Files
autofirmer-expanded/types.ts
T
Brandon LiandClaude Opus 5.5 28f465508d DXtrade platform for Tradeify247: percent fees, hard daily-loss stops, volatility sizing, every-day lanes
- 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>
2026-09-26 16:04:15 -05:00

125 lines
6.4 KiB
TypeScript

import type { FirmPlatform } from './lib/master-protocol';
export interface AccountConfig {
/** Master's account type id — what a manual assignment pins to. */
id: string;
label: string;
prefix: string;
profitTarget: number;
consistency: number;
minDayPnL: number;
minTradingDays: number;
accountSize: number;
maxLoss: number; // 0 = no limit; positive = account is "Dead" when loss exceeds this
maxPositionSize: number; // 0 = no limit; positive = max contracts per trade
targetSameEquity: boolean; // if true, reduce profitTarget by priorProfit after withdrawal
splitEnabled: boolean; // false = big days trade as one unsplit leg instead of random ≥$500 pieces
minLegs: number; // big days (> $1,700) must carve at least this many legs (0 = however the carve falls)
firstDayStop: boolean; // first cycle day carries a $1,000 account stop - books red and ends
minDayStop: boolean; // min-day trades carry a 2x-target stop; next day after a loss rides stopless
combineCmeHolidays: boolean; // true = CME holiday sessions count with the next full trading day (Apex-style)
withdrawalStages: { profit: number; consistency: number; minTradingDays: number; drain?: boolean; minDayPnL?: number; withdrawalPct?: number; payoutCap?: number }[]; // per-stage fresh profit + consistency (empty = use base values); drain = spam-withdraw stage
/** Payout model, from the master's payout settings (absent on old masters):
* withdraw withdrawalPct of balance (capped at payoutCap) per cycle,
* receive profitSplit of the gross; trailingDrawdown feeds the ruin
* probabilities. payoutable=false means completing the target just
* PASSES the account (an eval) rather than paying out. */
payoutable?: boolean;
withdrawalPct?: number;
payoutCap?: number;
profitSplit?: number;
trailingDrawdown?: number;
/** Hard daily loss limit in dollars (0/absent = none): every leg carries a
* stop that keeps the firm's day inside it, less a 10% reserve and fees. */
dailyLossLimit?: number;
/** Cap on one position's notional in dollars (0/absent = none). */
maxNotional?: number;
/** The firm trades every calendar day, weekends and CME holidays included. */
tradesEveryDay?: boolean;
}
export interface FirmConfig {
/** Master's firm id (uuid). */
id: string;
firm: string;
/** Which platform the firm's accounts trade on — decides both which client
* drives it and which credential fields the dashboard asks for. */
platform: FirmPlatform;
/** Blank when this machine has no credentials for the firm. */
username: string;
/** True once the platform's credentials are stored locally — a username +
* password (Tradovate, DXTrade) or a TopstepX API key. Firms without them
* are shown greyed out with an inline credential form. */
hasCredentials: boolean;
bannedSymbols: string[];
/** The firm's account types, straight from the catalog. Doubles as the
* option list for a manual account-type override. */
accounts: AccountConfig[];
catalogUpdatedAt: string;
}
export interface AccountState {
id: number;
name: string;
active: boolean;
amount: number;
realizedPnL: number;
daysTraded: number;
positionDirection: 'long' | 'short' | null;
/** Balance floor from Tradovate's auto-liquidation profile (0 = not set) */
autoLiqThreshold: number;
/** Sum of all historical daily P&L entries */
totalProfit: number;
/** True when today's realizedPnL has met or exceeded the computed daily target */
targetHit: boolean;
/** True when a stop-enabled account booked its day red via its own stop —
* the personal DLL. It stands down until the next session's make-back. */
personalDll: boolean;
/** True when today's trading finished the current cycle — profit target,
* consistency and minimum days all met (cycleCompletion 'today'). Only
* the final day; the firm may lock or remove the account afterwards. */
completed: boolean;
/** Current stage = 1 + number of withdrawals (negative fund transactions). Stage 1 = fresh account. */
stage: number;
/** True when the current stage is a drain stage (spam-withdraw mode). */
stageDrain: boolean;
/** Next trading day's target, computed server-side. null when account is dead or config is missing. */
dailyTarget: { amount: number; path: 'first_day' | 'normal_day' | 'reduced_day' } | null;
/** Dollars of price movement the next trade may lose before its stop
* fires — the tighter of the obfuscation stop and the hard daily-loss
* stop, before fees. null = the next trade rides stopless (options off,
* big non-first day, or a make-back day after a loss, with no daily
* loss limit). */
nextStop: number | null;
/** What the firm's day may still lose before a hard daily-loss breach.
* null = no daily loss limit (or its day-start balance isn't known yet). */
dllRoom: number | null;
/** Actual profit target to hit — max(stage profit target, consistency realTarget = maxDay/consistency). */
effectiveProfitTarget: number | null;
/** Current cycle daily P&L — used for target calculations. */
dailyPnL: { date: string; pnl: number }[];
/** Full P&L history across all cycles — used for calendar and equity curve display. */
fullDailyPnL: { date: string; pnl: number }[];
/** Fund transactions (deposits/withdrawals) — used by the calendar and equity curve. */
fundTransactions: { date: string; amount: number }[];
/** Master account type this account resolved to. null = Unassigned. */
accountTypeId: string | null;
accountTypeLabel: string | null;
assignmentSource: 'manual' | 'auto' | 'unassigned';
/** The resolved config inlined, so client components need no second lookup. */
accountType: AccountConfig | null;
/** Size from the initial funding transaction; null until reports return. */
inferredAccountSize: number | null;
/** True when more than one account type matched and updatedAt decided it. */
accountTypeAmbiguous: boolean;
}
export interface FirmState {
/** Master's firm id — join state to config on this, not on the name, which
* changes the moment someone renames a firm on the master. */
firmId: string;
firm: string;
connected: boolean;
accounts: AccountState[];
}