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
2026-03-09 03:31:47 -05:00
co-authored by Claude Sonnet 4.6
parent 532c2e2279
commit b2a1bdd1c3
19 changed files with 1050 additions and 218 deletions
+271
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@@ -0,0 +1,271 @@
/**
* Auto-trade scheduler
*
* When a trade is triggered (POST /api/trade), the scheduler stores the
* action + symbol and fires the same trade logic every 60 seconds to pick
* up accounts that were busy (in a position) at the time of the original
* signal but have since exited and are now eligible.
*/
import { getFirms } from './db';
import { getClients } from './clients';
import { computeDailyTarget, POINT_VALUES } from './trading-logic';
import { getSetting } from './db';
import type { FirmConfig, AccountConfig } from '@/types';
import type { FirmWithAccounts } from './db';
// ── helpers ──────────────────────────────────────────────────────────────────
function isAccountDead(amount: number, autoLiqThreshold: number): boolean {
return autoLiqThreshold > 0 && amount <= autoLiqThreshold;
}
function getAccountConfig(name: string, firm: FirmConfig): AccountConfig | undefined {
return [...firm.accounts]
.sort((a, b) => b.prefix.length - a.prefix.length)
.find((a) => name.startsWith(a.prefix));
}
/** Map DB row (snake_case) → FirmConfig (camelCase) to fix field-name mismatch. */
function mapFirmConfig(firm: FirmWithAccounts): FirmConfig {
return {
id: firm.id,
firm: firm.name,
username: firm.username,
password: firm.password,
accounts: firm.accounts.map((a) => ({
prefix: a.prefix,
profitTarget: a.profit_target,
consistency: a.consistency,
minDayPnL: a.min_day_pnl,
minTradingDays: a.min_trading_days,
accountSize: a.account_size,
maxLoss: a.max_loss,
})),
};
}
// ── core trade logic ──────────────────────────────────────────────────────────
export async function runTrade(action: 'Buy' | 'Sell', symbol: string) {
const pointValue = POINT_VALUES[symbol];
if (!pointValue) throw new Error(`Unknown symbol: ${symbol}`);
const maxConcurrent = parseInt(getSetting('max_concurrent_accounts') ?? '5', 10);
const firms = getFirms();
const clients = getClients();
// ── Phase 1: collect ALL eligible accounts across ALL firms in parallel ──
type EligibleItem = {
firmName: string;
// eslint-disable-next-line @typescript-eslint/no-explicit-any
client: any;
acc: { id: number; name: string; active: boolean };
contract: { name: string; tickSize: number };
firmConfig: FirmConfig;
cash: { amount: number; realizedPnL: number };
dailyPnL: { date: string; pnl: number }[];
daysTraded: number;
};
const allEligible: EligibleItem[] = [];
await Promise.all(firms.map(async (firm) => {
const client = clients.get(firm.id);
if (!client || client.accountList.length === 0) return;
const firmConfig = mapFirmConfig(firm);
const contract = await client.findFrontMonthContract(symbol);
if (!contract) return;
for (const acc of client.accountList) {
const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0;
const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? [];
const daysTraded: number = client.daysTraded[acc.id] ?? 0;
if (isAccountDead(cash.amount, autoLiqThreshold)) continue;
if (!acc.active) continue;
if (client.positions[acc.id]) continue;
const cfg = getAccountConfig(acc.name, firmConfig);
if (!cfg) continue;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
// Only trade accounts that haven't traded yet today
if (cash.realizedPnL !== 0) continue;
// Use the same target formula as the dashboard — skip if $0 (challenge complete)
const target = computeDailyTarget(cfg.profitTarget, cfg.consistency, totalProfit, dailyPnL);
if (target.amount <= 0) continue;
allEligible.push({ firmName: firm.name, client, acc, contract, firmConfig, cash, dailyPnL, daysTraded });
}
}));
if (allEligible.length === 0) {
console.log('[auto-trade] no eligible accounts found');
return [];
}
// Take only the first batch — all fired simultaneously, no rolling pool.
