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:
Senofy
co-authored by
Claude Sonnet 4.6
Claude Sonnet 4.6
parent
532c2e2279
commit
b2a1bdd1c3
+194
-12
@@ -5,6 +5,19 @@ import { useRouter } from 'next/navigation';
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import Link from 'next/link';
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import type { FirmConfig, FirmState, AccountState, AccountConfig } from '@/types';
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type SortKey = 'name' | 'balance' | 'dayPnL' | 'daysTraded' | 'target' | 'status';
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type SortDir = 'asc' | 'desc';
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function statusRank(account: AccountState): number {
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if (isAccountDead(account)) return 0;
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if (!account.active) return 1;
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if (!account.hasPosition) {
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if (account.targetHit) return 4; // Target Hit — most accomplished
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return 2; // Flat
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}
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return 3; // In Trade
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}
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function getAccountConfig(name: string, firm: FirmConfig): AccountConfig | undefined {
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return [...firm.accounts]
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.sort((a, b) => b.prefix.length - a.prefix.length)
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@@ -47,6 +60,31 @@ function DetailsIcon() {
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);
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}
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function SortHeader({ label, col, sortKey, sortDir, onSort }: {
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label: string;
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col: SortKey;
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sortKey: SortKey | null;
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sortDir: SortDir;
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onSort: (col: SortKey) => void;
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}) {
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const active = sortKey === col;
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return (
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<th
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className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider cursor-pointer select-none transition-colors group"
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onClick={() => onSort(col)}
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>
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<div className="flex items-center gap-1">
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<span className={active ? 'text-slate-600' : 'text-slate-400 group-hover:text-slate-500'}>
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{label}
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</span>
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<span className={`text-[10px] ${active ? 'text-slate-500' : 'text-slate-300 group-hover:text-slate-400'}`}>
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{active ? (sortDir === 'asc' ? '↑' : '↓') : '↕'}
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</span>
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</div>
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</th>
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);
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}
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function AccountRow({ account, firm, hideDead }: { account: AccountState; firm: FirmConfig; hideDead: boolean }) {
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const cfg = getAccountConfig(account.name, firm);
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const dead = isAccountDead(account);
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@@ -77,10 +115,12 @@ function AccountRow({ account, firm, hideDead }: { account: AccountState; firm:
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{dead
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? <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-slate-800 text-white">Dead</span>
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: !account.active
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? <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-red-100 text-red-700">Inactive</span>
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? <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-red-100 text-red-700">Hit DLL</span>
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: account.hasPosition
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? <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-blue-100 text-blue-700">In Trade</span>
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: <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-slate-100 text-slate-500">Flat</span>}
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: account.targetHit
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? <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-green-100 text-green-700">Target Hit</span>
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: <span className="inline-block px-2.5 py-0.5 rounded-full text-xs font-semibold bg-slate-100 text-slate-500">Flat</span>}
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<Link
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href={`/accounts/${account.id}`}
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className="text-slate-400 hover:text-slate-600 hover:bg-slate-200 p-1 rounded-md transition-colors inline-flex"
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@@ -95,16 +135,35 @@ function AccountRow({ account, firm, hideDead }: { account: AccountState; firm:
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);
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}
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function FirmRows({ state, firm, deleteMode, selected, onToggle, hideDead }: {
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function FirmRows({ state, firm, deleteMode, selected, onToggle, hideDead, sortKey, sortDir }: {
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state: FirmState;
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firm: FirmConfig;
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deleteMode: boolean;
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selected: boolean;
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onToggle: () => void;
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hideDead: boolean;
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sortKey: SortKey | null;
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sortDir: SortDir;
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}) {
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const [open, setOpen] = useState(true);
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const sortedAccounts = sortKey === null ? state.accounts : [...state.accounts].sort((a, b) => {
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const dir = sortDir === 'asc' ? 1 : -1;
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switch (sortKey) {
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case 'name': return dir * a.name.localeCompare(b.name);
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case 'balance': return dir * (a.amount - b.amount);
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case 'dayPnL': return dir * (a.realizedPnL - b.realizedPnL);
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case 'daysTraded': return dir * (a.daysTraded - b.daysTraded);
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case 'target': {
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const at = getAccountConfig(a.name, firm)?.profitTarget ?? 0;
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const bt = getAccountConfig(b.name, firm)?.profitTarget ?? 0;
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return dir * (at - bt);
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}
