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'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>
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>
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>
- 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>
- 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>
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>
Four features:
- Backup: lib/backup-sync.ts pushes the full settings table and firm
credentials (the deliberate exception to "credentials never leave the
machine") to the master's bearer-gated /api/instances/backup — every
5 minutes when the content hash changed, within seconds of a settings
or credential edit, and on the new backup-now command. Enabled by the
master_backup_token setting.
- Restore: a dead VPS's replacement pulls the backup and adopts its
uuid/name, so roster, payouts and card links carry on. Pre-boot via
seed-settings.js --restore-from (setup-linux.sh prompts for it) or
the Settings page's restore picker (lib/backup-restore.ts). Stop the
old machine first; the master 409s a live-name rename.
- Proxy: the proxy_url setting routes BROKER traffic only — TopstepX
REST + SignalR hub, Tradovate REST + websocket, Yahoo quotes — via
lib/outbound-proxy.ts (axios agents, undici dispatcher, ws agent).
The master link, reporter, catalog and backup push stay direct, so a
dead proxy cannot take down the control channel. Restart to apply.
- Multi-instance: AUTOFIRMER_DB moves the SQLite file so one checkout
runs N instances; scripts/instances.json (per-device, gitignored)
drives start-all/update-check, and add-instance.sh / remove-instance.sh
manage the extra PM2 processes. Absent registry = single-instance
behavior, unchanged. Instance 1 keeps port 3000 for the clicker and
extension.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- TopstepXClient (ProjectX Gateway): API-key auth, SignalR user hub,
Trade/search daily P&L, emulated OCO exits, books-invariant
withdrawal detection for $0-start accounts
- Platform-aware client pool, credentials (api_key column), and
credential form; $0-size account types match by prefix alone
- Drain stages: min-day ($5-$15 randomized) MNQ legs for the
configured days, then wait for the 50% withdrawal; stage pills
show 'Stage N – Drain'
- Account calendar projects the perfect path: future days book their
planned targets, simulated 50% withdrawals, payout marker
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This box no longer decides what firms exist. It caches the master's catalog
and stores one thing of its own: the Tradovate login for each firm. Creating
firms locally is gone — app/add, POST /api/firms, the account-config routes
and the banned-symbol route with it.
The cache is the point, not an optimisation. The scheduler needs every
account's target and size on each 60s tick, so fetching them per tick would
stop trading with positions open the first time the master rebooted. It is
one JSON blob in settings, replaced only by a complete valid response, and a
response with zero firms is refused outright: a misconfigured FIRMS_DB serves
{"firms":[]} as a healthy 200, and mirroring that would idle the whole fleet
at once.
Accounts bind to an account type by prefix AND size, the size taken from the
opening funding transaction. That does not arrive with the first sync, so an
account sits Unassigned and the resolver tries again next sync rather than
guessing. A type picked by hand is never overwritten by an auto pass. This
replaces the longest-prefix helper that had been copy-pasted into five files,
which could not tell two types with the same prefix apart at all.
firm_credentials and account_assignments deliberately have no foreign key to
the cached catalog. foreign_keys is ON, so a cascade would erase the Tradovate
passwords the moment a firm was removed on the master — routine, not
exceptional. They survive it, and are re-keyed by name if the master's database
is ever rebuilt with fresh ids.
The legacy firms/account_configs/firm_banned_symbols tables are left on disk,
unreferenced. firms is the only table that ever held plaintext credentials and
dropping it would make a rollback unrecoverable.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
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>
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>
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>
- 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>
- 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>
- Auto-trade scheduler fires every 60s; uses Promise.allSettled batch so no new trades fire while any position from the current batch is open
- Commission gross-up: read entryCommission from cash.realizedPnL after fill (fallback 2.5×contracts), grossTarget = target + 2×entryCommission
- Sync gate: TradovateClient.syncComplete flag; scheduler skips tick until every client finishes initial position/balance sync
- Contracts formula changed to Math.ceil so $1500 target = 2 contracts
- Removed all fee caching (perContractFees, recentFills, fillFee handler) from tradovate-class.ts
- Removed firm_fees table, getFirmFees, upsertFirmFee from db.ts
- Deleted instrument-configs API routes; removed Fees UI from firm settings page
- /api/instruments returns full {symbol, enabled}[] objects; dashboard filters to enabled-only for trade selector
- Added auto-trade, debug, orders, settings, and trade API routes
- Instrument selector on dashboard now driven by enabled instruments from DB
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- SQLite DB (better-sqlite3) with firms, account_configs, firm_fees, instruments tables
- REST API routes: firms CRUD, account configs CRUD, state, accounts, instruments
- Live Tradovate WebSocket client: login, sync, positions, auto-liq thresholds
- Dashboard (app/page.tsx): per-firm account list with balance, day P&L, days traded,
target progress, and Dead/Inactive/Flat status based on Tradovate auto-liq floors
- Account detail page: objectives progress, daily P&L chart, consistency tracking
- Per-firm settings page: account configs and instrument fee management
- Dead detection uses trailingMaxDrawdownLimit - trailingMaxDrawdown from
userAccountAutoLiqs; filters Tradovate sentinel value (999999999 = no limit)
- FIFO P&L engine with commission accounting for daily P&L history
- Removed manual maxLoss fallback in favour of live Tradovate auto-liq data
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
