4217.6 − 87 × 0.1 is 4208.900000000001 in floating point. TopstepX refused
that take-profit ("Invalid price. Price is outside allowed range") on two
GC shorts on 2026-10-02, and with no stop on the leg nothing else was
working: both rode far past their target with no exit. ES and NQ never hit
it because 0.25 is exact in binary; GC and CL ticks aren't.
- onTick puts the measured-fee take-profit and every stop on the grid —
the take-profit away from the entry, the stop toward it — so an averaged
multi-contract fill between ticks is handled the same way.
- A leg's lone take-profit (no stop, or the fallback after a refused
bracket) that the broker refuses now flattens the position and benches
the account for the day, like a refused bracket. An unknown outcome still
places nothing more.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
A firm can cap how many contracts of an instrument its accounts may hold
(the catalog's instrumentLimits, set on the master's Firms page). A leg
trades one contract per $1,000, capped by the account type's max contracts
and that limit. The Auto draw sizes each instrument's hold with the capped
count, so a limit that slows a leg past 12 hours takes it out of the draw.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
They traded the micro of whatever the firm listed: MNQ with NQ, but MGC
for a firm listing only GC and CL. Now every futures firm's tiny legs go on
MNQ, the one micro the bot has always drained on.
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>
The day's delay was 1–20 minutes. It is now 0–180, so the evening open
lands anywhere from 5:05 to 8:05 PM CT. The day's roll is saved as a
setting: with a three-hour window, a restart during the wait (an update, a
crash) would otherwise roll again and could start the session early.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
One quote feed per machine: a TopstepX client's market hub, else a
Tradovate client's market-data socket, subscribed to every listed root's
front month and the drain micro. A supervisor keeps it on a working client,
dropping one that fails or goes quiet while the market trades.
The Auto draw weighs each instrument by its live spread (the typical tick
when no fresh quote is at hand). No futures entry pays more than the
master's max entry spread ($15 until set) to cross the book: the draw
leaves such an instrument out, an explicit symbol sits the tick out, and
fireLeg and the extra-day trade check it last before sending. The Settings
page and the master's stats show the live spreads and the feed.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
It checked the account, then awaited the instrument draw and the contract
lookup, and only then locked the lane. A batch that fired in that gap left
it trading on numbers from before: a second leg, or on DXtrade the other
side of the position the batch had just opened. Now it locks first, as the
batch and copy trade do, and checks the lease still holds before firing.
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>
- A batch sizes its leg on every mapped candidate, each at the leverage
the broker states for it, and trades the cheapest (spread, commissions,
expected swap) that reaches the target hold — else the quickest. The
dashboard ranks the same way from a half-hourly candidate survey.
- Last stand: when a daily-loss stop-out would leave the account within
15% of that loss above its max-drawdown floor (the account type's static
max loss, or the broker's liquidation floor), the leg carries no
daily-loss stop and is sized against the firm's own breach.
- The daily-loss reserve is 10% of the limit or 0.1% of the position,
whichever is more, since a stop's slippage grows with the position.
- The account type's max notional is gone: the broker's margin rates cap
each symbol. planLegSize holds the one sizing rule fireLeg, the pick and
the dashboard share.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- Transfers: a close books its SETTLEMENT and COMMISSION under one
transaction code, and keying by the code alone let the commission
overwrite the P&L. Keys now carry the type, so the day-start balance,
daily-loss room, realized P&L, daily history and books check all see
closed-trade profit and loss.
- Volatility from a week of hourly closes (was 48 h), still measured once
per trade date, so one quiet weekend can't triple a hold estimate.
- Each symbol's margin rate from the account's instrument details caps
the position at available funds / rate (Tradeify: 5:1 crypto, 2:1
stocks); the account type's max notional stays as an optional ceiling.
- Firms with overnight financing add the swap a winning leg is expected
to pay (the winners' mean hold, (A²+2AB)/3σ²) to its take-profit, and
the sizing and hold estimate count it.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Fires one leg on one account through the scheduler's own fire path (sizing,
take-profit, daily-loss stop, exit bracket), overriding only the one-trade-
per-day rule for unsplit accounts. Flat, history, daily-loss room, trading
hours, a flat lane and the lane mutex still apply. The daily-loss check is
factored out so both paths share it.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The symbol map's fixed notional per contract is gone: every DXtrade leg is
sized from the instrument's recent volatility for the firm's target hold
(blank = 12 h), and a candidate without a volatility isn't picked. Percent
commission and every-day trading are ignored on non-DXtrade firms, which keep
measured per-contract fees and the CME calendar.