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case 'status': return dir * (statusRank(a) - statusRank(b));
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default: return 0;
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}
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});
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return (
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<>
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<tr
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@@ -149,7 +208,7 @@ function FirmRows({ state, firm, deleteMode, selected, onToggle, hideDead }: {
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</td>
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</tr>
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) : (
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state.accounts.map((acc) => (
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sortedAccounts.map((acc) => (
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<AccountRow key={acc.id} account={acc} firm={firm} hideDead={hideDead} />
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))
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)
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@@ -158,6 +217,14 @@ function FirmRows({ state, firm, deleteMode, selected, onToggle, hideDead }: {
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);
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}
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interface SchedulerStatus {
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running: boolean;
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action: 'Buy' | 'Sell';
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symbol: string;
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lastRun: string | null;
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}
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export default function Home() {
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const router = useRouter();
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const [config, setConfig] = useState<FirmConfig[]>([]);
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@@ -165,6 +232,24 @@ export default function Home() {
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const [deleteMode, setDeleteMode] = useState(false);
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const [selected, setSelected] = useState<Set<number>>(new Set());
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const [hideDead, setHideDead] = useState(false);
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const [sortKey, setSortKey] = useState<SortKey | null>(null);
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const [sortDir, setSortDir] = useState<SortDir>('asc');
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// Trade controls
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const [scheduler, setScheduler] = useState<SchedulerStatus>({ running: false, action: 'Buy', symbol: 'NQ', lastRun: null });
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const [enabledSymbols, setEnabledSymbols] = useState<string[]>([]);
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const [tradeSymbol, setTradeSymbol] = useState('');
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const [tradeAction, setTradeAction] = useState<'Buy' | 'Sell'>('Buy');
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const [tradeLoading, setTradeLoading] = useState(false);
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const handleSort = (col: SortKey) => {
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if (sortKey === col) {
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setSortDir((d) => d === 'asc' ? 'desc' : 'asc');
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} else {
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setSortKey(col);
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setSortDir('asc');
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}
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};
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const fetchConfig = async () => {
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try {
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@@ -178,8 +263,25 @@ export default function Home() {
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}
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};
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const fetchScheduler = async () => {
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try {
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const res = await fetch('/api/auto-trade');
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if (res.ok) setScheduler(await res.json());
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} catch { /* ignore */ }
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};
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useEffect(() => {
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fetch('/api/instruments')
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.then((r) => r.json() as Promise<{ symbol: string; enabled: boolean }[]>)
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.then((instruments) => {
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const syms = instruments.filter((i) => i.enabled).map((i) => i.symbol);
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setEnabledSymbols(syms);
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setTradeSymbol((prev) => prev || syms[0] || 'NQ');
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})
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.catch(() => {});
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fetchConfig();
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fetchScheduler();
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const fetchState = async () => {
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try {
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@@ -194,10 +296,30 @@ export default function Home() {
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};
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fetchState();
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const interval = setInterval(fetchState, 5000);
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return () => clearInterval(interval);
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const stateInterval = setInterval(fetchState, 5000);
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const schedulerInterval = setInterval(fetchScheduler, 5000);
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return () => { clearInterval(stateInterval); clearInterval(schedulerInterval); };
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}, []);
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const handleStart = async () => {
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setTradeLoading(true);
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try {
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await fetch('/api/trade', {
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method: 'POST',
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headers: { 'Content-Type': 'application/json' },
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body: JSON.stringify({ action: tradeAction, symbol: tradeSymbol }),
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});
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await fetchScheduler();
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} finally {
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setTradeLoading(false);
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}
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};
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const handleStop = async () => {
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await fetch('/api/auto-trade', { method: 'DELETE' });
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setScheduler((s) => ({ ...s, running: false, lastRun: null }));
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};
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// Count dead accounts across all firms for the toggle button label
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const deadCount = firms.reduce((total, firmState) => {
