The reporter and the dashboard take each firm's own trade date
(tradeDateFor), as the engine does: between 5 PM CT and Vest's 8 PM ET
reset the Central date counted the open Vest day as a prior day and as
today's P&L both, and could report a pass the master keeps for good. The
completion check's settle window now follows the client's own roll.
An open whose outcome came back unknown is marked the bot's once a read
shows the position it made, so the market-close guard closes it before a
long closure; an unmarked leg is no longer logged as a hand trade.
A symbol the close gate holds back stays on the candidate board for the
dashboard and the report, and fireLeg holds each account's leg to the
close at its own size, not just the batch lead's. check-vest-client.mjs
drives the guard and the board with every gateway call answered locally.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
A claim's stage time is now taken before the request goes out (sentAt):
Vest dates it no earlier, so a claim answered just after 20:00 ET no longer
puts the fresh Vest day on stage 2 before the history read shows its
WITHDRAW. One Vest dates after the turn reads as the day before until then,
the cautious way round. Claims saved without it count from their answer.
Completions count one per payout on both paths (completionPlace): the
catch-up's stage no longer counts a Vest day's two claims as one, and a
cycle a day's second claim started carries cycleSeq, so it can be told from
that day's first. The master ignores it until it keys on it; old masters and
old instances are unchanged.
bookHistory's claim bookkeeping (WITHDRAWs, lapse, fund rows, the balance
the books check expects) is now the pure readClaims, tested on the case
that held an account for good: a claim that never went in, read an hour on.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
A claim of unknown outcome now lapses where history is read (bookHistory),
not only in claimPending: its callers wait on historyReady, and the books
check held the account while it counted that claim, so one that never went
in held the account for good. The lapse is the same (no WITHDRAW within 30
min of it, a read an hour on) and is saved; an accepted claim still holds.
An account token that can't be minted means the request never went out:
an order, stop or take-profit reads as not placed, and a claim records no
unknown claim. Only the request's own failure may be "unknown".
A claim Vest dates on the other side of 20:00 ET than it was booked here
no longer leaves a second fund row: the history read takes the local day
back (and the latest fund date with it), and sameDayClaims counts the
claim on Vest's day. A claim Vest doesn't show yet stays on its day.
The report counts payouts one per claim (Vest's WITHDRAWs and the claims
they don't show yet, never fewer than the negative fund rows) for the
account list, payout states and the completion stage, where two claims on
one Vest day were one row. Same-day cycles still share a cycle key; that
needs the master.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
On Vest, a claim lowers the daily-loss floor by the amount claimed. Winning
$1,500 and claiming it leaves $3,000 of room the same day, the full
drawdown. The bot now uses that.
- Payout claims: a scheduler step (runClaims, under the lane mutex, before
the flat gate) claims every payoutable account that reached its stage's
target, via a platform that takes payouts by API. The claim is all
profit above the starting balance. It then clears the account's legs and
entry outcome for the day so it can trade its next stage. Failures retry
after 5 minutes. The auto_claim setting 'off' disables it.
- VestClient.claimProfit: POST /v3/capital/withdraw to the login's main
account (account_type 1 on /v3/accounts). The payout is booked at once:
today's fund row and the cycle cut, with today's P&L counted from the
post-claim balance. The history read later rebooks it from Vest's
WITHDRAW row, and the books check counts a claim until that row shows.
- Same-day stages: an account type can pick its stage by the payouts since
the firm's last daily reset (stagesSameDay, sameDayClaims). A stage can
carry its own daily loss limit.
- That limit replaces the type's everywhere room, stops and last stands are
worked out: the batch, the manual leg, copy trade, the dashboard and the
report.
- Room from the platform's own floor: dailyLossFloor (Vest) makes the room
min(stage limit, balance − Vest's floor). A same-day claim that lowers
the floor therefore frees room, and the room is never more than Vest
allows. VestClient.dayStartBalance is gone.