// Remaining accounts wait for the next tick (which only fires once all positions are flat).
const batch = allEligible.slice(0, maxConcurrent);
console.log(`[auto-trade] ${allEligible.length} eligible account(s) — firing batch of ${batch.length}`);
// ── Phase 2: fire the batch simultaneously ──
const tradeResults = await Promise.allSettled(batch.map(async (item) => {
const { client, acc, contract, firmConfig, cash, dailyPnL, daysTraded } = item;
const cfg = getAccountConfig(acc.name, firmConfig)!;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
const target = computeDailyTarget(cfg.profitTarget, cfg.consistency, totalProfit, dailyPnL);
const contracts = Math.max(1, Math.ceil(target.amount / 1000));
const fill = await client.sendOrder(acc.id, contract.name, contracts, action, 'Market');
// Wait briefly for the cash balance WebSocket update to reflect entry commission
await new Promise(r => setTimeout(r, 1000));
const updatedCash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
// After entry, realizedPnL = -entryCommission (was 0 before), so abs = entry fee paid.
// Fall back to $2.50/contract if the WS hasn't updated yet (guarantees at least 1 extra tick).
const entryCommission = Math.abs(updatedCash.realizedPnL) || (2.5 * contracts);
const totalCommission = entryCommission * 2; // entry + exit round-trip
const grossTarget = target.amount + totalCommission;
const targetPoints = grossTarget / (pointValue * contracts);
const ticks = Math.ceil(targetPoints / contract.tickSize);
const exitPrice = action === 'Buy'
? fill.price + (ticks * contract.tickSize)
: fill.price - (ticks * contract.tickSize);
const exitAction: 'Buy' | 'Sell' = action === 'Buy' ? 'Sell' : 'Buy';
const exitOrder = await client.placeOrderNoWait(acc.id, contract.name, contracts, exitAction, 'Limit', exitPrice);
console.log(`[auto-trade] ${acc.name} (${item.firmName}) ${action} ${contracts}x${symbol} @ ${fill.price} | target $${target.amount} [${target.path}] (+$${totalCommission.toFixed(2)} comm) | exit @ ${exitPrice} (orderId=${exitOrder.orderId})`);
return {
account: acc.name,
firm: item.firmName,
status: 'filled',
contracts,
target: target.amount,
grossTarget,
totalCommission,
targetPath: target.path,
entryPrice: fill.price,
exitPrice,
commission: entryCommission,
};
}));
// Group results by firm for the response
const firmResultsMap = new Map<string, unknown[]>();
for (let i = 0; i < batch.length; i++) {
const firmName = batch[i].firmName;
if (!firmResultsMap.has(firmName)) firmResultsMap.set(firmName, []);
const r = tradeResults[i];
firmResultsMap.get(firmName)!.push(
r.status === 'fulfilled'
? r.value
: { status: 'error', reason: (r.reason as any)?.message ?? String(r.reason) }
);
}
return Array.from(firmResultsMap.entries()).map(([firm, results]) => ({ firm, results }));
}
// ── scheduler ─────────────────────────────────────────────────────────────────
interface SchedulerState {
action: 'Buy' | 'Sell';
symbol: string;
intervalId: ReturnType<typeof setInterval> | null;
lastRun: Date | null;
running: boolean;
}
// Global singleton (survives HMR in dev via module cache)
const _global = globalThis as typeof globalThis & { __autoTrader?: SchedulerState };
function getState(): SchedulerState {
if (!_global.__autoTrader) {
_global.__autoTrader = { action: 'Buy', symbol: 'NQ', intervalId: null, lastRun: null, running: false };
}
return _global.__autoTrader;
}
export function startScheduler(action: 'Buy' | 'Sell', symbol: string) {
