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
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#!/usr/bin/env node
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// DXtrade smoke test — run against a real login before the scheduler trades a
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// DXtrade firm. Confirms the API details lib/dxtrade-class.ts assumes.
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//
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// DX_BASE=https://dx.tradeify247.co/dxsca-web DX_USER=... DX_PASS=... \
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// DX_DOMAIN=default DX_SYMBOLS=BTC/USD,ETH/USD,XYZ100 node scripts/dxtrade-smoke.mjs
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//
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// Read-only unless DX_CONFIRM=yes AND DX_ACCOUNT=<account code> are set, which
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// adds a minimum-size round trip on that account (a real order: it pays two
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// commissions). Credentials come from the environment only; the password and
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// session token are never printed.
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//
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// Run it while the instance's client for the firm is disconnected (remove the
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// credentials there, or stop the instance): two sessions on one login can
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// collide, and logins are rate-limited per IP.
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const BASE = (process.env.DX_BASE ?? '').replace(/\/+$/, '');
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const USER = process.env.DX_USER ?? '';
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const PASS = process.env.DX_PASS ?? '';
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const DOMAIN = process.env.DX_DOMAIN || 'default';
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const SYMBOLS = (process.env.DX_SYMBOLS ?? 'BTC/USD').split(',').map((s) => s.trim()).filter(Boolean);
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const ORDER_ACCOUNT = process.env.DX_ACCOUNT ?? '';
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const CONFIRM = process.env.DX_CONFIRM === 'yes';
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if (!BASE.startsWith('https://') || !USER || !PASS) {
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console.error('Set DX_BASE (https://…/dxsca-web), DX_USER and DX_PASS.');
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process.exit(1);
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}
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let token = null;
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const sleep = (ms) => new Promise((r) => setTimeout(r, ms));
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const section = (title) => console.log(`\n── ${title} ${'─'.repeat(Math.max(0, 70 - title.length))}`);
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const show = (label, value) => console.log(`${label}:`, typeof value === 'string' ? value : JSON.stringify(value, null, 2)?.slice(0, 4000));
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async function call(method, path, { params, body, headers } = {}) {
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const url = new URL(`${BASE}${path}`);
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for (const [k, v] of Object.entries(params ?? {})) url.searchParams.set(k, String(v));
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const res = await fetch(url, {
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method,
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headers: {
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Accept: 'application/json',
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...(token ? { Authorization: `DXAPI ${token}` } : {}),
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...(body !== undefined ? { 'Content-Type': 'application/json' } : {}),
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...headers,
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},
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body: body !== undefined ? JSON.stringify(body) : undefined,
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signal: AbortSignal.timeout(30_000),
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});
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const text = await res.text();
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let data = null;
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try { data = text ? JSON.parse(text) : null; } catch { data = text.slice(0, 500); }
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return { status: res.status, headers: Object.fromEntries(res.headers), data };
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}
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async function step(label, fn) {
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try {
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await fn();
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} catch (err) {
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console.log(`${label} FAILED: ${err instanceof Error ? err.message : String(err)}`);
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}
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}
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const codeOf = (a) => (typeof a === 'string' ? a : a && typeof a === 'object' ? `${a.clearing}:${a.account}` : String(a));
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section('login');
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{
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const res = await call('POST', '/login', { body: { username: USER, domain: DOMAIN, password: PASS } });
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if (res.status !== 200 || !res.data?.sessionToken) {
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show(`login refused (HTTP ${res.status})`, res.data);
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console.log('Check DX_DOMAIN (try "default", then the broker name) — and stop after a couple of tries: repeated failures lock the account.');
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process.exit(1);
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}
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token = res.data.sessionToken;
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show('session timeout field (format check)', res.data.timeout);
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}
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let accounts = [];
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section('accounts (/users)');
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for (const path of [`${USER}@${DOMAIN}`, USER]) {
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const res = await call('GET', `/users/${encodeURIComponent(path)}`);
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console.log(`/users/${path} → HTTP ${res.status}`);
