Merge branch 'vest-fix-intent' into vest-fixes

lib/auto-trade.ts

@@ -28,7 +28,7 @@ import { POINT_VALUES, housekeepingRoot, HOUSEKEEPING_ROOT, MAX_HOLD_HOURS, futu
 import { firmInstruments, drawFuturesInstrument, spreadBlock, type LegShape } from './instruments';
 import { recordEntry } from './trade-mix';
 import { sizingHoldHours } from './person-size';
-import { errorMessage, isClientReady, isOrderNotPlaced, type PlatformClient, type PlatformContract, type PickContext } from './platform-client';
+import { errorMessage, isClientReady, isNothingToClose, isOrderNotPlaced, type PlatformClient, type PlatformContract, type PickContext } from './platform-client';
 
 // ── process-wide state ───────────────────────────────────────────────────────
 
@@ -260,7 +260,10 @@ function unrecordLeg(accountId: number, tradeDate: string, legAmount: number): v
  * (OrderNotPlacedError). Anything ambiguous, like an ack or fill timeout,
  * keeps the leg: the order may well have filled, and a leg counted that never
  * happened only costs a leg, while one forgotten that did can trade the
- * account twice.
+ * account twice. Open-only: where the platform checks (Vest, DXtrade), an
+ * account that already holds the symbol — a hand trade the synced positions
+ * don't show yet — is refused rather than having that position closed as the
+ * "entry".
  */
 async function sendEntry(
     tag: string,
@@ -277,7 +280,7 @@ async function sendEntry(
     const at = Date.now();
     const realizedBefore = client.accountCashBalances[acc.id]?.realizedPnL ?? 0;
     try {
-        const fill = await client.sendOrder(acc.id, contractName, contracts, action, 'Market');
+        const fill = await client.sendOrder(acc.id, contractName, contracts, action, 'Market', undefined, 'open');
         outcomes.set(acc.id, { tradeDate, state: 'filled', at, realizedBefore, legAmount });
         return fill;
     } catch (err) {
@@ -1240,10 +1243,10 @@ async function runTradeLocked(
             const mnqContract = await client.findFrontMonthContract(microRoot);
             if (!mnqContract) throw new Error(`${microRoot} contract not found for extra-day trade`);
 
-            const fill = await client.sendOrder(acc.id, mnqContract.name, 1, resolvedAction, 'Market');
+            const fill = await client.sendOrder(acc.id, mnqContract.name, 1, resolvedAction, 'Market', undefined, 'open');
             recordEntry(item.firmName, microRoot, resolvedAction, 1, mnqContract.id);
             const exitAction: 'Buy' | 'Sell' = resolvedAction === 'Buy' ? 'Sell' : 'Buy';
-            const exitFill = await client.sendOrder(acc.id, mnqContract.name, 1, exitAction, 'Market');
+            const exitFill = await client.sendOrder(acc.id, mnqContract.name, 1, exitAction, 'Market', undefined, 'close');
 
             console.log(`[auto-trade] ${acc.name} (${item.firmName}) extra-day: ${resolvedAction} 1x${mnqContract.name} @ ${fill.price} | exited @ ${exitFill.price} (market)`);
 
@@ -1303,7 +1306,11 @@ const round2 = (n: number) => Math.round(n * 100) / 100;
  * Close a just-filled position at market because it must not stay open — its
  * daily-loss stop has no room, or the broker refused its exit bracket — and
  * report the leg as failed. A flatten that fails too is the worst case: a
- * position with no stop, so it is shouted about.
+ * position with no stop, so it is shouted about. Close-only: on an account
+ * that turned out flat it must not open a fresh position with no exits, and
+ * where the platform checks (Vest, DXtrade) and its own record agrees, that
+ * flat account has nothing riding — the leg still fails, but without the
+ * alarm. A flat read the record contradicts still gets the alarm.
  */
 async function flattenAndFail(
     tag: string,
@@ -1317,9 +1324,13 @@ async function flattenAndFail(
     why: string,
 ): Promise<never> {
     try {
-        const exit = await client.sendOrder(acc.id, contractName, contracts, exitAction, 'Market');
+        const exit = await client.sendOrder(acc.id, contractName, contracts, exitAction, 'Market', undefined, 'close');
         console.warn(`${tag} ${acc.name}: flattened @ ${exit.price} — ${why}`);
     } catch (err) {
+        if (isNothingToClose(err)) {
+            console.warn(`${tag} ${acc.name}: nothing to flatten — ${errorMessage(err)} (${why})`);
+            throw new Error(`entry filled @ ${entryPrice}; ${why}; already flat — nothing to flatten`);
+        }
         console.error(`${tag} ${acc.name}: FLATTEN FAILED (${errorMessage(err)}) — the position may be open WITHOUT A STOP; close it at the broker (${why})`);
         throw new Error(`entry filled @ ${entryPrice}; ${why}; flatten failed — ${errorMessage(err)}`);
     }

