autofirmer-expanded/lib/master-protocol.ts

/**
 * Wire protocol for the control link to the master dashboard.
 *
 * Mirror of the block at the bottom of `autotrader-master/types.ts`, which is
 * the source of truth. The two repos deploy independently, so change both
 * together — and only ever by adding, since an instance and a master can be
 * running different versions of this file at the same time.
 */

export interface AccountTypeStats {
    accountTypeId: string | null;
    label: string;
    accountSize: number;
    totalAccounts: number;
    accountsTraded: number;
    inTrade: number;
    /** Of the accounts that finished trading today (traded, no open position):
     *  how many ended with the day's profit target hit, in profit but short of
     *  the target, or at a realized loss (an account locked out at the daily
     *  loss limit counts as a loss). Optional so an older master simply
     *  ignores them. */
    targetHit?: number;
    partial?: number;
    loss?: number;
    /** Of the finished accounts, how many booked the day via their own
     *  obfuscation stop (personal DLL) rather than a genuine loss. */
    personalDll?: number;
    /** Of targetHit: accounts whose day finished the current cycle — profit
     *  target, consistency and minimum days all met once today's P&L booked
     *  (the final day). Optional: older instances omit it. */
    completed?: number;
    /** The accounts behind `completed`, by name, so the master can keep them
     *  after a firm erases a passed account. date = the trade date it
     *  completed on; stage = 1 + withdrawals taken (its meaning depends on the
     *  account type); kind: 'pass' = an eval passing, 'payout' = a funded
     *  cycle ready to withdraw, 'drain' = a drain stage's days booked;
     *  cycle = the date of the fund transaction that started the cycle ('' for
     *  the account's first cycle) — firm + name + cycle identify one
     *  completed cycle. The list also carries caught-up entries: for up to 7
     *  days after a fund transaction starts a new cycle, it includes the cycle
     *  that just ended if that cycle had met the rule. Caught-up entries are
     *  not counted in `completed`. Optional: older instances omit it. */
    completedAccounts?: { name: string; date: string; stage: number; kind: 'pass' | 'payout' | 'drain'; cycle: string }[];
    /** Live accounts by trading days completed toward the current target:
     *  {daysTraded: accountCount}. Feeds the master's payout calendar, so
     *  accounts that are dead, DLL-locked, or in the red are left out — the
     *  calendar only projects accounts still on the winning path. Optional so
     *  an older master simply ignores it. */
    daysHist?: Record<number, number>;
    /** Live accounts by days traded in the current cycle — the instance
     *  dashboard's Days Traded number (minDayPnL-qualifying days, today
     *  included once booked) —
     *  with how many of them hit today's target; completed = how many of those
     *  hits finished the cycle. Lets the master show "Day 1 3/5 · Day 2 1/4".
     *  Optional: older instances omit it. */
    dayStats?: Record<number, { total: number; targetHit: number; completed?: number }>;
    /** One entry per live account (negative ones included, dead ones not):
     *  its actual progress toward the current target, so the master can
     *  simulate the real required profit instead of assuming the winning
     *  path. A withdrawal resets the path, so days/maxDay/sum cover only the
     *  current cycle (client.dailyPnL is already the active-cycle slice),
     *  while profit stays the full equity profit. withdrawals > 0 tells the
     *  master the trail locked long ago; target/consistency/minDays carry
     *  this cycle's effective values from resolveEffectiveConfig. Optional so
     *  an older master simply ignores it. */
    payoutStates?: {
        days: number; profit: number; maxDay: number; sum: number; high: number;
        withdrawals?: number; target?: number; consistency?: number; minDays?: number;
        /** Trade date (YYYY-MM-DD) of the account's most recent traded day —
         *  after the 5 PM CT roll a day booked on tomorrow's trade date is
         *  already counted in `days`. */
        lastDay?: string;
        /** This account's projected payout chain on the perfect path: one
         *  entry per future withdrawal, with the gross amount
         *  (min(withdrawalPct × balance, cap)), the net received
         *  (gross × profitSplit), and prob = the CUMULATIVE probability of
         *  reaching that payout under the fair-walk ruin model. Optional so
         *  an older master simply ignores it. */
        futurePayouts?: {
            date: string; gross: number; net: number; prob: number;
            stage: number; drain?: boolean;
        }[];
    }[];
}

