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>
A platform may now state its own stop slippage share
(PlatformClient.stopSlippageFraction); the daily-loss reserve is the
larger of 10% of the limit and that share of the position. Vest's 9
measured stop-outs filled 0.9 points past the trigger on average and
2.25 at worst, against the ~30 points 0.1% held back. On a $1,400 day
with ~$495k of NDX the stop goes from ~$880 to ~$1,230, and the leg
sizes up for the same hold. Sizing, the placed stop, the dashboard's
next stop and the reset guard all use it; other platforms keep 0.1%.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
On a split day the next Vest leg's daily-loss room now adds the day's gain
still in the account to the bot's limit (floorRoom's `gain`), never past
Vest's own floor, and the leg sizes up for the same target hold (Dingo's
next eval leg: $455k -> $842k at 1.5 h, win 28% -> 56%). Other platforms
are unchanged: dllRoom still never widens on a green day.
The gain only widens a leg all but sure to close before Vest's 8 PM ET
reset (resetClearStop, held to the shortest leg the day may carve), and
none of a hand claim's profit counts. The last-stand margin is measured
against the limit, so a green day can't drop a leg's stop.
Around the reset: no new Vest position opens in the last 7 minutes, and
the guard re-fits every 15 s on fresh positions instead of one pass. An
account's positions share the next-day room (stops first, least at risk
first; locked-in profit counts), a hand-moved stop is fitted again, and a
close or profit-side stop that doesn't take is retried or closed.
The dashboard's next stop now reserves for the leg's notional, as fireLeg
does, so DXtrade labels read smaller (display only).
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
TopstepX and Tradovate report fills, so a trade is built from them, flat
to flat (lib/fill-trades.ts), off the window each sync already reads:
TopstepX's two days of Trade/search, Tradovate's sync snapshot. Neither
says who placed an order, so every order the bot places is noted in
own_orders, and a trade is the bot's when its opening fill's order is
one; its stop or take-profit closing it reads as such. A contract is
written only when the position before its window comes out the same
two passes running, so a fill landing between the position and history
reads can't build the wrong trades.
DXtrade reports positions: its record groups the last two days' filled
orders by position code, with each close's SETTLEMENT and COMMISSION.
The bot's own orders carry af- codes, so nothing is kept locally. Only
accounts with something going on are read, at most every 5 minutes.
The Trades button shows on every firm with a login, and the account
page lists any account's trades.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
A payout locks in profit and opens nothing, so stopping the trading no
longer stops it: a claim watcher runs the same claims once a minute while
the scheduler is off (its tick still claims while it runs), and the
dashboard's Auto-claim payouts box turns them off.
From two independent reviews of the claim path:
- A claim holds every further claim on the account until Vest's
transactions show its WITHDRAW. A sync already out when the claim lands
(by sync generation, not the clock) no longer writes the pre-claim
balance back, and a fresh sync follows the claim.
- A withdraw that fails in transit (timeout, reset, 5xx) may have gone in:
it is recorded as of unknown outcome and holds claims the same way,
until the transactions show it, or an hour of them shows it didn't.
- claimProfit checks Vest's own account: funded (or instant), and no more
than the balance above its starting capital.
- A claiming account is marked in flight; runClaims sends the amount it
re-checked under the mutex.
- The watcher starts before the rest of the init can fail; settings are
validated before any is written.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Vest's position history gives an open position a placeholder close price
and a $0 P&L (290.25 on an NDX short at 29,538.96). Only a closed
position keeps them now — in the parser, in the stored row (a placeholder
already stored is cleared on the next read) and in the API.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
An account that leaves Vest's active list (breached, closed) was never
read again, so a position it had open stayed open in the trades table.
When the list shrinks, and on every full history pass, the client reads
such an account's position history once more per run — its id from
memory or, after a restart, from Vest's closed-account history
(GET /v3/capital/accounts/history) — falling back to the login's token
if the closed account gets none of its own.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
For a payout account on a firm that takes claims by API (Vest), the
account page shows what it could claim right now — its whole profit above
the account size — or why not (not flat, history loading, below its
start). Pressing it asks first, then claims to the login's main account
under the lane's mutex, with the same checks and bookkeeping as the
bot's own claim at a stage's target: the account trades its next stage.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The Vest app renews each trading account's own token through the same
POST /v3/auth/refresh as the login's (with that account's refresh token
in the body). The extension relayed those too, and the dashboard kept
whichever token lived longest — so while someone traded in an account on
Vest, Me synced with a token that sees that account alone and dropped
the other 24 from the list.
