Unknown entries: judge only on a fresh good sync; all live orders count as working

Seventh review round (57835c0):

- An entry of unknown outcome is judged — filled after all, or never
  filled — only on a good sync that started after its settle window and
  with no order still working. A partial pass (position read failed or
  predated the fill, trades read after it) can no longer release it as
  "filled and flat" into a second entry.
- Tradovate counts every order not Filled/Canceled/Rejected/Expired/
  Completed as working (PendingCancel, Unknown included).
- TopstepX: an account whose order ended with its outcome unknown gets its
  open orders checked (Order/searchOpen) on each sync until none show, and
  counts as holding a working order until then.

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

lib/auto-trade.ts

@@ -158,19 +158,20 @@ function unknownEntryHolds(client: any, accountId: number, tradeDate: string): b
     const outcome = entryOutcomeToday(accountId, tradeDate);
     if (!outcome || outcome.state !== 'unknown') return false;
     const cash = client.accountCashBalances[accountId];
+    // Nothing is judged before a good sync that started after the window:
+    // until then a position read can predate the fill (or have failed) while
+    // the trades read after it already show the P&L it booked.
+    const syncedFrom = client.lastSyncStartedAt ?? client.lastSyncAt;
+    if (syncedFrom < (outcome.unknownAt ?? outcome.at) + UNKNOWN_ENTRY_SETTLE_MS || cash === undefined) return true;
+    if (client.hasWorkingOrders?.(accountId)) return true;
     // The broker shows the fill (the position, or the P&L it booked): it
     // filled after all. From here it's an ordinary filled entry — the
     // position gate holds it while open, one-and-done is done for the day.
-    if (client.positions[accountId] || (cash && Math.abs(cash.realizedPnL - outcome.realizedBefore) >= 0.005)) {
+    if (client.positions[accountId] || Math.abs(cash.realizedPnL - outcome.realizedBefore) >= 0.005) {
         outcome.state = 'filled';
         console.log(`[auto-trade] account ${accountId}: the entry of unknown outcome filled after all`);
         return false;
     }
-    const syncedFrom = client.lastSyncStartedAt ?? client.lastSyncAt;
-    const settled = syncedFrom >= (outcome.unknownAt ?? outcome.at) + UNKNOWN_ENTRY_SETTLE_MS
-        && cash !== undefined
-        && !client.hasWorkingOrders?.(accountId);
-    if (!settled) return true;
     runtime().entryOutcomes?.delete(accountId);
     unrecordLeg(accountId, tradeDate, outcome.legAmount);
     console.log(`[auto-trade] account ${accountId}: the entry of unknown outcome never filled — free to trade again`);

lib/topstepx-class.ts

@@ -244,6 +244,10 @@ export class TopstepXClient implements PlatformClient {
     private reconcilePendingIds = new Set<number>();
     /** See PlatformClient: when the last good pass started reading. */
     public lastSyncStartedAt = 0;
+    /** Accounts whose last order ended with its outcome unknown: each sync
+     *  checks their open orders (Order/searchOpen) until it shows none. The
+     *  value is the open count last seen (undefined until checked). */
+    private suspectOrderAccounts = new Map<number, number | undefined>();
     /** Settles when the sync in flight ends (requestSync hands it to a caller
      *  that arrives mid-pass). */
     private syncRunning: Promise<void> = Promise.resolve();
@@ -864,6 +868,19 @@ export class TopstepXClient implements PlatformClient {
                 }
                 if (superseded()) return;
 
+                if (this.suspectOrderAccounts.has(acc.id)) {
+                    try {
+                        const open = await this.post<{ orders?: unknown[] }>('/api/Order/searchOpen', { accountId: acc.id });
+                        if (superseded()) return;
+                        const count = (open.orders ?? []).length;
+                        if (count === 0) this.suspectOrderAccounts.delete(acc.id);
+                        else this.suspectOrderAccounts.set(acc.id, count);
+                    } catch (err) {
+                        accountFresh = false;
+                        console.error(`[topstepx] open-order check failed for ${acc.name}: ${errorMessage(err)}`);
+                    }
+                }
+
                 try {
                     const tradeRes = await this.post<{ trades: TsxTrade[] }>(
                         '/api/Trade/search', { accountId: acc.id, startTimestamp: start, endTimestamp: end });
@@ -1460,8 +1477,16 @@ export class TopstepXClient implements PlatformClient {
         }
     }
 
+    /** See PlatformClient: an account whose last order's outcome is unknown
+     *  counts as holding a working order until a sync's Order/searchOpen shows
+     *  none. */
+    public hasWorkingOrders(accountId: number): boolean {
+        return this.suspectOrderAccounts.has(accountId);
+    }
+
     /** Place an order and wait for its fill (trade event, with a REST poll as
-     *  backstop). Resolves with an object exposing the fill `price`. */
+     *  backstop). Resolves with an object exposing the fill `price`. An order
+     *  whose outcome stays unknown marks the account for open-order checks. */
     public async sendOrder(
         accountId: number,
         contractSymbol: string,
@@ -1469,6 +1494,22 @@ export class TopstepXClient implements PlatformClient {
         action: 'Buy' | 'Sell',
         orderType: 'Market' | 'Limit',
         price?: number
+    ): Promise<Record<string, unknown>> {
+        try {
+            return await this.sendOrderAndWait(accountId, contractSymbol, quantity, action, orderType, price);
+        } catch (err) {
+            if (!isOrderNotPlaced(err)) this.suspectOrderAccounts.set(accountId, undefined);
+            throw err;
+        }
+    }
+
+    private async sendOrderAndWait(
+        accountId: number,
+        contractSymbol: string,
+        quantity: number,
+        action: 'Buy' | 'Sell',
+        orderType: 'Market' | 'Limit',
+        price?: number
     ): Promise<Record<string, unknown>> {
         const contract = await this.contractForOrder(contractSymbol);
         const orderId = await this.placeOrder(

lib/tradovate-class.ts

@@ -103,8 +103,9 @@ const TOKEN_REUSE_MIN_MS = 5 * 60_000;
 /** An order ack later than this is treated as lost (ambiguous — it may have been placed). */
 const ACK_TIMEOUT_MS = 15_000;
 const FILL_TIMEOUT_MS = 30_000;
-/** Order states that can still fill (Tradovate ordStatus). */
+/** Order states that can no longer fill (Tradovate ordStatus); any other —
-const WORKING_ORDER_STATUSES = new Set(['Working', 'PendingNew', 'PendingReplace', 'Suspended']);
+ *  Working, PendingNew/Replace/Cancel, Suspended, Unknown — still might. */
+const FINISHED_ORDER_STATUSES = new Set(['Filled', 'Canceled', 'Rejected', 'Expired', 'Completed']);
 /** How far the start-of-day balance may move without a fill before the
  *  account's history is treated as overtaken (balanceDrifted). Fills move
  *  amount and realizedPnL together, so this only has to absorb rounding;
@@ -1017,7 +1018,7 @@ export class TradovateClient {
 
                 const working: { [accountId: number]: number } = {};
                 for (const order of (response.orders ?? []) as { accountId?: number; ordStatus?: string }[]) {
-                    if (order.accountId && WORKING_ORDER_STATUSES.has(order.ordStatus ?? '')) {
+                    if (order.accountId && !FINISHED_ORDER_STATUSES.has(order.ordStatus ?? '')) {
                         working[order.accountId] = (working[order.accountId] ?? 0) + 1;
                     }
                 }