A Tradovate position opened before this build (so its entry wasn't recorded)
was named from the contract cache, whose entries expire after 30 minutes:
Majd's CL longs showed as #3273057. The resolver now also keeps a lasting
contract id → root index, which the mix reads after its recorded entries.
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hub is discarded and rebuilt; a stuck sync is superseded after 3 min;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>
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>