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>
Seventh review round (57835c0):
- An entry of unknown outcome is judged — filled after all, or never
filled — only on a good sync that started after its settle window and
with no order still working. A partial pass (position read failed or
predated the fill, trades read after it) can no longer release it as
"filled and flat" into a second entry.
- Tradovate counts every order not Filled/Canceled/Rejected/Expired/
Completed as working (PendingCancel, Unknown included).
- TopstepX: an account whose order ended with its outcome unknown gets its
open orders checked (Order/searchOpen) on each sync until none show, and
counts as holding a working order until then.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Sixth review round (8e66631):
- An entry of unknown outcome is judged against a good sync that STARTED
at least 90s after it was declared unknown (lastSyncStartedAt: TopstepX's
pass start, Tradovate's request time), not one that merely ended then —
a sequential pass can read the account before a late fill.
- Once the broker shows its fill (a position, or realized P&L moved), the
entry becomes an ordinary filled one instead of holding the account for
the rest of the day.
- It never settles while the broker still shows a working order on the
account: Tradovate now reads working orders from the sync snapshot, and
its fill-timeout cancel checks Tradovate's answer instead of assuming it.
- A second wipe (after a restart) keeps the pending wipe's pre-wipe fund
signature instead of overwriting it.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Fifth review round (1eb0736):
- An entry now has three outcomes. Filled (confirmed): one-and-done is done
for the day. Never placed: leg taken back, free to retry. Unknown (an ack
or fill that never came back): the account — any mode — is held until a
good sync at least 90s later shows it flat with realized P&L unchanged,
then the leg is taken back and it may retry. Stop-after-all counts it in
play meanwhile. This closes both the day-long bench of 52ed9c7 and the
stacked re-entries of 1eb0736.
- Tradovate cancels an acked order whose fill didn't come within 30s (as
TopstepX already does), so a retry can't sit beside a still-working one.
- A wipe keeps the rebuild's guards: wipeAccountData leaves the Cash History
baseline, roll base, wipe hold, pre-wipe fund signature and the
resolver's inferred size in account_meta; the routes forget history
before wiping (so the stored rows are still there to read), and a wipe
hold restored after a restart keeps its pre-wipe yardstick.
- Wipe routes take the set of typed accounts before wiping, so an account
the resolver un-assigns mid-rebuild still counts.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Fourth review round (52ed9c7):
- The one-and-done guard counts only entries the broker confirmed filled,
so an entry that timed out or was rejected unfilled no longer benches the
account for the day.
- TopstepX: an account is promoted only by a sync that actually checked its
funds; one with no account type stays out (not traded) without costing a
sync per pass, and once typed waits for that check. Wipe routes don't
count untyped accounts as failures.
- Tradovate: an unchecked balance-hold release needs Cash History refused
for a full hour straight (a 4xx other than 401/403/408/429, or an answer
without data); any other outcome resets it, so one stray reply during a
5xx outage can't release a payout.
- A wipe keeps the pre-wipe baseline and fund rows as its yardstick: the
rebuild must explain today's balance against them, so a payout the
rebuilt report hasn't booked yet stays held.
- The roll base of an unrolled record is kept per trade date in
account_meta, so a restart later the same trade date counts from the same
point instead of from a value that already includes the day's fills.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Third review round (088886e):
- Tradovate: a record still on the ended trade date waits only inside
17:00-17:45 CT (every account rolled 17:17-17:21 on 2026-09-24); nothing
trades on it there, so no pre-roll fill can be lost or double-counted by
the broker's roll. Past the window an unrolled record (an idle account)
counts from its value when first read, so nothing waits indefinitely —
across restarts, stale bases or accounts the broker rolls only on a fill.
- One-and-done accounts also stop once this process fired a leg today.