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if (res.status === 200) {
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accounts = (res.data?.userDetails ?? []).flatMap((u) => u.accounts ?? []);
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for (const a of accounts) {
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console.log(` ${codeOf(a.account)} status=${a.accountStatus} positionBased=${a.positionBased} currency=${a.baseCurrency} registered=${a.registrationTime}`);
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}
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break;
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}
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}
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const codes = accounts.map((a) => codeOf(a.account));
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const ref = codes[0];
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if (!ref) {
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console.log('No accounts found — nothing more to check.');
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process.exit(0);
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}
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section('metrics (key casing: openPL vs openPl)');
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await step('metrics', async () => {
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const res = await call('GET', '/accounts/metrics', { params: { accounts: codes.join(',') } });
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show(`HTTP ${res.status}`, res.data?.metrics?.[0] ?? res.data);
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});
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section('positions / open orders');
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await step('positions', async () => show('positions', (await call('GET', '/accounts/positions', { params: { accounts: codes.join(',') } })).data));
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await step('orders', async () => show('open orders', (await call('GET', '/accounts/orders', { params: { accounts: codes.join(',') } })).data));
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section('transfers — types, signs, paging, the opening DEPOSIT, FINANCING');
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await step('transfers', async () => {
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const from = new Date(Date.now() - 180 * 86_400_000).toISOString();
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const res = await call('GET', '/accounts/transfers', { params: { accounts: codes.join(','), 'time-from': from, limit: 50 } });
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const txns = (res.data?.cashTransfers ?? []).flatMap((t) => (t.cashTransactions ?? []).map((x) => ({ ...x, transferTime: t.transactionTime })));
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const byType = {};
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for (const t of txns) {
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const e = (byType[t.type] ??= { count: 0, min: Infinity, max: -Infinity });
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e.count++; e.min = Math.min(e.min, t.value); e.max = Math.max(e.max, t.value);
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}
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show('by type (value range → sign convention)', byType);
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show('first / last transaction (ordering)', [txns[0], txns[txns.length - 1]]);
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show('nextPageTransactionTime', res.data?.nextPageTransactionTime ?? '(none)');
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});
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section('instruments');
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await step('instruments', async () => {
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const res = await call('GET', '/instruments/query', { params: { symbols: SYMBOLS.join(',') } });
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for (const i of res.data?.instruments ?? []) {
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console.log(` ${i.symbol}: type=${i.type} priceIncrement=${i.priceIncrement} multiplier=${i.multiplier} lotSize=${i.lotSize} quantityIncrement=${i.quantityIncrement} currency=${i.currency} sessions=${(i.tradingHours ?? []).length}`);
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}
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show('first instrument, raw', res.data?.instruments?.[0]);
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});
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await step('account instrument details', async () => {
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const res = await call('GET', `/accounts/${encodeURIComponent(ref)}/instruments/query`, { params: { symbols: SYMBOLS.join(',') } });
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show('details', res.data?.instrumentDetails ?? res.data);
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});
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section('quotes and hourly candles (σ)');
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await step('quotes', async () => {
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const res = await call('POST', '/marketdata', { body: { account: ref, symbols: SYMBOLS, eventTypes: [{ type: 'Quote', format: 'COMPACT' }] } });
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show(`Quote events (HTTP ${res.status})`, res.data?.events ?? res.data);
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});
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await step('candles', async () => {
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const now = Date.now();
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const res = await call('POST', '/marketdata', {
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body: {
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account: ref, symbols: SYMBOLS,
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eventTypes: [{ type: 'Candle', format: 'COMPACT', candleType: '1h', fromTime: new Date(now - 49 * 3_600_000).toISOString(), toTime: new Date(now).toISOString() }],
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},
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});
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const events = res.data?.events ?? [];
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console.log(`Candle events: HTTP ${res.status}, ${events.length} event(s); first: ${JSON.stringify(events[0])}`);
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for (const symbol of SYMBOLS) {
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const closes = events.filter((e) => e.symbol === symbol && typeof e.close === 'number').map((e) => e.close);
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const rets = closes.slice(1).map((c, i) => Math.log(c / closes[i]));
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const mean = rets.reduce((s, r) => s + r, 0) / Math.max(1, rets.length);
