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Add configurable trading hours setting

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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
2026-03-15 19:57:48 -05:00
co-authored by Claude Opus 4.6
parent 11144612c7
commit f498594b16
4 changed files with 59 additions and 22 deletions
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lib/auto-trade.ts
+34 -19
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@@ -51,39 +51,54 @@ function mapFirmConfig(firm: FirmWithAccounts): FirmConfig {
// ── helpers ───────────────────────────────────────────────────────────────────
/**
* Returns true when CME futures markets are closed.
* CME hours: Sunday 5:00 PM – Friday 4:00 PM Central, with a daily halt 4:00–5:00 PM.
* So we block trading when:
* - It's 3:00 PM – 4:59 PM Central (stop early + daily halt)
* - It's Saturday (all day)
* - It's Sunday before 5:00 PM Central
* - It's Friday after 3:00 PM Central
* Returns true when trading is not allowed based on the trading_hours setting.
*
* "full_cme" — Sun 5:05 PM – Fri 2:55 PM Central (5 min buffer on each side)
* "equity_hours" — 8:35 AM – 2:55 PM Central, Mon–Fri (5 min buffer on each side)
*/
function isInNoTradeWindow(): boolean {
const now = new Date();
const centralTime = new Intl.DateTimeFormat('en-US', {
const centralParts = new Intl.DateTimeFormat('en-US', {
hour: 'numeric',
minute: 'numeric',
hour12: false,
timeZone: 'America/Chicago',
});
const centralDay = new Intl.DateTimeFormat('en-US', {
}).formatToParts(now);
const hour = parseInt(centralParts.find((p) => p.type === 'hour')!.value, 10);
const minute = parseInt(centralParts.find((p) => p.type === 'minute')!.value, 10);
const day = new Intl.DateTimeFormat('en-US', {
weekday: 'short',
timeZone: 'America/Chicago',
});
const hour = parseInt(centralTime.format(now), 10);
const day = centralDay.format(now); // "Sun", "Mon", ... "Sat"
}).format(now); // "Sun", "Mon", ... "Sat"
const timeMinutes = hour * 60 + minute; // minutes since midnight
const mode = getSetting('trading_hours') ?? 'full_cme';
if (mode === 'equity_hours') {
// Equity hours: 8:30 AM – 3:00 PM Central with 5 min buffer = 8:35 AM – 2:55 PM
// Weekdays only
if (day === 'Sat' || day === 'Sun') return true;
const open = 8 * 60 + 35; // 8:35 AM
const close = 14 * 60 + 55; // 2:55 PM
return timeMinutes < open || timeMinutes >= close;
}
// Full CME: Sun 5:00 PM – Fri 4:00 PM Central with 5 min buffer
// Open: 5:05 PM, Close: 2:55 PM (stop early), Daily halt: 2:55 PM – 5:05 PM
// Saturday — market closed all day
if (day === 'Sat') return true;
// Sunday — market opens at 5 PM Central
if (day === 'Sun' && hour < 17) return true;
// Sunday — market opens at 5:05 PM Central
const cmeOpen = 17 * 60 + 5; // 5:05 PM
if (day === 'Sun') return timeMinutes < cmeOpen;
// Friday — stop trading after 3 PM Central
if (day === 'Fri' && hour >= 15) return true;
// Friday — stop trading at 2:55 PM Central
const cmeClose = 14 * 60 + 55; // 2:55 PM
if (day === 'Fri' && timeMinutes >= cmeClose) return true;
// Mon–Thu: stop trading after 3 PM Central (market halts at 4 PM, reopens 5 PM)
if (hour >= 15 && hour < 17) return true;
// Mon–Thu: block 2:55 PM – 5:05 PM Central (early stop + daily halt + buffer)
if (timeMinutes >= cmeClose && timeMinutes < cmeOpen) return true;
return false;
}