- A balance hold is released unchecked only when Cash History is refused
outright (4xx / errorText, e.g. a passed account's 404s); a 5xx, timeout
or queue outage keeps the payout held until it recovers.
- A Cash History is judged against the baseline as it stood when requested,
so a fold observed while it was in flight is not taken for a payout.
- TopstepX: a cache fallback for an account not loaded before waits for a
funds check; accounts with no account type (not ours) aren't left
pending; a fetch awaits a sync already running and syncs again if its
accounts still wait, so wipe routes report the real outcome.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Second review round (e496404, 9b2d677):
- Tradovate: past the 5 PM roll an old-dated cash record counts only what
it gained since the roll (its realizedPnL as last seen while current is
kept as the roll base), so tonight's fills booked onto it before
Tradovate rolls the account stay visible — no re-trading a one-and-done
account. A record this process never saw before the roll leaves the
account waiting for the broker's roll (ROLL_PENDING, counted in play for
stop-after-all). The 60s snapshot carries the roll base and can't undo a
newer record the socket delivered.
- A wipe's hold is kept in account_meta, so a restart onto a failing Cash
History still holds the account.
- A Cash History whose pre-request balance the last vouched-for baseline
can't explain, and which booked nothing, holds the account instead of
rebasing onto an unbooked payout.
- Holds compare fund transactions by date and amount (a second payout on a
date that already has one), and an in-flight hold is judged against the
rows from before its report.
- The saved baseline tracks the day's realized P&L and folds, so a restart
judges against current figures; held refetches back off to an hour, and
a balance hold no Cash History can check is released after an hour.
- TopstepX: a fetched account is promoted only by a sync whose
reconcileFunds actually checked the books (not one skipped for an open
position), and a direct fetch awaits that sync, so wipe routes report
the real outcome.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Follow-up to 77d8c2e from its adversarial review:
- Stop-after-all no longer shuts down before an open while histories are
still loading (a regression in 77d8c2e): a pending account counts as in
play everywhere but the weekday 2:55-5:00 PM CT stretch after the close.
- Tradovate balance holds lift only when a Cash History books a fund
transaction the account didn't have when the hold began; one that never
does is released after 3 clean reports over 15 minutes, with a warning.
The baseline comes from the balance when the report was requested, so a
payout landing mid-report is held for the next one. Held accounts
refetch every 5 minutes, not every sync.
- The Cash History baseline is kept in account_meta, so a restart onto a
failing report server still catches a payout from the DB cache.
- A wipe holds the account until a Cash History rebuilds its fund
transactions (the Fills report and the cache can't).
- A report still queued after its polls, or answered without data, is a
failure, not an empty history.
- TopstepX: a newly fetched account (new, wiped, failed) waits for a sync
that reconciles its funds, and the fetch starts that sync right away.
- Accounts a fetch is already working through aren't fetched again by the
targeted pass; the TopstepX REST fill search spans ±15 minutes.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Tradovate rolls each account's cash record to the new trade date on its own
schedule (18 minutes after the 17:00 CT open on 2026-09-24, or not until the
account trades), and until then the latest record still carries the ended
day's realizedPnL. Plans sized legs off it, one-and-done accounts read as
already traded, the reporter scored every account partial/loss, and an entry
across the record roll took a whole day's P&L as its "commission", parking
the take-profit out of reach.
- Cash records keep their trade date; realized P&L from an earlier trade
date reads as 0 (judged when read, so a record stored before the roll
counts as ended after it). Archived or older records never overwrite a
newer one, whichever order the roll pair arrives in.
- The entry-commission delta falls back to $2.50/contract when it exceeds
any real fee ($10/contract).
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- Both clients track which accounts this process has loaded history for
(historyReady). An account restarted, rebuilt, wiped or newly listed is
ineligible until its fetch lands, instead of trading as a fresh stage-1
first day; a failed fetch with no cache no longer reads as empty history.
Waiting accounts get a targeted fetch on the next sync.
- Tradovate holds an account whose start-of-day balance moves without a fill
(a payout between hourly Cash History runs) until a Cash History books it,
so a payout-pending account isn't re-traded on its ended cycle.
- Wipe routes forget history through the client and count accounts whose
history didn't come back as failures.
- TopstepX sendOrder picks up a fill that arrived before the place response,
and its REST backstop uses the documented Trade/search and Order/search.
