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

Browse Source

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hub is discarded and rebuilt; a stuck sync is superseded after 3 min;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

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

lib/topstepx-class.ts

+622 -126

File diff suppressed because it is too large Load Diff