const state = getState();
// Clear any existing interval
if (state.intervalId !== null) {
clearInterval(state.intervalId);
}
state.action = action;
state.symbol = symbol;
state.running = true;
const tick = async () => {
if (!state.running) return;
state.lastRun = new Date();
// Skip this tick until every client has completed its initial sync (positions are populated)
const clients = getClients();
const firms = getFirms();
const notReady = firms.filter(f => {
const c = clients.get(f.id);
return c && !c.syncComplete;
});
if (notReady.length > 0) {
console.log(`[scheduler] waiting for sync: ${notReady.map(f => f.name).join(', ')}`);
return;
}
// Skip this tick if any account still has an open position from the previous batch
const openPositions = firms.reduce((count, firm) => {
const client = clients.get(firm.id);
if (!client) return count;
return count + client.accountList.filter(acc => !!client.positions[acc.id]).length;
}, 0);
if (openPositions > 0) {
console.log(`[scheduler] ${openPositions} position(s) still open — skipping tick`);
return;
}
try {
const results = await runTrade(state.action, state.symbol);
const filled = results.flatMap((r: any) => r.results ?? []).filter((r: any) => r.status === 'filled').length;
if (filled > 0) console.log(`[scheduler] tick: ${filled} account(s) filled`);
} catch (err) {
console.error('[scheduler] tick error:', err);
}
};
state.intervalId = setInterval(tick, 60_000);
console.log(`[scheduler] started — ${action} ${symbol} every 60s`);
}
export function stopScheduler() {
const state = getState();
if (state.intervalId !== null) {
clearInterval(state.intervalId);
state.intervalId = null;
}
state.running = false;
console.log('[scheduler] stopped');
}
export function getSchedulerStatus() {
const state = getState();
return {
running: state.running,
action: state.action,
symbol: state.symbol,
lastRun: state.lastRun,
};
}
+16 -18
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@@ -1,7 +1,5 @@
import { TradovateClient } from './tradovate-class';
import { getFirms, upsertFirmFee } from './db';
const SYMBOLS = ['NQ', 'MNQ', 'ES', 'MES', 'YM', 'MYM', 'RTY', 'M2K', 'GC', 'MGC', 'SI', 'CL', 'MCL', 'NG', 'ZB', 'ZN', 'ZF', '6E', '6J', '6B'];
import { getFirms } from './db';
// Use global to persist the client pool across HMR reloads in dev mode
const g = global as typeof globalThis & {
@@ -18,31 +16,31 @@ function ensureMap(): Map<number, TradovateClient> {
export function initClient(id: number, username: string, password: string, firmName: string): TradovateClient {
const map = ensureMap();
let feesInitialized = false;
const client = new TradovateClient(username, password, async () => {
const client = new TradovateClient(username, password, () => {
console.log(`[${firmName}] sync complete — ${client.accountList.length} account(s)`);
if (!feesInitialized) {
feesInitialized = true;
try {
const fees = await client.fetchInstrumentFees(SYMBOLS);
for (const [symbol, fee] of Object.entries(fees)) {
upsertFirmFee(id, symbol, fee, parseFloat((fee * 2).toFixed(4)));
}
const count = Object.keys(fees).length;
if (count > 0) console.log(`[${firmName}] Auto-fetched fees for ${count} symbol(s)`);
} catch (err) {
console.error(`[${firmName}] Failed to auto-fetch fees`, err);
}
}
});
map.set(id, client);
return client;
}
export function removeClient(id: number): void {
const client = ensureMap().get(id);
client?.disconnect();
ensureMap().delete(id);
}
