Brandon LiandClaude Opus 4.6
4025ed2f41
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>
284 lines
14 KiB
TypeScript
284 lines
14 KiB
TypeScript
'use client';
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import { useEffect, useState } from 'react';
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import Link from 'next/link';
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interface Instrument {
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symbol: string;
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enabled: boolean;
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}
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interface ResolvedContract {
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name: string;
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alternative?: string;
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}
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interface AppSettings {
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max_concurrent_accounts: string | null;
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master_dashboard_url: string | null;
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instance_name: string | null;
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trading_hours: string | null;
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}
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export default function SettingsPage() {
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const [instruments, setInstruments] = useState<Instrument[]>([]);
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const [contracts, setContracts] = useState<Record<string, ResolvedContract | null>>({});
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const [maxConcurrent, setMaxConcurrent] = useState<string>('5');
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const [tradingHours, setTradingHours] = useState<string>('full_cme');
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const [masterUrl, setMasterUrl] = useState<string>('');
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const [instanceName, setInstanceName] = useState<string>('');
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const [saving, setSaving] = useState(false);
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const [saved, setSaved] = useState(false);
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useEffect(() => {
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fetch('/api/instruments')
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.then((r) => r.json())
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.then(setInstruments);
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fetch('/api/settings')
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.then((r) => r.json())
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.then((s: AppSettings) => {
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if (s.max_concurrent_accounts != null) {
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setMaxConcurrent(s.max_concurrent_accounts);
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}
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if (s.trading_hours != null) {
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setTradingHours(s.trading_hours);
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}
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if (s.master_dashboard_url != null) {
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setMasterUrl(s.master_dashboard_url);
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}
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if (s.instance_name != null) {
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setInstanceName(s.instance_name);
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}
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});
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// Load cached contracts; if cache is empty, auto-resolve
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fetch('/api/instruments/contracts')
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.then((r) => r.json())
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.then((data: Record<string, ResolvedContract | null>) => {
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if (data.error) return;
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const hasData = Object.values(data).some((v) => v !== null);
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if (hasData) {
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setContracts(data);
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} else {
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// Cache empty — trigger a fresh resolve automatically
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fetch('/api/instruments/contracts', { method: 'POST' })
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.then((r) => r.json())
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.then((fresh) => { if (!fresh.error) setContracts(fresh); })
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.catch(() => {});
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}
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})
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.catch(() => {});
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}, []);
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async function toggle(symbol: string, enabled: boolean) {
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setInstruments((prev) =>
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prev.map((i) => (i.symbol === symbol ? { ...i, enabled } : i))
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);
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await fetch(`/api/instruments/${symbol}`, {
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method: 'PATCH',
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headers: { 'Content-Type': 'application/json' },
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body: JSON.stringify({ enabled }),
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});
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// When enabling a symbol, auto-resolve its active contract
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if (enabled) {
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fetch('/api/instruments/contracts', {
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method: 'POST',
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headers: { 'Content-Type': 'application/json' },
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body: JSON.stringify({ symbols: [symbol] }),
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})
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.then((r) => r.json())
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.then((fresh: Record<string, ResolvedContract | null>) => {
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if (!fresh.error) {
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setContracts((prev) => ({ ...prev, ...fresh }));
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}
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})
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.catch(() => {});
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}
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}
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async function saveSettings() {
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setSaving(true);
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setSaved(false);
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await fetch('/api/settings', {
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method: 'PATCH',
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headers: { 'Content-Type': 'application/json' },
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body: JSON.stringify({ max_concurrent_accounts: maxConcurrent, trading_hours: tradingHours, master_dashboard_url: masterUrl, instance_name: instanceName }),
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});
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setSaving(false);
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setSaved(true);
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setTimeout(() => setSaved(false), 2000);
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}
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return (
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<div className="min-h-screen bg-slate-50 p-8">
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<div className="max-w-7xl mx-auto">
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<div className="flex items-center gap-3 mb-6">
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<Link
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href="/"
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className="text-slate-400 hover:text-slate-600 text-sm transition-colors"
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>
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← Back
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</Link>
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<h1 className="text-2xl font-bold text-slate-900">Settings</h1>
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</div>
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{/* ── Trading ── */}
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<h2 className="text-sm font-semibold uppercase tracking-wider text-slate-500 mb-3">
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Trading
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</h2>
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<div className="bg-white border border-slate-200 rounded-xl shadow-sm mb-8">
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<div className="flex items-center justify-between px-4 py-3 border-b border-slate-100">
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<div>
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<p className="text-sm font-medium text-slate-800">Max concurrent accounts</p>
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<p className="text-xs text-slate-400 mt-0.5">
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How many accounts trade in parallel per /api/trade call
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</p>
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</div>
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<div className="flex items-center gap-3">
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<input
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type="number"
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min={1}
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max={500}
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value={maxConcurrent}
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onChange={(e) => setMaxConcurrent(e.target.value)}
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className="w-20 rounded-lg border border-slate-200 bg-slate-50 px-3 py-1.5 text-sm text-right font-mono text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-500"
