DXtrade: count closed-trade P&L, week-long volatility, broker leverage caps, swap in the take-profit

- Transfers: a close books its SETTLEMENT and COMMISSION under one
  transaction code, and keying by the code alone let the commission
  overwrite the P&L. Keys now carry the type, so the day-start balance,
  daily-loss room, realized P&L, daily history and books check all see
  closed-trade profit and loss.
- Volatility from a week of hourly closes (was 48 h), still measured once
  per trade date, so one quiet weekend can't triple a hold estimate.
- Each symbol's margin rate from the account's instrument details caps
  the position at available funds / rate (Tradeify: 5:1 crypto, 2:1
  stocks); the account type's max notional stays as an optional ceiling.
- Firms with overnight financing add the swap a winning leg is expected
  to pay (the winners' mean hold, (A²+2AB)/3σ²) to its take-profit, and
  the sizing and hold estimate count it.

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

app/api/state/route.ts

@@ -7,7 +7,7 @@ import { historyFresh, type PlatformContract } from '@/lib/platform-client';
 import type { AccountState } from '@/types';
 import {
     combineCmeSessions, computeDayPlan, cycleCompletion, resolveEffectiveConfig, currentTradeDateCT,
-    obfuscationStopDollars, dllRoom as computeDllRoom, dllStopDollars, botStopsActive, sizeNotional,
+    obfuscationStopDollars, dllRoom as computeDllRoom, dllStopDollars, botStopsActive, sizeNotional, notionalCap,
     DEFAULT_TARGET_HOLD_HOURS,
     LEG_COMPLETION_EPSILON,
 } from '@/lib/trading-logic';
@@ -126,7 +126,8 @@ export async function GET() {
 
                     // DXtrade: size the next leg the way fireLeg would, on the
                     // instrument the selector last picked and today's measured
-                    // volatility, to show how long it is expected to hold.
+                    // volatility — under the same notional and margin caps —
+                    // to show how long it is expected to hold.
                     const pick = (client as { lastPickedContract?: PlatformContract | null }).lastPickedContract;
                     if (plan && plan.remainingToday > 0 && pick?.stepNotional && pick.volatilityPerHour) {
                         const pct = pick.commissionPct ?? f.commissionPct ?? 0;
@@ -145,7 +146,13 @@ export async function GET() {
                             commissionPct: pct,
                             spreadFraction: pick.spreadFraction,
                             financingPctPerDay: f.financingPctPerDay ?? 0,
-                            maxNotional: cfg.maxNotional ?? 0,
+                            // The next leg opens flat: while this one is open its
+                            // margin is tied up, so size against the balance.
+                            maxNotional: notionalCap({
+                                maxNotional: cfg.maxNotional ?? 0,
+                                marginRate: pick.marginRate,
+                                availableFunds: client.positions[acc.id] ? cash.amount : (cash.availableFunds ?? cash.amount),
+                            }),
                         });
                         if (sizing) {
                             holdEstimate = {
@@ -154,6 +161,8 @@ export async function GET() {
                                 notional: Math.round(sizing.notional),
                                 volatilityPerDay: pick.volatilityPerHour * Math.sqrt(24),
                                 winProbability: sizing.winProbability,
+                                swapReserve: sizing.swapReserve,
+                                leverage: pick.marginRate ? Math.round(10 / pick.marginRate) / 10 : null,
                             };
                         }
                     }

app/page.tsx

@@ -393,8 +393,11 @@ function AccountRow({ account, firm, hideDead, privacy, onAssigned }: {
                             {account.holdEstimate && (
                                 <span
                                     className="text-slate-500"
-                                    title={`Next leg on ${account.holdEstimate.symbol}: $${Math.round(account.holdEstimate.notional).toLocaleString()} notional at today's measured volatility of ${(account.holdEstimate.volatilityPerDay * 100).toFixed(2)}%/day`
-                                        + (account.holdEstimate.winProbability !== null ? `, wins ~${Math.round(account.holdEstimate.winProbability * 100)}% of the time` : '')}
+                                    title={`Next leg on ${account.holdEstimate.symbol}: $${Math.round(account.holdEstimate.notional).toLocaleString()} notional`
+                                        + (account.holdEstimate.leverage !== null ? ` (${account.holdEstimate.leverage}:1 max)` : '')
+                                        + ` at a measured volatility of ${(account.holdEstimate.volatilityPerDay * 100).toFixed(2)}%/day over the past week`
+                                        + (account.holdEstimate.winProbability !== null ? `, wins ~${Math.round(account.holdEstimate.winProbability * 100)}% of the time` : '')
+                                        + (account.holdEstimate.swapReserve > 0 ? `; its take-profit carries ~$${fmt(account.holdEstimate.swapReserve)} of expected swap` : '')}
                                 >
                                     {' · hold ~'}{account.holdEstimate.hours < 48 ? `${Math.round(account.holdEstimate.hours)}h` : `${(account.holdEstimate.hours / 24).toFixed(1)}d`}
                                 </span>