Replaces the Yahoo continuous-contract month parse with a volume-based
probe: walk the next 6 month codes via Yahoo's specific tickers
({PROD}{MONTH}{YY}.{EXCHANGE}) and pick the one with the highest recent
volume. Tracks the trader-standard "front month" definition and rolls
correctly even when the continuous (=F) feed lags expiry.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Instead of generating candidates from Tradovate and matching by price,
now parses Yahoo's continuous contract shortName (e.g. "Gold Jun 26")
to determine the exact month/year, constructs the Tradovate name
(e.g. "GCM6"), and looks it up directly. Falls back to Tradovate
suggest if Yahoo is unavailable.
This eliminates all price comparison, volume comparison, and the
rollcontract API calls entirely — Yahoo already knows the active month.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Adjacent futures months (e.g. 6EK vs 6EM) have nearly identical prices,
so the first-match-within-tolerance approach picked the front month
(6EK/May) instead of the actual active contract (6EM/June). Now picks
the candidate with the closest price to the continuous contract instead
of breaking on the first match within 0.1% tolerance.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Replace volume-based contract selection with Yahoo Finance continuous
contract price matching ({PRODUCT}=F). The old approach compared volumes
across front/roll candidates, which failed when serial months had
deceptive volume (6EJ26 > 6EM26) or Yahoo was rate-limited (all 0s).
Now fetches the continuous contract price and matches it against
candidates within 0.1% tolerance. Falls back to roll1 if Yahoo fails.
Also adds User-Agent header to avoid 429 rate limiting.
Verified: GC=F price matches GCM26, 6E=F price matches 6EM26.
Also fixes stale 'Random' comment in auto-trade.ts and cleans up
frontVolume/rolledVolume references from settings page.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Changes > to >= so when both contracts have 0 volume (e.g. off-hours),
the further-out standard month wins. Fixes SI resolving to SIJ (April,
non-standard) instead of SIK (May, standard delivery month).
Also fixes SI/SIL prefix collision by requiring month+digit after symbol.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- New lib/contract-resolver.ts: picks the best contract month for each
symbol by comparing Yahoo Finance volume between the front month
(Tradovate suggest API) and the roll target (rollcontract API)
- lib/clients.ts: auto-resolves all enabled instruments 15s after startup
and again daily at midnight via a setInterval check
- lib/tradovate-class.ts: findFrontMonthContract checks resolver cache
first before falling back to the suggest API
- app/api/instruments/contracts/route.ts: GET returns cached contracts,
POST triggers a fresh resolve
- app/settings/page.tsx: shows active contract + rolled badge per symbol;
auto-resolves on load if cache is empty; removed manual Resolve button
- app/api/debug/route.ts: include entity data in recentEntityEvents
- CLAUDE.md: instructs Claude to always work on main
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
