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
+29
-2
@@ -1,6 +1,14 @@
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import { NextResponse } from 'next/server';
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import { getFirms } from '@/lib/db';
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import { getClients } from '@/lib/clients';
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import { computeDailyTarget } from '@/lib/trading-logic';
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import type { AccountConfigRow } from '@/lib/db';
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function getAccountConfig(name: string, accounts: AccountConfigRow[]): AccountConfigRow | undefined {
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return [...accounts]
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.sort((a, b) => b.prefix.length - a.prefix.length)
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.find((a) => name.startsWith(a.prefix));
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}
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export async function GET() {
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try {
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@@ -14,18 +22,37 @@ export async function GET() {
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}
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const accounts = client.accountList.map((acc) => {
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const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
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const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? [];
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const daysTraded: number = client.daysTraded[acc.id] ?? 0;
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const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
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// Determine if today's daily target was hit
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const cfg = getAccountConfig(acc.name, f.accounts);
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let targetHit = false;
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if (cfg) {
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const target = computeDailyTarget(cfg.profit_target, cfg.consistency, totalProfit, dailyPnL);
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// Condition 1: profit target already exceeded (target=0), still need days → any activity counts
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// Condition 2: target > 0 → must have made at least the computed daily target
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targetHit =
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// If we are just flipping take any activity as target hit
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(target.amount === 0 && Math.abs(cash.realizedPnL) > 0 && client.daysTraded[acc.id] <= cfg.min_trading_days) ||
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(cash.realizedPnL >= target.amount);
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}
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return {
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id: acc.id,
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name: acc.name,
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active: acc.active,
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amount: cash.amount,
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realizedPnL: cash.realizedPnL,
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daysTraded: client.daysTraded[acc.id] ?? 0,
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daysTraded,
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hasPosition: !!client.positions[acc.id],
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autoLiqThreshold: client.autoLiqThresholds[acc.id] ?? 0,
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totalProfit,
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targetHit,
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};
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});
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return { firm: f.name, connected: true, accounts };
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return { firm: f.name, connected: true, accounts, perContractFees: client.perContractFees };
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});
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return NextResponse.json(state);
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