lib/dxtrade-class.ts

@@ -42,8 +42,8 @@ import { getAccountConfig } from './account-type-resolver';
 import { getCachedFirm } from './firm-catalog';
 import { firmInstruments } from './instruments';
 import type { SymbolMapCandidate } from './master-protocol';
-import type { PlatformClient, PlatformAccount, PlatformContract, ClientHealth, PickContext } from './platform-client';
+import type { PlatformClient, PlatformAccount, PlatformContract, ClientHealth, PickContext, OrderIntent } from './platform-client';
-import { OrderNotPlacedError, isOrderNotPlaced, errorMessage } from './platform-client';
+import { OrderNotPlacedError, isOrderNotPlaced, errorMessage, orderEffect } from './platform-client';
 import {
     dxAccountId, accountDisplayName, accountCodeOf, encodeContractName, decodeContractName, roundToStep,
     lastUtcReset, ctTradeDayStart, firmDayOf, timeOf, parseDurationMs, ciNum, isFundType, signedFundValue, newOrderCode,
@@ -1557,10 +1557,10 @@ export class DXTradeClient implements PlatformClient {
 
     /**
      * Place an order and wait for its fill: an OPEN when the account is flat,
-     * a CLOSE of the position when it holds the opposite side. Adding to a
+     * a CLOSE of the position when it holds the opposite side — only the one
-     * position is refused, and so is an OPEN against another account's
+     * `intent` names, when given (orderEffect). Adding to a position is
-     * opposite position in the same symbol (no hedging). Resolves with the
+     * refused, and so is an OPEN against another account's opposite position
-     * fill `price`.
+     * in the same symbol (no hedging). Resolves with the fill `price`.
      */
     public async sendOrder(
         accountId: number,
@@ -1569,9 +1569,10 @@ export class DXTradeClient implements PlatformClient {
         action: 'Buy' | 'Sell',
         orderType: 'Market' | 'Limit',
         price?: number,
+        intent?: OrderIntent,
     ): Promise<Record<string, unknown>> {
         try {
-            return await this.sendOrderAndWait(accountId, contractSymbol, quantity, action, orderType, price);
+            return await this.sendOrderAndWait(accountId, contractSymbol, quantity, action, orderType, price, intent);
         } catch (err) {
             if (!isOrderNotPlaced(err)) this.suspectAccounts.set(accountId, Date.now());
             throw err;
@@ -1585,6 +1586,7 @@ export class DXTradeClient implements PlatformClient {
         action: 'Buy' | 'Sell',
         orderType: 'Market' | 'Limit',
         price?: number,
+        intent?: OrderIntent,
     ): Promise<Record<string, unknown>> {
         const { account, symbol, step } = this.orderContext(accountId, contractSymbol);
         const side: 'BUY' | 'SELL' = action === 'Buy' ? 'BUY' : 'SELL';
@@ -1594,8 +1596,13 @@ export class DXTradeClient implements PlatformClient {
         } catch (err) {
             throw new OrderNotPlacedError(`DXtrade position check failed — order not sent: ${errorMessage(err)}`);
         }
-        const existing = positions.find((p) => p.symbol === symbol);
+        const held = positions.find((p) => p.symbol === symbol);
-        if (existing && existing.side === side) throw new OrderNotPlacedError(`adding to an open ${symbol} position is not supported`);
+        const sideOf = (s: 'BUY' | 'SELL'): 'long' | 'short' => (s === 'BUY' ? 'long' : 'short');
+        const mine = this.positionsDetail.get(accountId)?.find((p) => p.symbol === symbol);
+        // orderEffect picks OPEN or CLOSE; `existing` is the position a CLOSE closes.
+        const existing = orderEffect({
+            symbol, held: held ? sideOf(held.side) : null, recorded: mine ? sideOf(mine.side) : null, side: sideOf(side), intent,
+        }) === 'close' ? held : undefined;
 
