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>
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>
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>
