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>
This commit is contained in:
co-authored by
Claude Sonnet 4.6
parent
532c2e2279
commit
b2a1bdd1c3
@@ -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 });
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user