Fix contract resolver: use Yahoo continuous contract price matching
Replace volume-based contract selection with Yahoo Finance continuous
contract price matching ({PRODUCT}=F). The old approach compared volumes
across front/roll candidates, which failed when serial months had
deceptive volume (6EJ26 > 6EM26) or Yahoo was rate-limited (all 0s).
Now fetches the continuous contract price and matches it against
candidates within 0.1% tolerance. Falls back to roll1 if Yahoo fails.
Also adds User-Agent header to avoid 429 rate limiting.
Verified: GC=F price matches GCM26, 6E=F price matches 6EM26.
Also fixes stale 'Random' comment in auto-trade.ts and cleans up
frontVolume/rolledVolume references from settings page.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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co-authored by
Claude Opus 4.6
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commit
4025ed2f41
+2
-2
@@ -89,8 +89,8 @@ function triggerContractResolve(): void {
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console.log(`[contract-resolver] Resolving ${symbols.length} instruments...`);
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resolveContracts(symbols, accessToken)
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.then((results) => {
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const rolled = Object.entries(results).filter(([, v]) => v?.alternative && v.rolledVolume && v.frontVolume && v.rolledVolume > v.frontVolume);
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console.log(`[contract-resolver] Done — ${rolled.length} contract(s) rolled to higher-volume month`);
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const rolled = Object.entries(results).filter(([, v]) => v?.alternative);
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console.log(`[contract-resolver] Done — ${rolled.length} contract(s) rolled via price match`);
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})
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.catch((err) => console.error('[contract-resolver] Resolve failed:', err));
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}
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