/** Disconnect all clients and clear the pool so they are recreated on next getClients() call. */
export function resetClients(): void {
const map = g.__tradovateClients;
if (map) {
for (const client of map.values()) {
try { client.disconnect(); } catch { /* ignore */ }
}
}
g.__tradovateClients = undefined;
g.__tradovateClientsInitialized = false;
}
export function getClients(): Map<number, TradovateClient> {
const map = ensureMap();
if (!g.__tradovateClientsInitialized) {
+17 -36
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@@ -23,14 +23,6 @@ db.exec(`
min_trading_days INTEGER NOT NULL DEFAULT 5
);
CREATE TABLE IF NOT EXISTS firm_fees (
firm_id INTEGER NOT NULL REFERENCES firms(id) ON DELETE CASCADE,
symbol TEXT NOT NULL,
allin_fee REAL NOT NULL DEFAULT 0,
roundtrip_fee REAL NOT NULL DEFAULT 0,
PRIMARY KEY (firm_id, symbol)
);
CREATE TABLE IF NOT EXISTS instruments (
symbol TEXT PRIMARY KEY,
enabled INTEGER NOT NULL DEFAULT 1
@@ -98,13 +90,6 @@ export interface FirmWithAccounts extends FirmRow {
accounts: AccountConfigRow[];
}
export interface FirmFee {
firmId: number;
symbol: string;
allinFee: number;
roundtripFee: number;
}
// ── Firms ───────────────────────────────────────────────────────────────────
export function getFirms(): FirmWithAccounts[] {
@@ -174,30 +159,26 @@ export function updateAccountConfig(id: number, data: {
return result.changes > 0;
}
// ── Firm Fees ────────────────────────────────────────────────────────────────
// ── Settings ────────────────────────────────────────────────────────────────
export function getFirmFees(firmId: number): FirmFee[] {
return (db.prepare('SELECT firm_id, symbol, allin_fee, roundtrip_fee FROM firm_fees WHERE firm_id = ? ORDER BY symbol').all(firmId) as {
firm_id: number;
symbol: string;
allin_fee: number;
roundtrip_fee: number;
}[]).map((r) => ({
firmId: r.firm_id,
symbol: r.symbol,
allinFee: r.allin_fee,
roundtripFee: r.roundtrip_fee,
}));
db.exec(`
CREATE TABLE IF NOT EXISTS settings (
key TEXT PRIMARY KEY,
value TEXT NOT NULL
);
`);
// Seed defaults if missing
const seedSetting = db.prepare(`INSERT OR IGNORE INTO settings (key, value) VALUES (?, ?)`);
seedSetting.run('max_concurrent_accounts', '5');
export function getSetting(key: string): string | null {
const row = db.prepare('SELECT value FROM settings WHERE key = ?').get(key) as { value: string } | undefined;
return row?.value ?? null;
}
export function upsertFirmFee(firmId: number, symbol: string, allinFee: number, roundtripFee: number): void {
db.prepare(`
INSERT INTO firm_fees (firm_id, symbol, allin_fee, roundtrip_fee)
VALUES (?, ?, ?, ?)
ON CONFLICT(firm_id, symbol) DO UPDATE SET
allin_fee = excluded.allin_fee,
roundtrip_fee = excluded.roundtrip_fee
`).run(firmId, symbol, allinFee, roundtripFee);
export function setSetting(key: string, value: string): void {
db.prepare(`INSERT INTO settings (key, value) VALUES (?, ?) ON CONFLICT(key) DO UPDATE SET value = excluded.value`).run(key, value);
}
// ── Instruments ──────────────────────────────────────────────────────────────
+9
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@@ -1,3 +1,12 @@
/** Dollar-per-point value for common futures products. */
export const POINT_VALUES: { [symbol: string]: number } = {
NQ: 20, MNQ: 2, ES: 50, MES: 5,
YM: 5, MYM: 0.5, RTY: 50, M2K: 10,
GC: 100, MGC: 10, SI: 50, CL: 1000,
MCL: 100, NG: 10000, ZB: 1000, ZN: 1000,
ZF: 1000, '6E': 125000, '6J': 12500000, '6B': 62500,
};
/**
* Compute the next trading day's profit target for an account.
