autofirmer-expanded/lib/trade-mix.ts

/**
 * What each firm is trading, by instrument — its open positions now and its
 * entries today — for the master's fleet-wide mix.
 *
 * Open positions come off the client's position map, each contract named by
 * the instrument it is: a DXtrade position carries its symbol; a futures one
 * is looked up among the contracts this machine has entered (recorded at the
 * fill, kept across restarts), TopstepX's own, and every contract the
 * resolver has resolved in this process (never expiring).
 * Entries are counted as they fill and kept in a setting per trade date, so
 * a restart doesn't lose the day.
 */

import { getSetting, setSetting } from './db';
import { currentTradeDateCT } from './trading-logic';
import { rootOfContract } from './contract-resolver';
import { errorMessage } from './platform-client';
import type { InstrumentCount, TradeMix } from './master-protocol';
import { isNotionalPlatform } from './master-protocol';

const TODAY_KEY = 'trade_mix_today';
const NAMES_KEY = 'trade_mix_contracts';
/** Contract ids remembered at most — the front months of a few roots. */
const MAX_NAMES = 200;

type Tally = Record<string, { long: number; short: number; contracts: number }>;
interface Today {
    date: string;
    byFirm: Record<string, Tally>;
}

function readJson<T>(key: string): T | null {
    try {
        return JSON.parse(getSetting(key) ?? 'null') as T | null;
    } catch {
        return null;
    }
}

function today(date: string): Today {
    const saved = readJson<Today>(TODAY_KEY);
    return saved?.date === date && saved.byFirm && typeof saved.byFirm === 'object' ? saved : { date, byFirm: {} };
}

/**
 * Count one filled entry toward the firm's mix for today, and remember which
 * instrument its contract is. Bookkeeping: it never throws into a trade.
 */
export function recordEntry(firm: string, instrument: string, side: 'Buy' | 'Sell', contracts: number, contractId?: unknown): void {
    try {
        const t = today(currentTradeDateCT());
        const tally = (t.byFirm[firm] ??= {});
        const entry = (tally[instrument] ??= { long: 0, short: 0, contracts: 0 });
        if (side === 'Buy') entry.long++;
        else entry.short++;
        entry.contracts += Number.isFinite(contracts) ? contracts : 0;
        setSetting(TODAY_KEY, JSON.stringify(t));

        if (contractId !== undefined && contractId !== null && contractId !== '') {
            const names = readJson<Record<string, string>>(NAMES_KEY) ?? {};
            names[String(contractId)] = instrument;
            const kept = Object.entries(names).slice(-MAX_NAMES);
            setSetting(NAMES_KEY, JSON.stringify(Object.fromEntries(kept)));
        }
    } catch (err) {
        console.warn(`[trade-mix] could not record an entry: ${errorMessage(err)}`);
    }
}

/** The firm's open positions and today's entries, by instrument. */
export function tradeMixFor(
    firm: { name: string; platform: string },
    // eslint-disable-next-line @typescript-eslint/no-explicit-any
    client: any,
): TradeMix {
    // Recorded at the fill, then TopstepX's own contracts, then every
    // contract this process resolved (Tradovate's, however long ago).
    const names = new Map<string, string>();
    const own = typeof client.contractRoots === 'function' ? (client.contractRoots() as Map<string, string>) : null;
    for (const [id, root] of own ?? []) names.set(id, root);
    for (const [id, instrument] of Object.entries(readJson<Record<string, string>>(NAMES_KEY) ?? {})) names.set(id, instrument);
    const instrumentOf = (contractId: unknown): string => (isNotionalPlatform(firm.platform)
        ? String(contractId).split('|')[0]
        : names.get(String(contractId)) ?? rootOfContract(contractId as number | string) ?? `#${String(contractId)}`);

    const open = new Map<string, InstrumentCount>();
    for (const acc of (client.accountList ?? []) as { id: number }[]) {
        const pos = client.positions?.[acc.id] as { contractId: unknown; netPos: number } | undefined;
        if (!pos || !pos.netPos) continue;
        const instrument = instrumentOf(pos.contractId);
        const entry = open.get(instrument) ?? { instrument, long: 0, short: 0, contracts: 0 };
        if (pos.netPos > 0) entry.long++;
        else entry.short++;
        entry.contracts += Math.abs(pos.netPos);
        open.set(instrument, entry);
    }
    const tally = today(currentTradeDateCT()).byFirm[firm.name] ?? {};
    return {
        open: [...open.values()],
        today: Object.entries(tally).map(([instrument, t]) => ({ instrument, long: t.long, short: t.short, contracts: t.contracts })),
    };
}