export interface FirmStats {
    firm: string;
    totalAccounts: number;
    accountsTraded: number;
    inTrade: number;
    /** Day outcomes, as on AccountTypeStats. */
    targetHit?: number;
    partial?: number;
    loss?: number;
    personalDll?: number;
    /** Of targetHit: accounts that finished their cycle today. Optional. */
    completed?: number;
    /** Every account in the firm's broker list right now, dead ones included,
     *  so the master can tell a saved account the firm erased from one still
     *  listed, and spot a newly arrived funded account. size = the account
     *  type's size (0 without one); payoutable = the type pays out — its
     *  payoutable flag or withdrawal stages, the test that reports its
     *  completions as 'payout' — null while the account has no type. Absent
     *  when the firm isn't synced (unknown, not empty). Optional: older
     *  instances omit it.
     *
     *  withdrawals = how many times the balance has gone down for a payout
     *  (negative fund transactions), which tells the master a completed
     *  cycle's money is out. Omitted while the account's fund history hasn't
     *  loaded, so a restart can't read as zero withdrawals. */
    accounts?: { name: string; size: number; payoutable: boolean | null; withdrawals?: number }[];
    /** Per account type, summing to the firm's own totals. Optional so a master
     *  on an older build simply ignores it. */
    accountTypes?: AccountTypeStats[];
    /** DXtrade firms: one account's next leg sized on every symbol-map
     *  candidate, best first — what the master's Firms page shows beside each
     *  symbol. Optional. */
    symbolStats?: SymbolStats;
    /** Futures firms: each CME root's entry cost, movement, expected hold and
     *  chance in the Auto draw right now. Optional. */
    instrumentStats?: InstrumentStats;
}

/** A futures firm's instruments as the Auto draw sees them. */
export interface InstrumentStats {
    /** ISO time computed. */
    at: string;
    /** Whose next leg the holds are sized for; null when no account has one. */
    account: string | null;
    leg: number | null;
    /** 0 at the session's open, 1 at its last entry; null outside it. */
    sessionProgress: number | null;
    /** Holds at or over this are disabled. */
    maxHoldHours: number;
    /** Entries paying more than this to cross the spread are skipped (0 = no limit). */
    maxEntrySpreadDollars?: number;
    /** The firm whose client feeds the live quotes; null = none, typical spreads. */
    quoteSource?: string | null;
    instruments: {
        symbol: string;
        listed: boolean;
        contract: string | null;
        /** Crossing the spread on one contract, in dollars: live when
         *  `spreadLive`, else the typical one tick. */
        spreadDollars: number;
        spreadLive?: boolean;
        /** Over the entry limit right now: out of the draw, not traded. */
        spreadBlocked?: boolean;
        /** One contract's typical daily move (1σ), in dollars. */
        dailyMoveDollars: number | null;
        holdHours: number | null;
        disabled: boolean;
        /** Share of Auto draws right now (0–1); null when not in the draw. */
        chance: number | null;
    }[];
}