*
+181 -43
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@@ -3,6 +3,7 @@
import axios from 'axios';
import type { AccountItem, AuthLoginResponse, Contract } from './tradovate-helpers';
import { computeSec, randomUUIDV4 } from './tradovate-helpers';
import { POINT_VALUES } from './trading-logic';
export class TradovateClient {
private name: string;
@@ -31,11 +32,30 @@ export class TradovateClient {
/** Balance floor set by the prop firm — account is blown when amount <= this value (0 = not set) */
public autoLiqThresholds: { [accountId: number]: number } = {};
/** True once fetchDaysTraded() has finished its last full run */
public fetchDaysComplete = false;
/** Last error per account name from fetchDaysTraded() */
public lastFetchErrors: Record<string, string> = {};
/** Raw reports API response data per account (first 200 chars) for debugging */
public lastFetchRaw: Record<string, string> = {};
public products: { id: number; name: string }[] = [];
/** Rolling buffer of the last 50 raw entity events — useful for debugging */
public recentEntityEvents: { entityType: string; eventType: string; entity: any; ts: number }[] = [];
/** True once the first requestSync has completed and positions/balances are populated. */
public syncComplete = false;
private ws: WebSocket;
private callbackOnSyncRequest: () => Promise<void>;
/** Incrementing ID for outgoing WebSocket messages — ensures concurrent orders don't clobber each other's callbacks. */
private nextMsgId = 100;
private getMsgId(): number { return this.nextMsgId++; }
// Events that we sent out, and tradovate gives us a response for the id we sent out
private directEventCallbacks: {
[id: number]: (response: any) => void;
@@ -48,7 +68,6 @@ export class TradovateClient {
| 'command'
| 'commandReport'
| 'fill'
| 'fillFee'
| 'executionReport'
| 'cashBalance';
eventType: 'Created' | 'Updated';
@@ -151,7 +170,39 @@ export class TradovateClient {
}
}
// console.log('No callback found', response.d);
// Buffer recent entity events (last 50)
if (response.d?.entityType) {
this.recentEntityEvents.push({ entityType: response.d.entityType, eventType: response.d.eventType, entity: response.d.entity, ts: Date.now() });
if (this.recentEntityEvents.length > 50) this.recentEntityEvents.shift();
}
// Update positions from WebSocket position events
if (response.d?.entityType === 'position' && response.d?.entity) {
const pos = response.d.entity;
if (pos.netPos !== 0) {
this.positions[pos.accountId] = {
contractId: pos.contractId,
netPos: pos.netPos,
netPrice: pos.netPrice,
timestamp: new Date(pos.timestamp),
};
} else {
delete this.positions[pos.accountId];
}
}
// Update cash balances from WebSocket cashBalance events
if (response.d?.entityType === 'cashBalance' && response.d?.entity) {
const cb = response.d.entity;
if (cb.accountId) {
this.accountCashBalances[cb.accountId] = {
amount: cb.amount,
realizedPnL: cb.realizedPnL,
};
}
}
}
}
} else if (event.data[0] === 'h') {
@@ -238,6 +289,7 @@ export class TradovateClient {
this.fetchDaysTraded();
if (this.products.length > 0) {
this.syncComplete = true;
this.callbackOnSyncRequest();
return;
}
@@ -247,6 +299,7 @@ export class TradovateClient {
this.products = products.map((p: any) => ({ id: p.id, name: p.name }));
console.log(`Loaded ${this.products.length} products`);
}
this.syncComplete = true;
this.callbackOnSyncRequest();
};
this.ws.send('product/list\n30\n\n');
@@ -260,6 +313,7 @@ export class TradovateClient {
private async fetchDaysTraded(): Promise<void> {
if (!this.accessInfo?.accessToken) return;
this.fetchDaysComplete = false;
const now = new Date();
const start = new Date();
@@ -273,7 +327,10 @@ export class TradovateClient {
for (const account of this.accountList) {
try {
const res = await axios.post(
const authHeaders = { Authorization: `Bearer ${this.accessInfo.accessToken}` };
// Step 1 — request the report
let reportData = (await axios.post(
'https://rpt-demo.tradovateapi.com/v1/reports/requestreport',
{
name: 'Fills',
@@ -287,11 +344,29 @@ export class TradovateClient {
representationType: 'json',
timezone: 0,
},
{ headers: { Authorization: `Bearer ${this.accessInfo.accessToken}` } }
);
{ headers: authHeaders }
)).data;
// Step 2 — if the report is queued, poll until it's ready
let pollAttempts = 0;
while (reportData?.['p-ticket'] && pollAttempts < 30) {
const pTicket: string = reportData['p-ticket'];
const pTime: number = Math.max(1, reportData['p-time'] ?? 1);
await new Promise((r) => setTimeout(r, pTime * 1000));
reportData = (await axios.get(
'https://rpt-demo.tradovateapi.com/v1/reports/getreport',
{ params: { 'p-ticket': pTicket }, headers: authHeaders }
)).data;
pollAttempts++;
}
if (!this.lastFetchRaw) this.lastFetchRaw = {};
this.lastFetchRaw[account.name] = JSON.stringify(reportData).slice(0, 500);
// _tradeDate is unquoted in the response (invalid JSON), but the "Date" field
// ("M/D/YY") is a valid quoted string that already reflects CME trade date.
