Brandon LiandClaude Opus 5.5
28f465508d
- 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>
39 lines
1022 B
JSON
39 lines
1022 B
JSON
{
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"name": "autotrader-next",
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"version": "0.1.0",
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"private": true,
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"scripts": {
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"dev": "next dev --webpack",
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"build": "next build",
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"start": "next start",
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"lint": "eslint",
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"check": "node --experimental-strip-types --disable-warning=MODULE_TYPELESS_PACKAGE_JSON --test scripts/check-trading-logic.mjs"
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},
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"dependencies": {
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"@microsoft/signalr": "^10.0.11",
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"axios": "^1.13.6",
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"better-sqlite3": "^12.6.2",
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"fetch-socks": "^1.3.3",
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"http-proxy-agent": "^9.1.0",
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"https-proxy-agent": "^9.1.0",
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"next": "16.1.6",
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"react": "19.2.3",
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"react-dom": "19.2.3",
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"recharts": "^3.8.0",
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"socks-proxy-agent": "^10.1.0",
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"undici": "^7.29.1",
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"ws": "^8.21.3"
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},
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"devDependencies": {
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"@tailwindcss/postcss": "^4",
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"@types/better-sqlite3": "^7.6.13",
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"@types/node": "^20",
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"@types/react": "^19",
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"@types/react-dom": "^19",
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"eslint": "^9",
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"eslint-config-next": "16.1.6",
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"tailwindcss": "^4",
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"typescript": "^5"
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}
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}
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