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>
This commit is contained in:
Brandon Li
2026-09-27 20:04:42 -05:00
co-authored by Claude Opus 5.5
parent ed62788480
commit b125257d4e
2 changed files with 18 additions and 6 deletions
+12
View File
@@ -37,8 +37,13 @@ const PROBE_WINDOW = 6;
// route handlers (settings page, manual trades) never see. // route handlers (settings page, manual trades) never see.
const _g = globalThis as typeof globalThis & { const _g = globalThis as typeof globalThis & {
__contractCache?: Map<string, { contract: ResolvedContract; resolvedAt: number }>; __contractCache?: Map<string, { contract: ResolvedContract; resolvedAt: number }>;
__contractRoots?: Map<string, string>;
}; };
const cache = (_g.__contractCache ??= new Map()); const cache = (_g.__contractCache ??= new Map());
/** Contract id → the root it was resolved for. Unlike the cache it never
* expires: a position opened hours ago still needs its instrument's name
* (lib/trade-mix.ts). Front months are few, so it stays small. */
const roots = (_g.__contractRoots ??= new Map());
const CACHE_TTL_MS = 30 * 60 * 1000; // 30 minutes const CACHE_TTL_MS = 30 * 60 * 1000; // 30 minutes
export function getCachedContract(symbol: string): ResolvedContract | null { export function getCachedContract(symbol: string): ResolvedContract | null {
@@ -51,6 +56,12 @@ export function getCachedContract(symbol: string): ResolvedContract | null {
return entry.contract; return entry.contract;
} }
/** The root a resolved contract id belongs to, however long ago it was
* resolved; null for one this process never resolved. */
export function rootOfContract(contractId: number | string): string | null {
return roots.get(String(contractId)) ?? null;
}
export function getAllCachedContracts(): Record<string, ResolvedContract | null> { export function getAllCachedContracts(): Record<string, ResolvedContract | null> {
const result: Record<string, ResolvedContract | null> = {}; const result: Record<string, ResolvedContract | null> = {};
for (const [symbol, entry] of cache) { for (const [symbol, entry] of cache) {
@@ -205,6 +216,7 @@ export async function resolveContracts(
}; };
results[sym] = contract; results[sym] = contract;
cache.set(sym, { contract, resolvedAt: Date.now() }); cache.set(sym, { contract, resolvedAt: Date.now() });
roots.set(String(contract.id), sym);
if (rolledFrom) { if (rolledFrom) {
console.log(`[contract-resolver] ${sym}: ${rolledFrom} → ${match.name} ROLLED (by volume)`); console.log(`[contract-resolver] ${sym}: ${rolledFrom} → ${match.name} ROLLED (by volume)`);
+6 -6
View File
@@ -5,14 +5,15 @@
* Open positions come off the client's position map, each contract named by * Open positions come off the client's position map, each contract named by
* the instrument it is: a DXtrade position carries its symbol; a futures one * the instrument it is: a DXtrade position carries its symbol; a futures one
* is looked up among the contracts this machine has entered (recorded at the * is looked up among the contracts this machine has entered (recorded at the
* fill, kept across restarts), then the resolver's cache and TopstepX's own. * fill, kept across restarts), TopstepX's own, and every contract the
* resolver has resolved in this process (never expiring).
* Entries are counted as they fill and kept in a setting per trade date, so * Entries are counted as they fill and kept in a setting per trade date, so
* a restart doesn't lose the day. * a restart doesn't lose the day.
*/ */
import { getSetting, setSetting } from './db'; import { getSetting, setSetting } from './db';
import { currentTradeDateCT } from './trading-logic'; import { currentTradeDateCT } from './trading-logic';
import { getAllCachedContracts } from './contract-resolver'; import { rootOfContract } from './contract-resolver';
import { errorMessage } from './platform-client'; import { errorMessage } from './platform-client';
import type { InstrumentCount, TradeMix } from './master-protocol'; import type { InstrumentCount, TradeMix } from './master-protocol';
@@ -71,16 +72,15 @@ export function tradeMixFor(
// eslint-disable-next-line @typescript-eslint/no-explicit-any // eslint-disable-next-line @typescript-eslint/no-explicit-any
client: any, client: any,
): TradeMix { ): TradeMix {
// Recorded at the fill, then TopstepX's own contracts, then every
// contract this process resolved (Tradovate's, however long ago).
const names = new Map<string, string>(); const names = new Map<string, string>();
for (const [root, contract] of Object.entries(getAllCachedContracts())) {
if (contract) names.set(String(contract.id), root);
}
const own = typeof client.contractRoots === 'function' ? (client.contractRoots() as Map<string, string>) : null; const own = typeof client.contractRoots === 'function' ? (client.contractRoots() as Map<string, string>) : null;
for (const [id, root] of own ?? []) names.set(id, root); for (const [id, root] of own ?? []) names.set(id, root);
for (const [id, instrument] of Object.entries(readJson<Record<string, string>>(NAMES_KEY) ?? {})) names.set(id, instrument); for (const [id, instrument] of Object.entries(readJson<Record<string, string>>(NAMES_KEY) ?? {})) names.set(id, instrument);
const instrumentOf = (contractId: unknown): string => (firm.platform === 'dxtrade' const instrumentOf = (contractId: unknown): string => (firm.platform === 'dxtrade'
? String(contractId).split('|')[0] ? String(contractId).split('|')[0]
: names.get(String(contractId)) ?? `#${String(contractId)}`); : names.get(String(contractId)) ?? rootOfContract(contractId as number | string) ?? `#${String(contractId)}`);
const open = new Map<string, InstrumentCount>(); const open = new Map<string, InstrumentCount>();
for (const acc of (client.accountList ?? []) as { id: number }[]) { for (const acc of (client.accountList ?? []) as { id: number }[]) {