Add configurable trading hours setting
Dropdown on settings page with two options: - Full CME (5:00 PM – 3:00 PM CT) with 5 min buffer - Equity Hours (8:30 AM – 3:00 PM CT) with 5 min buffer Setting is read live each tick, no restart needed. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
Senofy
co-authored by
Claude Opus 4.6
Claude Opus 4.6
parent
11144612c7
commit
f498594b16
@@ -1,7 +1,7 @@
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import { NextRequest, NextResponse } from 'next/server';
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import { getSetting, setSetting } from '@/lib/db';
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const VALID_KEYS = ['max_concurrent_accounts', 'tick_interval_seconds', 'master_dashboard_url', 'instance_name'] as const;
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const VALID_KEYS = ['max_concurrent_accounts', 'tick_interval_seconds', 'master_dashboard_url', 'instance_name', 'trading_hours'] as const;
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type SettingKey = typeof VALID_KEYS[number];
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export async function GET() {
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+23
-2
@@ -19,12 +19,14 @@ interface AppSettings {
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max_concurrent_accounts: string | null;
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master_dashboard_url: string | null;
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instance_name: string | null;
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trading_hours: 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 [tradingHours, setTradingHours] = useState<string>('full_cme');
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const [masterUrl, setMasterUrl] = useState<string>('');
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const [instanceName, setInstanceName] = useState<string>('');
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const [saving, setSaving] = useState(false);
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@@ -41,6 +43,9 @@ export default function SettingsPage() {
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if (s.max_concurrent_accounts != null) {
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setMaxConcurrent(s.max_concurrent_accounts);
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}
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if (s.trading_hours != null) {
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setTradingHours(s.trading_hours);
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}
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if (s.master_dashboard_url != null) {
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setMasterUrl(s.master_dashboard_url);
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}
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@@ -101,7 +106,7 @@ export default function SettingsPage() {
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await fetch('/api/settings', {
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method: 'PATCH',
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headers: { 'Content-Type': 'application/json' },
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body: JSON.stringify({ max_concurrent_accounts: maxConcurrent, master_dashboard_url: masterUrl, instance_name: instanceName }),
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body: JSON.stringify({ max_concurrent_accounts: maxConcurrent, trading_hours: tradingHours, master_dashboard_url: masterUrl, instance_name: instanceName }),
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});
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setSaving(false);
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setSaved(true);
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@@ -127,7 +132,7 @@ export default function SettingsPage() {
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Trading
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</h2>
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<div className="bg-white border border-slate-200 rounded-xl shadow-sm mb-8">
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<div className="flex items-center justify-between px-4 py-3">
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<div className="flex items-center justify-between px-4 py-3 border-b border-slate-100">
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<div>
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<p className="text-sm font-medium text-slate-800">Max concurrent accounts</p>
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<p className="text-xs text-slate-400 mt-0.5">
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@@ -156,6 +161,22 @@ export default function SettingsPage() {
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</button>
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</div>
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</div>
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<div className="flex items-center justify-between px-4 py-3">
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<div>
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<p className="text-sm font-medium text-slate-800">Allowed trading hours</p>
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<p className="text-xs text-slate-400 mt-0.5">
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5 min buffer
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</p>
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</div>
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<select
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value={tradingHours}
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onChange={(e) => setTradingHours(e.target.value)}
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className="rounded-lg border border-slate-200 bg-slate-50 px-3 py-1.5 text-sm font-mono text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-500"
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>
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<option value="full_cme">Full CME (5:00 PM – 3:00 PM CT)</option>
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<option value="equity_hours">Equity Hours (8:30 AM – 3:00 PM CT)</option>
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</select>
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</div>
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</div>
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{/* ── Master Dashboard ── */}
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+34
-19
@@ -51,39 +51,54 @@ function mapFirmConfig(firm: FirmWithAccounts): FirmConfig {
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// ── helpers ───────────────────────────────────────────────────────────────────
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/**
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* Returns true when CME futures markets are closed.
