autofirmer-expanded/lib/platform-client.ts

/**
 * The surface a platform trading client must expose. TradovateClient grew this
 * shape organically; TopstepXClient implements the same one so the scheduler,
 * reporter, state route and resolver can drive either platform without caring
 * which is behind the map entry.
 *
 * Contract ids are `number` on Tradovate and `string` (e.g.
 * "CON.F.US.ENQ.Z25") on TopstepX — everything that compares them only ever
 * compares within one client, so the union is safe.
 */

export interface PlatformAccount {
    id: number;
    name: string;
    active: boolean;
}

export interface PlatformContract {
    id: number | string;
    name: string;
    tickSize: number;
}

export interface PlatformClient {
    accountList: PlatformAccount[];
    /** realizedPnL is today's. pendingRoll (Tradovate): the broker still shows
     *  the ended day's record and today's share of it can't be told apart —
     *  the account waits for the broker to roll it. */
    accountCashBalances: { [accountId: number]: { amount: number; realizedPnL: number; pendingRoll?: boolean } };
    positions: {
        [accountId: number]: {
            contractId: number | string;
            netPos: number;
            netPrice: number;
            timestamp: Date;
        };
    };

    daysTraded: { [accountId: number]: number };
    dailyPnL: { [accountId: number]: { date: string; pnl: number }[] };
    fullDailyPnL: { [accountId: number]: { date: string; pnl: number }[] };
    lastFundDates: { [accountId: number]: string | null };
    fundTransactions: { [accountId: number]: { date: string; amount: number }[] };
    priorProfit: { [accountId: number]: number };
    autoLiqThresholds: { [accountId: number]: number };

    fetchDaysComplete: boolean;
    syncComplete: boolean;
    /** Epoch ms of the last sync that came back good (0 = never). */
    lastSyncAt: number;
    /** When that good sync started reading: everything it reported is at
     *  least this recent (a sequential pass can read an account long before
     *  it ends). */
    lastSyncStartedAt?: number;
    /** Whether the broker still shows a working order on the account. */
    hasWorkingOrders?(accountId: number): boolean;
    lastFetchErrors: Record<string, string>;
    lastFetchRaw: Record<string, string>;
    recentEntityEvents: { entityType: string; eventType: string; entity: unknown; ts: number }[];
    products: { id: number; name: string }[];

    fetchDaysTraded(onlyAccountIds?: number[]): Promise<{ failedAccounts: number }>;
    /**
     * Whether the account's history can be planned on. False until this
     * client has loaded it (right after a restart, a client rebuild, a wipe,
     * or for an account that just appeared), and on Tradovate while a balance
     * change the history can't explain — a payout between reports — waits
     * for a Cash History. The missing rows and withdrawals would otherwise
     * read as a fresh stage-1 cycle, so such an account must not trade.
     */
    historyReady(accountId: number): boolean;
    /** Drop the account's history from memory (the wipe routes), so it reads
     *  unloaded until the next fetch rebuilds it. */
    forgetHistory(accountId: number, accountName: string): void;
    findFrontMonthContract(productName: string): Promise<PlatformContract | null>;
    fetchInstrumentFees(symbols: string[]): Promise<{ [symbol: string]: number }>;

    sendOrder(
        accountId: number,
        contractSymbol: string,
        quantity: number,
        action: 'Buy' | 'Sell',
        orderType: 'Market' | 'Limit',
        price?: number
    ): Promise<Record<string, unknown>>;

    placeOrderNoWait(
        accountId: number,
        contractSymbol: string,
        quantity: number,
        action: 'Buy' | 'Sell',
        orderType: 'Market' | 'Limit',
        price?: number
    ): Promise<{ orderId?: number }>;

    placeOcoExit(
        accountId: number,
        contractSymbol: string,
        quantity: number,
        exitAction: 'Buy' | 'Sell',
        limitPrice: number,
        stopPrice: number,
    ): Promise<{ orderId?: number }>;

    disconnect(): void;
    onFill(orderId: number, callback: (fill: Record<string, unknown>) => void): void;
    health(): ClientHealth;
}

