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>
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co-authored by
Claude Opus 5.5
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@@ -38,6 +38,9 @@ export interface PlatformContract {
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maxContracts?: number;
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/** Smallest order the broker takes, in engine contracts. */
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minContracts?: number;
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/** Margin posted per dollar of notional (0.2 = 5:1 leverage), where the
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* broker says — caps a position at available funds ÷ this. */
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marginRate?: number;
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}
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export interface PlatformClient {
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@@ -45,8 +48,9 @@ export interface PlatformClient {
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/** realizedPnL is today's. pendingRoll (Tradovate): the broker still shows
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* the ended day's record and today's share of it can't be told apart —
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* the account waits for the broker to roll it. equity: balance plus open
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* P&L, where the platform reports it. */
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accountCashBalances: { [accountId: number]: { amount: number; realizedPnL: number; pendingRoll?: boolean; equity?: number } };
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* P&L, where the platform reports it; availableFunds: what margin can
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* still draw on, where the platform reports it. */
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accountCashBalances: { [accountId: number]: { amount: number; realizedPnL: number; pendingRoll?: boolean; equity?: number; availableFunds?: number } };
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positions: {
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[accountId: number]: {
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contractId: number | string;
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