`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>
Gives a full hour buffer before the CME daily halt at 4 PM.
No-trade window is now 3:00 PM – 5:00 PM Central (Mon–Thu),
and after 3:00 PM on Fridays.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Replace the reactive throttle with a proactive setInterval in requestSync
that fires fetchDaysTraded exactly once per hour per client
- Remove post-fill fetchDaysTraded calls from auto-trade.ts — no longer
needed and were causing bursts of report API requests on simultaneous fills
- Guard against duplicate intervals if requestSync fires more than once
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Seed tick_interval_seconds setting (default 60s)
- Expose tick_interval_seconds via GET/PATCH /api/settings
- startScheduler reads the setting at start time; enforces 5s minimum
- getSchedulerStatus returns intervalSeconds for the UI
- Main page: "Every [__] s" input in idle bar — saves on blur, persists across
restarts; running state displays "every Ns" next to symbol/action
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Symbol dropdown now includes a "Random" option alongside enabled instruments
- runTrade resolves 'Random' to a random enabled instrument once per batch,
so all accounts in the same tick trade the same symbol
- Import getInstruments in auto-trade.ts to support the resolution
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- lib/db.ts: new firm_banned_symbols table with getBannedSymbols,
isSymbolBanned, and setBannedSymbol helpers
- app/api/firms/[id]/banned-symbols/route.ts: GET lists banned symbols,
PATCH toggles a ban for a given symbol
- app/api/firms/route.ts: include bannedSymbols[] in firm list response
- app/firms/[id]/settings/page.tsx: Instruments section shows all
globally-enabled symbols with a red toggle to ban/unban; banned
symbols display a "SYMBOL BANNED" pill next to their name
- app/page.tsx: FirmRows shows "ES BANNED" (or current symbol) pill next
to the firm name when the selected trade symbol is banned for that firm
- lib/auto-trade.ts: skip firms entirely when the trade symbol is banned
- types.ts: add bannedSymbols field to FirmConfig
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
All accounts in the same batch trade the same resolved direction.
Each new batch (after positions are flat) picks a fresh random direction.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Replace fill/ldeps and fill/list approaches with Tradovate reports API
- Add bearer auth to getreport polling (root cause of prior 404s)
- Use endDate = tomorrow to ensure current-session fills are included
- Count all traded days when minDayPnL is 0, otherwise count days >= minDayPnL
- Add PATCH /api/debug endpoint for proxying raw Tradovate API calls
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
isInNoTradeWindow() checks the current hour in America/Chicago (handles
CST/CDT automatically) and returns true from 15:00–16:59. runTrade()
returns early if the window is active, blocking all entries regardless of
whether the scheduler is running or a manual trade is triggered.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Privacy button: masks account names beyond the first 5 chars with bullets;
eye/eye-off icon toggles the mode in the header toolbar
- computeDailyTarget: accepts minDayPnL + minTradingDays params; when a
positive min floor is set and mandatory days remain, reserves future-day
profit so each day hits the floor (cap = remaining - futureReserve, floor
= minDayPnL); returns effectiveMinDay directly once profit target is met
but days are not yet satisfied
- auto-trade: passes minDayPnL/minTradingDays to computeDailyTarget; for
zero-floor accounts that have met the profit target but still owe trading
days, trades 1 MNQ in-and-out at market (extra-day mode) and bypasses the
normal target=0 skip gate via isMnqExtraDay flag
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- DB migration: ALTER TABLE account_configs ADD COLUMN max_position_size INTEGER NOT NULL DEFAULT 0
- Added max_position_size to AccountConfigRow, createAccountConfig, updateAccountConfig in lib/db.ts
- Added maxPositionSize to AccountConfig type in types.ts (0 = no limit)
- GET /api/firms/[id] now returns maxPositionSize per account
- POST /api/firms/[id]/accounts and PUT /api/account-configs/[id] accept maxPositionSize
- Firm settings page: new Max Contracts column (blank = no limit)
- auto-trade: contracts capped at maxPositionSize when > 0
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>