- POINT_VALUES: SI 5000 (was 50), M2K 5 (was 10).
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Why the autotrader sometimes broke after a weekend until `pm2 restart`:
`next start` only logs uncaught errors, so nothing ever crashed, and a few
paths could leave a client dead for the life of the process.
Tradovate: a closed socket scheduled exactly one re-login, with no catch —
one failure during weekend maintenance (or a rate-limit penalty returned as
a 200 without a token) and the client never came back. connectAndAuth is now
a single-flight loop that never throws: jittered backoff capped at 5 min,
penalty tickets waited out, captcha demands backed off. A 15s watchdog
abandons silent, never-authorized or stuck-closing sockets and stale syncs;
renewal falls back to a fresh login; orders fail fast (OrderNotPlacedError)
on a dead socket and time out instead of hanging; a bad sync answer no
longer wipes accounts and positions.
TopstepX: hub start/stop/invoke and every REST call are bounded; a wedged
hub is discarded and rebuilt; a stuck sync is superseded after 3 min;
re-login no longer tears down the sync loop; a watchdog re-logs when syncs
go stale; a no-fill timeout cancels the order.
Scheduler: one unready client used to hold every firm forever. It now holds
the tick for a 10-minute grace, then trades the other firms without it.
Per-firm try/catch in batch collection, one batch at a time, accounts marked
in flight, legs un-counted only when the entry never reached the broker, and
the scheduler starts before the first batch fires.
Boot and supervision: instrumentation.ts boots the process at server start
(it used to wait for the first dashboard request); a supervisor rebuilds a
client that has been unhealthy for 20 min (not a TopstepX one holding a
position); broker HTTP calls default to a 60s timeout; GET /api/health shows
each client's liveness and the scheduler's last decision. Shared state the
eager boot would otherwise split across bundles lives on globalThis. Logs no
longer carry access tokens or whole AxiosErrors (which include the encoded
Tradovate password).
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>
- 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>
When an account type opts in, legs are placed as an OCO pair via
order/placeoco - the usual limit plus a stop: the first cycle day's stop
keeps the day's net floor at -$1,000, min-day trades stop at 2x their
target, and the day after any red day rides stopless to make it back. A
stop-out books the day: eligibility refuses the account once realized
P&L falls short of the legs fired (or is simply negative on an opted-in
account, which survives restarts). If placeoco is rejected the leg falls
back to the classic lone limit with a loud log rather than leave a
position without an exit.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Big days (> the $1,700 split threshold) must carve at least the account
type's minLegs from the catalog — pickLegAmount reserves the minimum
piece for each leg still owed, forcing a carve even once the residual
dips below the threshold, clamped to what the pieces allow. Days at or
below the threshold still trade as one leg. The smallest split piece
drops from $800 to $500. An older master without the field means no
minimum.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Like accounts in a batch previously carved legs with independent
Math.random, so near-identical day targets could split very differently.
Leg fractions are now drawn from groupLegFraction(prefix, tradeDate,
legIndex) — FNV-1a seeded like dailyBump — so accounts of the same
account type on the same leg of the same day split identically when
their remaining targets match, and proportionally close otherwise.
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>
runTrade now draws each batch from a single account-type prefix group
(largest group first) instead of slicing across prefixes; a group's
remainder fires alone on a later tick. copyTrade fills open slots with
accounts matching the positioned accounts' prefix before mismatched ones.
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>
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>
Instances were started by hand and updated by hand, so they drifted behind
master silently. Now: PM2 supervises the dashboard and the clicker, a logon
task brings them up, and a 5-minute task pulls, rebuilds and restarts when
master moves.
Restarting on every push is only safe because the scheduler now survives it.
It was pure in-memory state (_global.__autoTrader), so any restart silently
stopped automated trading with the dashboard simply showing it as off. It now
mirrors running/action/symbol/stopAfterAll to the settings table, and
resumeSchedulerIfPersisted() picks it back up from the getClients() bootstrap.
No sync-wait was needed there: tick() already skips while a client reports
!syncComplete and while any account holds a position.