Extension 0.17.2 skips account renewals. The dashboard also refuses a
token that sees one account and no primary (or names that account in
its claims), keeps the last account list, and falls back to the login's
token it replaced. An account gone from Vest's list no longer leaves a
stale position holding the lane.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Vest's position history (GET /v3/positions) gives each position's size,
open and close price, P&L, fees, funding and why it closed. The client
reads it hourly and a minute after a position closes (or a flat balance
moves) into a new trades table, and stores open positions as they
appear. Vest can't tell an API order from a click, so the bot marks its
own opens and closes as it sends them; an unmarked trade since marking
began was someone else's.
The dashboard's Vest firm row gets a Trades button listing every trade
on its accounts with who opened it and how it closed; the account page
shows its own.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The daily-loss room on Vest was min(the stage's limit, balance − Vest's
floor), which ignored the day's losses against the bot's own limit. With
the type's $1,229 under Vest's 3% ($1,500), five 50k evals that had
lost $1,111.65 today still saw $388 of room and traded again. The room
is now min(limit + the day's realized loss, balance − floor).
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>
Each lane chose its batch's side on its own coin flip. So one person's
machine could be long NQ in the futures lane while its Vest accounts sat
short NDX, hedging that person against themselves across firms.
- Every new entry now takes the side of whatever the machine holds in any
lane (machineSide in trading-logic). That includes another firm's
positions and hand trades on any of the machine's accounts.
- With positions on both sides already, nothing is added: the batch reports
positions-open with the reason, and a manual leg is refused.
- A side chosen with nothing held is reserved while its batch places it, so
a lane deciding meanwhile follows it.
- It works on the side, not the instrument: NQ against an NDX perp is the
same bet, and the indices and crypto are close enough that one side for
everything is the only rule that never hedges.
- Unchanged: one direction per batch within a lane, and the DXtrade and Vest
clients' own guards against opening opposite another of their accounts.
The fleet still doesn't coordinate sides across people.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
A Vest firm's credential is the wallet of the login it trades. It no longer
has to be typed or clicked in: when the extension relays a Vest tab's
session and a Vest firm here has no credential, that wallet is saved as the
credential (lib/vest-wallet.ts), the client starts, and the backup is
pushed.
- A saved wallet is never replaced. When the tab is signed in to another
login, the firm now says which one and how to switch: sign in as the
saved wallet, or remove the credential.
- With two logins relayed at once nothing binds itself; the one-click form
decides.
- Extension 0.17.1 re-posts the session every minute even when it hasn't
changed. The dashboard holds it in memory only, so a restart there was
unauthenticated until the tab's next renewal (up to ~15 min); now it is
back within a minute, and a firm created later binds within a minute too.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Vest (next.vestmarkets.com) is a perps prop firm: index, metal and energy
perps on CME hours, plus stocks, FX and crypto. It joins as a fourth
platform, 'vest', on the DXtrade engine paths. Those are now keyed by
isNotionalPlatform() instead of === 'dxtrade': the firm's own symbols,
percent fees, notional sizing from volatility, and a scheduler lane of its
own.
- Login is relayed, not stored. Vest signs people in with Google through
Privy and renews the session with a device key the browser won't export.
Extension 0.17.0's vest-relay.js reads the token the Vest app renews for
itself (~15 min). It renews nothing, so the tab is never logged out. The
background script posts that token to POST /api/vest/session, which holds
it in memory only. With no Vest tab open on a machine that trades Vest,
the extension opens one.
- The firm's credential is the Vest login's wallet address. The dashboard's
form offers the relayed wallet with one click.
- VestClient (lib/vest-class.ts), mapped from the web app's traffic and code
since Vest publishes no API:
- Reads the capital accounts, balances (free amount plus position
collateral), positions and open orders with the user token.
- Mints per-account tokens for orders and transactions.
- Names accounts for their rules (V50K-E-D3-T10-34, V50K-F-D3-34,
V25K-I-7) so account-type prefixes can match.
- Takes Vest's own max-drawdown and daily-loss floors. dayStartBalance =
floor + the type's limit, so the engine's room is never more than
Vest's.
- Uses each symbol's taker fee and margin rate from exchangeInfo, and
hourly volatility over in-session hours only.
- Places take-profit and stop as position legs, which Vest cancels as an
OCO pair.
- Daily P&L and fund rows come from /v3/transactions by Vest's 20:00 ET
day. A books check holds an account, naming the transaction types, when
the balance and the transactions disagree.
- scripts/check-vest.mjs (in npm run check): Vest's day across DST, account
names, parsing, volatility gaps, market hours, the session store.
