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>

lib/master-protocol.ts

@@ -205,19 +205,69 @@ export interface CatalogAccountType {
     payoutCap?: number;
     /** Share of the gross the person actually receives (default 0.9). */
     profitSplit?: number;
+    /** Hard daily loss limit in dollars (0 = none). Every leg then carries a
+     *  stop that keeps the firm's day from losing more than this, less a 10%
+     *  reserve and fees. Optional: an older master doesn't send it. */
+    dailyLossLimit?: number;
+    /** Cap on one position's notional in dollars (0 = none), where the
+     *  platform prices positions (DXTrade). */
+    maxNotional?: number;
+    /** Copied from the firm by the catalog sync, so every cfg-based path sees
+     *  it: the firm trades every calendar day (24/7). */
+    tradesEveryDay?: boolean;
     /** ISO. Ties between two matching account types are broken by this. */
     updatedAt: string;
 }
 
+/** Where a firm's accounts trade. A build only knows the platforms listed
+ *  here; the catalog sync skips a firm on any other rather than guess. */
+export const FIRM_PLATFORMS = ['tradovate', 'topstepx', 'dxtrade'] as const;
+export type FirmPlatform = (typeof FIRM_PLATFORMS)[number];
+
+export function isFirmPlatform(value: unknown): value is FirmPlatform {
+    return typeof value === 'string' && (FIRM_PLATFORMS as readonly string[]).includes(value);
+}
+
+/** One symbol a DXTrade firm may trade for a CME root. */
+export interface SymbolMapCandidate {
+    /** The platform's symbol, e.g. "BTC/USD". */
+    symbol: string;
+    /** Fixed sizing: notional per $1,000 of leg (like futures' one contract
+     *  per $1,000). Used when volatility sizing is off or can't run. */
+    notionalPerContract: number;
+    /** Per-side commission % for this symbol; absent = the firm's. */
+    commissionPct?: number;
+}
+
+/** CME root the batch drew (NQ, MNQ, GC…) or '*' for any root not listed →
+ *  the candidates to choose from, cheapest per unit of volatility wins. */
+export type SymbolMap = Record<string, SymbolMapCandidate[]>;
+
 export interface CatalogFirm {
     id: string;
     name: string;
-    /** Which platform the firm's accounts trade on. Only 'tradovate' firms get
-     *  a client here; anything else is synced but sits idle until its trading
-     *  logic exists. Older masters omit the field — treated as 'tradovate'. */
-    platform: 'tradovate' | 'topstepx';
+    /** Which platform the firm's accounts trade on. Older masters omit the
+     *  field — treated as 'tradovate'; a value this build doesn't know makes
+     *  the sync skip the firm. */
+    platform: FirmPlatform;
     bannedSymbols: string[];
     accountTypes: CatalogAccountType[];
+    /** DXTrade REST base, e.g. https://dx.tradeify247.co/dxsca-web ('' otherwise). */
+    serverUrl?: string;
+    /** DXTrade login domain ('' = 'default'). */
+    loginDomain?: string;
+    /** Commission as % of notional per side (e.g. 0.04). 0 = the platform's
+     *  per-contract fees, measured off each fill. */
+    commissionPct?: number;
+    /** Trades every calendar day, weekends and CME holidays included. */
+    tradesEveryDay?: boolean;
+    /** DXTrade: which symbols each CME root may trade as. */
+    symbolMap?: SymbolMap;
+    /** DXTrade volatility sizing: aim each leg's expected hold at this many
+     *  hours (0 = fixed sizing from the symbol map). */
+    targetHoldHours?: number;
+    /** Overnight financing the firm charges, % of notional per day (0 = none). */
+    financingPctPerDay?: number;
     updatedAt: string;
 }