Brandon LiandClaude Opus 5.5
6dd2528fe2
Every machine sized a like account in a like state to the same position as every other person's, so two people's positions could match to the unit. Each person now draws a size factor in [0.85, 1.15] per trade date, seeded by the master's uuid for them; all of one person's accounts share it. The factor moves the hold a DXtrade leg is sized for (hold / factor², since size goes as 1/√hold), so the instrument pick, the dashboard's next leg and the Firms page's reach test all see the hold the size was made for. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
582 lines
29 KiB
TypeScript
582 lines
29 KiB
TypeScript
/**
|
||
* Reporter module — pushes aggregated state to the master dashboard.
|
||
*
|
||
* Every 30 seconds, collects firm-level stats + scheduler state and sends them
|
||
* to the configured master_dashboard_url. Silently skips if not configured.
|
||
*
|
||
* Two transports, in that order of preference: the control WebSocket in
|
||
* `master-link.ts` when it is up, and the original POST /api/report when it is
|
||
* not. The socket already exists for commands, so reusing it saves a request
|
||
* per tick — but a master on an older build has no socket to offer, and the
|
||
* POST keeps those working unchanged.
|
||
*/
|
||
|
||
import { getSetting, loadEndedCycleStart } from './db';
|
||
import { pushReport } from './master-link';
|
||
import { getBuildVersion } from './version';
|
||
import { tradeMixFor } from './trade-mix';
|
||
import { updaterStatus } from './updater-status';
|
||
import { getClients } from './clients';
|
||
import { getAccountTypeById, getKeptRuleIdsForFirm, getTradableFirms } from './firm-catalog';
|
||
import { getAccountConfig } from './account-type-resolver';
|
||
import { getSchedulerStatus } from './auto-trade';
|
||
import { botStopsActive, combineCmeSessions, computeDayPlan, currentTradeDateCT, cycleCompletion, endedCycleCompletion, LEG_COMPLETION_EPSILON, projectPerfectPath, resolveEffectiveConfig } from './trading-logic';
|
||
import type { AccountTypeStats, FirmStats, InstrumentStats, SymbolStats } from './master-protocol';
|
||
import { accountNextLeg, accountLegShape } from './leg-estimate';
|
||
import { sizingHoldHours } from './person-size';
|
||
import { instrumentStatsFor, isFuturesFirm } from './instruments';
|
||
import { accountStatusFields, brokerFacts, emptyFirmStats, firmStatusFields, historyFresh, keptRuleIdsField } from './platform-client';
|
||
|
||
function collectFirmStats() {
|
||
// Only firms this machine has credentials for. A firm it cannot log into
|
||
// has nothing to say about, and reporting it as zero accounts would fill
|
||
// the master's table with rows for firms it does not run.
|
||
const firms = getTradableFirms();
|
||
const clients = getClients();
|
||
// One raw trade date for the whole report: the combined views below roll
|
||
// it forward, the completion check needs it as is.
|
||
const rawToday = currentTradeDateCT();
|
||
// projectPerfectPath's `loops` test: a type whose completed cycle keeps
|
||
// going pays out (a funded account), one that stops just passes.
|
||
const loops = (cfg: { payoutable?: boolean; withdrawalStages: unknown[] }): boolean =>
|
||
cfg.payoutable === true || cfg.withdrawalStages.length > 0;
|
||
const completionKind = (cfg: Parameters<typeof loops>[0], drain: boolean): 'pass' | 'payout' | 'drain' =>
|
||
(drain ? 'drain' : loops(cfg) ? 'payout' : 'pass');
|
||
|
||
return firms.map((f) => {
|
||
const client = clients.get(f.id);
|
||
// Absent (null) while this machine's catalog can't vouch for them.
|
||
const keptRuleIds = getKeptRuleIdsForFirm(f.id);
|
||
// accounts: [] only once synced (see emptyFirmStats).
|
||
if (!client || client.accountList.length === 0) return emptyFirmStats(f, client, keptRuleIds);
|
||
|
||
let totalAccounts = 0;
|
||
let accountsTraded = 0;
|
||
let inTrade = 0;
|
||
let targetHitCount = 0;
|
||
let partialCount = 0;
|
||
let lossCount = 0;
|
||
let personalDllCount = 0;
|
||
let completedCount = 0;
|
||
// The firm's whole broker list, dead accounts included — the master
|
||
// tells an account the firm erased from one still listed, and spots
|
||
// a newly arrived funded account.
