Add random 1-20 min daily jitter to trading session open

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-06 15:26:30 -05:00
co-authored by Claude Fable 5
parent a36e227e74
commit 906275cc33
+26 -3
View File
@@ -122,11 +122,30 @@ function evaluateAccountForTrade(client: any, acc: { id: number; name: string; a
// ── helpers ───────────────────────────────────────────────────────────────────
// Random 1–20 minute delay added to the session open, picked once per Central
// calendar day. Re-rolling on every check would move the open boundary between
// polls, letting a trade slip through a moment the next check would reject.
const sessionOpenJitter = new Map<string, number>();
function openJitterMinutes(centralDay: string): number {
let jitter = sessionOpenJitter.get(centralDay);
if (jitter === undefined) {
jitter = 1 + Math.floor(Math.random() * 20); // 1–20 inclusive
sessionOpenJitter.clear(); // only today's entry is ever needed
sessionOpenJitter.set(centralDay, jitter);
console.log(`[trading-hours] session open delayed ${jitter} min today`);
}
return jitter;
}
/**
* Returns true when trading is not allowed based on the trading_hours setting.
*
* "full_cme" — Sun 5:05 PM – Fri 2:55 PM Central (5 min buffer on each side)
* "equity_hours" — 8:35 AM – 2:55 PM Central, Mon–Fri (5 min buffer on each side)
*
* The open side of each window is pushed back by a random 1–20 minutes per day
* (see openJitterMinutes) so sessions never start at the exact same time.
*/
function isInNoTradeWindow(): boolean {
const now = new Date();
@@ -143,6 +162,10 @@ function isInNoTradeWindow(): boolean {
timeZone: 'America/Chicago',
}).format(now); // "Sun", "Mon", ... "Sat"
const timeMinutes = hour * 60 + minute; // minutes since midnight
const centralDay = new Intl.DateTimeFormat('en-CA', {
timeZone: 'America/Chicago',
}).format(now); // "2026-09-06"
const jitter = openJitterMinutes(centralDay);
const mode = getSetting('trading_hours') ?? 'full_cme';
@@ -150,7 +173,7 @@ function isInNoTradeWindow(): boolean {
// Equity hours: 8:30 AM – 3:00 PM Central with 5 min buffer = 8:35 AM – 2:55 PM
// Weekdays only
if (day === 'Sat' || day === 'Sun') return true;
const open = 8 * 60 + 35; // 8:35 AM
const open = 8 * 60 + 35 + jitter; // 8:35 AM + daily jitter
const close = 14 * 60 + 55; // 2:55 PM
return timeMinutes < open || timeMinutes >= close;
}
@@ -161,8 +184,8 @@ function isInNoTradeWindow(): boolean {
// Saturday — market closed all day
if (day === 'Sat') return true;
// Sunday — market opens at 5:05 PM Central
const cmeOpen = 17 * 60 + 5; // 5:05 PM
// Sunday — market opens at 5:05 PM Central (+ daily jitter)
const cmeOpen = 17 * 60 + 5 + jitter; // 5:05 PM + daily jitter
if (day === 'Sun') return timeMinutes < cmeOpen;
// Friday — stop trading at 2:55 PM Central