DXtrade: volatility measured once a day, next-leg hold on the dashboard, closed accounts dead

Each instrument's volatility is measured at the first good sync (or pick) of
a trade date and held for the day, so a day's sizing and hold estimate stay
put. The dashboard shows each DXtrade account's next-leg hold ("hold ~Nh")
with its symbol, notional, volatility and win odds. Accounts the firm has
closed (TERMINATED, EXPIRED, NO_TRADING) read as dead instead of inactive,
and skip the books check.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

types.ts

@@ -94,6 +94,16 @@ export interface AccountState {
     /** 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;
+    /** DXtrade: how the next leg would be sized and how long it is expected to
+     *  hold, from today's measured volatility of the last-picked instrument.
+     *  null on other platforms, or before the day's first pick. */
+    holdEstimate: {
+        hours: number;
+        symbol: string;
+        notional: number;
+        volatilityPerDay: number;
+        winProbability: number | null;
+    } | 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. */