const raw: string = (res.data?.data ?? '[]')
const rawResponse = reportData?.data ?? '[]';
const raw: string = String(rawResponse)
.replace(/"_tradeDate":\s*(\d{4}-\d{2}-\d{2})/g, '"_tradeDate": "$1"');
type Fill = {
_tradeDate: string;
@@ -306,14 +381,7 @@ export class TradovateClient {
const uniqueDays = new Set(fills.map(f => f._tradeDate));
this.daysTraded[account.id] = uniqueDays.size;
// Dollar-per-point map for common futures products
const POINT_VALUES: { [product: string]: number } = {
NQ: 20, MNQ: 2, ES: 50, MES: 5,
YM: 5, MYM: 0.5, RTY: 50, M2K: 10,
GC: 100, MGC: 10, SI: 50, CL: 1000,
MCL: 100, NG: 10000, ZB: 1000, ZN: 1000,
ZF: 1000, '6E': 125000, '6J': 12500000, '6B': 62500,
};
// POINT_VALUES imported from trading-logic.ts
// FIFO P&L computation: match buy/sell fills into round-trips
// Both the opening and closing commissions are deducted on close.
@@ -364,10 +432,14 @@ export class TradovateClient {
.map(([date, pnl]) => ({ date, pnl: Math.round(pnl * 100) / 100 }))
.sort((a, b) => a.date.localeCompare(b.date));
} catch (err) {
console.error(`[fetchDaysTraded] ${account.name}`, err);
const msg = err instanceof Error ? `${err.message}` : String(err);
console.error(`[fetchDaysTraded] ${account.name}:`, msg);
if (!this.lastFetchErrors) this.lastFetchErrors = {};
this.lastFetchErrors[account.name] = msg;
this.daysTraded[account.id] ??= 0;
}
}
this.fetchDaysComplete = true;
}
private async login(): Promise<AuthLoginResponse> {
@@ -431,6 +503,19 @@ export class TradovateClient {
return res.data;
}
async findFrontMonthContract(productName: string): Promise<{ id: number; name: string; tickSize: number } | null> {
if (!this.accessInfo?.accessToken) return null;
const res = await axios.get(
`https://demo.tradovateapi.com/v1/contract/suggest?t=${encodeURIComponent(productName)}&l=20`,
{ headers: { Authorization: `Bearer ${this.accessInfo.accessToken}` } }
);
const contracts: Array<{ id: number; name: string; status: string; providerTickSize: number }> = res.data ?? [];
// Front-month = first contract whose name starts with the product symbol (results are ordered front→back)
const match = contracts.find((c) => c.name.startsWith(productName));
if (!match) return null;
return { id: match.id, name: match.name, tickSize: match.providerTickSize ?? 0.25 };
}
async fetchInstrumentFees(symbols: string[]): Promise<{ [symbol: string]: number }> {
if (!this.accessInfo?.accessToken || this.products.length === 0) return {};
@@ -494,61 +579,114 @@ export class TradovateClient {
async sendOrder(
accountId: number,
contractId: number,
contractSymbol: string, // e.g. "NQH6" — WebSocket placeorder requires "symbol"
quantity: number,
action: 'Buy' | 'Sell',
orderType: 'Market' | 'Limit',
price?: number
): Promise<any> {
if (!this.ws) {
console.log('Websocket not connected');
return;
}
): Promise<Record<string, any>> {
if (!this.ws) throw new Error('WebSocket not connected');
this.ws.send(
`user/registeraudituseraction\n25\n\n${JSON.stringify({
accountId: accountId,
accountId,
actionType: action + orderType,
details: `DOM MESZ5: Buy ${orderType}, Buy ${quantity} ${orderType}${
price ? ` ${price}` : ''
}, TIF Day`,
