Self-healing broker clients, per-firm scheduler isolation, eager boot

Why the autotrader sometimes broke after a weekend until `pm2 restart`:
`next start` only logs uncaught errors, so nothing ever crashed, and a few
paths could leave a client dead for the life of the process.

Tradovate: a closed socket scheduled exactly one re-login, with no catch —
one failure during weekend maintenance (or a rate-limit penalty returned as
a 200 without a token) and the client never came back. connectAndAuth is now
a single-flight loop that never throws: jittered backoff capped at 5 min,
penalty tickets waited out, captcha demands backed off. A 15s watchdog
abandons silent, never-authorized or stuck-closing sockets and stale syncs;
renewal falls back to a fresh login; orders fail fast (OrderNotPlacedError)
on a dead socket and time out instead of hanging; a bad sync answer no
longer wipes accounts and positions.

TopstepX: hub start/stop/invoke and every REST call are bounded; a wedged
hub is discarded and rebuilt; a stuck sync is superseded after 3 min;
re-login no longer tears down the sync loop; a watchdog re-logs when syncs
go stale; a no-fill timeout cancels the order.

Scheduler: one unready client used to hold every firm forever. It now holds
the tick for a 10-minute grace, then trades the other firms without it.
Per-firm try/catch in batch collection, one batch at a time, accounts marked
in flight, legs un-counted only when the entry never reached the broker, and
the scheduler starts before the first batch fires.

Boot and supervision: instrumentation.ts boots the process at server start
(it used to wait for the first dashboard request); a supervisor rebuilds a
client that has been unhealthy for 20 min (not a TopstepX one holding a
position); broker HTTP calls default to a 60s timeout; GET /api/health shows
each client's liveness and the scheduler's last decision. Shared state the
eager boot would otherwise split across bundles lives on globalThis. Logs no
longer carry access tokens or whole AxiosErrors (which include the encoded
Tradovate password).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-23 20:18:33 -05:00
co-authored by Claude Opus 5.5
parent 6146031a38
commit b932452e98
13 changed files with 2793 additions and 627 deletions
+9 -5
View File
@@ -99,14 +99,18 @@ async function execute(command: Command): Promise<unknown> {
if (command.symbol !== 'Auto' && !POINT_VALUES[command.symbol]) {
throw new Error(`Unknown symbol: ${command.symbol}`);
}
// Same order as POST /api/trade: fire once now, then leave the
// scheduler running to pick up accounts that were busy.
const results = await runTrade(command.action, command.symbol);
// Same order as POST /api/trade: (re)start the scheduler first,
// then fire once now — the scheduler picks up accounts that were
// busy. Starting it first means a batch that throws or runs long
// can never leave it unstarted. It can't double-fire against this
// batch: the tick waits for flat positions, skips while this batch
// holds the trade mutex, and never picks an account in flight.
startScheduler(command.action, command.symbol, command.stopAfterAll ?? false);
const results = await runTrade(command.action, command.symbol);
const filled = results
.flatMap((r: any) => r.results ?? [])
.filter((r: any) => r.status === 'filled').length;
.flatMap((r) => r.results)
.filter((r) => r.status === 'filled').length;
return { filled, scheduler: getSchedulerStatus() };
}