/** How one account's next leg sizes on each candidate (see planLegSize). */
export interface SymbolStats {
    account: string;
    /** The leg's dollar target, before fees and swap. */
    leg: number;
    targetHoldHours: number;
    /** The leg rides without a daily-loss stop (see lastStand). */
    lastStand: boolean;
    /** ISO time the stats were computed. */
    at: string;
    symbols: {
        symbol: string;
        notional: number;
        /** Notional ÷ account size. */
        multiplier: number;
        /** The broker's leverage on the symbol (5 = 5:1); null when unstated. */
        maxMultiplier: number | null;
        holdHours: number;
        /** Expected spread, commissions and swap. */
        cost: number;
        winProbability: number | null;
        /** The same leg and daily room with no commission, spread or swap —
         *  what the costs take off the win chance. Optional. */
        winProbabilityNoFees?: number | null;
        volatilityPerDay: number;
        spreadFraction: number;
    }[];
}

export interface SchedulerState {
    running: boolean;
    action: 'Buy' | 'Sell' | 'Auto';
    symbol: string;
    lastRun: string | null;
    intervalSeconds: number;
    stopAfterAll?: boolean;
    /** Today's random session-open delay in minutes (1–20), drawn once per
     *  Central-time day. Optional so an older master simply ignores it. */
    sessionOpenDelayMin?: number;
}

/** The build this instance is running — its checkout's HEAD commit. The
 *  commit time is what orders two different versions. Optional in every
 *  message so an older instance or master simply ignores it. */
export interface BuildVersion {
    commit: string;
    time: string;
}

export interface AutomationSummary {
    key: string;
    label: string;
    firm: string;
    inputs: { id: string; label: string; min: number; max: number; default: number }[];
}

export interface InstanceCapabilities {
    symbols: string[];
    automations: AutomationSummary[];
    runnerOnline: boolean;
}

// ── Firm catalog ─────────────────────────────────────────────────────────────
// Served by the master's public GET /api/firms/catalog and cached locally by
// lib/firm-catalog.ts. Credentials are per-machine and absent from all of it.

/** One account type as published by the master.
 *
 *  The field names match `AccountConfig` in types.ts on purpose — that is what
 *  lets the trading code consume a catalog account type wherever it used to
 *  read a local account_configs row. */
export interface CatalogAccountType {
    id: string;
    firmId: string;
    label: string;
    prefix: string;
    accountSize: number;
    profitTarget: number;
    consistency: number;
    minDayPnL: number;
    minTradingDays: number;
    maxLoss: number;
    maxPositionSize: number;
    targetSameEquity: boolean;
    /** False = big days trade as one unsplit leg instead of random ≥$500 pieces. */
    splitEnabled: boolean;
    /** Big days (> the $1,700 split threshold) must carve at least this many
     *  legs (0 = however the carve falls). Smaller days always trade as one
     *  leg; clamped to what ≥$500 pieces make possible. */
    minLegs: number;
    /** Obfuscation, part 1: the first trading day of a cycle carries a $1,000
     *  account stop — the day books red and ends instead of riding. */
    firstDayStop: boolean;
    /** Obfuscation, part 2: min-day (small) trades carry a 2×-target stop; a
     *  stopped-out day books, and the next day rides stopless. */
    minDayStop: boolean;
    /** True = CME holiday sessions count with the next full trading day, the way
     *  firms that follow CME clearing report them (e.g. Apex: Sun/Mon/Tue around
     *  a Monday holiday is ONE trading day, recorded on the Tuesday). */
    combineCmeHolidays: boolean;
    /** Per-stage config after the Nth withdrawal; the last stage repeats.
     *  drain=true marks a spam-withdraw stage: no profit target — book
     *  minTradingDays qualifying days of ~minDayPnL (default $5, randomized
     *  $5–$15, traded as tiny MNQ legs), then wait for the next withdrawal.
     *  withdrawalPct/payoutCap override the type's payout defaults per stage. */
    withdrawalStages: { profit: number; consistency: number; minTradingDays: number; drain?: boolean; minDayPnL?: number; withdrawalPct?: number; payoutCap?: number }[];
    /** Payout-projection settings, owned by the master's payout calendar but
     *  consumed here to compute each account's future payout chain. Optional:
     *  an older master doesn't send them. */
    payoutable?: boolean;
    /** Trailing drawdown in dollars for ruin-model probabilities. 0 = unset. */
    trailingDrawdown?: number;
    /** Legacy static payout estimate — superseded by the computed chain. */
    expectedPayout?: number;
    /** Share of the balance withdrawn when a cycle completes (default 0.5). */
    withdrawalPct?: number;
    /** Cap on the gross withdrawal in dollars. 0 = no cap. */
    payoutCap?: number;
    /** Share of the gross the person actually receives (default 0.9). */
    profitSplit?: number;
    /** Hard daily loss limit in dollars (0 = none). Every leg then carries a
     *  stop that keeps the firm's day from losing more than this, less a 10%
     *  reserve and fees. Optional: an older master doesn't send it. */
    dailyLossLimit?: number;
    /** Copied from the firm by the catalog sync, so every cfg-based path sees
     *  it: the firm trades every calendar day (24/7). */
    tradesEveryDay?: boolean;
    /** ISO. Ties between two matching account types are broken by this. */
    updatedAt: string;
}