Not yet run against Vest with a live session: the order and exit bodies
come from the app's code, and the transaction classification from its enum.
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>
A firm's client used to stay logged in around the clock, renewing on a fixed
timer overnight and at weekends. Now, once a firm has nothing open, nothing
pending and nothing left to trade before its next session for a random
15–45 minutes, its client disconnects and the dashboard shows it Resting.
It logs back in a random 20–50 minutes before the next session opens, at a
check-in every 3–7 Central daytime hours, or at once when trading starts, a
manual leg, copy trade, manual order or AutoBuyer run needs it. Token
renewals fall at random points (Tradovate 15–45 min before expiry, TopstepX
every 45–150 min). Settings → Trading → Rest idle broker sessions
(session_rest) turns it off.
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>
PM2's cron for autofirmer-update dies inside a live daemon (six Windows
machines in October), and nothing on the machine noticed. The app now
watches scripts/.last-check and, past 10 minutes, runs
update-check.mjs --heal: a checker PM2 still lists is restarted (which
re-registers its cron), one it lost is registered again, and one whose
errored entry still holds a live pid is left alone, since PM2 would kill
that pid. The heal scrubs PM2's per-app fields from its environment first.
The master's new 'update-now' command runs --heal --now, skipping a
failed update's retry wait. A failed pull, npm install or build records
one line of reason (or the chown to run when a file isn't ours), which
rides on .last-check to the master. A package-lock.json rewritten by npm
is put back before the pull. The fetch timeout drops under the cron's
minute. scripts/.no-auto-update opts a checkout out.
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>
`next build` imports lib/db.ts from several workers at once. On a fresh
machine they all saw an empty instruments table and raced to insert the
same symbols, failing the build with "UNIQUE constraint failed:
instruments.symbol". The emptiness check and the inserts now share one
IMMEDIATE transaction, and the insert is OR IGNORE as a backstop.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
A sync reads the balance first and each account's positions and trades
after it, so a fill landing in between shows in the trades but not yet in
the balance, and for that one pass the books are off by the whole fill.
reconcileFunds booked that as a fund event, and the next pass booked the
reversal. Same-day rows merge, so the two netted to the commission drift
of the day and left a tiny row:
- 2026-10-05, Express 43788281 and 23275136: +3,001.16 "deposit" (balance
-2.16 against the -3,001.16 stop-out already in the trades), then
-3,002.16, merged to -1.00.
- 2026-10-08, combine 99745612: +2,474.01, then -2,492.01, left -18.00.
- 2026-09-24, five 150K combines on another instance: +3,049.45, then
-3,059.45, left -10.00 each.
A negative row is a withdrawal. It started a new cycle, dropped its day
out of the cycle (the -3,003.32 on 10-05) and counted toward the stage:
both Express accounts traded drain days from 10-06 on a $1 "payout".
- fundReconcileStep (trading-logic): an unexplained balance is booked
only when a check at least 30s after the first sighting still sees it,
to within $5. A transient is gone by the next pass and books nothing.
- A transient that outlasts that, and so books, is taken back whole once
its reversal nets the day under FUND_EVENT_MIN. The day's first booking
saves what it replaced (fund_day_before), and dropFundTransaction
deletes the row and puts last_fund_date and ended_cycle_start back in
one transaction. A row reconcileFunds didn't book (an import) merges as
before.
- funds_reconciled is set only once a check settles, so a first-check
lump that waits on a second pass is still booked as the first check.
Existing tiny rows are left as they are; cleaning them up is a separate,
one-time step.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
TopstepX's gateway reports a fill's exchange and NFA fees only (NQ $1.39 a
side, GC $1.66, CL $1.51, MNQ $0.36). Topstep's own commission, $0.50 a side
on a full-size contract and $0.25 on a micro, comes off the balance with no
trade row carrying it, so our P&L ran $1.00 per full-size round turn above
Topstep's. On 2026-10-18 the combines sat $6 to $8 under their books and an
XFA $27.50 under, and one combine had its $18 booked as a "withdrawal".
Topstep's published round turns (NQ $3.78, MNQ $1.22, GC $4.32, CL $4.02)
are the reported fees plus this commission.
- lib/topstep-fees.ts: the per-product commission table, and TopstepX
contract ids mapped to roots (ENQ, GCE and CLE as seen on real fills,
overridden by contracts the client resolves itself; an unknown product
pays the full-size rate and is logged once).
- Daily P&L, today's realized, and so the measured entry fee a take-profit
is placed from, all net the commission. The 90-day refetch rewrites the
cached days.