details: `${action} ${quantity} ${contractSymbol} ${orderType}${price ? ` @ ${price}` : ''}, TIF Day`,
})}`
);
return new Promise((resolve, reject) => {
this.directEventCallbacks[26] = (response: any) => {
// console.log('Order id', response?.orderId);
console.log('Order placed, order id: ', response);
const msgId = this.getMsgId();
this.directEventCallbacks[msgId] = (response: any) => {
console.log(`[sendOrder] raw ack:`, JSON.stringify(response));
if (typeof response === 'string' || !response) {
reject(new Error(typeof response === 'string' ? response : 'Empty response from order/placeorder'));
return;
}
// Tradovate returns the command object: { id, commandStatus, orderId, ... }
const orderId = response.orderId ?? response.id;
console.log(`[sendOrder] orderId=${orderId} status=${response.commandStatus}`);
// TODO: Implement for limit orders and rejected market orders
// If we don't get a response within 5 seconds, reject the promise
setTimeout(() => {
reject(new Error('No response from order placement'));
}, 5000);
// Wait for the fill event — it carries the real execution price
const timeout = setTimeout(() => {
reject(new Error(`Order ${orderId} acknowledged but no fill within 30s (market may be closed)`));
}, 30000);
this.indirectEventCallbacks.push({
entityType: 'fill',
eventType: 'Created',
validator: (item: any) => item?.orderId === response?.orderId,
callback: (response: any) => {
resolve(response);
validator: (item: any) => item?.orderId === orderId,
callback: (fill: any) => {
clearTimeout(timeout);
console.log(`[sendOrder] fill:`, JSON.stringify(fill));
resolve(fill);
},
});
};
this.ws.send(
`order/placeorder\n26\n\n${JSON.stringify({
accountId: accountId,
action: action,
symbol: contractId,
`order/placeorder\n${msgId}\n\n${JSON.stringify({
accountId,
action,
symbol: contractSymbol,
orderQty: quantity,
orderType: orderType,
price: price,
orderType,
price,
timeInForce: 'Day',
text: 'DOM',
})}`
);
});
}
/** Place an order and resolve as soon as the command is acknowledged (does not wait for fill). */
async placeOrderNoWait(
accountId: number,
contractSymbol: string,
quantity: number,
action: 'Buy' | 'Sell',
orderType: 'Market' | 'Limit',
price?: number
): Promise<{ orderId?: number }> {
if (!this.ws) throw new Error('WebSocket not connected');
const msgId = this.getMsgId();
return new Promise((resolve, reject) => {
this.directEventCallbacks[msgId] = (response: any) => {
if (typeof response === 'string') {
reject(new Error(response));
return;
}
resolve({ orderId: response?.orderId ?? response?.id });
};
this.ws.send(
`order/placeorder\n${msgId}\n\n${JSON.stringify({
accountId,
action,
symbol: contractSymbol,
orderQty: quantity,
orderType,
price,
timeInForce: 'Day',
text: 'DOM',
})}`
);
});
}
/** Close the WebSocket connection and stop all intervals. Call before discarding the instance. */
public disconnect(): void {
try { this.ws?.close(); } catch { /* ignore */ }
}
/** Register a one-time callback for when a fill arrives for a given orderId. */
onFill(orderId: number, callback: (fill: any) => void): void {
this.indirectEventCallbacks.push({
entityType: 'fill',
eventType: 'Created',
validator: (item: any) => item?.orderId === orderId,
callback,
});
}
}