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
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
+8 -6
View File
@@ -18,7 +18,7 @@ import { getClients } from './clients';
import { getTradableFirms } from './firm-catalog';
import { getAccountConfig } from './account-type-resolver';
import { getSchedulerStatus } from './auto-trade';
import { combineCmeSessions, computeDayPlan, currentTradeDateCT, cycleCompletion, endedCycleCompletion, LEG_COMPLETION_EPSILON, projectPerfectPath, resolveEffectiveConfig } from './trading-logic';
import { botStopsActive, combineCmeSessions, computeDayPlan, currentTradeDateCT, cycleCompletion, endedCycleCompletion, LEG_COMPLETION_EPSILON, projectPerfectPath, resolveEffectiveConfig } from './trading-logic';
import type { AccountTypeStats, FirmStats } from './master-protocol';
import { historyFresh } from './platform-client';
@@ -288,6 +288,7 @@ function collectFirmStats() {
cycleDailyPnL: client.dailyPnL[acc.id],
rawRealizedPnL: cash.realizedPnL,
combineCmeHolidays: cfg.combineCmeHolidays,
tradesEveryDay: cfg.tradesEveryDay === true,
effective,
equityProfit: cash.amount - cfg.accountSize,
splitEnabled: cfg.splitEnabled,
@@ -349,11 +350,12 @@ function collectFirmStats() {
slice.accountsTraded++;
// A grind-day fill (dayTarget 0) can flag targetHit on a
// negative day — a loss is still a loss, so red wins.
// A red day on a stop-enabled account is its own personal
// DLL, booked on purpose — not a genuine loss. (A firm DLL
// lockout took the !acc.active branch above and stays a
// loss.)
if ((cfg.firstDayStop || cfg.minDayStop) && combined.realizedPnL <= -25) {
// A red day on an account the bot puts stops on (the
// obfuscation stops, or a hard daily loss limit) is its own
// personal DLL, booked on purpose — not a genuine loss. (A
// firm DLL lockout took the !acc.active branch above and
// stays a loss.)
if (botStopsActive(cfg) && combined.realizedPnL <= -25) {
personalDllCount++;
slice.personalDll = (slice.personalDll ?? 0) + 1;
} else if (combined.realizedPnL < 0) {