|
||
const accounts: NonNullable<FirmStats['accounts']> = [];
|
||
|
||
// Per account type, so the master can say what the accounts still to
|
||
// trade actually are. Keyed by account type id; unassigned accounts
|
||
// share the null bucket — they inflate "left to trade" indefinitely,
|
||
// which is precisely the thing worth being able to see. Always the
|
||
// live type's id, label and size: accounts on a kept rule set count
|
||
// in their live type's slice (and in its keptRules).
|
||
const byType = new Map<string | null, AccountTypeStats>();
|
||
const bucket = (cfg: { id: string; label: string; accountSize: number } | null): AccountTypeStats => {
|
||
const key = cfg?.id ?? null;
|
||
let entry = byType.get(key);
|
||
if (!entry) {
|
||
const live = key ? getAccountTypeById(key) ?? cfg : null;
|
||
entry = {
|
||
accountTypeId: key,
|
||
label: live?.label ?? 'Unassigned',
|
||
accountSize: live?.accountSize ?? 0,
|
||
totalAccounts: 0,
|
||
accountsTraded: 0,
|
||
inTrade: 0,
|
||
targetHit: 0,
|
||
partial: 0,
|
||
loss: 0,
|
||
};
|
||
byType.set(key, entry);
|
||
}
|
||
return entry;
|
||
};
|
||
|
||
for (const acc of client.accountList) {
|
||
const reportedCash = client.accountCashBalances[acc.id];
|
||
const cash = reportedCash ?? { amount: 0, realizedPnL: 0 };
|
||
const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0;
|
||
const resolved = getAccountConfig(acc.id);
|
||
const cfg = resolved.accountType;
|
||
// undefined until the account's fund history has loaded. The master
|
||
// clears a completed cycle once the withdrawal it was waiting for
|
||
// shows up here, so an account that hasn't loaded reports no count
|
||
// at all rather than a zero: undercounting only leaves the entry
|
||
// standing, while a wrong zero would clear one early.
|
||
const loadedFundTxns = client.fundTransactions?.[acc.id];
|
||
const fundTxns = loadedFundTxns ?? [];
|
||
accounts.push({
|
||
name: acc.name,
|
||
size: cfg?.accountSize ?? 0,
|
||
payoutable: cfg ? loops(cfg) : null,
|
||
...(loadedFundTxns ? { withdrawals: loadedFundTxns.filter((f) => f.amount < 0).length } : {}),
|
||
// For the master's account ledger. Data only: nothing here
|
||
// trades on it, and the totals below keep their own test.
|
||
...statusFieldsOrUnknown(() => accountStatusFields({
|
||
cash: reportedCash?.amount,
|
||
floor: autoLiqThreshold,
|
||
active: acc.active,
|
||
historyReady: client.peekHistoryReady ? client.peekHistoryReady(acc.id) : client.historyReady(acc.id),
|
||
accountTypeId: cfg?.id,
|
||
fundTransactions: loadedFundTxns,
|
||
...brokerFacts(f.platform, acc, client.brokerAccountMeta?.(acc.id)),
|
||
})),
|
||
});
|
||
// 0 = no floor; negative floors are reconstructed TopstepX MLLs.
|
||
const isDead = autoLiqThreshold !== 0 && cash.amount <= autoLiqThreshold;
|
||
if (isDead) continue;
|
||
|
||
const slice = bucket(cfg);
|
||
|
||
totalAccounts++;
|
||
slice.totalAccounts++;
|
||
if (resolved.keptRules) {
|
||
const keptId = resolved.keptRules.id;
|
||
const kept = (slice.keptRules ??= []).find((k) => k.id === keptId);
|
||
if (kept) kept.accounts++;
|
||
else slice.keptRules.push({ id: keptId, accounts: 1 });
|
||
}
|
||
|
||
// Same combined-day view as the trade path: for a combining firm,
|
||
// "today" spans the holiday stretch. Computed for every live
|
||
// account — including ones mid-trade — so the days-traded
|
||
// histogram below covers the whole slice. Accounts in the red or
|
||
// DLL-locked stay OUT of the histogram: the payout calendar
|
||
// projects from "on the winning path", which they are not.
|
||
// (Dead accounts never reach here — the auto-liq check above.)
