Add auto-trade scheduler with batch locking, commission gross-up, and sync gate

- Auto-trade scheduler fires every 60s; uses Promise.allSettled batch so no new trades fire while any position from the current batch is open - Commission gross-up: read entryCommission from cash.realizedPnL after fill (fallback 2.5×contracts), grossTarget = target + 2×entryCommission - Sync gate: TradovateClient.syncComplete flag; scheduler skips tick until every client finishes initial position/balance sync - Contracts formula changed to Math.ceil so $1500 target = 2 contracts - Removed all fee caching (perContractFees, recentFills, fillFee handler) from tradovate-class.ts - Removed firm_fees table, getFirmFees, upsertFirmFee from db.ts - Deleted instrument-configs API routes; removed Fees UI from firm settings page - /api/instruments returns full {symbol, enabled}[] objects; dashboard filters to enabled-only for trade selector - Added auto-trade, debug, orders, settings, and trade API routes - Instrument selector on dashboard now driven by enabled instruments from DB Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-09 03:31:47 -05:00
parent 532c2e2279
commit b2a1bdd1c3
19 changed files with 1050 additions and 218 deletions
@@ -0,0 +1,33 @@
+import { NextRequest, NextResponse } from 'next/server';
+import { getClients } from '@/lib/clients';
+import axios from 'axios';
+
+export async function GET(
+    req: NextRequest,
+    { params }: { params: Promise<{ id: string }> }
+) {
+    try {
+        const { id } = await params;
+        const firmId = parseInt(id, 10);
+        const clients = getClients();
+        const client = clients.get(firmId) as any;
+        if (!client) return NextResponse.json({ error: 'Client not found' }, { status: 404 });
+
+        const symbol = req.nextUrl.searchParams.get('symbol') ?? 'NQ';
+        const accessToken = client.accessInfo?.accessToken;
+        if (!accessToken) return NextResponse.json({ error: 'Not authenticated' }, { status: 401 });
+
+        const res = await axios.get(
+            `https://demo.tradovateapi.com/v1/contract/suggest?t=${encodeURIComponent(symbol)}&l=20`,
+            { headers: { Authorization: `Bearer ${accessToken}` } }
+        );
+
+        return NextResponse.json({
+            symbol,
+            contracts: res.data,
+            recentEntityEvents: client.recentEntityEvents ?? [],
+        });
+    } catch (err: any) {
+        return NextResponse.json({ error: err?.message }, { status: 500 });
+    }
+}
@@ -1,41 +0,0 @@
-import { NextRequest, NextResponse } from 'next/server';
-import { upsertFirmInstrumentConfig } from '@/lib/db';
-
-export async function PUT(
-    req: NextRequest,
-    { params }: { params: Promise<{ id: string; instrumentId: string }> }
-) {
-    const { id: idStr, instrumentId: instrIdStr } = await params;
-    const firmId = parseInt(idStr, 10);
-    const instrumentId = parseInt(instrIdStr, 10);
-
-    if (isNaN(firmId) || isNaN(instrumentId)) {
-        return NextResponse.json({ error: 'Invalid id' }, { status: 400 });
-    }
-
-    const body = await req.json() as {
-        allinFee?: number;
-        roundtripFee?: number;
-        banned?: boolean;
-    };
-
-    if (
-        typeof body.allinFee !== 'number' ||
-        typeof body.roundtripFee !== 'number' ||
-        typeof body.banned !== 'boolean'
-    ) {
-        return NextResponse.json({ error: 'Invalid body' }, { status: 400 });
-    }
-
-    try {
-        upsertFirmInstrumentConfig(firmId, instrumentId, {
-            allinFee: body.allinFee,
-            roundtripFee: body.roundtripFee,
-            banned: body.banned,
-        });
-        return NextResponse.json({ success: true });
-    } catch (err) {
-        console.error('[PUT /api/firms/:id/instrument-configs/:instrumentId]', err);
-        return NextResponse.json({ error: 'Failed to save config' }, { status: 500 });
-    }
-}
@@ -1,21 +0,0 @@
-import { NextRequest, NextResponse } from 'next/server';
-import { getFirmFees } from '@/lib/db';
-
-export async function GET(
-    _req: NextRequest,
-    { params }: { params: Promise<{ id: string }> }
-) {
-    const { id: idStr } = await params;
-    const firmId = parseInt(idStr, 10);
-
-    if (isNaN(firmId)) {
-        return NextResponse.json({ error: 'Invalid firm id' }, { status: 400 });
-    }
-
-    try {
-        return NextResponse.json(getFirmFees(firmId));
-    } catch (err) {
-        console.error('[GET /api/firms/:id/instrument-configs]', err);
-        return NextResponse.json({ error: 'Failed to fetch fees' }, { status: 500 });
-    }
-}
@@ -0,0 +1,47 @@
+import { NextRequest, NextResponse } from 'next/server';
+import { getClients } from '@/lib/clients';
+
+export async function POST(
+    req: NextRequest,
+    { params }: { params: Promise<{ id: string }> }
+) {
+    try {
+        const { id } = await params;
+        const firmId = parseInt(id, 10);
+        if (isNaN(firmId)) return NextResponse.json({ error: 'Invalid firm ID' }, { status: 400 });
+
+        const body = await req.json() as {
+            accountId: number;
+            symbol: string;        // product name, e.g. "NQ"
+            qty: number;
+            action: 'Buy' | 'Sell';
+            orderType?: 'Market' | 'Limit';
+            price?: number;
+        };
+
+        const { accountId, symbol, qty, action, orderType = 'Market', price } = body;
+        if (!accountId || !symbol || !qty || !action) {
+            return NextResponse.json({ error: 'Missing required fields: accountId, symbol, qty, action' }, { status: 400 });
+        }
+
+        const clients = getClients();
+        const client = clients.get(firmId);
+        if (!client) return NextResponse.json({ error: 'Client not found for firm' }, { status: 404 });
+
+        // 1. Find the front-month contract
+        const contract = await client.findFrontMonthContract(symbol);
+        if (!contract) {
+            return NextResponse.json({ error: `Could not find active front-month contract for ${symbol}` }, { status: 404 });
+        }
+        console.log(`[order] front-month: ${contract.name} (id=${contract.id})`);
+
+        // 2. Place the order — resolves with the fill event (includes commission/fees)
+        const fill = await client.sendOrder(accountId, contract.name, qty, action, orderType, price);
+        console.log(`[order] fill received: price=${fill.price} qty=${fill.qty} commission=$${fill.commission} perContract=$${fill.perContractFee}`);
+
+        return NextResponse.json({ contract: { id: contract.id, name: contract.name }, fill });
+    } catch (err: any) {
+        console.error('[POST /api/firms/[id]/orders]', err);
+        return NextResponse.json({ error: err?.message ?? 'Order failed' }, { status: 500 });
+    }
+}