A failed build is never deployed — the build runs before anything restarts, so
a broken push leaves the previous build serving.
start-all and update-check both warm the app with a request afterwards. That is
load-bearing: getClients() is lazily bootstrapped, so until something makes an
HTTP request the Tradovate clients, the reporter and the resumed schedule never
start. That was already true of manual restarts.
Logic lives in Node so a macOS or Linux port only needs an equivalent of
install-autostart.ps1. Python deps are hash-guarded, so the common path is one
hash and one import with no network, and failure is non-fatal since only the
clicker needs them.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
`npm run build` failed on a clean checkout, so nothing on master could be
built for production. `npm run dev` does not hard-fail on type errors, which
is why it went unnoticed.
- state route returned client.perContractFees, which has never existed on
TradovateClient on any branch; nothing consumed it
- mapFirmConfig omitted bannedSymbols. Type gap only: the trade path calls
isSymbolBanned() against the DB directly, so bans were always enforced
- initClient's sync callback was sync where the constructor wants
() => Promise<void>
- accessInfo and ws are assigned during async connect/auth, never in the
constructor, so they take definite-assignment assertions
- the socket payload's inline entityType union had drifted five members
behind the indirect-callback union above it, making the 'position' and
'cashBalance' branches unreachable to the compiler. Both now share a
TradovateEntityType alias. Type-only: those handlers ran fine at runtime
Behaviour is unchanged throughout.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The symbol resolution loop iterated every firm × every enabled symbol
calling findFrontMonthContract (Tradovate + Yahoo APIs), causing the
endpoint to hang for 30+ seconds with no logs. Now only checks the
client that actually holds the position.
Added logs at function entry and after each major resolution step so
hangs are visible in stdout.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Surfaces exactly which gate caught each ineligible account during
copy-to-max so we can debug which filter is excluding accounts.
Co-Authored-By: Claude Opus 4.6 (1M context) <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>
Instead of relying on dailyPnL sum (which can miss reports or be out
of sync with account balance), use (amount - accountSize) as the actual
profit when comparing against profitTarget. Consistency calc still uses
dailyPnL totalProfit for realTarget.
Also unconditionally floor the min-day reservation at minDayPnL — if
equity + (days × minDay) >= target, we coast on min-day.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
The POST handler calls runTrade() directly, bypassing the scheduler
tick's position gate. If you stop and restart with open positions,
other accounts could get new trades while existing ones haven't closed.
Now runTrade itself checks for open positions before proceeding.
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>
Instead of relying on the scheduler state (which may be 'Auto'), look up
each enabled symbol's front-month contract and match by contractId to
determine which symbol the positioned accounts are actually trading.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Bug fixes:
- Fix computeDailyTarget when consistency is 0% or 100%: treat as no constraint,
letting min-day reservation or full remaining profit drive the target
- Rename 'Random' to 'Auto' across entire codebase (types, API, UI, scheduler)
Features:
- Add "Stop after all eligible" checkbox: auto-stops scheduler when all
configured accounts are dead, inactive, already traded, or challenge complete
- Show position direction in status pill: "Long" (green) / "Short" (red)
instead of generic "In Trade" (blue)
- Add "Copy to Max" button: copies current trade direction to remaining
eligible accounts up to max_concurrent_accounts limit
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Add withdrawal stage system: each stage defines profit target, consistency,
and min trading days for post-withdrawal challenge cycles
- Target Same Equity mode accounts for withdrawn amounts when computing
effective profit target (profitTarget - remainingProfit)
- Store fund transaction timestamps for time-aware cycle filtering
(withdrawals before 9 AM CT include that day in new cycle)
- Expose full P&L history (fullDailyPnL) for calendar/equity curve display
across all cycles, with DB fallback for pre-restart data
- Show stage number (#1, #2, etc.) on calendar cells
- Hide consistency reference line when consistency is 0% or 100%
- Settings UI: "After First W/D" column with same-equity checkbox,
expandable stage sub-rows with profit/consistency/days inputs
- Default target_same_equity to 1 for new and existing account configs
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Dropdown on settings page with two options:
- Full CME (5:00 PM – 3:00 PM CT) with 5 min buffer
- Equity Hours (8:30 AM – 3:00 PM CT) with 5 min buffer
Setting is read live each tick, no restart needed.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
