- SQLite DB (better-sqlite3) with firms, account_configs, firm_fees, instruments tables - REST API routes: firms CRUD, account configs CRUD, state, accounts, instruments - Live Tradovate WebSocket client: login, sync, positions, auto-liq thresholds - Dashboard (app/page.tsx): per-firm account list with balance, day P&L, days traded, target progress, and Dead/Inactive/Flat status based on Tradovate auto-liq floors - Account detail page: objectives progress, daily P&L chart, consistency tracking - Per-firm settings page: account configs and instrument fee management - Dead detection uses trailingMaxDrawdownLimit - trailingMaxDrawdown from userAccountAutoLiqs; filters Tradovate sentinel value (999999999 = no limit) - FIFO P&L engine with commission accounting for daily P&L history - Removed manual maxLoss fallback in favour of live Tradovate auto-liq data Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
228 lines
8.9 KiB
TypeScript
228 lines
8.9 KiB
TypeScript
import Database from 'better-sqlite3';
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import path from 'path';
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const db = new Database(path.join(process.cwd(), 'autotrader.sqlite'));
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db.pragma('foreign_keys = ON');
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db.exec(`
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CREATE TABLE IF NOT EXISTS firms (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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name TEXT NOT NULL UNIQUE,
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username TEXT NOT NULL,
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password TEXT NOT NULL
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);
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CREATE TABLE IF NOT EXISTS account_configs (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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firm_id INTEGER NOT NULL REFERENCES firms(id) ON DELETE CASCADE,
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prefix TEXT NOT NULL,
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profit_target REAL NOT NULL DEFAULT 3000,
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consistency REAL NOT NULL DEFAULT 0.5,
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min_day_pnl REAL NOT NULL DEFAULT -999,
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min_trading_days INTEGER NOT NULL DEFAULT 5
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);
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CREATE TABLE IF NOT EXISTS firm_fees (
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firm_id INTEGER NOT NULL REFERENCES firms(id) ON DELETE CASCADE,
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symbol TEXT NOT NULL,
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allin_fee REAL NOT NULL DEFAULT 0,
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roundtrip_fee REAL NOT NULL DEFAULT 0,
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PRIMARY KEY (firm_id, symbol)
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);
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CREATE TABLE IF NOT EXISTS instruments (
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symbol TEXT PRIMARY KEY,
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enabled INTEGER NOT NULL DEFAULT 1
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);
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`);
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// Migration: add account_size column if it doesn't exist yet
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try {
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db.exec('ALTER TABLE account_configs ADD COLUMN account_size REAL NOT NULL DEFAULT 50000');
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} catch {
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// Column already exists
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}
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// Migration: add max_loss column (0 = no max loss limit)
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try {
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db.exec('ALTER TABLE account_configs ADD COLUMN max_loss REAL NOT NULL DEFAULT 0');
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} catch {
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// Column already exists
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}
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// Seed default firms if empty
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const firmCount = (db.prepare('SELECT COUNT(*) as count FROM firms').get() as { count: number }).count;
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if (firmCount === 0) {
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const insertFirm = db.prepare('INSERT INTO firms (name, username, password) VALUES (?, ?, ?)');
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const insertAccount = db.prepare(
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'INSERT INTO account_configs (firm_id, prefix, profit_target, consistency, min_day_pnl, min_trading_days, account_size) VALUES (?, ?, ?, ?, ?, ?, ?)'
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);
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const alpha = insertFirm.run('Alpha', 'brandonsenoli72786', '-Z2kPm7nBg');
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insertAccount.run(alpha.lastInsertRowid, 'AFSTDEV', 9000, 0.51, -999, 5, 150000);
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insertAccount.run(alpha.lastInsertRowid, 'AFSTDQA', 4500, 0.40, -999, 7, 150000);
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insertAccount.run(alpha.lastInsertRowid, 'AFZEROEV', 3000, 0.50, -999, 5, 100000);
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insertAccount.run(alpha.lastInsertRowid, 'AFZEROQA', 3000, 0.50, -999, 5, 100000);
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insertAccount.run(alpha.lastInsertRowid, 'AF', 3000, 0.50, -999, 5, 100000);
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const tpt = insertFirm.run('TakeProfitTrader', 'BRANDONLI1', 'W4592F5512U2817tv=');
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insertAccount.run(tpt.lastInsertRowid, 'TAKEPROFIT', 9000, 0.50, -999, 5, 150000);
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console.log('[db] Seeded default firms.');
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}
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// ── Interfaces ─────────────────────────────────────────────────────────────
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export interface AccountConfigRow {
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id: number;
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firm_id: number;
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prefix: string;
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profit_target: number;
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consistency: number;
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min_day_pnl: number;
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min_trading_days: number;
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account_size: number;
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max_loss: number;
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}
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export interface FirmRow {
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id: number;
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name: string;
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username: string;
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password: string;
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}
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export interface FirmWithAccounts extends FirmRow {
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accounts: AccountConfigRow[];
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}
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export interface FirmFee {
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firmId: number;
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symbol: string;
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allinFee: number;
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roundtripFee: number;
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}
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// ── Firms ───────────────────────────────────────────────────────────────────
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export function getFirms(): FirmWithAccounts[] {
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const firms = db.prepare('SELECT * FROM firms ORDER BY id').all() as FirmRow[];
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const getAccounts = db.prepare('SELECT * FROM account_configs WHERE firm_id = ? ORDER BY id');
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return firms.map((firm) => ({
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...firm,
