Files
autofirmer-expanded/lib/clients.ts
T
Brandon LiandClaude Opus 4.6 4025ed2f41 Fix contract resolver: use Yahoo continuous contract price matching
Replace volume-based contract selection with Yahoo Finance continuous
contract price matching ({PRODUCT}=F). The old approach compared volumes
across front/roll candidates, which failed when serial months had
deceptive volume (6EJ26 > 6EM26) or Yahoo was rate-limited (all 0s).

Now fetches the continuous contract price and matches it against
candidates within 0.1% tolerance. Falls back to roll1 if Yahoo fails.
Also adds User-Agent header to avoid 429 rate limiting.

Verified: GC=F price matches GCM26, 6E=F price matches 6EM26.

Also fixes stale 'Random' comment in auto-trade.ts and cleans up
frontVolume/rolledVolume references from settings page.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-30 18:19:51 -05:00

111 lines
4.0 KiB
TypeScript

import { TradovateClient } from './tradovate-class';
import { getFirms, getInstruments } from './db';
import { resolveContracts } from './contract-resolver';
import { startReporter } from './reporter';
// Use global to persist the client pool across HMR reloads in dev mode
const g = global as typeof globalThis & {
__tradovateClients?: Map<number, TradovateClient>;
__tradovateClientsInitialized?: boolean;
__contractResolverTimer?: ReturnType<typeof setInterval>;
};
function ensureMap(): Map<number, TradovateClient> {
if (!g.__tradovateClients) {
g.__tradovateClients = new Map();
}
return g.__tradovateClients;
}
export function initClient(id: number, username: string, password: string, firmName: string): TradovateClient {
const map = ensureMap();
const client = new TradovateClient(username, password, () => {
console.log(`[${firmName}] sync complete — ${client.accountList.length} account(s)`);
});
map.set(id, client);
return client;
}
export function removeClient(id: number): void {
const client = ensureMap().get(id);
client?.disconnect();
ensureMap().delete(id);
}
/** Disconnect all clients and clear the pool so they are recreated on next getClients() call. */
export function resetClients(): void {
const map = g.__tradovateClients;
if (map) {
for (const client of map.values()) {
try { client.disconnect(); } catch { /* ignore */ }
}
}
g.__tradovateClients = undefined;
g.__tradovateClientsInitialized = false;
}
export function getClients(): Map<number, TradovateClient> {
const map = ensureMap();
if (!g.__tradovateClientsInitialized) {
g.__tradovateClientsInitialized = true;
try {
const firms = getFirms();
for (const firm of firms) {
initClient(firm.id, firm.username, firm.password, firm.name);
}
console.log(`[clients] Initialized ${firms.length} Tradovate client(s)`);
// Auto-resolve contracts after clients have time to authenticate
setTimeout(() => triggerContractResolve(), 15_000);
// Schedule daily resolve at midnight
scheduleDailyResolve();
// Start master dashboard reporter
startReporter();
} catch (err) {
console.error('[clients] Failed to initialize clients', err);
}
}
return map;
}
// ── Contract auto-resolve ────────────────────────────────────────────────────
function triggerContractResolve(): void {
const map = ensureMap();
// Find first client with a valid access token
let accessToken: string | null = null;
for (const [, c] of map) {
const token = (c as any).accessInfo?.accessToken;
if (token) { accessToken = token; break; }
}
if (!accessToken) {
console.log('[contract-resolver] No authenticated client yet — skipping resolve');
return;
}
const symbols = getInstruments().filter((i) => i.enabled).map((i) => i.symbol);
console.log(`[contract-resolver] Resolving ${symbols.length} instruments...`);
resolveContracts(symbols, accessToken)
.then((results) => {
const rolled = Object.entries(results).filter(([, v]) => v?.alternative);
console.log(`[contract-resolver] Done — ${rolled.length} contract(s) rolled via price match`);
})
.catch((err) => console.error('[contract-resolver] Resolve failed:', err));
}
function scheduleDailyResolve(): void {
// Clear any existing timer (HMR safety)
if (g.__contractResolverTimer) clearInterval(g.__contractResolverTimer);
// Check every minute if it's midnight (00:00)
g.__contractResolverTimer = setInterval(() => {
const now = new Date();
if (now.getHours() === 0 && now.getMinutes() === 0) {
console.log('[contract-resolver] Midnight resolve triggered');
triggerContractResolve();
}
}, 60_000);
}