         const code = newOrderCode(existing ? 'x' : 'e');
         let body: Record<string, unknown>;

lib/platform-client.ts

@@ -55,6 +55,9 @@ export interface PlatformContract {
     closesAt?: number;
 }
 
+/** What an order is for, where the caller knows (see sendOrder). */
+export type OrderIntent = 'open' | 'close';
+
 export interface PlatformClient {
     accountList: PlatformAccount[];
     /** realizedPnL is today's. pendingRoll (Tradovate): the broker still shows
@@ -181,13 +184,20 @@ export interface PlatformClient {
     findFrontMonthContract(productName: string, pick?: PickContext): Promise<PlatformContract | null>;
     fetchInstrumentFees(symbols: string[]): Promise<{ [symbol: string]: number }>;
 
+    /** `intent`, where the caller knows what the order is for: an entry
+     *  ('open') must never close a position it didn't know was there, a
+     *  flatten ('close') must never open one on an account that turned out
+     *  flat. A platform that checks it (orderEffect) refuses the order
+     *  otherwise (NothingToCloseError for a close with nothing to close);
+     *  left out, or on a platform that doesn't check, the position decides. */
     sendOrder(
         accountId: number,
         contractSymbol: string,
         quantity: number,
         action: 'Buy' | 'Sell',
         orderType: 'Market' | 'Limit',
-        price?: number
+        price?: number,
+        intent?: OrderIntent,
     ): Promise<Record<string, unknown>>;
 
     placeOrderNoWait(
@@ -468,6 +478,63 @@ export function isOrderNotPlaced(err: unknown): boolean {
     return !!err && typeof err === 'object' && (err as { orderNotPlaced?: unknown }).orderNotPlaced === true;
 }
 
+/**
+ * A close-only order (sendOrder's 'close') refused because a fresh read
+ * showed no position in the symbol to close, and the client's own record
+ * agrees: the account is flat there, so a flatten that gets this has nothing
+ * left to do — nothing rides without its stop.
+ */
+export class NothingToCloseError extends OrderNotPlacedError {
+    readonly nothingToClose = true;
+    constructor(message: string) {
+        super(message);
+        this.name = 'NothingToCloseError';
+    }
+}
+
+/** Duck-typed, like isOrderNotPlaced. */
+export function isNothingToClose(err: unknown): boolean {
+    return !!err && typeof err === 'object' && (err as { nothingToClose?: unknown }).nothingToClose === true;
+}
+
+/**
+ * What an order on `side` does on a position-based platform (Vest, DXtrade),
+ * given a fresh read of the account's position in the symbol (`held`: its
+ * side, null when flat) and the client's own last record of it (`recorded`):
+ * open, or close (or reduce) — or it throws why nothing is sent. With no
+ * intent a flat account opens and the opposite side closes. An entry ('open')
+ * never closes: a hand trade the engine didn't know about would be closed in
+ * its place, and the leg's flatten would then open a position with no exits.
+ * A flatten ('close') never opens, and a flat read is NothingToCloseError only
+ * when the record agrees — one empty read just after a fill the client saw
+ * may be the gateway lagging, and a leg riding without its stop must still be
+ * shouted about. Adding to a position is never supported.
+ */
+export function orderEffect(o: {
+    symbol: string;
+    held: 'long' | 'short' | null;
+    recorded: 'long' | 'short' | null;
+    side: 'long' | 'short';
+    intent?: OrderIntent;
+}): 'open' | 'close' {
+    const { symbol, held, recorded, side, intent } = o;
+    if (held === side) {
+        throw new OrderNotPlacedError(intent === 'close'
+            ? `the account holds a ${held} ${symbol} position, not one to close — nothing sent`
+            : `adding to an open ${symbol} position is not supported`);
+    }
+    if (held && intent === 'open') {
+        throw new OrderNotPlacedError(`a ${held} ${symbol} position is already open — an entry never closes it, order not sent`);
+    }
+    if (!held && intent === 'close') {
+        if (recorded && recorded !== side) {
+            throw new OrderNotPlacedError(`a fresh read shows no ${symbol} position, but this client last saw a ${recorded} one open — nothing sent`);
+        }
+        throw new NothingToCloseError(`no ${symbol} position to close — nothing sent`);
+    }
+    return held ? 'close' : 'open';
+}
+
 /** An error's message without the rest of it. AxiosErrors carry the request
  *  config — Tradovate's login body (the password) and Bearer tokens — so they
  *  must never be logged whole. */

