Session open: a random 0–180 minute delay, kept across restarts
The day's delay was 1–20 minutes. It is now 0–180, so the evening open lands anywhere from 5:05 to 8:05 PM CT. The day's roll is saved as a setting: with a three-hour window, a restart during the wait (an update, a crash) would otherwise roll again and could start the session early. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
co-authored by
Claude Opus 5.5
parent
7866d67676
commit
ff97a59b49
+17
-5
@@ -705,18 +705,30 @@ function evaluateAccountForTrade(client: any, acc: { id: number; name: string; a
|
||||
|
||||
// ── helpers ───────────────────────────────────────────────────────────────────
|
||||
|
||||
// Random 1–20 minute delay added to the session open, picked once per Central
|
||||
/** The longest random delay added to the session open, in minutes. */
|
||||
const MAX_OPEN_DELAY_MIN = 180;
|
||||
|
||||
// Random 0–180 minute delay added to the session open, picked once per Central
|
||||
// calendar day. Re-rolling on every check would move the open boundary between
|
||||
// polls, letting a trade slip through a moment the next check would reject.
|
||||
// Held in runtime() so every bundle of this module agrees on the day's roll.
|
||||
// Held in runtime() so every bundle of this module agrees on the day's roll,
|
||||
// and saved as a setting so a restart during the wait (an update, a crash)
|
||||
// keeps the day's delay instead of rolling a new one.
|
||||
function openJitterMinutes(centralDay: string): number {
|
||||
const sessionOpenJitter = runtime().sessionOpenJitter;
|
||||
let jitter = sessionOpenJitter.get(centralDay);
|
||||
if (jitter === undefined) {
|
||||
jitter = 1 + Math.floor(Math.random() * 20); // 1–20 inclusive
|
||||
const [savedDay, savedMin] = (getSetting('session_open_delay') ?? '').split('|');
|
||||
const saved = savedDay === centralDay ? Number(savedMin) : NaN;
|
||||
if (Number.isInteger(saved) && saved >= 0 && saved <= MAX_OPEN_DELAY_MIN) {
|
||||
jitter = saved;
|
||||
} else {
|
||||
jitter = Math.floor(Math.random() * (MAX_OPEN_DELAY_MIN + 1)); // 0–180 inclusive
|
||||
setSetting('session_open_delay', `${centralDay}|${jitter}`);
|
||||
console.log(`[trading-hours] session open delayed ${jitter} min today`);
|
||||
}
|
||||
sessionOpenJitter.clear(); // only today's entry is ever needed
|
||||
sessionOpenJitter.set(centralDay, jitter);
|
||||
console.log(`[trading-hours] session open delayed ${jitter} min today`);
|
||||
}
|
||||
return jitter;
|
||||
}
|
||||
@@ -740,7 +752,7 @@ function isAfterSessionClose(firm: { tradesEveryDay?: boolean }, now: Date = new
|
||||
/**
|
||||
* Whether the firm takes no new trades right now (see isNoTradeTime). CME
|
||||
* firms follow the trading_hours setting — "full_cme" or "equity_hours" — with
|
||||
* the open pushed back by the day's 1–20 minute jitter (openJitterMinutes), so
|
||||
* the open pushed back by the day's 0–180 minute delay (openJitterMinutes), so
|
||||
* sessions never start at the exact same time. Every-day firms ignore the
|
||||
* setting and only stand down around the daily roll.
|
||||
*/
|
||||
|
||||
@@ -1559,7 +1559,7 @@ function centralClock(now: Date): { day: string; minutes: number; resetMinutes:
|
||||
* CME firms follow 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)
|
||||
* with the open pushed back by the day's 1–20 minute jitter.
|
||||
* with the open pushed back by the day's 0–180 minute delay.
|
||||
*
|
||||
* Every-day firms ignore trading_hours and close only around the day's roll:
|
||||
* from 5 minutes before the earlier of their 22:00 UTC reset and 5 PM CT, to
|
||||
|
||||
Reference in New Issue
Block a user