- Before the 8 PM ET reset: from 7:55 PM ET, each open Vest position on an
account with a daily limit is fitted to the room the reset will leave
(resetSafeStop). Its stop comes in via PUT/POST stop-loss, or the
position closes when there is no room.
- Checks for same-day stages, the stage limit, floorRoom, the post-claim
plan, the next reset across both time changes, and resetSafeStop.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Reverts 062ec07 and 5eb0ea7: every firm's broker session stays logged in
around the clock again, renewing its token on the fixed timer as before.
The tree is back to 6dd2528's. A session_rest row left in settings is
unused.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
A firm resting across the trade-date roll kept reporting its last snapshot,
so yesterday's realized P&L and DLL lockouts counted as accounts already
traded today (Nik's Topstep read 5/5 traded at 5:31 PM from 3:29 PM data).
Its report is now the unsynced one until it logs back in; a rest within one
trade date reports as before.
/api/health also counts a firm logging back in after a rest as nothing
wrong, within its 15-minute grace, rather than reading not ok for the
seconds before its first sync.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Every machine sized a like account in a like state to the same position as
every other person's, so two people's positions could match to the unit.
Each person now draws a size factor in [0.85, 1.15] per trade date, seeded
by the master's uuid for them; all of one person's accounts share it.
The factor moves the hold a DXtrade leg is sized for (hold / factor², since
size goes as 1/√hold), so the instrument pick, the dashboard's next leg and
the Firms page's reach test all see the hold the size was made for.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
When the master changes an account type with "New accounts only", it now
serves the type's old rules as kept rule sets (firm.keptAccountRules), each
for accounts dated inside [openedAt, closedAt). This build applies them:
- getAccountConfig, the one rules lookup trading reads, puts a kept set's
rule fields over the live type when the account's rules date falls in
its window. Id, label, prefix, size and the projection fields stay the
live type's, so every report still names the live type.
- account_assignments gains rules_date and rules_date_manual. A new row is
dated when the machine first sees the account, on the master's clock
when this one runs behind and never before the catalog's last change.
Auto dates come down to the broker's evidence: the end of the first fund
day in Chicago, or a DXtrade registration instant. Evidence is applied
before an account's first trade. Rows from before the migration get its
time; unpinning keeps the row and its date. Backups carry both columns.
- An account on a kept set stays on its type while its prefix and cached
size still match, so a tie-break flip can't move it off its old rules.
- Kept entries parse through the same normalizer as live types (now
normalizeAccountType in lib/kept-rules.ts); a malformed one rejects the
sync like a malformed type. The cached catalog records the parser that
stored it, and a cache from an older parser is fetched in full rather
than trusted with ?since= (this also brings in maxConcurrentAccounts).
- Reports add keptRuleIds per firm and live counts per kept set per type.
- The dashboard row and the account page show the rules date next to the
account name, with an "old rules" chip saying what differs. Clicking
the date edits it inline (PUT /api/accounts/:id/rules-date), previewing
which rules the date lands on.
Also: the master's per-firm cap on accounts traded at once
(maxConcurrentAccounts), applied on top of the machine's own max
concurrent when a batch is drawn and in copy trading.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Every FirmStats now carries statusVersion 1, the catalog firmId and, once
synced, syncedAt (from lastSyncAt), including the no-accounts branch, which
is now built by emptyFirmStats(). Each accounts[] entry adds status, reason,
balance, floor, accountTypeId, firstFundDate, positiveFunds and brokerStatus,
each left out when null or at its default.
accountStatus() in platform-client.ts is pure: a missing balance is unknown
(cash_missing), never dead; with a balance, dead is exactly the old floor
test (legacyDead); then history_pending, locked, live. Only the reporter
uses it. The aggregates, totals and every trading decision keep their own
dead test, unchanged.