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const sd = Math.sqrt(rets.reduce((s, r) => s + (r - mean) ** 2, 0) / Math.max(1, rets.length - 1));
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console.log(` ${symbol}: ${closes.length} closes, σ ≈ ${(sd * 100).toFixed(3)}%/h ≈ ${(sd * Math.sqrt(24) * 100).toFixed(2)}%/day`);
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}
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});
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section('end-of-day metrics vs the 22:00 UTC reset');
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await step('eodmetrics', async () => {
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const d = new Date(Date.now() - 86_400_000).toISOString().slice(0, 10);
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const res = await call('GET', `/accounts/eodmetrics/${d}`, { params: { accounts: ref } });
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show(`eodmetrics ${d} (HTTP ${res.status}) — compare balance with the instance's dayStart debug value`, res.data);
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});
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section('rate limits (two history calls back to back)');
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await step('rate', async () => {
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const a = await call('GET', '/accounts/transfers', { params: { accounts: ref, limit: 1 } });
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const b = await call('GET', '/accounts/transfers', { params: { accounts: ref, limit: 1 } });
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console.log(`HTTP ${a.status}, ${b.status}${b.status === 429 ? ' — history calls are limited to 1/s' : ''}`);
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});
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section('ping');
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console.log(`POST /ping → HTTP ${(await call('POST', '/ping')).status}`);
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if (CONFIRM && ORDER_ACCOUNT) {
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section(`LIVE ORDERS on ${ORDER_ACCOUNT}`);
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const acct = encodeURIComponent(ORDER_ACCOUNT);
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const symbol = SYMBOLS[0];
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const inst = (await call('GET', '/instruments/query', { params: { symbols: symbol } })).data?.instruments?.[0] ?? {};
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const det = (await call('GET', `/accounts/${acct}/instruments/query`, { params: { symbols: symbol } })).data?.instrumentDetails?.[0] ?? {};
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const qty = Math.max(det.minOrderSize ?? 0, inst.quantityIncrement ?? 0, det.minOrderSizeIncrement ?? 0) || 1;
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const code = `af-smoke-${Date.now().toString(36)}`;
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const open = { account: ORDER_ACCOUNT, orderCode: code, type: 'MARKET', instrument: symbol, quantity: qty, positionEffect: 'OPEN', side: 'BUY', tif: 'GTC' };
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const placed = await call('POST', `/accounts/${acct}/orders`, { body: open });
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show(`MARKET BUY ${qty} ${symbol} (HTTP ${placed.status})`, placed.data);
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show('duplicate orderCode (expect 409 / code 100)', (await call('POST', `/accounts/${acct}/orders`, { body: open })));
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await sleep(3_000);
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const pos = ((await call('GET', `/accounts/${acct}/positions`)).data?.positions ?? []).find((p) => p.symbol === symbol);
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show('position (positionCode should equal the orderId on position-based accounts)', pos);
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show('order history row (commission, averagePrice)', (await call('GET', `/accounts/${acct}/orders/history`, { params: { 'with-client-id': code, limit: 5 } })).data);
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if (pos) {
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const px = pos.openPrice;
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const tick = inst.priceIncrement || 0.01;
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const far = (p) => Math.round(p / tick) * tick;
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const leg = (c, type, price) => ({
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account: ORDER_ACCOUNT, orderCode: c, type, instrument: symbol, quantity: pos.quantity, positionEffect: 'CLOSE',
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positionCode: pos.positionCode, side: 'SELL', tif: 'GTC', ...(type === 'LIMIT' ? { limitPrice: price } : { stopPrice: price }),
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});
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const group = await call('POST', `/accounts/${acct}/orders`, {
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body: { orders: [leg(`${code}-tp`, 'LIMIT', far(px * 1.05)), leg(`${code}-sl`, 'STOP', far(px * 0.95))], contingencyType: 'OCO' },
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});
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show(`native OCO group of CLOSE legs (HTTP ${group.status})`, group.data);
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show('open orders now', (await call('GET', `/accounts/${acct}/orders`)).data);
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const del = await call('DELETE', `/accounts/${acct}/orders/${encodeURIComponent(`${code}-tp`)}`);
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show(`cancel without If-Match (HTTP ${del.status}; 403/412/428 means it wants one)`, del.data);
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const flatten = await call('POST', `/accounts/${acct}/close`, { body: { account: ORDER_ACCOUNT, closePositions: true, cancelOrders: true } });
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show(`flatten via /close (HTTP ${flatten.status})`, flatten.data);
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}
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await sleep(3_000);
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const recent = await call('GET', `/accounts/${acct}/transfers`, { params: { 'time-from': new Date(Date.now() - 10 * 60_000).toISOString() } });
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show('transactions of the last 10 minutes (commission = 0.04% × notional per side?)', recent.data);
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} else {
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console.log('\n(read-only: set DX_CONFIRM=yes and DX_ACCOUNT=<code> to also test a live minimum-size round trip)');
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}
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await call('POST', '/logout');
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