- DXtrade client (lib/dxtrade-class.ts): REST session login with lockout-safe
backoff, 60s sync of accounts/metrics/positions/orders/transfers, history and
fund transactions from cash transactions, day-start balance at the 22:00 UTC
reset, CLOSE-by-positionCode exits (native OCO group, else a stop-first
emulated pair), a cross-account hedge guard, stray-order reaper.
- Instrument selector: the firm's symbol map lists candidate symbols per CME
root; the cheapest tradable one per unit of recent hourly volatility wins
(spread + 2x commission [+ financing] / sigma).
- Fees: a firm's commission % of notional prices every fee off the fill; the
take-profit is solved in closed form so the leg nets its target.
- Hard daily loss limit per account type: every leg carries a stop keeping the
firm's day inside the limit less a 10% reserve and both fees (rounded in);
a green day never widens it; no room or a refused bracket flattens.
- Notional sizing where the platform prices positions: target-hold volatility
sizing or the symbol map's fixed notional, under a per-type notional cap.
- Every-day firms trade weekends/holidays; the scheduler runs lanes (futures,
one per DXtrade firm) with their own hours, flat gate, mutex and batches.
- The catalog sync skips platforms this build doesn't know instead of treating
them as Tradovate. One shared fireLeg replaces the duplicated batch/copy code.
- npm run check: fee/stop/sizing/hours/selector checks; scripts/dxtrade-smoke.mjs
confirms the API against a real login before trading.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Four features:
- Backup: lib/backup-sync.ts pushes the full settings table and firm
credentials (the deliberate exception to "credentials never leave the
machine") to the master's bearer-gated /api/instances/backup — every
5 minutes when the content hash changed, within seconds of a settings
or credential edit, and on the new backup-now command. Enabled by the
master_backup_token setting.
- Restore: a dead VPS's replacement pulls the backup and adopts its
uuid/name, so roster, payouts and card links carry on. Pre-boot via
seed-settings.js --restore-from (setup-linux.sh prompts for it) or
the Settings page's restore picker (lib/backup-restore.ts). Stop the
old machine first; the master 409s a live-name rename.
- Proxy: the proxy_url setting routes BROKER traffic only — TopstepX
REST + SignalR hub, Tradovate REST + websocket, Yahoo quotes — via
lib/outbound-proxy.ts (axios agents, undici dispatcher, ws agent).
The master link, reporter, catalog and backup push stay direct, so a
dead proxy cannot take down the control channel. Restart to apply.
- Multi-instance: AUTOFIRMER_DB moves the SQLite file so one checkout
runs N instances; scripts/instances.json (per-device, gitignored)
drives start-all/update-check, and add-instance.sh / remove-instance.sh
manage the extra PM2 processes. Absent registry = single-instance
behavior, unchanged. Instance 1 keeps port 3000 for the clicker and
extension.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- TopstepXClient (ProjectX Gateway): API-key auth, SignalR user hub,
Trade/search daily P&L, emulated OCO exits, books-invariant
withdrawal detection for $0-start accounts
- Platform-aware client pool, credentials (api_key column), and
credential form; $0-size account types match by prefix alone
- Drain stages: min-day ($5-$15 randomized) MNQ legs for the
configured days, then wait for the 50% withdrawal; stage pills
show 'Stage N – Drain'
- Account calendar projects the perfect path: future days book their
planned targets, simulated 50% withdrawals, payout marker
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This box no longer decides what firms exist. It caches the master's catalog
and stores one thing of its own: the Tradovate login for each firm. Creating
firms locally is gone — app/add, POST /api/firms, the account-config routes
and the banned-symbol route with it.
The cache is the point, not an optimisation. The scheduler needs every
account's target and size on each 60s tick, so fetching them per tick would
stop trading with positions open the first time the master rebooted. It is
one JSON blob in settings, replaced only by a complete valid response, and a
response with zero firms is refused outright: a misconfigured FIRMS_DB serves
{"firms":[]} as a healthy 200, and mirroring that would idle the whole fleet
at once.
Accounts bind to an account type by prefix AND size, the size taken from the
opening funding transaction. That does not arrive with the first sync, so an
account sits Unassigned and the resolver tries again next sync rather than
guessing. A type picked by hand is never overwritten by an auto pass. This
replaces the longest-prefix helper that had been copy-pasted into five files,
which could not tell two types with the same prefix apart at all.
firm_credentials and account_assignments deliberately have no foreign key to
the cached catalog. foreign_keys is ON, so a cascade would erase the Tradovate
passwords the moment a firm was removed on the master — routine, not
exceptional. They survive it, and are re-keyed by name if the master's database
is ever rebuilt with fresh ids.
The legacy firms/account_configs/firm_banned_symbols tables are left on disk,
unreferenced. firms is the only table that ever held plaintext credentials and
dropping it would make a rollback unrecoverable.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