The reporter reads history readiness through a new Tradovate
peekHistoryReady(), because historyReady() there can start a hold and move
the balance baseline. DXTrade exposes accountStatus and registrationTime via
brokerAccountMeta(). A throw in the new fields reports the account as
unknown instead of losing the report.
sendReport skips the socket for a firms payload over 900,000 chars (the
master's frame cap is 1,000,000 bytes) and POSTs it, logging once per switch.
scripts/check-account-status.mjs proves the legacy invariant over the full
matrix and the size budget (worst 228 B added per account, 154 B typical
live; 2000 accounts 592,501 B).
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The master knew how many accounts were in a trade, not in what. Each firm's
report now carries its open positions by instrument (accounts long and
short, contracts held) and today's entries the same way.
A position's contract is named by its instrument: DXtrade's carries the
symbol; a futures one is looked up among the contracts this machine has
entered (recorded at the fill and kept), then the resolver's cache and
TopstepX's own. Entries are counted as they fill, per trade date, in a
setting, so a restart doesn't lose the day.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The master saw a scheduler's last run time and nothing of what it did. Each
tick now records, per lane, its outcome, a line on what happened (what
fired, or the spread, contract or hold cap that stopped it) and why the
lane's accounts sat it out, counted by reason with a few names each. It
rides the scheduler status as lastTicks.
Each report also carries the auto-updater's state from the files it keeps
and from git: its last check, a failed update waiting to retry, how far the
checkout is behind origin, and tracked files edited by hand, which stop the
fast-forward pull.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- lib/instrument-specs.ts (pure, tested): the CME specs — point value,
tick size, one-tick spread, Yahoo ticker — replacing POINT_VALUES; the
draw's maths; the 12-hour hold cap; the micro for drain and extra-day
legs; reading a firm's list (the master's, or the old rules against an
older master: this machine's enabled set less bans, the symbol map).
- lib/instruments.ts: the one module the trading paths ask. Measures every
future's daily move from Yahoo's hourly candles once per trade date, and
shows entry cost (a tick of spread plus Tradovate's fee parameters or
TopstepX's last measured fill) without ever choosing by it.
- Futures Auto draws one root per batch from the batch firm's list: movement
per dollar of spread early in the session with a 10% floor each, sliding
to the fastest movers by the last entry; nothing expected to hold 12h or
more; micros only if nothing else is listed. Every draw logs its odds.
- The batch is chosen before its instrument, and a group that can't trade
anything yields to the next. Copy trade matches the held contract against
the listed roots and won't copy an instrument it can't identify. Manual
legs, manual orders and drain/extra-day legs follow the lists.
- DXtrade firms rank their own list whatever root was drawn.
- Capabilities, the dashboard's trade bar and contract resolves follow the
lists; the trade bar and scheduler default to Auto. The master link
reconnects when master_dashboard_url changes, and the catalog drops
?since after a switch so two masters' versions can't collide.
- Reports carry each futures firm's instrumentStats for the master's Firms
page; GET /api/instruments shows them (?simulate=N runs the draw, no
orders); the Settings page shows the lists read-only.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- lib/leg-estimate: an account's next leg sized on every surveyed
candidate (planLegSize, ranked by rankForTarget) — notional, its
multiple of the account and the broker's maximum, expected hold, cost
and win chance. The dashboard's hold estimate and the reporter share it.
- The reporter sends it per DXtrade firm as symbolStats, for one live
account from the largest prefix group with a leg left to trade.
- The symbol map's per-symbol commission is gone: the firm's applies.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- 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>
The master clears a completed cycle once the payout it was waiting for has
left the account, and the balance going down is only visible from here.
Omitted rather than zeroed while an account's fund history hasn't loaded:
undercounting leaves an entry standing, a wrong zero would clear one early.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
When a fund transaction starts a new cycle (the days revert to 0), the
cycle it ended is checked against the completion rule for a week after and
named if it stood complete — its final day may never have been reported.