|
||
const combined = cfg ? combineCmeSessions(
|
||
cfg.combineCmeHolidays, client.dailyPnL[acc.id] ?? [], rawToday, cash.realizedPnL,
|
||
) : null;
|
||
|
||
// Stage-resolved config, shared by the payout state and the
|
||
// day-outcome check below — a drain stage swaps in its own
|
||
// min-day and drops the profit target.
|
||
const effective = cfg ? resolveEffectiveConfig(
|
||
cfg.profitTarget, cfg.consistency, cfg.minTradingDays,
|
||
cfg.targetSameEquity, cfg.withdrawalStages,
|
||
client.priorProfit?.[acc.id] ?? 0, fundTxns, cfg.minDayPnL,
|
||
) : null;
|
||
// Days traded, for the master's per-day pass counts — the same
|
||
// number as the local dashboard's Days Traded column
|
||
// (app/api/state): only days reaching minDayPnL when it is set,
|
||
// today included once it books.
|
||
const dayOn = combined
|
||
? effective && effective.minDayPnL > 0
|
||
? combined.dailyPnL.filter((d) => d.pnl >= effective.minDayPnL).length
|
||
: combined.daysTraded
|
||
: null;
|
||
const dayEntry = dayOn === null ? null : ((slice.dayStats ??= {})[dayOn] ??= { total: 0, targetHit: 0 });
|
||
if (dayEntry) dayEntry.total++;
|
||
|
||
if (cfg && combined && acc.active && cash.amount - cfg.accountSize >= 0) {
|
||
const hist = (slice.daysHist ??= {});
|
||
hist[combined.daysTraded] = (hist[combined.daysTraded] ?? 0) + 1;
|
||
}
|
||
|
||
// Exact payout state for every live account — negative ones
|
||
// included, since the master sims their real required profit.
|
||
// client.dailyPnL is already the active-cycle slice, so a
|
||
// withdrawal resets days/maxDay/sum here automatically.
|
||
if (cfg && combined && effective) {
|
||
const r2 = (n: number) => Math.round(n * 100) / 100;
|
||
const equityProfit = r2(cash.amount - cfg.accountSize);
|
||
const qualifying = effective.minDayPnL === 0
|
||
? combined.dailyPnL
|
||
: combined.dailyPnL.filter((d) => d.pnl >= effective.minDayPnL);
|
||
const sum = r2(combined.dailyPnL.reduce((s, d) => s + d.pnl, 0));
|
||
// End-of-day equity-profit high-water mark for this cycle,
|
||
// floored at the $0 start: walk the P&L from the cycle base.
|
||
let run = r2(equityProfit - sum);
|
||
let highWater = Math.max(0, run);
|
||
for (const d of combined.dailyPnL) {
|
||
run = r2(run + d.pnl);
|
||
if (run > highWater) highWater = run;
|
||
}
|
||
const traded = combined.dailyPnL.filter((d) => d.pnl !== 0);
|
||
|
||
// The account's future payout chain on the perfect path —
|
||
// dates, dynamic amounts (withdrawal % of balance, capped,
|
||
// × profit split) and cumulative fair-walk reach probability.
|
||
// The master renders these directly instead of running its
|
||
// own Monte-Carlo for this account.
|
||
let futurePayouts: NonNullable<AccountTypeStats['payoutStates']>[number]['futurePayouts'];
|
||
try {
|
||
futurePayouts = projectPerfectPath({
|
||
accountId: acc.id,
|
||
cfg,
|
||
cycleDailyPnL: client.dailyPnL[acc.id] ?? [],
|
||
fundTransactions: fundTxns,
|
||
balance: cash.amount,
|
||
realizedPnL: cash.realizedPnL,
|
||
payout: {
|
||
withdrawalPct: cfg.withdrawalPct,
|
||
payoutCap: cfg.payoutCap,
|
||
profitSplit: cfg.profitSplit,
|
||
// Same default chain the master's calendar always
|
||
// used: configured trailing drawdown, else the
|
||
// max-loss size, else $2,000.
|
||
drawdown: (cfg.trailingDrawdown ?? 0) > 0
|
||
? cfg.trailingDrawdown!
|
||
: Math.abs(cfg.maxLoss) > 0 ? Math.abs(cfg.maxLoss) : 2000,
|
||
startHigh: highWater,
|
||
// Tradovate reports the account's REAL liquidation
|
||
// floor — anchor the trail there for exact room.
