Trade mix: name positions by a contract index that never expires
A Tradovate position opened before this build (so its entry wasn't recorded) was named from the contract cache, whose entries expire after 30 minutes: Majd's CL longs showed as #3273057. The resolver now also keeps a lasting contract id → root index, which the mix reads after its recorded entries. 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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ed62788480
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b125257d4e
+6
-6
@@ -5,14 +5,15 @@
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* Open positions come off the client's position map, each contract named by
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* the instrument it is: a DXtrade position carries its symbol; a futures one
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* is looked up among the contracts this machine has entered (recorded at the
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* fill, kept across restarts), then the resolver's cache and TopstepX's own.
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* fill, kept across restarts), TopstepX's own, and every contract the
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* resolver has resolved in this process (never expiring).
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* Entries are counted as they fill and kept in a setting per trade date, so
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* a restart doesn't lose the day.
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*/
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import { getSetting, setSetting } from './db';
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import { currentTradeDateCT } from './trading-logic';
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import { getAllCachedContracts } from './contract-resolver';
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import { rootOfContract } from './contract-resolver';
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import { errorMessage } from './platform-client';
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import type { InstrumentCount, TradeMix } from './master-protocol';
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@@ -71,16 +72,15 @@ export function tradeMixFor(
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// eslint-disable-next-line @typescript-eslint/no-explicit-any
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client: any,
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): TradeMix {
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// Recorded at the fill, then TopstepX's own contracts, then every
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// contract this process resolved (Tradovate's, however long ago).
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const names = new Map<string, string>();
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for (const [root, contract] of Object.entries(getAllCachedContracts())) {
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if (contract) names.set(String(contract.id), root);
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}
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const own = typeof client.contractRoots === 'function' ? (client.contractRoots() as Map<string, string>) : null;
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for (const [id, root] of own ?? []) names.set(id, root);
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for (const [id, instrument] of Object.entries(readJson<Record<string, string>>(NAMES_KEY) ?? {})) names.set(id, instrument);
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const instrumentOf = (contractId: unknown): string => (firm.platform === 'dxtrade'
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? String(contractId).split('|')[0]
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: names.get(String(contractId)) ?? `#${String(contractId)}`);
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: names.get(String(contractId)) ?? rootOfContract(contractId as number | string) ?? `#${String(contractId)}`);
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const open = new Map<string, InstrumentCount>();
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for (const acc of (client.accountList ?? []) as { id: number }[]) {
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