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accounts: getAccounts.all(firm.id) as AccountConfigRow[],
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}));
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}
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export function getFirmById(id: number): FirmWithAccounts | undefined {
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const firm = db.prepare('SELECT * FROM firms WHERE id = ?').get(id) as FirmRow | undefined;
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if (!firm) return undefined;
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const accounts = db.prepare('SELECT * FROM account_configs WHERE firm_id = ? ORDER BY id').all(id) as AccountConfigRow[];
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return { ...firm, accounts };
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}
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export function createFirm(name: string, username: string, password: string): FirmRow {
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const stmt = db.prepare('INSERT INTO firms (name, username, password) VALUES (?, ?, ?)');
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const result = stmt.run(name, username, password);
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return db.prepare('SELECT * FROM firms WHERE id = ?').get(result.lastInsertRowid) as FirmRow;
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}
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export function deleteFirm(id: number): boolean {
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const result = db.prepare('DELETE FROM firms WHERE id = ?').run(id);
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return result.changes > 0;
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}
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// ── Account Configs ─────────────────────────────────────────────────────────
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export function createAccountConfig(firmId: number, data: {
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prefix: string;
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profitTarget: number;
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consistency: number;
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minDayPnL: number;
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minTradingDays: number;
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accountSize: number;
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maxLoss: number;
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}): AccountConfigRow {
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const stmt = db.prepare(
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'INSERT INTO account_configs (firm_id, prefix, profit_target, consistency, min_day_pnl, min_trading_days, account_size, max_loss) VALUES (?, ?, ?, ?, ?, ?, ?, ?)'
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);
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const result = stmt.run(firmId, data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss);
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return db.prepare('SELECT * FROM account_configs WHERE id = ?').get(result.lastInsertRowid) as AccountConfigRow;
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}
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export function deleteAccountConfig(id: number): boolean {
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const result = db.prepare('DELETE FROM account_configs WHERE id = ?').run(id);
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return result.changes > 0;
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}
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export function updateAccountConfig(id: number, data: {
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prefix: string;
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profitTarget: number;
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consistency: number;
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minDayPnL: number;
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minTradingDays: number;
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accountSize: number;
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maxLoss: number;
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}): boolean {
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const result = db.prepare(`
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UPDATE account_configs
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SET prefix = ?, profit_target = ?, consistency = ?, min_day_pnl = ?, min_trading_days = ?, account_size = ?, max_loss = ?
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WHERE id = ?
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`).run(data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss, id);
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return result.changes > 0;
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}
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// ── Firm Fees ────────────────────────────────────────────────────────────────
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export function getFirmFees(firmId: number): FirmFee[] {
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return (db.prepare('SELECT firm_id, symbol, allin_fee, roundtrip_fee FROM firm_fees WHERE firm_id = ? ORDER BY symbol').all(firmId) as {
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firm_id: number;
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symbol: string;
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allin_fee: number;
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roundtrip_fee: number;
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}[]).map((r) => ({
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firmId: r.firm_id,
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symbol: r.symbol,
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allinFee: r.allin_fee,
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roundtripFee: r.roundtrip_fee,
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}));
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}
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export function upsertFirmFee(firmId: number, symbol: string, allinFee: number, roundtripFee: number): void {
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db.prepare(`
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INSERT INTO firm_fees (firm_id, symbol, allin_fee, roundtrip_fee)
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VALUES (?, ?, ?, ?)
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ON CONFLICT(firm_id, symbol) DO UPDATE SET
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allin_fee = excluded.allin_fee,
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roundtrip_fee = excluded.roundtrip_fee
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`).run(firmId, symbol, allinFee, roundtripFee);
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}
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// ── Instruments ──────────────────────────────────────────────────────────────
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const SYMBOLS = ['NQ','MNQ','ES','MES','YM','MYM','RTY','M2K','GC','MGC','SI','CL','MCL','NG','ZB','ZN','ZF','6E','6J','6B'];
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// Seed instruments table if empty
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const instrCount = (db.prepare('SELECT COUNT(*) as count FROM instruments').get() as { count: number }).count;
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if (instrCount === 0) {
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const ins = db.prepare('INSERT INTO instruments (symbol, enabled) VALUES (?, 1)');
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for (const s of SYMBOLS) ins.run(s);
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}
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export interface InstrumentRow {
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symbol: string;
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enabled: boolean;
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}
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export function getInstruments(): InstrumentRow[] {
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return (db.prepare('SELECT symbol, enabled FROM instruments ORDER BY symbol').all() as { symbol: string; enabled: number }[])
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.map((r) => ({ symbol: r.symbol, enabled: r.enabled === 1 }));
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}
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export function setInstrumentEnabled(symbol: string, enabled: boolean): boolean {
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const result = db.prepare('UPDATE instruments SET enabled = ? WHERE symbol = ?').run(enabled ? 1 : 0, symbol);
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return result.changes > 0;
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}
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