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>

types.ts

@@ -1,3 +1,5 @@
+import type { FirmPlatform } from './lib/master-protocol';
+
 export interface AccountConfig {
     /** Master's account type id — what a manual assignment pins to. */
     id: string;
@@ -27,6 +29,13 @@ export interface AccountConfig {
     payoutCap?: number;
     profitSplit?: number;
     trailingDrawdown?: number;
+    /** Hard daily loss limit in dollars (0/absent = none): every leg carries a
+     *  stop that keeps the firm's day inside it, less a 10% reserve and fees. */
+    dailyLossLimit?: number;
+    /** Cap on one position's notional in dollars (0/absent = none). */
+    maxNotional?: number;
+    /** The firm trades every calendar day, weekends and CME holidays included. */
+    tradesEveryDay?: boolean;
 }
 
 export interface FirmConfig {
@@ -35,12 +44,12 @@ export interface FirmConfig {
     firm: string;
     /** Which platform the firm's accounts trade on — decides both which client
      *  drives it and which credential fields the dashboard asks for. */
-    platform: 'tradovate' | 'topstepx';
+    platform: FirmPlatform;
     /** Blank when this machine has no credentials for the firm. */
     username: string;
-    /** True once the platform's credentials are stored locally — Tradovate
-     *  username + password, or a TopstepX API key. Firms without them are
-     *  shown greyed out with an inline credential form. */
+    /** True once the platform's credentials are stored locally — a username +
+     *  password (Tradovate, DXTrade) or a TopstepX API key. Firms without them
+     *  are shown greyed out with an inline credential form. */
     hasCredentials: boolean;
     bannedSymbols: string[];
     /** The firm's account types, straight from the catalog. Doubles as the
@@ -76,10 +85,15 @@ export interface AccountState {
     stageDrain: boolean;
     /** Next trading day's target, computed server-side. null when account is dead or config is missing. */
     dailyTarget: { amount: number; path: 'first_day' | 'normal_day' | 'reduced_day' } | null;
-    /** Dollars the next trade may lose before its obfuscation stop fires.
-     *  null = the next trade rides stopless (options off, big non-first day,
-     *  or a make-back day after a loss). */
+    /** Dollars of price movement the next trade may lose before its stop
+     *  fires — the tighter of the obfuscation stop and the hard daily-loss
+     *  stop, before fees. null = the next trade rides stopless (options off,
+     *  big non-first day, or a make-back day after a loss, with no daily
+     *  loss limit). */
     nextStop: number | null;
+    /** What the firm's day may still lose before a hard daily-loss breach.
+     *  null = no daily loss limit (or its day-start balance isn't known yet). */
+    dllRoom: number | null;
     /** Actual profit target to hit — max(stage profit target, consistency realTarget = maxDay/consistency). */
     effectiveProfitTarget: number | null;
     /** Current cycle daily P&L — used for target calculations. */