Instruments: no fee lookup — commissions barely differ between instruments

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>

lib/auto-trade.ts

@@ -22,7 +22,7 @@ import {
 } from './trading-logic';
 import { getSetting, setSetting } from './db';
 import { POINT_VALUES, housekeepingRoot } from './instrument-specs';
-import { firmInstruments, drawFuturesInstrument, recordMeasuredFee, type LegShape } from './instruments';
+import { firmInstruments, drawFuturesInstrument, type LegShape } from './instruments';
 import { errorMessage, isClientReady, isOrderNotPlaced, type PlatformClient, type PlatformContract, type PickContext } from './platform-client';
 
 // ── process-wide state ───────────────────────────────────────────────────────
@@ -1230,7 +1230,6 @@ async function fireLeg(
         await new Promise(r => setTimeout(r, 1000));
         const updatedCash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
         measured = entryCommissionMeasured(item.cash.realizedPnL, updatedCash.realizedPnL, contracts);
-        if (measured !== null && !item.drain) recordMeasuredFee(item.firm.id, symbolLabel, measured / contracts);
         entryFee = measured ?? FALLBACK_COMMISSION_PER_CONTRACT * contracts;
     }
     // The stop. On a measured-fee firm whose fee didn't show, the daily-loss

lib/instruments.ts

@@ -10,8 +10,8 @@
  * near the last entry, nothing expected to hold 12 hours or more.
  *
  * Movement comes from Yahoo's hourly candles (7 days, measured once per trade
- * date); the spread is one tick. Fees are shown, never used to choose:
- * Tradovate's fee parameters, or TopstepX's last measured fill.
+ * date); the spread is one tick. Commissions play no part — they barely
+ * differ between instruments.
  */
 
 import axios from 'axios';
@@ -76,8 +76,6 @@ const CONCURRENCY = 4;
 const g = globalThis as typeof globalThis & {
     __futuresMarket?: Map<string, Market>;
     __futuresMarketInflight?: Map<string, Promise<void>>;
-    __futuresFees?: Map<string, { tradeDate: string; fees: Record<string, number>; at: number }>;
-    __futuresMeasuredFees?: Map<string, number>;
 };
 const market = (g.__futuresMarket ??= new Map());
 const inflight = (g.__futuresMarketInflight ??= new Map());
@@ -143,33 +141,6 @@ export function marketOf(root: string): { price: number | null; dailyMove: numbe
     return m ? { price: m.price, dailyMove: m.dailyMove, error: m.error } : null;
 }
 
-// ── fees (shown, never used to choose) ─────────────────────────────────────
-
-const feeCache = (g.__futuresFees ??= new Map());
-const measuredFees = (g.__futuresMeasuredFees ??= new Map());
-
-/** A fill's commission per contract per side, for platforms with no fee
- *  lookup (TopstepX). */
-export function recordMeasuredFee(firmId: string, root: string, perContract: number): void {
-    if (Number.isFinite(perContract) && perContract >= 0) measuredFees.set(`${firmId}|${root}`, Math.round(perContract * 100) / 100);
-}
-
-/** Tradovate's fee parameters, fetched once per trade date per firm. */
-// eslint-disable-next-line @typescript-eslint/no-explicit-any
-export function refreshFees(firm: { id: string; platform: string }, client: any): void {
-    if (firm.platform !== 'tradovate' || typeof client?.fetchInstrumentFees !== 'function') return;
-    const cached = feeCache.get(firm.id);
-    if (cached && cached.tradeDate === currentTradeDateCT() && (Object.keys(cached.fees).length > 0 || Date.now() - cached.at < RETRY_MS)) return;
-    feeCache.set(firm.id, { tradeDate: currentTradeDateCT(), fees: cached?.fees ?? {}, at: Date.now() });
-    void Promise.resolve(client.fetchInstrumentFees([...CME_ROOTS]))
-        .then((fees: Record<string, number>) => feeCache.set(firm.id, { tradeDate: currentTradeDateCT(), fees: fees ?? {}, at: Date.now() }))
-        .catch((err: unknown) => console.warn(`[instruments] fee lookup failed: ${errorMessage(err)}`));
-}
-
-export function feesPerSide(firmId: string, root: string): number | null {
-    return feeCache.get(firmId)?.fees[root] ?? measuredFees.get(`${firmId}|${root}`) ?? null;
-}
-
 // ── the draw ────────────────────────────────────────────────────────────────
 
 /** The batch's leg, for the hold estimate: its dollars, its stop (Infinity =
@@ -240,17 +211,14 @@ export function simulateDraws(roots: readonly string[], leg: LegShape | null, n:
 
 /**
  * A futures firm's instruments as the draw sees them right now: every CME
- * root with its entry cost, movement and contract, and — sized for `lead`'s
+ * root with its spread, movement and contract, and — sized for `lead`'s
  * next leg — the listed ones' holds, the ones over the cap, and each one's
  * chance.
  */
 export function instrumentStatsFor(
     firm: FirmLike & { id: string },
-    // eslint-disable-next-line @typescript-eslint/no-explicit-any
-    client: any,
     lead: (LegShape & { account: string }) | null,
 ): InstrumentStats {
-    refreshFees({ id: firm.id, platform: firm.platform }, client);
     const listed = firmInstruments(firm);
     const board = futuresBoard(listed, lead);
     const disabled = new Set(board.disabled);
@@ -269,7 +237,6 @@ export function instrumentStatsFor(
                 listed: listed.includes(root),
                 contract: getCachedContract(root)?.name ?? null,
                 spreadDollars: spreadDollars(root),
-                feesPerSide: feesPerSide(firm.id, root),
                 dailyMoveDollars: dailyMove === null ? null : Math.round(dailyMove),
                 holdHours: holdHours === null ? null : Math.round(holdHours * 10) / 10,
                 disabled: listed.includes(root) ? disabled.has(root) : holdHours !== null && holdHours >= MAX_HOLD_HOURS,

lib/master-protocol.ts

@@ -138,8 +138,6 @@ export interface InstrumentStats {
         contract: string | null;
         /** One tick of spread on one contract, in dollars. */
         spreadDollars: number;
-        /** The firm's fees per contract per side; null when unknown. */
-        feesPerSide: number | null;
         /** One contract's typical daily move (1σ), in dollars. */
         dailyMoveDollars: number | null;
         holdHours: number | null;

lib/reporter.ts

@@ -427,7 +427,7 @@ function instrumentStatsBlock(
         const shape = accountLegShape(client, acc, tradeDate);
         if (shape) { lead = { ...shape, account: acc.name }; break; }
     }
-    return { instrumentStats: instrumentStatsFor(f, client, lead) };
+    return { instrumentStats: instrumentStatsFor(f, lead) };
 }
 
 /**