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>

README.md

@@ -114,7 +114,7 @@ the batch firm's list, at random but weighted:
 
 - **Efficiency** — one contract's typical daily move ÷ one tick of spread
   (from Yahoo's hourly candles over the past week, measured once a day).
-  Commissions don't count; they're shown, never used to choose.
+  Commissions don't count — they barely differ between instruments.
 - **Session timing** — at the open every instrument gets a 10% floor and the
   weights follow efficiency; toward the last entry (14:55 CT) the floor fades
   and the weight moves sharply to the fastest movers.
@@ -126,7 +126,7 @@ the batch firm's list, at random but weighted:
   listed product (MNQ when NQ is listed).
 
 Every draw logs its odds. `GET /api/instruments` shows each firm's list with
-entry cost, daily move, hold and chance (`?simulate=10000` runs the real draw
+spread, daily move, hold and chance (`?simulate=10000` runs the real draw
 with no orders), and the master's Firms page shows the same next to each
 instrument.
 

app/api/instruments/route.ts

@@ -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
+ * futures firms, how the Auto draw sees every instrument right now: a tick
- * cost, one contract's daily move, the hold of a $1,000 leg, the chance.
+ * 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

@@ -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">
+                                                <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 ? `$${x.spreadDollars.toFixed(2)}${x.feesPerSide !== null ? ` + $${x.feesPerSide.toFixed(2)}` : ''}` : '—'}
+                                                    {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()}` : '—'}

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:
+ * date); the spread is one tick. Commissions play no part — they barely
- * Tradovate's fee parameters, or TopstepX's last measured fill.
+ * 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) };
 }
 
 /**