|
||
startThreshold: autoLiqThreshold !== 0
|
||
? r2(autoLiqThreshold - cfg.accountSize)
|
||
: undefined,
|
||
},
|
||
})
|
||
.filter((p) => p.withdrawal !== undefined || p.payoutReady)
|
||
.slice(0, 6)
|
||
.map((p) => ({
|
||
date: p.date,
|
||
gross: p.gross ?? 0,
|
||
net: p.net ?? 0,
|
||
prob: Math.round(p.prob * 10000) / 10000,
|
||
stage: p.stage,
|
||
...(p.drain ? { drain: true } : {}),
|
||
}));
|
||
if (futurePayouts.length === 0) futurePayouts = undefined;
|
||
} catch (err) {
|
||
console.error(`[reporter] payout projection failed for account ${acc.id}`, err);
|
||
}
|
||
|
||
(slice.payoutStates ??= []).push({
|
||
days: qualifying.length,
|
||
profit: equityProfit,
|
||
maxDay: qualifying.length > 0 ? Math.max(...qualifying.map((d) => d.pnl)) : 0,
|
||
sum,
|
||
high: highWater,
|
||
withdrawals: fundTxns.filter((f) => f.amount < 0).length,
|
||
target: effective.profitTarget,
|
||
consistency: effective.consistency,
|
||
minDays: effective.minTradingDays,
|
||
lastDay: traded.length > 0 ? traded.reduce((a, b) => (a.date > b.date ? a : b)).date : undefined,
|
||
...(futurePayouts ? { futurePayouts } : {}),
|
||
});
|
||
}
|
||
|
||
// Only once the account's history has loaded — right after a
|
||
// restart the missing rows and withdrawals would read as a fresh
|
||
// stage-1 cycle.
|
||
const historyLoaded = client.dailyPnL[acc.id] !== undefined
|
||
&& loadedFundTxns !== undefined;
|
||
|
||
// Catch-up for the cycle a fund transaction just ended: if it stood
|
||
// complete, name it, since its final day may never have been
|
||
// reported (a guard held it back, or this instance was offline).
|
||
// Named only — it isn't today's outcome, so no counter moves. Ahead
|
||
// of the in-trade check: the new cycle trading doesn't hide it.
|
||
if (cfg && effective && historyLoaded && historyFresh(client, acc)) {
|
||
const ended = endedCycleCompletion({
|
||
accountId: acc.id,
|
||
rawTradeDate: rawToday,
|
||
fullDailyPnL: client.fullDailyPnL[acc.id] ?? [],
|
||
cycleDailyPnL: client.dailyPnL[acc.id],
|
||
fundTransactions: fundTxns,
|
||
lastFundDate: client.lastFundDates?.[acc.id] ?? null,
|
||
endedCycleStart: loadEndedCycleStart(acc.id),
|
||
rawRealizedPnL: cash.realizedPnL,
|
||
equityProfit: cash.amount - cfg.accountSize,
|
||
cfg,
|
||
});
|
||
if (ended) {
|
||
(slice.completedAccounts ??= []).push({
|
||
name: acc.name,
|
||
date: ended.date,
|
||
stage: ended.stage,
|
||
kind: completionKind(cfg, ended.drain),
|
||
cycle: ended.cycle,
|
||
});
|
||
}
|
||
}
|
||
|
||
if (client.positions[acc.id]) {
|
||
inTrade++;
|
||
accountsTraded++;
|
||
slice.inTrade++;
|
||
slice.accountsTraded++;
|
||
continue;
|
||
}
|
||
|
||
// Did today finish the cycle? Checked ahead of the lockout branch:
|
||
// firms lock a passed account (Tradovate liquidate-only, TopstepX
|
||
// canTrade=false), and a pass is no loss. A 'today' only on
|
||
// freshly fetched rows, since the master keeps it.