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const firmCfg = config.find((c) => c.firm === firmState.firm);
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@@ -285,16 +407,74 @@ export default function Home() {
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)}
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</div>
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</div>
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{/* ── Trade Controls ── */}
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<div className="bg-white border border-slate-200 rounded-xl px-4 py-3 mb-4 shadow-sm flex items-center gap-3">
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{scheduler.running ? (
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<>
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<span className="w-2 h-2 rounded-full bg-green-500 animate-pulse flex-shrink-0" />
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<span className="text-sm font-semibold text-green-700">
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{scheduler.symbol} · {scheduler.action}
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</span>
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{scheduler.lastRun && (
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<span className="text-xs text-slate-400">
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last run {new Date(scheduler.lastRun).toLocaleTimeString()}
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</span>
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)}
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<button
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onClick={handleStop}
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className="ml-auto px-4 py-1.5 bg-red-100 hover:bg-red-200 text-red-700 text-sm font-semibold rounded-lg transition-colors"
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>
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■ Stop
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</button>
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</>
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) : (
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<>
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<span className="w-2 h-2 rounded-full bg-slate-300 flex-shrink-0" />
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<span className="text-sm text-slate-400 font-medium">Idle</span>
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<div className="flex items-center gap-2 ml-3">
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<select
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value={tradeSymbol}
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onChange={(e) => setTradeSymbol(e.target.value)}
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className="rounded-lg border border-slate-200 bg-slate-50 px-2.5 py-1.5 text-sm font-mono text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-500"
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>
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{enabledSymbols.map((s) => <option key={s} value={s}>{s}</option>)}
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</select>
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<div className="flex rounded-lg border border-slate-200 overflow-hidden text-sm font-semibold">
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<button
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onClick={() => setTradeAction('Buy')}
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className={`px-3 py-1.5 transition-colors ${tradeAction === 'Buy' ? 'bg-green-500 text-white' : 'text-slate-500 hover:bg-slate-50'}`}
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>
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Buy
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</button>
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<button
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onClick={() => setTradeAction('Sell')}
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className={`px-3 py-1.5 transition-colors border-l border-slate-200 ${tradeAction === 'Sell' ? 'bg-red-500 text-white' : 'text-slate-500 hover:bg-slate-50'}`}
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>
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Sell
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</button>
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</div>
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</div>
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<button
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onClick={handleStart}
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disabled={tradeLoading}
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className="ml-auto px-4 py-1.5 bg-blue-500 hover:bg-blue-600 disabled:opacity-50 text-white text-sm font-semibold rounded-lg transition-colors"
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>
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{tradeLoading ? 'Starting…' : '▶ Start'}
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</button>
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</>
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)}
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</div>
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<div className="w-full bg-white border border-slate-200 rounded-xl overflow-hidden shadow-sm">
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<table className="w-full text-sm border-collapse">
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<thead>
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<tr className="border-b border-slate-200 bg-slate-50">
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<th className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider text-slate-400">Account</th>
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<th className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider text-slate-400">Balance</th>
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<th className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider text-slate-400">Day P&L</th>
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<th className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider text-slate-400">Days Traded</th>
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<th className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider text-slate-400">Target</th>
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<th className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider text-slate-400">Status</th>
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<SortHeader label="Account" col="name" sortKey={sortKey} sortDir={sortDir} onSort={handleSort} />
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<SortHeader label="Balance" col="balance" sortKey={sortKey} sortDir={sortDir} onSort={handleSort} />
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<SortHeader label="Day P&L" col="dayPnL" sortKey={sortKey} sortDir={sortDir} onSort={handleSort} />
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<SortHeader label="Days Traded" col="daysTraded" sortKey={sortKey} sortDir={sortDir} onSort={handleSort} />
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<SortHeader label="Target" col="target" sortKey={sortKey} sortDir={sortDir} onSort={handleSort} />
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<SortHeader label="Status" col="status" sortKey={sortKey} sortDir={sortDir} onSort={handleSort} />
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</tr>
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</thead>
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<tbody>
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@@ -316,6 +496,8 @@ export default function Home() {
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selected={selected.has(cfg.id)}
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onToggle={() => toggleSelected(cfg.id)}
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hideDead={hideDead}
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sortKey={sortKey}
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sortDir={sortDir}
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/>
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);
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})
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