- npm run check: the table against the micro flags, the id mapping, and
the published round turns.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
On 2026-10-08 a Tradeify min day ($150) stopped out at −$306 on its 2×
stop of $300. The dashboard then read "stop $912": the next-stop label is
recomputed from the remaining target, which the loss grew to $456, for a
leg that never fires — the day is booked and the make-back rides tomorrow,
stopless.
- obfuscationDayBooked() holds the scheduler's booked-day check; the state
route asks it too and shows no next stop, last stand or hold on a
booked day.
- The account page's "Daily Loss Limit" showed minDayPnL. It now shows the
type's real daily loss limit, with Min Day P&L on its own row; the
objective that passed on total profit ≥ minDayPnL is gone.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
On 2026-10-06 two Topstep Express accounts sat finished, waiting for their
payouts. The hub moved their balances the moment the payouts landed, but
reconcileFunds books a withdrawal only in the next sync. 28 seconds later
the plan read the drop as lost profit, reopened the cycle as stage 1 and
fired a full 3xNQ leg with no stop, on what should have been a drain day.
Both were liquidated against the $0 floor a payout leaves.
- TopstepX: unbookedBalanceChange holds an account while its balance is
$200+ off its books (today's realized read fresh off the trades, so the
5 PM roll doesn't trip it); the sync books it as before.
- Every platform: a finished cycle marks its books in account_meta; a later
drop of $200+ with no fund row booked since holds the account until the
payout books and moves it to its next stage. Relative to the mark, so
history missing from before the cache cancels out; a wipe clears it.
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>
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>
On a firm site, the extension draws a small corner chip with this
machine's person's authenticator code for that site, a countdown, and a
Copy button. It can be minimised to a "2FA" pill for the tab's session.
- /api/autobuyer/otp?host= relays to the master's
/api/otp?person=<instance_id>&host=, which matches the host to a firm's
Site link and the person's assigned codes. No master link, a master
that can't be reached, or no match all come back as no codes. An answer
without scope: 'person' is refused: an older master ignores ?person=
and would return every stored code.
- The chip lives in a shadow root, counts down on its own, refetches
when a code expires, and stays hidden for a minute after the runner
last located something, so automated clicks never land on it. Copy
uses execCommand inside the click, since the async Clipboard API can
stall on a permission prompt, and leaves focus in the site's code field.
- Apex (*.apextraderfunding.com) joins host_permissions, which also
brings it into capture like the other firm sites. Version 0.16.0.
- CatalogFirm mirrors the master's new optional siteUrl.
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>
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>
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>
Tradovate moves each account's cash record to the new trade date on its own
schedule, an idle one perhaps not until it trades, and the bot holds any
account still on the old day until 5:45. Opening at 5:05 fired the ready
accounts alone (TopstepX, the early rollers) while the rest, released at
5:45, waited an hour or more for them to go flat. A 5:45 open puts every
account in the first batch and skips the open's widest spreads. The day's
0–180 minute delay still comes on top: first entries land 5:45–8:45 PM.
Every-day firms keep their own 5:05 PM end of the roll guard; the equity
hours open is unchanged. The draw's session progress now starts at 5:45.
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>
A first funds check can only explain an account's balance with the trades
the history window returns. P&L older than that is booked as a deposit,
which the consistency math leaves out: an Express account whose only
earlier trade was 64 days back read $5,071 short of its 40% rule instead
of $1,542, and aimed tonight's leg at its best day. Tradovate is unchanged.
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>
fireLeg clamped the order to the instrument's max and min size, but the
size the pick ranked by (and the Firms page shows) didn't: an instrument
whose largest order falls short of the ideal notional ranked on a hold it
can't reach. planLegSize now holds the notional to the margin cap and the
broker's largest order, then its smallest, so the ranking, the stats and
the trade agree.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The firm rolls its day at 22:00 UTC; our trade date at 5 PM CT. In summer
they coincide, in winter the firm's rolls an hour earlier. New entries are
already kept out of that hour, but a take-profit or stop that fills in it
was booked to the day before. firmDayOf labels the firm's day the way
currentTradeDateCT labels ours, and the sync's transfer window now starts
at the firm day behind today's trade date.
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>
The rule is: when hitting the day's loss limit would leave the account 15%
of that loss or less above its max-drawdown floor, ride without a
daily-loss stop. It had compared against the stop-out after the 10%
reserve, which made it stricter — $3,294.70 to the floor with $3,000 of
daily room (9.8% left) wasn't a last stand, and now is.
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>