|
||
if (cfg && combined && effective && historyLoaded) {
|
||
const completion = cycleCompletion({
|
||
accountId: acc.id,
|
||
rawTradeDate: rawToday,
|
||
cycleDailyPnL: client.dailyPnL[acc.id],
|
||
rawRealizedPnL: cash.realizedPnL,
|
||
combineCmeHolidays: cfg.combineCmeHolidays,
|
||
tradesEveryDay: cfg.tradesEveryDay === true,
|
||
effective,
|
||
equityProfit: cash.amount - cfg.accountSize,
|
||
splitEnabled: cfg.splitEnabled,
|
||
});
|
||
if (completion === 'today' && historyFresh(client, acc)) {
|
||
accountsTraded++;
|
||
slice.accountsTraded++;
|
||
targetHitCount++;
|
||
slice.targetHit = (slice.targetHit ?? 0) + 1;
|
||
completedCount++;
|
||
slice.completed = (slice.completed ?? 0) + 1;
|
||
if (dayEntry) {
|
||
dayEntry.targetHit++;
|
||
dayEntry.completed = (dayEntry.completed ?? 0) + 1;
|
||
}
|
||
(slice.completedAccounts ??= []).push({
|
||
name: acc.name,
|
||
date: combined.tradeDate,
|
||
stage: 1 + fundTxns.filter((f) => f.amount < 0).length,
|
||
kind: completionKind(cfg, effective.drain),
|
||
// The fund transaction that started this cycle — the
|
||
// catch-up names the same cycle by the same key.
|
||
cycle: client.lastFundDates?.[acc.id] ?? '',
|
||
});
|
||
continue;
|
||
}
|
||
// Passed on an earlier day and locked since: nothing traded
|
||
// today, so it reads as untraded — like a finished account
|
||
// that's still active — not as a DLL loss every day after.
|
||
if (completion === 'before' && !acc.active && combined.realizedPnL === 0) continue;
|
||
}
|
||
|
||
// DLL lockout: Tradovate flips the account to liquidate-only, so
|
||
// its day is over at a loss even when the booked realizedPnL
|
||
// hasn't caught up yet (or the account has no matching config).
|
||
if (!acc.active) {
|
||
accountsTraded++;
|
||
slice.accountsTraded++;
|
||
lossCount++;
|
||
slice.loss = (slice.loss ?? 0) + 1;
|
||
continue;
|
||
}
|
||
|
||
// Check if target was hit today — on the stage-resolved config, so
|
||
// a later stage's (or drain's) day counts the way it was traded.
|
||
if (cfg && combined && effective) {
|
||
const equityProfit = cash.amount - cfg.accountSize;
|
||
const plan = computeDayPlan(
|
||
acc.id, combined.tradeDate, effective.profitTarget, effective.consistency,
|
||
combined.dailyPnL, effective.minDayPnL, effective.minTradingDays, equityProfit, combined.realizedPnL,
|
||
cfg.splitEnabled, effective.drain
|
||
);
|
||
const targetHit = !plan ? false :
|
||
((plan.dayTarget === 0 && Math.abs(combined.realizedPnL) > 0 && combined.daysTraded <= effective.minTradingDays) ||
|
||
(combined.realizedPnL > 0 && plan.remainingToday <= LEG_COMPLETION_EPSILON));
|
||
|
||
if (targetHit || combined.realizedPnL !== 0) {
|
||
accountsTraded++;
|
||
slice.accountsTraded++;
|
||
// A grind-day fill (dayTarget 0) can flag targetHit on a
|
||
// negative day — a loss is still a loss, so red wins.
|
||
// A red day on an account the bot puts stops on (the
|
||
// obfuscation stops, or a hard daily loss limit) is its own
|
||
// personal DLL, booked on purpose — not a genuine loss. (A
|
||
// firm DLL lockout took the !acc.active branch above and
|
||
// stays a loss.)
|
||
if (botStopsActive(cfg) && combined.realizedPnL <= -25) {
|
||
personalDllCount++;
|
||
slice.personalDll = (slice.personalDll ?? 0) + 1;
|
||
} else if (combined.realizedPnL < 0) {
|
||
lossCount++;
|
||
slice.loss = (slice.loss ?? 0) + 1;
|
||
} else if (targetHit) {
|
||
targetHitCount++;
|
||
slice.targetHit = (slice.targetHit ?? 0) + 1;
|
||
if (dayEntry) dayEntry.targetHit++;
|
||
} else {
|
||
partialCount++;
|
||
slice.partial = (slice.partial ?? 0) + 1;
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
// Biggest shortfall first — the account types with the most left to do
|
||
// are the ones worth reading, and Unassigned sinks to the bottom only
|
||
// when it is genuinely small.
|
||
const accountTypes = [...byType.values()].sort((a, b) =>
|
||
(b.totalAccounts - b.accountsTraded) - (a.totalAccounts - a.accountsTraded)
|
||
|| a.label.localeCompare(b.label));
|
||
|
||
return {
|
||
firm: f.name, totalAccounts, accountsTraded, inTrade,
|
||
targetHit: targetHitCount, partial: partialCount, loss: lossCount,
|
||
personalDll: personalDllCount, completed: completedCount,
|
||
// Unknown until the firm has synced, not empty.