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/>
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<button
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onClick={saveSettings}
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disabled={saving}
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className={`text-sm px-3 py-1.5 rounded-lg font-medium transition-colors ${
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saved
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? 'bg-green-500 text-white'
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: 'bg-blue-500 hover:bg-blue-600 text-white disabled:opacity-50'
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}`}
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>
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{saved ? 'Saved ✓' : saving ? 'Saving…' : 'Save'}
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</button>
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</div>
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</div>
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<div className="flex items-center justify-between px-4 py-3">
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<div>
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<p className="text-sm font-medium text-slate-800">Allowed trading hours</p>
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<p className="text-xs text-slate-400 mt-0.5">
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5 min buffer
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</p>
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</div>
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<select
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value={tradingHours}
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onChange={(e) => setTradingHours(e.target.value)}
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className="rounded-lg border border-slate-200 bg-slate-50 px-3 py-1.5 text-sm font-mono text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-500"
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>
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<option value="full_cme">Full CME (5:00 PM – 3:00 PM CT)</option>
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<option value="equity_hours">Equity Hours (8:30 AM – 3:00 PM CT)</option>
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</select>
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</div>
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</div>
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{/* ── Master Dashboard ── */}
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<h2 className="text-sm font-semibold uppercase tracking-wider text-slate-500 mb-3">
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Master Dashboard
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</h2>
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<div className="bg-white border border-slate-200 rounded-xl shadow-sm mb-8">
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<div className="flex items-center justify-between px-4 py-3 border-b border-slate-100">
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<div>
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<p className="text-sm font-medium text-slate-800">Instance Name</p>
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<p className="text-xs text-slate-400 mt-0.5">
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Identifier for this autotrader on the master dashboard
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</p>
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</div>
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<input
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type="text"
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placeholder="e.g. VPS-1"
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value={instanceName}
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onChange={(e) => setInstanceName(e.target.value)}
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className="w-48 rounded-lg border border-slate-200 bg-slate-50 px-3 py-1.5 text-sm font-mono text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-500"
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/>
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</div>
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<div className="flex items-center justify-between px-4 py-3">
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<div>
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<p className="text-sm font-medium text-slate-800">Dashboard URL</p>
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<p className="text-xs text-slate-400 mt-0.5">
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Reports state to this URL every 30 seconds
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</p>
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</div>
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<input
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type="text"
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placeholder="e.g. http://master-ip:4000"
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value={masterUrl}
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onChange={(e) => setMasterUrl(e.target.value)}
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className="w-72 rounded-lg border border-slate-200 bg-slate-50 px-3 py-1.5 text-sm font-mono text-slate-800 focus:outline-none focus:ring-2 focus:ring-blue-500"
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/>
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</div>
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</div>
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{/* ── Instruments ── */}
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<h2 className="text-sm font-semibold uppercase tracking-wider text-slate-500 mb-3">
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Instruments
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</h2>
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<div className="bg-white border border-slate-200 rounded-xl overflow-hidden shadow-sm">
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{instruments.length === 0 ? (
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<div className="px-4 py-8 text-center text-sm text-slate-400 italic">
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Loading…
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</div>
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) : (
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<table className="w-full text-sm border-collapse">
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<thead>
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<tr className="border-b border-slate-200 bg-slate-50">
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<th className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider text-slate-400">Symbol</th>
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<th className="px-4 py-3 text-left text-xs font-semibold uppercase tracking-wider text-slate-400">Active Contract</th>
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<th className="px-4 py-3 text-right text-xs font-semibold uppercase tracking-wider text-slate-400">Enabled</th>
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</tr>
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</thead>
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<tbody>
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{instruments.map((instr) => {
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const c = contracts[instr.symbol];
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const wasRolled = !!c?.alternative;
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return (
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<tr key={instr.symbol} className="border-b border-slate-100 last:border-0">
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<td className="px-4 py-2.5 font-mono font-semibold text-slate-800">
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{instr.symbol}
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</td>
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<td className="px-4 py-2.5">
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{instr.enabled && c ? (
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<div className="flex items-center gap-2">
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<span className={`font-mono text-sm ${wasRolled ? 'text-amber-600 font-semibold' : 'text-slate-600'}`}>
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{c.name}
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</span>
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{wasRolled && (
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<span className="text-xs bg-amber-100 text-amber-700 px-1.5 py-0.5 rounded font-medium">
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rolled from {c.alternative}
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</span>
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)}
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</div>
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) : null}
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</td>
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<td className="px-4 py-2.5 text-right">
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<button
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onClick={() => toggle(instr.symbol, !instr.enabled)}
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className={`relative inline-flex h-5 w-9 items-center rounded-full transition-colors focus:outline-none ${
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instr.enabled ? 'bg-blue-500' : 'bg-slate-200'
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}`}
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>
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<span
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className={`inline-block h-3.5 w-3.5 transform rounded-full bg-white shadow transition-transform ${
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instr.enabled ? 'translate-x-4' : 'translate-x-1'
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}`}
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/>
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</button>
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</td>
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</tr>
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);
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})}
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</tbody>
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</table>
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)}
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</div>
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</div>
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</div>
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);
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}
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