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Instruments: no fee lookup — commissions barely differ between instruments

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Entry cost is one tick of spread; fees can be added later if they matter.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-26 19:51:56 -05:00
co-authored by Claude Opus 5.5
parent ee4550512c
commit ff9b107452
7 changed files with 13 additions and 52 deletions
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app/api/instruments/route.ts
+3 -5
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@@ -1,5 +1,4 @@
import { NextRequest, NextResponse } from 'next/server';
import { getClients } from '@/lib/clients';
import { getCachedCatalog } from '@/lib/firm-catalog';
import {
ensureMarket, firmInstruments, futuresRootsHere, instrumentStatsFor, instrumentsSource, isFuturesFirm, simulateDraws,
@@ -13,13 +12,12 @@ const EXAMPLE_LEG = { leg: 1000, stopDollars: Infinity, maxPositionSize: 0 };
/**
* GET /api/instruments — what each firm trades (the master's lists) and, for
* futures firms, how the Auto draw sees every instrument right now: entry
* cost, one contract's daily move, the hold of a $1,000 leg, the chance.
* futures firms, how the Auto draw sees every instrument right now: a tick
* of spread, one contract's daily move, the hold of a $1,000 leg, the chance.
* ?simulate=N adds N draws from the real draw code — no orders.
*/
export async function GET(req: NextRequest) {
await ensureMarket(CME_ROOTS, 8_000);
const clients = getClients();
const n = Math.min(100_000, Math.max(0, Math.floor(Number(req.nextUrl.searchParams.get('simulate')) || 0)));
const firms = getCachedCatalog().map((firm) => {
const instruments = firmInstruments(firm);
@@ -30,7 +28,7 @@ export async function GET(req: NextRequest) {
platform: firm.platform,
source: instrumentsSource(firm),
instruments,
...(futures ? { stats: instrumentStatsFor(firm, clients.get(firm.id), { ...EXAMPLE_LEG, account: 'a $1,000 leg' }) } : {}),
...(futures ? { stats: instrumentStatsFor(firm, { ...EXAMPLE_LEG, account: 'a $1,000 leg' }) } : {}),
...(futures && n > 0 ? { simulated: simulateDraws(instruments, EXAMPLE_LEG, n) } : {}),
};
});
app/settings/page.tsx
+3 -4
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@@ -20,7 +20,6 @@ interface InstrumentsOverview {
symbol: string;
listed: boolean;
spreadDollars: number;
feesPerSide: number | null;
dailyMoveDollars: number | null;
holdHours: number | null;
disabled: boolean;
@@ -470,7 +469,7 @@ export default function SettingsPage() {
<tr className="border-b border-slate-100 text-xs uppercase tracking-wider text-slate-400">
<th className="px-4 py-2 text-left font-semibold">Symbol</th>
<th className="px-4 py-2 text-left font-semibold">Contract</th>
<th className="px-4 py-2 text-right font-semibold">Entry</th>
<th className="px-4 py-2 text-right font-semibold">Spread</th>
<th className="px-4 py-2 text-right font-semibold">Daily move</th>
<th className="px-4 py-2 text-right font-semibold">Hold</th>
<th className="px-4 py-2 text-right font-semibold">Chance now</th>
@@ -487,8 +486,8 @@ export default function SettingsPage() {
{c?.name ?? '—'}
{c?.alternative && <span className="ml-2 text-xs bg-amber-100 text-amber-700 px-1.5 py-0.5 rounded font-sans">rolled from {c.alternative}</span>}
</td>
<td className="px-4 py-2 text-right tabular-nums text-slate-600" title="Per contract: one tick of spread, plus the firm's fees per side when known">
{x ? `$${x.spreadDollars.toFixed(2)}${x.feesPerSide !== null ? ` + $${x.feesPerSide.toFixed(2)}` : ''}` : '—'}
<td className="px-4 py-2 text-right tabular-nums text-slate-600" title="One tick of spread on one contract — what entering costs, commissions aside">
{x ? `$${x.spreadDollars.toFixed(2)}` : '—'}
</td>
<td className="px-4 py-2 text-right tabular-nums text-slate-600">
{x?.dailyMoveDollars != null ? `$${x.dailyMoveDollars.toLocaleString()}` : '—'}