- 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>
- A batch sizes its leg on every mapped candidate, each at the leverage
the broker states for it, and trades the cheapest (spread, commissions,
expected swap) that reaches the target hold — else the quickest. The
dashboard ranks the same way from a half-hourly candidate survey.
- Last stand: when a daily-loss stop-out would leave the account within
15% of that loss above its max-drawdown floor (the account type's static
max loss, or the broker's liquidation floor), the leg carries no
daily-loss stop and is sized against the firm's own breach.
- The daily-loss reserve is 10% of the limit or 0.1% of the position,
whichever is more, since a stop's slippage grows with the position.
- The account type's max notional is gone: the broker's margin rates cap
each symbol. planLegSize holds the one sizing rule fireLeg, the pick and
the dashboard share.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The symbol map's fixed notional per contract is gone: every DXtrade leg is
sized from the instrument's recent volatility for the firm's target hold
(blank = 12 h), and a candidate without a volatility isn't picked. Percent
commission and every-day trading are ignored on non-DXtrade firms, which keep
measured per-contract fees and the CME calendar.
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>
The master clears a completed cycle once the payout it was waiting for has
left the account, and the balance going down is only visible from here.
Omitted rather than zeroed while an account's fund history hasn't loaded:
undercounting leaves an entry standing, a wrong zero would clear one early.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
When a fund transaction starts a new cycle (the days revert to 0), the
cycle it ended is checked against the completion rule for a week after and
named if it stood complete — its final day may never have been reported.
Only for a cycle this instance saw begin: the clients now note where the
ended cycle started as they move last_fund_date forward. Completions carry
the cycle they belong to, and each firm reports its whole account list so
the master can tell erased accounts and spot new funded ones.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
cycleCompletion() says whether today's P&L finished the current cycle
(profit target, consistency and minimum days all met) — projectPerfectPath's
completion probe run without and with today. The reporter counts those as
`completed` (a subset of targetHit) and sends their names, so the master
can keep an account a firm erases after it passes. Checked ahead of the
lockout branch: a firm locking a passed account is no DLL loss. The local
dashboard shows them with a purple Completed pill.
Because the master keeps a completion for good, doubtful reads stay
'none': weekends, a Monday with a weekend-dated row, the first minutes
after the 5 PM roll, and history that hasn't freshly loaded.
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>
The version is the checkout's HEAD commit (short hash + commit time),
read once at startup — updates arrive as `git pull`, so there is no
release number to bump. It rides on the socket hello, socket reports,
and the HTTP report fallback; the field is optional in the protocol so
older masters ignore it.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
projectPerfectPath prices every projected withdrawal as
min(withdrawalPct × equity profit, cap) × profit split, and tracks the
cumulative probability of reaching it under the fair-walk ruin model —
room/(room + dayTarget) per day (the per-leg product telescopes), trailing
threshold locked at breakeven after the first withdrawal, no obfuscation
branches. The reporter attaches the first 6 payouts per account so the
master's payout calendar renders real amounts and probabilities instead of
one static expectedPayout.
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>
A stop-enabled account whose day booked red via its own stop shows an
amber "Personal DLL" badge on the dashboard (the firm's lockout keeps
its red "Hit DLL") and reports as personalDll in the day outcomes
instead of loss, per account type and per firm.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
When an account type opts in, legs are placed as an OCO pair via
order/placeoco - the usual limit plus a stop: the first cycle day's stop
keeps the day's net floor at -$1,000, min-day trades stop at 2x their
target, and the day after any red day rides stopless to make it back. A
stop-out books the day: eligibility refuses the account once realized
P&L falls short of the legs fired (or is simply negative on an opted-in
account, which survives restarts). If placeoco is rejected the leg falls
back to the classic lone limit with a loud log rather than leave a
position without an exit.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Big days (> the $1,700 split threshold) must carve at least the account
type's minLegs from the catalog — pickLegAmount reserves the minimum
piece for each leg still owed, forcing a carve even once the residual
dips below the threshold, clamped to what the pieces allow. Days at or
below the threshold still trade as one leg. The smallest split piece
drops from $800 to $500. An older master without the field means no
minimum.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Sessions roll at 5 PM CT, so after tonight's open a day booked on
tomorrow's trade date is already in the day count — lastDay is what lets
the master tell those accounts apart from ones that have not traded the
current session yet.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
payoutStates: one entry per live account (negative included, dead not)
with its current-cycle progress — qualifying days, full equity profit,
max qualifying day, P&L sum, and the cycle's end-of-day high-water mark —
plus the withdrawal count and the cycle's effective target/consistency/
min-days from resolveEffectiveConfig. client.dailyPnL is already the
active-cycle slice, so a withdrawal resets the reported path on its own.
Feeds the master's payout calendar; an older master ignores the field.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The payout calendar projects accounts still on the winning path, so the
daysHist now skips accounts below their starting balance or flipped to
liquidate-only, alongside the dead ones the report already drops. They
still count in the slice totals — only the calendar stops seeing them.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Adds daysHist ({daysTraded: accountCount}) to AccountTypeStats, computed
from the same combined-day view the trade path uses and covering every
live account including ones mid-trade. Feeds the master's payout
calendar; an older master simply ignores the field.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
An account Tradovate flips to liquidate-only at the daily loss limit is
done for the day, but the reporter only counted a loss when the booked
realizedPnL was already negative — so a locked-out account whose P&L
hadn't caught up (or that had no matching config) showed as still to
trade. Count inactive accounts as traded at a loss.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Account types with the catalog's new combineCmeHolidays flag are read
through a combined-day view: holiday-session P&L entries fold into the
next full trading day (computed from the federal-holiday rules, so any
year works), the day count matches how the firm records it (Apex: Sun/
Mon/Tue around a Monday holiday is ONE day), and on the later sessions
of the stretch the earlier sessions' booked P&L carries into realized —
so day targets, already-traded gates, target-hit status and the panel's
day P&L all treat the stretch as a single day. Off by default; older
masters that don't send the flag behave exactly as before.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The reporter already computed targetHit per account to count it as
traded; now it also classifies each account that finished the day flat
and sends targetHit/partial/loss counts per firm and account type. A
realized loss reports as loss even on a grind day where any nonzero PnL
counts as done. Fields are additive, so an older master ignores them.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
When the master marks an account type splitEnabled=false, big days trade
as one unsplit leg (the legacy one-and-done behavior); min-day bumps are
unaffected. Missing field — older master or pre-toggle cached catalog —
defaults to enabled.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The welcome now carries a personId; it lands in the instance_id setting
and rides on every hello and HTTP report from then on. The master keys
the person by that uuid, so changing instance_name moves our history to
the new name instead of starting a stranger. Read-only in Settings on
purpose — editing it by hand would detach this machine from its person.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The master's catalog now labels each firm with a platform (TopstepX being
the first non-Tradovate one). Sync accepts the field, defaulting anything
missing or unrecognized to tradovate so an older master still validates,
and getTradableFirms only hands Tradovate firms to the client.
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>
