SenofyandClaude Sonnet 4.6
b2a1bdd1c3
- Auto-trade scheduler fires every 60s; uses Promise.allSettled batch so no new trades fire while any position from the current batch is open
- Commission gross-up: read entryCommission from cash.realizedPnL after fill (fallback 2.5×contracts), grossTarget = target + 2×entryCommission
- Sync gate: TradovateClient.syncComplete flag; scheduler skips tick until every client finishes initial position/balance sync
- Contracts formula changed to Math.ceil so $1500 target = 2 contracts
- Removed all fee caching (perContractFees, recentFills, fillFee handler) from tradovate-class.ts
- Removed firm_fees table, getFirmFees, upsertFirmFee from db.ts
- Deleted instrument-configs API routes; removed Fees UI from firm settings page
- /api/instruments returns full {symbol, enabled}[] objects; dashboard filters to enabled-only for trade selector
- Added auto-trade, debug, orders, settings, and trade API routes
- Instrument selector on dashboard now driven by enabled instruments from DB
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
48 lines
1.7 KiB
TypeScript
48 lines
1.7 KiB
TypeScript
/** Dollar-per-point value for common futures products. */
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export const POINT_VALUES: { [symbol: string]: number } = {
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NQ: 20, MNQ: 2, ES: 50, MES: 5,
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YM: 5, MYM: 0.5, RTY: 50, M2K: 10,
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GC: 100, MGC: 10, SI: 50, CL: 1000,
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MCL: 100, NG: 10000, ZB: 1000, ZN: 1000,
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ZF: 1000, '6E': 125000, '6J': 12500000, '6B': 62500,
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};
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/**
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* Compute the next trading day's profit target for an account.
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*
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* Path 1 – No positive trading days yet:
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* target = profitTarget × consistency
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*
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* Path 2 – At least one positive day exists:
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* maxDay = highest single-day P&L so far
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* realTarget = maxDay / consistency (the total profit at which maxDay ≤ consistency% of total)
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* needed = realTarget − totalProfit
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*
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* if needed > maxDay → target maxDay (still a long way from the real target; trade a normal day)
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* else → target needed (close to the real target; aim for exactly what's left)
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*/
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export function computeDailyTarget(
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profitTarget: number,
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consistency: number,
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totalProfit: number,
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dailyPnL: { date: string; pnl: number }[]
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): { amount: number; path: 'first_day' | 'normal_day' | 'reduced_day' } {
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const positiveDays = dailyPnL.filter((d) => d.pnl > 0);
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if (positiveDays.length === 0) {
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return {
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amount: Math.round(profitTarget * consistency * 100) / 100,
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path: 'first_day',
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};
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}
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const maxDay = Math.max(...positiveDays.map((d) => d.pnl));
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const realTarget = maxDay / consistency;
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const needed = realTarget - totalProfit;
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if (needed > maxDay) {
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return { amount: Math.round(maxDay * 100) / 100, path: 'normal_day' };
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}
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return { amount: Math.round(Math.max(0, needed) * 100) / 100, path: 'reduced_day' };
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}
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