Trade only on loaded history; catch early TopstepX fills; fix SI/M2K point values

- Both clients track which accounts this process has loaded history for
  (historyReady). An account restarted, rebuilt, wiped or newly listed is
  ineligible until its fetch lands, instead of trading as a fresh stage-1
  first day; a failed fetch with no cache no longer reads as empty history.
  Waiting accounts get a targeted fetch on the next sync.
- Tradovate holds an account whose start-of-day balance moves without a fill
  (a payout between hourly Cash History runs) until a Cash History books it,
  so a payout-pending account isn't re-traded on its ended cycle.
- Wipe routes forget history through the client and count accounts whose
  history didn't come back as failures.
- TopstepX sendOrder picks up a fill that arrived before the place response,
  and its REST backstop uses the documented Trade/search and Order/search.
- POINT_VALUES: SI 5000 (was 50), M2K 5 (was 10).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-24 17:04:09 -05:00
co-authored by Claude Opus 5.5
parent 61384c9fa6
commit 77d8c2ecdb
7 changed files with 292 additions and 46 deletions
+2 -2
View File
@@ -818,8 +818,8 @@ export function endedCycleCompletion(opts: {
/** Dollar-per-point value for common futures products. */
export const POINT_VALUES: { [symbol: string]: number } = {
NQ: 20, MNQ: 2, ES: 50, MES: 5,
YM: 5, MYM: 0.5, RTY: 50, M2K: 10,
GC: 100, MGC: 10, SI: 50, CL: 1000,
YM: 5, MYM: 0.5, RTY: 50, M2K: 5,
GC: 100, MGC: 10, SI: 5000, CL: 1000,
MCL: 100, NG: 10000, ZB: 1000, ZN: 1000,
ZF: 1000, '6E': 125000, '6J': 12500000, '6B': 62500,
};