|
||
...(client.syncComplete ? { accounts } : {}),
|
||
accountTypes,
|
||
...symbolStatsFor(f, client, rawToday),
|
||
...instrumentStatsBlock(f, client, rawToday),
|
||
mix: tradeMixFor(f, client),
|
||
...firmStatusFields(f.id, client.syncComplete, client.lastSyncAt),
|
||
...keptRuleIdsField(keptRuleIds),
|
||
};
|
||
});
|
||
}
|
||
|
||
/** An account's status fields, or unknown if working them out throws — the
|
||
* ledger's data must never cost the rest of the report. Logged once. */
|
||
function statusFieldsOrUnknown(fields: () => ReturnType<typeof accountStatusFields>): ReturnType<typeof accountStatusFields> {
|
||
try {
|
||
return fields();
|
||
} catch (err) {
|
||
if (!_g.__accountStatusFailed) {
|
||
_g.__accountStatusFailed = true;
|
||
console.error('[reporter] account status failed — reporting it as unknown', err);
|
||
}
|
||
return { status: 'unknown', reason: 'status_error' };
|
||
}
|
||
}
|
||
|
||
/** The live accounts of a firm's largest prefix group first — the group a
|
||
* batch fires — each with an account type. */
|
||
// eslint-disable-next-line @typescript-eslint/no-explicit-any
|
||
function leadCandidates(client: any): { id: number; name: string }[] {
|
||
const groups = new Map<string, { id: number; name: string }[]>();
|
||
for (const acc of client.accountList as { id: number; name: string; active: boolean }[]) {
|
||
const cfg = getAccountConfig(acc.id).accountType;
|
||
const floor = client.autoLiqThresholds?.[acc.id] ?? 0;
|
||
const cash = client.accountCashBalances?.[acc.id];
|
||
if (!cfg || !acc.active || !cash || (floor !== 0 && cash.amount <= floor)) continue;
|
||
groups.set(cfg.prefix, [...(groups.get(cfg.prefix) ?? []), acc]);
|
||
}
|
||
return [...groups.values()].sort((a, b) => b.length - a.length).flat();
|
||
}
|
||
|
||
/**
|
||
* A futures firm's instruments as the Auto draw sees them, for the master's
|
||
* Firms page: entry cost, movement and chance for each, with holds sized for
|
||
* the next leg of the first live account (largest prefix group) that has one.
|
||
*/
|
||
function instrumentStatsBlock(
|
||
f: { id: string; name: string; platform: string; instruments?: string[]; bannedSymbols?: string[] },
|
||
// eslint-disable-next-line @typescript-eslint/no-explicit-any
|
||
client: any,
|
||
tradeDate: string,
|
||
): { instrumentStats?: InstrumentStats } {
|
||
if (!isFuturesFirm(f)) return {};
|
||
let lead: { account: string; leg: number; stopDollars: number; maxPositionSize: number } | null = null;
|
||
for (const acc of leadCandidates(client)) {
|
||
const shape = accountLegShape(client, acc, tradeDate);
|
||
if (shape) { lead = { ...shape, account: acc.name }; break; }
|
||
}
|
||
return { instrumentStats: instrumentStatsFor(f, lead) };
|
||
}
|
||
|
||
/**
|
||
* A DXtrade firm's next leg on each symbol-map candidate, for the master's
|
||
* Firms page: one live account from the firm's largest prefix group — the
|
||
* group a batch fires — with something left to trade today. Nothing for
|
||
* other platforms, or when no account has a leg to size.
