Files
autofirmer-expanded/lib
Brandon LiandClaude Opus 5.5 aab225a19c TopstepX: book Topstep's commission with each fill
TopstepX's gateway reports a fill's exchange and NFA fees only (NQ $1.39 a
side, GC $1.66, CL $1.51, MNQ $0.36). Topstep's own commission, $0.50 a side
on a full-size contract and $0.25 on a micro, comes off the balance with no
trade row carrying it, so our P&L ran $1.00 per full-size round turn above
Topstep's. On 2026-10-18 the combines sat $6 to $8 under their books and an
XFA $27.50 under, and one combine had its $18 booked as a "withdrawal".
Topstep's published round turns (NQ $3.78, MNQ $1.22, GC $4.32, CL $4.02)
are the reported fees plus this commission.

- lib/topstep-fees.ts: the per-product commission table, and TopstepX
  contract ids mapped to roots (ENQ, GCE and CLE as seen on real fills,
  overridden by contracts the client resolves itself; an unknown product
  pays the full-size rate and is logged once).
- Daily P&L, today's realized, and so the measured entry fee a take-profit
  is placed from, all net the commission. The 90-day refetch rewrites the
  cached days.
- npm run check: the table against the micro flags, the id mapping, and
  the published round turns.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-10-18 18:39:52 -05:00
..
2026-03-07 22:07:02 -06:00