Only for a cycle this instance saw begin: the clients now note where the
ended cycle started as they move last_fund_date forward. Completions carry
the cycle they belong to, and each firm reports its whole account list so
the master can tell erased accounts and spot new funded ones.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
cycleCompletion() says whether today's P&L finished the current cycle
(profit target, consistency and minimum days all met) — projectPerfectPath's
completion probe run without and with today. The reporter counts those as
`completed` (a subset of targetHit) and sends their names, so the master
can keep an account a firm erases after it passes. Checked ahead of the
lockout branch: a firm locking a passed account is no DLL loss. The local
dashboard shows them with a purple Completed pill.
Because the master keeps a completion for good, doubtful reads stay
'none': weekends, a Monday with a weekend-dated row, the first minutes
after the 5 PM roll, and history that hasn't freshly loaded.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
TopstepX never reports the Maximum Loss Limit, but it's deterministic:
floor = min(0, eodBalanceHigh − trailingDrawdown), locking at the $0
starting balance. The EOD curve rebuilds from daily P&L + fund events,
with off-book fee drift spread across days proportionally to reported
fees (validated against a platform-reported MLL to ~$0.10). Stored in
autoLiqThresholds — negative, or +$0.01 once locked — so dead detection,
dashboards, and the ruin model's startThreshold all use the real room.
Guards move from '> 0' to '!== 0'; 0 still means no floor. canTrade=false
accounts are skipped. daily_pnl gains a fees column for the weighting.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The version is the checkout's HEAD commit (short hash + commit time),
read once at startup — updates arrive as `git pull`, so there is no
release number to bump. It rides on the socket hello, socket reports,
and the HTTP report fallback; the field is optional in the protocol so
older masters ignore it.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- projectPerfectPath books each cycle's payout ON its final trading day
and anchors ruin probabilities to the platform's real liquidation floor
(Tradovate auto-liq) when reported, else the configured trailing
drawdown with the maxLoss/$2,000 fallback
- Account calendar shows the cumulative reach % on every projected day,
caps the projection at two payouts ahead, and renders potential days
as dashed outlines instead of shaded cells
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
projectPerfectPath prices every projected withdrawal as
min(withdrawalPct × equity profit, cap) × profit split, and tracks the
cumulative probability of reaching it under the fair-walk ruin model —
room/(room + dayTarget) per day (the per-leg product telescopes), trailing
threshold locked at breakeven after the first withdrawal, no obfuscation
branches. The reporter attaches the first 6 payouts per account so the
master's payout calendar renders real amounts and probabilities instead of
one static expectedPayout.
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>
A stop-enabled account whose day booked red via its own stop shows an
amber "Personal DLL" badge on the dashboard (the firm's lockout keeps
its red "Hit DLL") and reports as personalDll in the day outcomes
instead of loss, per account type and per firm.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Sessions roll at 5 PM CT, so after tonight's open a day booked on
tomorrow's trade date is already in the day count — lastDay is what lets
the master tell those accounts apart from ones that have not traded the
current session yet.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
payoutStates: one entry per live account (negative included, dead not)
with its current-cycle progress — qualifying days, full equity profit,
max qualifying day, P&L sum, and the cycle's end-of-day high-water mark —
plus the withdrawal count and the cycle's effective target/consistency/
min-days from resolveEffectiveConfig. client.dailyPnL is already the
active-cycle slice, so a withdrawal resets the reported path on its own.