|
||
*/
|
||
function symbolStatsFor(
|
||
f: { name: string; commissionPct?: number; targetHoldHours?: number; financingPctPerDay?: number },
|
||
// eslint-disable-next-line @typescript-eslint/no-explicit-any
|
||
client: any,
|
||
tradeDate: string,
|
||
): { symbolStats?: SymbolStats } {
|
||
if (!(client.lastCandidates?.length > 0)) return {};
|
||
const groups = new Map<string, { id: number; name: string }[]>();
|
||
for (const acc of client.accountList as { id: number; name: string; active: boolean }[]) {
|
||
const cfg = getAccountConfig(acc.id).accountType;
|
||
const floor = client.autoLiqThresholds?.[acc.id] ?? 0;
|
||
const cash = client.accountCashBalances?.[acc.id];
|
||
if (!cfg || !acc.active || !cash || (floor !== 0 && cash.amount <= floor)) continue;
|
||
groups.set(cfg.prefix, [...(groups.get(cfg.prefix) ?? []), acc]);
|
||
}
|
||
for (const group of [...groups.values()].sort((a, b) => b.length - a.length)) {
|
||
for (const acc of group) {
|
||
const next = accountNextLeg(client, acc, f, tradeDate);
|
||
if (!next || next.candidates.length === 0) continue;
|
||
return {
|
||
symbolStats: {
|
||
account: acc.name,
|
||
leg: next.leg,
|
||
targetHoldHours: Math.round(sizingHoldHours(f, tradeDate) * 10) / 10,
|
||
lastStand: next.lastStand,
|
||
at: new Date().toISOString(),
|
||
symbols: next.candidates.map((c) => ({
|
||
symbol: c.symbol, notional: c.notional, multiplier: c.multiplier, maxMultiplier: c.maxMultiplier,
|
||
holdHours: c.holdHours, cost: c.cost, winProbability: c.winProbability, winProbabilityNoFees: c.winProbabilityNoFees,
|
||
volatilityPerDay: c.volatilityPerDay, spreadFraction: c.spreadFraction,
|
||
})),
|
||
},
|
||
};
|
||
}
|
||
}
|
||
return {};
|
||
}
|
||
|
||
// HMR-safe global to avoid duplicate intervals
|
||
const _g = globalThis as typeof globalThis & {
|
||
__reporterInterval?: ReturnType<typeof setInterval>;
|
||
/** The last report was too big for the socket (logged on each change). */
|
||
__reportOverSocketLimit?: boolean;
|
||
/** accountStatusFields has thrown once (logged the first time only). */
|
||
__accountStatusFailed?: boolean;
|
||
};
|
||
|
||
/** The master's socket closes on a frame over 1,000,000 bytes (maxPayload in
|
||
* its server.mjs), and the link would resend it every tick — a report this
|
||
* big goes by POST instead. */
|
||
const SOCKET_REPORT_MAX_CHARS = 900_000;
|
||
|
||
/**
|
||
* Collect and send one report. Exported so the control link can fire an
|
||
* off-cycle one the moment a command has changed something — waiting up to 30s
|
||
* to see whether your own button worked is the wrong feedback loop.
|
||
*/
|
||
export async function sendReport(): Promise<void> {
|
||
const url = getSetting('master_dashboard_url');
|
||
const instanceName = getSetting('instance_name');
|
||
|
||
if (!url || !instanceName) return;
|
||
|
||
try {
|
||
const firms = collectFirmStats();
|
||
const scheduler = getSchedulerStatus();
|
||
|
||
const overSocketLimit = JSON.stringify(firms).length > SOCKET_REPORT_MAX_CHARS;
|
||
if (overSocketLimit !== (_g.__reportOverSocketLimit ?? false)) {
|
||
_g.__reportOverSocketLimit = overSocketLimit;
|
||
console.warn(overSocketLimit
|
||
? `[reporter] report over ${SOCKET_REPORT_MAX_CHARS} chars — sending it by POST, not the socket`
|
||
: '[reporter] report fits the socket again');
|
||
}
|
||
if (!overSocketLimit && pushReport(firms, scheduler)) return;
|
||
|
||
await fetch(new URL('/api/report', url), {
|
||
method: 'POST',
|
||
headers: { 'Content-Type': 'application/json' },
|
||
body: JSON.stringify({
|
||
instance: instanceName,
|
||
// Same identity the socket hello carries, so a rename resolves
|
||
// to the same person whichever transport the report takes.
|
||
id: getSetting('instance_id') || undefined,
|
||
firms,
|
||
scheduler,
|
||
version: getBuildVersion() ?? undefined,
|
||
updater: updaterStatus(),
|
||
}),
|
||
});
|
||
} catch {
|
||
// Master might be down — silently continue
|
||
}
|
||
}
|
||
|
||
export function startReporter() {
|
||
if (_g.__reporterInterval) {
|
||
clearInterval(_g.__reporterInterval);
|
||
}
|
||
|
||
_g.__reporterInterval = setInterval(sendReport, 30_000);
|
||
|
||
// Fire first report after a short delay to let clients sync
|
||
setTimeout(sendReport, 10_000);
|
||
|
||
console.log('[reporter] started — reporting every 30s');
|
||
}
|