Files
autofirmer-expanded/lib/db.ts
T
SenofyandClaude Sonnet 4.6 dd18f91584 Add full Next.js autotrader app with SQLite persistence and live Tradovate data
- 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>
2026-03-08 15:03:21 -05:00

228 lines
8.9 KiB
TypeScript

import Database from 'better-sqlite3';
import path from 'path';
const db = new Database(path.join(process.cwd(), 'autotrader.sqlite'));
db.pragma('foreign_keys = ON');
db.exec(`
CREATE TABLE IF NOT EXISTS firms (
id INTEGER PRIMARY KEY AUTOINCREMENT,
name TEXT NOT NULL UNIQUE,
username TEXT NOT NULL,
password TEXT NOT NULL
);
CREATE TABLE IF NOT EXISTS account_configs (
id INTEGER PRIMARY KEY AUTOINCREMENT,
firm_id INTEGER NOT NULL REFERENCES firms(id) ON DELETE CASCADE,
prefix TEXT NOT NULL,
profit_target REAL NOT NULL DEFAULT 3000,
consistency REAL NOT NULL DEFAULT 0.5,
min_day_pnl REAL NOT NULL DEFAULT -999,
min_trading_days INTEGER NOT NULL DEFAULT 5
);
CREATE TABLE IF NOT EXISTS firm_fees (
firm_id INTEGER NOT NULL REFERENCES firms(id) ON DELETE CASCADE,
symbol TEXT NOT NULL,
allin_fee REAL NOT NULL DEFAULT 0,
roundtrip_fee REAL NOT NULL DEFAULT 0,
PRIMARY KEY (firm_id, symbol)
);
CREATE TABLE IF NOT EXISTS instruments (
symbol TEXT PRIMARY KEY,
enabled INTEGER NOT NULL DEFAULT 1
);
`);
// Migration: add account_size column if it doesn't exist yet
try {
db.exec('ALTER TABLE account_configs ADD COLUMN account_size REAL NOT NULL DEFAULT 50000');
} catch {
// Column already exists
}
// Migration: add max_loss column (0 = no max loss limit)
try {
db.exec('ALTER TABLE account_configs ADD COLUMN max_loss REAL NOT NULL DEFAULT 0');
} catch {
// Column already exists
}
// Seed default firms if empty
const firmCount = (db.prepare('SELECT COUNT(*) as count FROM firms').get() as { count: number }).count;
if (firmCount === 0) {
const insertFirm = db.prepare('INSERT INTO firms (name, username, password) VALUES (?, ?, ?)');
const insertAccount = db.prepare(
'INSERT INTO account_configs (firm_id, prefix, profit_target, consistency, min_day_pnl, min_trading_days, account_size) VALUES (?, ?, ?, ?, ?, ?, ?)'
);
const alpha = insertFirm.run('Alpha', 'brandonsenoli72786', '-Z2kPm7nBg');
insertAccount.run(alpha.lastInsertRowid, 'AFSTDEV', 9000, 0.51, -999, 5, 150000);
insertAccount.run(alpha.lastInsertRowid, 'AFSTDQA', 4500, 0.40, -999, 7, 150000);
insertAccount.run(alpha.lastInsertRowid, 'AFZEROEV', 3000, 0.50, -999, 5, 100000);
insertAccount.run(alpha.lastInsertRowid, 'AFZEROQA', 3000, 0.50, -999, 5, 100000);
insertAccount.run(alpha.lastInsertRowid, 'AF', 3000, 0.50, -999, 5, 100000);
const tpt = insertFirm.run('TakeProfitTrader', 'BRANDONLI1', 'W4592F5512U2817tv=');
insertAccount.run(tpt.lastInsertRowid, 'TAKEPROFIT', 9000, 0.50, -999, 5, 150000);
console.log('[db] Seeded default firms.');
}
// ── Interfaces ─────────────────────────────────────────────────────────────
export interface AccountConfigRow {
id: number;
firm_id: number;
prefix: string;
profit_target: number;
consistency: number;
min_day_pnl: number;
min_trading_days: number;
account_size: number;
max_loss: number;
}
export interface FirmRow {
id: number;
name: string;
username: string;
password: string;
}
export interface FirmWithAccounts extends FirmRow {
accounts: AccountConfigRow[];
}
export interface FirmFee {
firmId: number;
symbol: string;
allinFee: number;
roundtripFee: number;
}
// ── Firms ───────────────────────────────────────────────────────────────────
export function getFirms(): FirmWithAccounts[] {
const firms = db.prepare('SELECT * FROM firms ORDER BY id').all() as FirmRow[];
const getAccounts = db.prepare('SELECT * FROM account_configs WHERE firm_id = ? ORDER BY id');
return firms.map((firm) => ({
...firm,
accounts: getAccounts.all(firm.id) as AccountConfigRow[],
}));
}
export function getFirmById(id: number): FirmWithAccounts | undefined {
const firm = db.prepare('SELECT * FROM firms WHERE id = ?').get(id) as FirmRow | undefined;
