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>
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co-authored by
Claude Opus 5.5
parent
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28f465508d
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-6
@@ -18,7 +18,7 @@ import { getClients } from './clients';
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import { getTradableFirms } from './firm-catalog';
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import { getAccountConfig } from './account-type-resolver';
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import { getSchedulerStatus } from './auto-trade';
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import { combineCmeSessions, computeDayPlan, currentTradeDateCT, cycleCompletion, endedCycleCompletion, LEG_COMPLETION_EPSILON, projectPerfectPath, resolveEffectiveConfig } from './trading-logic';
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import { botStopsActive, combineCmeSessions, computeDayPlan, currentTradeDateCT, cycleCompletion, endedCycleCompletion, LEG_COMPLETION_EPSILON, projectPerfectPath, resolveEffectiveConfig } from './trading-logic';
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import type { AccountTypeStats, FirmStats } from './master-protocol';
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import { historyFresh } from './platform-client';
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@@ -288,6 +288,7 @@ function collectFirmStats() {
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cycleDailyPnL: client.dailyPnL[acc.id],
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rawRealizedPnL: cash.realizedPnL,
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combineCmeHolidays: cfg.combineCmeHolidays,
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tradesEveryDay: cfg.tradesEveryDay === true,
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effective,
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equityProfit: cash.amount - cfg.accountSize,
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splitEnabled: cfg.splitEnabled,
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@@ -349,11 +350,12 @@ function collectFirmStats() {
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slice.accountsTraded++;
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// A grind-day fill (dayTarget 0) can flag targetHit on a
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// negative day — a loss is still a loss, so red wins.
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// A red day on a stop-enabled account is its own personal
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// DLL, booked on purpose — not a genuine loss. (A firm DLL
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// lockout took the !acc.active branch above and stays a
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// loss.)
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if ((cfg.firstDayStop || cfg.minDayStop) && combined.realizedPnL <= -25) {
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// A red day on an account the bot puts stops on (the
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// obfuscation stops, or a hard daily loss limit) is its own
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// personal DLL, booked on purpose — not a genuine loss. (A
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// firm DLL lockout took the !acc.active branch above and
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// stays a loss.)
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if (botStopsActive(cfg) && combined.realizedPnL <= -25) {
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personalDllCount++;
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slice.personalDll = (slice.personalDll ?? 0) + 1;
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} else if (combined.realizedPnL < 0) {
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