lib/vest-class.ts

@@ -46,8 +46,8 @@ import {
 } from './db';
 import { getCachedFirm } from './firm-catalog';
 import { firmInstruments } from './instruments';
-import type { PlatformClient, PlatformAccount, PlatformContract, ClientHealth, PickContext } from './platform-client';
+import type { PlatformClient, PlatformAccount, PlatformContract, ClientHealth, PickContext, OrderIntent } from './platform-client';
-import { OrderNotPlacedError, isOrderNotPlaced, errorMessage } from './platform-client';
+import { OrderNotPlacedError, isOrderNotPlaced, errorMessage, orderEffect } from './platform-client';
 import { encodeContractName, decodeContractName, roundToStep, scoreCandidate } from './dxtrade-helpers';
 import { vestSessionFor, dropVestSession, listVestSessions, refuseVestSession } from './vest-session';
 import {
@@ -1792,10 +1792,11 @@ export class VestClient implements PlatformClient {
 
     /**
      * Place an order and wait for its fill: an open when the account is flat,
-     * a close (or reduce) of the position when it holds the opposite side.
+     * a close (or reduce) of the position when it holds the opposite side —
-     * Adding to a position is refused, and so is an open against another
+     * only the one `intent` names, when given (orderEffect). Adding to a
-     * account's opposite position in the same symbol (no hedging). Resolves
+     * position is refused, and so is an open against another account's
-     * with the fill `price`.
+     * opposite position in the same symbol (no hedging). Resolves with the
+     * fill `price`.
      */
     public async sendOrder(
         accountId: number,
@@ -1804,9 +1805,10 @@ export class VestClient implements PlatformClient {
         action: 'Buy' | 'Sell',
         orderType: 'Market' | 'Limit',
         price?: number,
+        intent?: OrderIntent,
     ): Promise<Record<string, unknown>> {
         try {
-            return await this.sendOrderAndWait(accountId, contractSymbol, quantity, action, orderType, price);
+            return await this.sendOrderAndWait(accountId, contractSymbol, quantity, action, orderType, price, intent);
         } catch (err) {
             if (!isOrderNotPlaced(err)) this.suspectAccounts.set(accountId, Date.now());
             throw err;
@@ -1820,6 +1822,7 @@ export class VestClient implements PlatformClient {
         action: 'Buy' | 'Sell',
         orderType: 'Market' | 'Limit',
         price?: number,
+        intent?: OrderIntent,
     ): Promise<Record<string, unknown>> {
         const { uuid, symbol, step, spec } = this.orderContext(accountId, contractSymbol);
         const side: 'long' | 'short' = action === 'Buy' ? 'long' : 'short';
@@ -1829,8 +1832,10 @@ export class VestClient implements PlatformClient {
         } catch (err) {
             throw new OrderNotPlacedError(`Vest position check failed — order not sent: ${errorMessage(err)}`);
         }
-        const existing = positions.find((p) => p.symbol === symbol);
+        const held = positions.find((p) => p.symbol === symbol);
-        if (existing && existing.side === side) throw new OrderNotPlacedError(`adding to an open ${symbol} position is not supported`);
+        const recorded = this.positionsDetail.get(accountId)?.find((p) => p.symbol === symbol)?.side ?? null;
+        // orderEffect picks open or close; `existing` is the position a close closes.
+        const existing = orderEffect({ symbol, held: held?.side ?? null, recorded, side, intent }) === 'close' ? held : undefined;
 
         const units = roundToStep(contracts * step, step);
         const qty = (n: number) => formatDecimal(n, spec.sizeDecimals);