if (!firm) return undefined;
const accounts = db.prepare('SELECT * FROM account_configs WHERE firm_id = ? ORDER BY id').all(id) as AccountConfigRow[];
return { ...firm, accounts };
}
export function createFirm(name: string, username: string, password: string): FirmRow {
const stmt = db.prepare('INSERT INTO firms (name, username, password) VALUES (?, ?, ?)');
const result = stmt.run(name, username, password);
return db.prepare('SELECT * FROM firms WHERE id = ?').get(result.lastInsertRowid) as FirmRow;
}
export function deleteFirm(id: number): boolean {
const result = db.prepare('DELETE FROM firms WHERE id = ?').run(id);
return result.changes > 0;
}
// ── Account Configs ─────────────────────────────────────────────────────────
export function createAccountConfig(firmId: number, data: {
prefix: string;
profitTarget: number;
consistency: number;
minDayPnL: number;
minTradingDays: number;
accountSize: number;
maxLoss: number;
}): AccountConfigRow {
const stmt = db.prepare(
'INSERT INTO account_configs (firm_id, prefix, profit_target, consistency, min_day_pnl, min_trading_days, account_size, max_loss) VALUES (?, ?, ?, ?, ?, ?, ?, ?)'
);
const result = stmt.run(firmId, data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss);
return db.prepare('SELECT * FROM account_configs WHERE id = ?').get(result.lastInsertRowid) as AccountConfigRow;
}
export function deleteAccountConfig(id: number): boolean {
const result = db.prepare('DELETE FROM account_configs WHERE id = ?').run(id);
return result.changes > 0;
}
export function updateAccountConfig(id: number, data: {
prefix: string;
profitTarget: number;
consistency: number;
minDayPnL: number;
minTradingDays: number;
accountSize: number;
maxLoss: number;
}): boolean {
const result = db.prepare(`
UPDATE account_configs
SET prefix = ?, profit_target = ?, consistency = ?, min_day_pnl = ?, min_trading_days = ?, account_size = ?, max_loss = ?
WHERE id = ?
`).run(data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss, id);
return result.changes > 0;
}
// ── Firm Fees ────────────────────────────────────────────────────────────────
export function getFirmFees(firmId: number): FirmFee[] {
return (db.prepare('SELECT firm_id, symbol, allin_fee, roundtrip_fee FROM firm_fees WHERE firm_id = ? ORDER BY symbol').all(firmId) as {
firm_id: number;
symbol: string;
allin_fee: number;
roundtrip_fee: number;
}[]).map((r) => ({
firmId: r.firm_id,
symbol: r.symbol,
allinFee: r.allin_fee,
roundtripFee: r.roundtrip_fee,
}));
}
export function upsertFirmFee(firmId: number, symbol: string, allinFee: number, roundtripFee: number): void {
db.prepare(`
INSERT INTO firm_fees (firm_id, symbol, allin_fee, roundtrip_fee)
VALUES (?, ?, ?, ?)
ON CONFLICT(firm_id, symbol) DO UPDATE SET
allin_fee = excluded.allin_fee,
roundtrip_fee = excluded.roundtrip_fee
`).run(firmId, symbol, allinFee, roundtripFee);
}
// ── Instruments ──────────────────────────────────────────────────────────────
const SYMBOLS = ['NQ','MNQ','ES','MES','YM','MYM','RTY','M2K','GC','MGC','SI','CL','MCL','NG','ZB','ZN','ZF','6E','6J','6B'];
// Seed instruments table if empty
const instrCount = (db.prepare('SELECT COUNT(*) as count FROM instruments').get() as { count: number }).count;
if (instrCount === 0) {
const ins = db.prepare('INSERT INTO instruments (symbol, enabled) VALUES (?, 1)');
for (const s of SYMBOLS) ins.run(s);
}
export interface InstrumentRow {
symbol: string;
enabled: boolean;
}
export function getInstruments(): InstrumentRow[] {
return (db.prepare('SELECT symbol, enabled FROM instruments ORDER BY symbol').all() as { symbol: string; enabled: number }[])
.map((r) => ({ symbol: r.symbol, enabled: r.enabled === 1 }));
}
export function setInstrumentEnabled(symbol: string, enabled: boolean): boolean {
const result = db.prepare('UPDATE instruments SET enabled = ? WHERE symbol = ?').run(enabled ? 1 : 0, symbol);
return result.changes > 0;
}