradovate, DXTrade). */
export function hasPlatformCredentials(
platform: FirmPlatform,
creds: { username: string; password: string; apiKey: string } | null | undefined,
): boolean {
if (!creds) return false;
switch (platform) {
case 'topstepx': return !!creds.apiKey;
case 'tradovate':
case 'dxtrade': return !!creds.username && !!creds.password;
}
}
/** Firms this machine can actually trade: in the catalog AND holding the
* credentials their platform needs — a Tradovate username + password, or a
* TopstepX API key. Everything that starts a platform client goes through
* here. */
* credentials their platform needs. Everything that starts a platform client
* goes through here. */
export function getTradableFirms(): (CatalogFirm & { username: string; password: string; apiKey: string })[] {
const result: (CatalogFirm & { username: string; password: string; apiKey: string })[] = [];
for (const firm of getCachedCatalog()) {
const creds = getCredentials(firm.id);
if (!creds) continue;
if (firm.platform === 'topstepx') {
if (creds.apiKey) result.push({ ...firm, ...creds });
} else {
if (creds.username && creds.password) result.push({ ...firm, ...creds });
}
if (creds && hasPlatformCredentials(firm.platform, creds)) result.push({ ...firm, ...creds });
}
return result;
}
// ── Sync ─────────────────────────────────────────────────────────────────────
const g2 = global as typeof globalThis & { __catalogUnknownPlatformWarned?: Set<string> };
/** Once per firm per process — the catalog is re-validated every 60s. */
function warnUnknownPlatform(id: string, name: string, platform: unknown): void {
const warned = (g2.__catalogUnknownPlatformWarned ??= new Set());
const key = `${id}|${String(platform)}`;
if (warned.has(key)) return;
warned.add(key);
console.warn(`[catalog] skipping "${name}": platform ${JSON.stringify(platform)} is unknown to this build — update this instance`);
}
function nonNegative(value: unknown): number {
return typeof value === 'number' && Number.isFinite(value) && value > 0 ? value : 0;
}
/** Drops anything malformed rather than failing the sync: a bad symbol-map
* entry only means that candidate isn't traded. */
function sanitizeSymbolMap(raw: unknown): SymbolMap {
const map: SymbolMap = {};
if (typeof raw !== 'object' || raw === null || Array.isArray(raw)) return map;
for (const [root, list] of Object.entries(raw as Record<string, unknown>)) {
if (!Array.isArray(list)) continue;
const candidates = list.flatMap((c): SymbolMapCandidate[] => {
if (typeof c !== 'object' || c === null) return [];
const cand = c as Record<string, unknown>;
if (typeof cand.symbol !== 'string' || !cand.symbol || cand.symbol.includes('|')) return [];
const notional = nonNegative(cand.notionalPerContract);
const pct = typeof cand.commissionPct === 'number' && Number.isFinite(cand.commissionPct) && cand.commissionPct >= 0
? cand.commissionPct : undefined;
return [{ symbol: cand.symbol, notionalPerContract: notional, ...(pct !== undefined ? { commissionPct: pct } : {}) }];
});
if (candidates.length > 0) map[root.toUpperCase()] = candidates;
}
return map;
}
function isStages(value: unknown): value is { profit: number; consistency: number; minTradingDays: number }[] {
return Array.isArray(value) && value.every((s) =>
typeof s === 'object' && s !== null
@@ -136,12 +183,24 @@ function validatePayload(raw: unknown): FirmCatalogPayload {
if (typeof body.updatedAt !== 'string') throw new Error('missing updatedAt');
if (!Array.isArray(body.firms)) throw new Error('missing firms');
const firms: CatalogFirm[] = body.firms.map((f: unknown, i: number) => {
const firms: CatalogFirm[] = [];
body.firms.forEach((f: unknown, i: number) => {
if (typeof f !== 'object' || f === null) throw new Error(`firm ${i} is not an object`);
const firm = f as Record<string, unknown>;
if (typeof firm.id !== 'string' || typeof firm.name !== 'string') {
throw new Error(`firm ${i} is missing id or name`);
}
// An old master sends no platform: that is Tradovate. A platform this
// build doesn't know is NOT — coercing it would start the wrong client
// with another platform's credentials. Skip the firm (before its
// account types can fail the whole sync); it comes back once this
// build knows the platform.
const platform = firm.platform === undefined ? 'tradovate' : firm.platform;
if (!isFirmPlatform(platform)) {
warnUnknownPlatform(firm.id, firm.name, platform);
return;
}
const tradesEveryDay = firm.tradesEveryDay === true;
if (!Array.isArray(firm.accountTypes)) throw new Error(`firm ${firm.name} is missing accountTypes`);
const accountTypes: CatalogAccountType[] = firm.accountTypes.map((t: unknown, j: number) => {
@@ -163,26 +222,37 @@ function validatePayload(raw: unknown): FirmCatalogPayload {
return {
...type,
splitEnabled: type.splitEnabled !== false,
combineCmeHolidays: type.combineCmeHolidays === true,
// An every-day firm has no CME calendar to fold holidays by.
combineCmeHolidays: type.combineCmeHolidays === true && !tradesEveryDay,
// Lenient: a master from before the min-legs field means "no minimum".
minLegs: typeof type.minLegs === 'number' ? type.minLegs : 0,
// Lenient: the obfuscation stops are opt-in, so absent means off.
firstDayStop: type.firstDayStop === true,
minDayStop: type.minDayStop === true,
// Lenient: no hard daily limit, no notional cap.
dailyLossLimit: nonNegative(type.dailyLossLimit),
maxNotional: nonNegative(type.maxNotional),
// The firm's calendar, stamped on every type so the cfg-based
// paths (projections, completion, the dashboard) all see it.
tradesEveryDay,
} as unknown as CatalogAccountType;
});
return {
firms.push({
id: firm.id,
name: firm.name,
// Lenient on purpose: a master from before the platform field (or
// with a platform this build doesn't know) must not fail the whole
// sync, and 'tradovate' is what every firm was until then.
platform: firm.platform === 'topstepx' ? 'topstepx' : 'tradovate',
platform,
bannedSymbols: Array.isArray(firm.bannedSymbols) ? (firm.bannedSymbols as string[]) : [],
accountTypes,
serverUrl: typeof firm.serverUrl === 'string' ? firm.serverUrl : '',
loginDomain: typeof firm.loginDomain === 'string' ? firm.loginDomain : '',
commissionPct: nonNegative(firm.commissionPct),
tradesEveryDay,
symbolMap: sanitizeSymbolMap(firm.symbolMap),
targetHoldHours: nonNegative(firm.targetHoldHours),
financingPctPerDay: nonNegative(firm.financingPctPerDay),
updatedAt: typeof firm.updatedAt === 'string' ? firm.updatedAt : new Date(0).toISOString(),
};
});
});
return { version: body.version, updatedAt: body.updatedAt, firms };