scripts/check-trading-logic.mjs

@@ -1198,3 +1198,73 @@ test('the day after a claim: a fresh cycle that aims at the next stage\'s target
     assert.ok(plan.dayTarget >= 3000 && plan.dayTarget <= 3025, `dayTarget ${plan.dayTarget}`);
     assert.equal(plan.remainingToday, plan.dayTarget);
 });
+
+// ── what an order is for (lib/platform-client.ts orderEffect) ────────────────
+
+import { readFileSync } from 'node:fs';
+import { orderEffect, OrderNotPlacedError, NothingToCloseError, isOrderNotPlaced, isNothingToClose } from '../lib/platform-client.ts';
+
+test('an entry never closes a position, a flatten never opens one (Vest, DXtrade)', () => {
+    /** The route, or the refusal thrown. `recorded`: the client's own record
+     *  of the symbol, by default what the fresh read shows. */
+    const effect = (held, side, intent, recorded = held) => {
+        try {
+            return orderEffect({ symbol: 'NDX-USD-PERP', held, recorded, side, intent });
+        } catch (err) {
+            return err;
+        }
+    };
+    // No intent: the position decides, as before (the manual order route).
+    assert.equal(effect(null, 'long'), 'open');
+    assert.equal(effect('short', 'long'), 'close');
+    assert.match(effect('long', 'long').message, /adding to an open NDX-USD-PERP position/);
+    // An entry on an account that already holds the symbol — a hand short the
+    // engine's synced positions didn't show yet — is refused (the leg is
+    // un-counted), not turned into a close of that short.
+    assert.equal(effect(null, 'long', 'open'), 'open');
+    for (const recorded of ['short', null]) {
+        const entry = effect('short', 'long', 'open', recorded);
+        assert.equal(isOrderNotPlaced(entry), true);
+        assert.equal(isNothingToClose(entry), false);
+        assert.match(entry.message, /short NDX-USD-PERP position is already open/);
+    }
+    assert.match(effect('long', 'long', 'open').message, /adding to an open/);
+    // A flatten closes the leg it was sent for; on a flat account it opens
+    // nothing, and says there is nothing to close when the record agrees.
+    assert.equal(effect('long', 'short', 'close'), 'close');
+    const flat = effect(null, 'short', 'close');
+    assert.ok(flat instanceof NothingToCloseError);
+    assert.equal(isOrderNotPlaced(flat), true);
+    assert.equal(isNothingToClose(flat), true);
+    assert.match(flat.message, /no NDX-USD-PERP position to close/);
+    // A flat read just after a fill the client saw (the leg still on record)
+    // may be the gateway lagging: nothing sent, but not "flat" — the flatten
+    // keeps its alarm.
+    const lagging = effect(null, 'short', 'close', 'long');
+    assert.ok(lagging instanceof OrderNotPlacedError);
+    assert.equal(isNothingToClose(lagging), false);
+    assert.match(lagging.message, /fresh read shows no NDX-USD-PERP position, but this client last saw a long one open/);
+    // Holding the flatten's own side is not the leg: refused, and not "flat".
+    const wrong = effect('short', 'short', 'close');
+    assert.ok(wrong instanceof OrderNotPlacedError);
+    assert.equal(isNothingToClose(wrong), false);
+    assert.match(wrong.message, /holds a short NDX-USD-PERP position, not one to close/);
+
+    assert.equal(isNothingToClose(new OrderNotPlacedError('Vest refused the order: 400')), false);
+    assert.equal(isNothingToClose(new Error('outcome unknown')), false);
+    assert.equal(isNothingToClose(undefined), false);
+});
+
+test('the engine says what each order is for, and both position-based clients go by it', () => {
+    const source = (file) => readFileSync(new URL(`../lib/${file}`, import.meta.url), 'utf8');
+    // An order sent without its intent lets the position decide again: an
+    // entry closing a hand trade, a flatten opening a position with no exits.
+    const calls = [...source('auto-trade.ts').matchAll(/client\.sendOrder\(([^;]+?)\);/g)].map((m) => m[1].trim());
+    assert.ok(calls.length >= 4, `found ${calls.length} sendOrder calls`);
+    for (const args of calls) assert.match(args, /, '(open|close)'$/, `sendOrder(${args}) names no intent`);
+    for (const file of ['vest-class.ts', 'dxtrade-class.ts']) {
+        const src = source(file);
+        assert.match(src, /return await this\.sendOrderAndWait\([^)]*, intent\);/, `${file}: sendOrder drops the intent`);
+        assert.match(src, /= orderEffect\(\{[^}]*\bintent\b[^}]*\}\) === 'close' \? held : undefined;/, `${file}: orderEffect doesn't pick the route`);
+    }
+});