Feeds the master's payout calendar; an older master ignores the field.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The payout calendar projects accounts still on the winning path, so the
daysHist now skips accounts below their starting balance or flipped to
liquidate-only, alongside the dead ones the report already drops. They
still count in the slice totals — only the calendar stops seeing them.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Adds daysHist ({daysTraded: accountCount}) to AccountTypeStats, computed
from the same combined-day view the trade path uses and covering every
live account including ones mid-trade. Feeds the master's payout
calendar; an older master simply ignores the field.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
An account Tradovate flips to liquidate-only at the daily loss limit is
done for the day, but the reporter only counted a loss when the booked
realizedPnL was already negative — so a locked-out account whose P&L
hadn't caught up (or that had no matching config) showed as still to
trade. Count inactive accounts as traded at a loss.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Account types with the catalog's new combineCmeHolidays flag are read
through a combined-day view: holiday-session P&L entries fold into the
next full trading day (computed from the federal-holiday rules, so any
year works), the day count matches how the firm records it (Apex: Sun/
Mon/Tue around a Monday holiday is ONE day), and on the later sessions
of the stretch the earlier sessions' booked P&L carries into realized —
so day targets, already-traded gates, target-hit status and the panel's
day P&L all treat the stretch as a single day. Off by default; older
masters that don't send the flag behave exactly as before.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The reporter already computed targetHit per account to count it as
traded; now it also classifies each account that finished the day flat
and sends targetHit/partial/loss counts per firm and account type. A
realized loss reports as loss even on a grind day where any nonzero PnL
counts as done. Fields are additive, so an older master ignores them.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
When the master marks an account type splitEnabled=false, big days trade
as one unsplit leg (the legacy one-and-done behavior); min-day bumps are
unaffected. Missing field — older master or pre-toggle cached catalog —
defaults to enabled.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The welcome now carries a personId; it lands in the instance_id setting
and rides on every hello and HTTP report from then on. The master keys
the person by that uuid, so changing instance_name moves our history to
the new name instead of starting a stranger. Read-only in Settings on
purpose — editing it by hand would detach this machine from its person.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Big days (> $1700) now trade as multiple separate legs of random size
(each >= $800, $5-rounded), resumable across pauses since the remaining
target is derived from realized PnL against a day-anchored target.
Min-day targets get a deterministic random $0-25 bump seeded per
(account, trade date) so the dashboard, reporter, and orders agree.
Strict-consistency accounts randomize only their first trade ever.
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>
Three changes that ride together because they touch the same surface.
A control link to the master. lib/master-link.ts dials out to
<master>/ws/instance and holds it open, so the dashboard can trigger a trade or
queue an AutoBuyer run here. Commands call the same functions the local pages
call — runTrade, startScheduler, queueRun — so nothing reaches the broker by a
path the UI does not also use. Reports prefer the socket and fall back to the
existing POST, which keeps older masters working unchanged.
startMasterLink is idempotent, and that matters more than it looks: getClients()
is lazy and starts the link, so the first command re-enters it from inside a
command the live socket is waiting to ack. Tearing the socket down there loses
the ack and reports a trade that actually executed as a failure — which invites
pressing the button twice.
queueRun is lifted out of the automations route so the socket and HTTP share one
copy of the input clamping that decides how many times a purchase fires.
Page capture loses its switch and gains a scope. It now runs every tick, but
only against the active tab of the last-focused window that matches
host_permissions — so it follows the page in front of you and stops when you
switch away, where before it would fall back to any firm tab left open in the
background.
autobuyer_enabled is gone entirely. The AutoBuyer is ready whenever the runner
is; a run happens because someone asked for one. That does mean a queued run
executes as soon as clicker/runner.py claims it, with no second gate — stopping
the runner is now the way to make a machine idle.
Extension to 0.10.0; it needs a manual reload at chrome://extensions.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
computeDailyTarget now requires equityProfit (amount - accountSize) and
returns null when it's undefined/null/NaN. 0 is still a valid value.
- Removed totalProfit parameter (was only used as fallback)
- Callers handle null by skipping the account (eligibility) or throwing
(execution paths)
- State API sets dailyTarget to null when no valid balance, avoids
incorrect targetHit computation
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- New reporter module that pushes firm stats (total accounts, accounts
traded, in trade) to a configurable master dashboard every 30 seconds
- Add Instance Name and Dashboard URL fields to the settings page
- Register master_dashboard_url and instance_name in settings API
- Seed default (empty) values for new settings in db
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
