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
+16
-18
@@ -1,7 +1,5 @@
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import { TradovateClient } from './tradovate-class';
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import { getFirms, upsertFirmFee } from './db';
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const SYMBOLS = ['NQ', 'MNQ', 'ES', 'MES', 'YM', 'MYM', 'RTY', 'M2K', 'GC', 'MGC', 'SI', 'CL', 'MCL', 'NG', 'ZB', 'ZN', 'ZF', '6E', '6J', '6B'];
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import { getFirms } from './db';
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// Use global to persist the client pool across HMR reloads in dev mode
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const g = global as typeof globalThis & {
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@@ -18,31 +16,31 @@ function ensureMap(): Map<number, TradovateClient> {
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export function initClient(id: number, username: string, password: string, firmName: string): TradovateClient {
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const map = ensureMap();
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let feesInitialized = false;
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const client = new TradovateClient(username, password, async () => {
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const client = new TradovateClient(username, password, () => {
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console.log(`[${firmName}] sync complete — ${client.accountList.length} account(s)`);
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if (!feesInitialized) {
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feesInitialized = true;
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try {
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const fees = await client.fetchInstrumentFees(SYMBOLS);
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for (const [symbol, fee] of Object.entries(fees)) {
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upsertFirmFee(id, symbol, fee, parseFloat((fee * 2).toFixed(4)));
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}
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const count = Object.keys(fees).length;
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if (count > 0) console.log(`[${firmName}] Auto-fetched fees for ${count} symbol(s)`);
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} catch (err) {
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console.error(`[${firmName}] Failed to auto-fetch fees`, err);
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}
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}
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});
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map.set(id, client);
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return client;
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}
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export function removeClient(id: number): void {
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const client = ensureMap().get(id);
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client?.disconnect();
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ensureMap().delete(id);
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}
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/** Disconnect all clients and clear the pool so they are recreated on next getClients() call. */
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export function resetClients(): void {
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const map = g.__tradovateClients;
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if (map) {
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for (const client of map.values()) {
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try { client.disconnect(); } catch { /* ignore */ }
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}
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}
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g.__tradovateClients = undefined;
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g.__tradovateClientsInitialized = false;
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}
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export function getClients(): Map<number, TradovateClient> {
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const map = ensureMap();
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if (!g.__tradovateClientsInitialized) {
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