Add volume-based contract auto-resolver and CLAUDE.md
- New lib/contract-resolver.ts: picks the best contract month for each symbol by comparing Yahoo Finance volume between the front month (Tradovate suggest API) and the roll target (rollcontract API) - lib/clients.ts: auto-resolves all enabled instruments 15s after startup and again daily at midnight via a setInterval check - lib/tradovate-class.ts: findFrontMonthContract checks resolver cache first before falling back to the suggest API - app/api/instruments/contracts/route.ts: GET returns cached contracts, POST triggers a fresh resolve - app/settings/page.tsx: shows active contract + rolled badge per symbol; auto-resolves on load if cache is empty; removed manual Resolve button - app/api/debug/route.ts: include entity data in recentEntityEvents - CLAUDE.md: instructs Claude to always work on main 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
881c210366
commit
d945e0038f
@@ -28,10 +28,11 @@ export async function GET() {
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dailyPnLEntries: (client.dailyPnL[acc.id] ?? []).length,
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dailyPnL: client.dailyPnL[acc.id] ?? [],
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})),
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recentEntityEvents: client.recentEntityEvents.slice(-3).map((e) => ({
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recentEntityEvents: client.recentEntityEvents.slice(-10).map((e) => ({
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ts: new Date(e.ts).toISOString(),
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entityType: e.entityType,
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eventType: e.eventType,
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entity: e.entity,
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})),
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};
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});
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@@ -0,0 +1,41 @@
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import { NextResponse } from 'next/server';
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import { getClients } from '@/lib/clients';
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import { getInstruments } from '@/lib/db';
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import { resolveContracts, getAllCachedContracts } from '@/lib/contract-resolver';
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/**
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* GET /api/instruments/contracts
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* Returns cached resolved contracts (fast, no external calls).
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*/
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export async function GET() {
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return NextResponse.json(getAllCachedContracts());
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}
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/**
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* POST /api/instruments/contracts
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* Triggers a fresh resolve of all enabled instruments via Tradovate + yfinance.
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* Returns the resolved contracts with volume data.
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*/
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export async function POST() {
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try {
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const clients = getClients();
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// Find first client with a valid token
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let accessToken: string | null = null;
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for (const [, c] of clients) {
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const token = (c as any).accessInfo?.accessToken;
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if (token) { accessToken = token; break; }
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}
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if (!accessToken) {
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return NextResponse.json({ error: 'No authenticated client available' }, { status: 503 });
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}
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const instruments = getInstruments().filter((i) => i.enabled);
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const symbols = instruments.map((i) => i.symbol);
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const resolved = await resolveContracts(symbols, accessToken);
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return NextResponse.json(resolved);
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} catch (err: any) {
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console.error('[POST /api/instruments/contracts]', err);
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return NextResponse.json({ error: err?.message ?? 'Resolve failed' }, { status: 500 });
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}
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}
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+72
-18
@@ -8,12 +8,20 @@ interface Instrument {
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enabled: boolean;
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}
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interface ResolvedContract {
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name: string;
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alternative?: string;
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frontVolume?: number;
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rolledVolume?: number;
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}
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interface AppSettings {
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max_concurrent_accounts: string | null;
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}
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export default function SettingsPage() {
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const [instruments, setInstruments] = useState<Instrument[]>([]);
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const [contracts, setContracts] = useState<Record<string, ResolvedContract | null>>({});
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const [maxConcurrent, setMaxConcurrent] = useState<string>('5');
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const [saving, setSaving] = useState(false);
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const [saved, setSaved] = useState(false);
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@@ -30,6 +38,24 @@ export default function SettingsPage() {
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setMaxConcurrent(s.max_concurrent_accounts);
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}
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});
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// Load cached contracts; if cache is empty, auto-resolve
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fetch('/api/instruments/contracts')
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.then((r) => r.json())
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.then((data: Record<string, ResolvedContract | null>) => {
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if (data.error) return;
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const hasData = Object.values(data).some((v) => v !== null);
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if (hasData) {
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setContracts(data);
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} else {
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// Cache empty — trigger a fresh resolve automatically
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fetch('/api/instruments/contracts', { method: 'POST' })
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.then((r) => r.json())
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.then((fresh) => { if (!fresh.error) setContracts(fresh); })
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.catch(() => {});
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}
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})
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.catch(() => {});
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}, []);
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async function toggle(symbol: string, enabled: boolean) {
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@@ -121,29 +147,57 @@ export default function SettingsPage() {
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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">Symbol</th>
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<th className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider text-slate-400">Active Contract</th>
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<th className="px-4 py-3 text-right text-xs font-semibold uppercase tracking-wider text-slate-400">Enabled</th>
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</tr>
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</thead>
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<tbody>
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{instruments.map((instr) => (
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<tr key={instr.symbol} className="border-b border-slate-100 last:border-0">
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<td className="px-4 py-2.5 font-mono font-semibold text-slate-800">{instr.symbol}</td>
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<td className="px-4 py-2.5 text-right">
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<button
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onClick={() => toggle(instr.symbol, !instr.enabled)}
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className={`relative inline-flex h-5 w-9 items-center rounded-full transition-colors focus:outline-none ${
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instr.enabled ? 'bg-blue-500' : 'bg-slate-200'
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}`}
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>
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<span
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className={`inline-block h-3.5 w-3.5 transform rounded-full bg-white shadow transition-transform ${
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instr.enabled ? 'translate-x-4' : 'translate-x-1'
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{instruments.map((instr) => {
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const c = contracts[instr.symbol];
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const wasRolled = c?.alternative && c.rolledVolume != null && c.frontVolume != null && c.rolledVolume > c.frontVolume;
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return (
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<tr key={instr.symbol} className="border-b border-slate-100 last:border-0">
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<td className="px-4 py-2.5 font-mono font-semibold text-slate-800">
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{instr.symbol}
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</td>
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<td className="px-4 py-2.5">
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{c ? (
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<div className="flex items-center gap-2">
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<span className={`font-mono text-sm ${wasRolled ? 'text-amber-600 font-semibold' : 'text-slate-600'}`}>
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{c.name}
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</span>
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{c.frontVolume != null && c.rolledVolume != null && (
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<span className="text-xs text-slate-400">
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vol {Math.max(c.frontVolume, c.rolledVolume).toLocaleString()}
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</span>
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)}
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{wasRolled && (
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<span className="text-xs bg-amber-100 text-amber-700 px-1.5 py-0.5 rounded font-medium">
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rolled
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</span>
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)}
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</div>
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) : (
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<span className="text-xs text-slate-300 italic">—</span>
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)}
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</td>
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<td className="px-4 py-2.5 text-right">
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<button
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onClick={() => toggle(instr.symbol, !instr.enabled)}
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className={`relative inline-flex h-5 w-9 items-center rounded-full transition-colors focus:outline-none ${
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instr.enabled ? 'bg-blue-500' : 'bg-slate-200'
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}`}
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/>
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</button>
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</td>
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</tr>
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))}
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>
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<span
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className={`inline-block h-3.5 w-3.5 transform rounded-full bg-white shadow transition-transform ${
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instr.enabled ? 'translate-x-4' : 'translate-x-1'
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}`}
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/>
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</button>
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</td>
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</tr>
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);
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})}
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</tbody>
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</table>
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)}
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