senofy/autofirmer-expanded
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Take firms from the master instead of defining them per machine

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This box no longer decides what firms exist. It caches the master's catalog
and stores one thing of its own: the Tradovate login for each firm. Creating
firms locally is gone — app/add, POST /api/firms, the account-config routes
and the banned-symbol route with it.

The cache is the point, not an optimisation. The scheduler needs every
account's target and size on each 60s tick, so fetching them per tick would
stop trading with positions open the first time the master rebooted. It is
one JSON blob in settings, replaced only by a complete valid response, and a
response with zero firms is refused outright: a misconfigured FIRMS_DB serves
{"firms":[]} as a healthy 200, and mirroring that would idle the whole fleet
at once.

Accounts bind to an account type by prefix AND size, the size taken from the
opening funding transaction. That does not arrive with the first sync, so an
account sits Unassigned and the resolver tries again next sync rather than
guessing. A type picked by hand is never overwritten by an auto pass. This
replaces the longest-prefix helper that had been copy-pasted into five files,
which could not tell two types with the same prefix apart at all.

firm_credentials and account_assignments deliberately have no foreign key to
the cached catalog. foreign_keys is ON, so a cascade would erase the Tradovate
passwords the moment a firm was removed on the master — routine, not
exceptional. They survive it, and are re-keyed by name if the master's database
is ever rebuilt with fresh ids.

The legacy firms/account_configs/firm_banned_symbols tables are left on disk,
unreferenced. firms is the only table that ever held plaintext credentials and
dropping it would make a rollback unrecoverable.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-08-31 22:17:23 -05:00
co-authored by Claude Opus 5
parent 8b2e78d766
commit 8bdc85080c
27 changed files with 1489 additions and 1311 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/reporter.ts
+49 -16
View File
@@ -13,63 +13,96 @@
import { getSetting } from './db';
import { pushReport } from './master-link';
import { getFirms } from './db';
import { getClients } from './clients';
import { getTradableFirms } from './firm-catalog';
import { getAccountConfig } from './account-type-resolver';
import { getSchedulerStatus } from './auto-trade';
import { computeDailyTarget } from './trading-logic';
import type { AccountConfigRow } from './db';
function getAccountConfig(name: string, accounts: AccountConfigRow[]): AccountConfigRow | undefined {
return [...accounts]
.sort((a, b) => b.prefix.length - a.prefix.length)
.find((a) => name.startsWith(a.prefix));
}
import type { AccountTypeStats } from './master-protocol';
function collectFirmStats() {
const firms = getFirms();
// Only firms this machine has credentials for. A firm it cannot log into
// has nothing to say about, and reporting it as zero accounts would fill
// the master's table with rows for firms it does not run.
const firms = getTradableFirms();
const clients = getClients();
return firms.map((f) => {
const client = clients.get(f.id);
if (!client || client.accountList.length === 0) {
return { firm: f.name, totalAccounts: 0, accountsTraded: 0, inTrade: 0 };
return { firm: f.name, totalAccounts: 0, accountsTraded: 0, inTrade: 0, accountTypes: [] };
}
let totalAccounts = 0;
let accountsTraded = 0;
let inTrade = 0;
// Per account type, so the master can say what the accounts still to
// trade actually are. Keyed by account type id; unassigned accounts
// share the null bucket — they inflate "left to trade" indefinitely,
// which is precisely the thing worth being able to see.
const byType = new Map<string | null, AccountTypeStats>();
const bucket = (cfg: { id: string; label: string; accountSize: number } | null): AccountTypeStats => {
const key = cfg?.id ?? null;
let entry = byType.get(key);
if (!entry) {
entry = {
accountTypeId: key,
label: cfg?.label ?? 'Unassigned',
accountSize: cfg?.accountSize ?? 0,
totalAccounts: 0,
accountsTraded: 0,
inTrade: 0,
};
byType.set(key, entry);
}
return entry;
};
for (const acc of client.accountList) {
const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0;
const isDead = autoLiqThreshold > 0 && cash.amount <= autoLiqThreshold;
if (isDead) continue;
const cfg = getAccountConfig(acc.id).accountType;
const slice = bucket(cfg);
totalAccounts++;
slice.totalAccounts++;
if (client.positions[acc.id]) {
inTrade++;
accountsTraded++;
slice.inTrade++;
slice.accountsTraded++;
continue;
}
// Check if target was hit today
const cfg = getAccountConfig(acc.name, f.accounts);
if (cfg) {
const dailyPnL = client.dailyPnL[acc.id] ?? [];
const equityProfit = cash.amount - cfg.account_size;
const target = computeDailyTarget(cfg.profit_target, cfg.consistency, dailyPnL, cfg.min_day_pnl, cfg.min_trading_days, equityProfit);
const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(cfg.profitTarget, cfg.consistency, dailyPnL, cfg.minDayPnL, cfg.minTradingDays, equityProfit);
const targetHit = !target ? false :
((target.amount === 0 && Math.abs(cash.realizedPnL) > 0 && (client.daysTraded[acc.id] ?? 0) <= cfg.min_trading_days) ||
((target.amount === 0 && Math.abs(cash.realizedPnL) > 0 && (client.daysTraded[acc.id] ?? 0) <= cfg.minTradingDays) ||
(cash.realizedPnL >= target.amount));
if (targetHit || cash.realizedPnL !== 0) {
accountsTraded++;
slice.accountsTraded++;
}
}
}
return { firm: f.name, totalAccounts, accountsTraded, inTrade };
// Biggest shortfall first — the account types with the most left to do
// are the ones worth reading, and Unassigned sinks to the bottom only
// when it is genuinely small.
const accountTypes = [...byType.values()].sort((a, b) =>
(b.totalAccounts - b.accountsTraded) - (a.totalAccounts - a.accountsTraded)
|| a.label.localeCompare(b.label));
return { firm: f.name, totalAccounts, accountsTraded, inTrade, accountTypes };
});
}
@@ -93,7 +126,7 @@ export async function sendReport(): Promise<void> {
if (pushReport(firms, scheduler)) return;
await fetch(`${url}/api/report`, {
await fetch(new URL('/api/report', url), {
method: 'POST',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify({ instance: instanceName, firms, scheduler }),