/**
 * Liveness snapshot of one client — what /api/health shows, what the registry
 * supervisor judges, and the numbers to read before restarting a broken box.
 * Timestamps are epoch ms, 0 = never. Never carries tokens or credentials.
 */
export interface ClientHealth {
    platform: 'tradovate' | 'topstepx';
    /** Holding a session token right now. */
    authenticated: boolean;
    /** Tradovate: socket readyState name; TopstepX: hub state. 'none' = no transport. */
    transport: string;
    syncComplete: boolean;
    lastSyncAt: number;
    lastLoginAt: number;
    lastLoginError: string | null;
    consecutiveLoginFailures: number;
    /** When the next reconnect/login attempt fires (0 = none scheduled). */
    nextReconnectAt: number;
    tokenExpiresAt: number;
    /** Last frame from the broker's realtime channel (socket or hub). */
    lastInboundAt: number;
    /** Requests still waiting on a broker answer (acks, fills). */
    pendingRequests: number;
    /** When the in-flight sync started (0 = none in flight). */
    syncInFlightSince: number;
    /** When the in-flight daily P&L report fetch started (0 = none in flight). */
    daysFetchInFlightSince: number;
}

/** A sync older than this means positions and balances can't be traded on. */
export const SYNC_STALE_MS = 5 * 60 * 1000;

/** The one readiness rule shared by the scheduler, the supervisor and /api/health:
 *  synced, and synced recently. */
export function isClientReady(client: PlatformClient, now = Date.now()): boolean {
    return client.syncComplete && client.lastSyncAt > 0 && now - client.lastSyncAt < SYNC_STALE_MS;
}

/**
 * Thrown when a client KNOWS an order never reached the broker: no live
 * connection, the broker refused it, or it failed before anything was sent.
 * Anything ambiguous (a timeout waiting for an ack or a fill — it may still
 * have filled) must stay a plain Error. The scheduler un-counts a leg only for
 * this one, so a wrong "not placed" could let an account trade twice.
 */
export class OrderNotPlacedError extends Error {
    readonly orderNotPlaced = true;
    constructor(message: string) {
        super(message);
        this.name = 'OrderNotPlacedError';
    }
}

/** Duck-typed so it survives module duplication across route bundles. */
export function isOrderNotPlaced(err: unknown): boolean {
    return !!err && typeof err === 'object' && (err as { orderNotPlaced?: unknown }).orderNotPlaced === true;
}

/** An error's message without the rest of it. AxiosErrors carry the request
 *  config — Tradovate's login body (the password) and Bearer tokens — so they
 *  must never be logged whole. */
export function errorMessage(err: unknown): string {
    if (!err || typeof err !== 'object') return String(err);
    const e = err as { message?: unknown; code?: unknown; response?: { status?: unknown } };
    const status = typeof e.response?.status === 'number' ? ` (HTTP ${e.response.status})` : '';
    const code = typeof e.code === 'string' && !String(e.message ?? '').includes(e.code) ? ` [${e.code}]` : '';
    return `${typeof e.message === 'string' ? e.message : String(err)}${status}${code}`;
}

/** lastFetchErrors note for a Tradovate account whose Cash History is
 *  unavailable (passed accounts) and whose rows came from the Fills report —
 *  a fresh fetch, not a failure. */
export const FILLS_FALLBACK_NOTE = 'cash history unavailable (using fills fallback)';

/**
 * Can this account's daily P&L be trusted for a verdict the master keeps
 * for good (cycleCompletion 'today')? Not while a fetch run is in flight —
 * at startup Tradovate serves the DB cache before each account's fetch —
 * and not when the account's last fetch failed and left cached rows behind.
 */
export function historyFresh(client: PlatformClient, account: PlatformAccount): boolean {
    if (!client.fetchDaysComplete) return false;
    const error = client.lastFetchErrors?.[account.name];
    return !error || error === FILLS_FALLBACK_NOTE;
}