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* CME hours: Sunday 5:00 PM – Friday 4:00 PM Central, with a daily halt 4:00–5:00 PM.
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* So we block trading when:
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* - It's 3:00 PM – 4:59 PM Central (stop early + daily halt)
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* - It's Saturday (all day)
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* - It's Sunday before 5:00 PM Central
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* - It's Friday after 3:00 PM Central
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* Returns true when trading is not allowed based on the trading_hours setting.
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*
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* "full_cme" — Sun 5:05 PM – Fri 2:55 PM Central (5 min buffer on each side)
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* "equity_hours" — 8:35 AM – 2:55 PM Central, Mon–Fri (5 min buffer on each side)
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*/
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function isInNoTradeWindow(): boolean {
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const now = new Date();
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const centralTime = new Intl.DateTimeFormat('en-US', {
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const centralParts = new Intl.DateTimeFormat('en-US', {
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hour: 'numeric',
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minute: 'numeric',
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hour12: false,
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timeZone: 'America/Chicago',
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});
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const centralDay = new Intl.DateTimeFormat('en-US', {
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}).formatToParts(now);
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const hour = parseInt(centralParts.find((p) => p.type === 'hour')!.value, 10);
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const minute = parseInt(centralParts.find((p) => p.type === 'minute')!.value, 10);
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const day = new Intl.DateTimeFormat('en-US', {
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weekday: 'short',
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timeZone: 'America/Chicago',
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});
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const hour = parseInt(centralTime.format(now), 10);
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const day = centralDay.format(now); // "Sun", "Mon", ... "Sat"
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}).format(now); // "Sun", "Mon", ... "Sat"
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const timeMinutes = hour * 60 + minute; // minutes since midnight
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const mode = getSetting('trading_hours') ?? 'full_cme';
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if (mode === 'equity_hours') {
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// Equity hours: 8:30 AM – 3:00 PM Central with 5 min buffer = 8:35 AM – 2:55 PM
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// Weekdays only
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if (day === 'Sat' || day === 'Sun') return true;
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const open = 8 * 60 + 35; // 8:35 AM
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const close = 14 * 60 + 55; // 2:55 PM
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return timeMinutes < open || timeMinutes >= close;
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}
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// Full CME: Sun 5:00 PM – Fri 4:00 PM Central with 5 min buffer
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// Open: 5:05 PM, Close: 2:55 PM (stop early), Daily halt: 2:55 PM – 5:05 PM
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// Saturday — market closed all day
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if (day === 'Sat') return true;
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// Sunday — market opens at 5 PM Central
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if (day === 'Sun' && hour < 17) return true;
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// Sunday — market opens at 5:05 PM Central
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const cmeOpen = 17 * 60 + 5; // 5:05 PM
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if (day === 'Sun') return timeMinutes < cmeOpen;
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// Friday — stop trading after 3 PM Central
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if (day === 'Fri' && hour >= 15) return true;
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// Friday — stop trading at 2:55 PM Central
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const cmeClose = 14 * 60 + 55; // 2:55 PM
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if (day === 'Fri' && timeMinutes >= cmeClose) return true;
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// Mon–Thu: stop trading after 3 PM Central (market halts at 4 PM, reopens 5 PM)
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if (hour >= 15 && hour < 17) return true;
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// Mon–Thu: block 2:55 PM – 5:05 PM Central (early stop + daily halt + buffer)
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if (timeMinutes >= cmeClose && timeMinutes < cmeOpen) return true;
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return false;
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}
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@@ -164,6 +164,7 @@ seedSetting.run('max_concurrent_accounts', '5');
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seedSetting.run('tick_interval_seconds', '60');
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seedSetting.run('master_dashboard_url', '');
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seedSetting.run('instance_name', '');
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seedSetting.run('trading_hours', 'full_cme');
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export function getSetting(key: string): string | null {
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const row = db.prepare('SELECT value FROM settings WHERE key = ?').get(key) as { value: string } | undefined;
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