/** Where a firm's accounts trade. A build only knows the platforms listed
 *  here; the catalog sync skips a firm on any other rather than guess. */
export const FIRM_PLATFORMS = ['tradovate', 'topstepx', 'dxtrade'] as const;
export type FirmPlatform = (typeof FIRM_PLATFORMS)[number];

export function isFirmPlatform(value: unknown): value is FirmPlatform {
    return typeof value === 'string' && (FIRM_PLATFORMS as readonly string[]).includes(value);
}

/** One symbol a DXTrade firm may trade for a CME root. Position size comes
 *  from volatility and the firm's target hold, and the commission is the
 *  firm's (an older master's notionalPerContract or per-symbol commissionPct
 *  is ignored). */
export interface SymbolMapCandidate {
    /** The platform's symbol, e.g. "BTC/USD". */
    symbol: string;
}

/** CME root the batch drew (NQ, MNQ, GC…) or '*' for any root not listed →
 *  the candidates to choose from, cheapest per unit of volatility wins. */
export type SymbolMap = Record<string, SymbolMapCandidate[]>;

export interface CatalogFirm {
    id: string;
    name: string;
    /** Which platform the firm's accounts trade on. Older masters omit the
     *  field — treated as 'tradovate'; a value this build doesn't know makes
     *  the sync skip the firm. */
    platform: FirmPlatform;
    /** What the firm trades, in order: CME roots for futures firms, the firm's
     *  own symbols for DXtrade (see lib/instruments.ts). Absent from a master
     *  from before the lists — then bannedSymbols and symbolMap apply. */
    instruments?: string[];
    /** Older masters' way to exclude roots; newer ones derive it from
     *  `instruments`. */
    bannedSymbols: string[];
    accountTypes: CatalogAccountType[];
    /** DXTrade REST base, e.g. https://dx.tradeify247.co/dxsca-web ('' otherwise). */
    serverUrl?: string;
    /** DXTrade login domain ('' = 'default'). */
    loginDomain?: string;
    /** Commission as % of notional per side (e.g. 0.04). 0 = the platform's
     *  per-contract fees, measured off each fill. */
    commissionPct?: number;
    /** Trades every calendar day, weekends and CME holidays included. */
    tradesEveryDay?: boolean;
    /** DXTrade, older masters: which symbols each CME root may trade as.
     *  Newer ones derive it from `instruments`. */
    symbolMap?: SymbolMap;
    /** DXTrade sizing: aim each leg's expected hold at this many hours
     *  (0 = DEFAULT_TARGET_HOLD_HOURS, 12). */
    targetHoldHours?: number;
    /** Overnight financing the firm charges, % of notional per day (0 = none). */
    financingPctPerDay?: number;
    updatedAt: string;
}

/** Settings the master applies to every instance (its Settings page). */
export interface CatalogTradingSettings {
    /** The most an entry may pay to cross the spread, per contract, in
     *  dollars (0 = no limit). */
    maxEntrySpreadDollars: number;
}

export interface FirmCatalogPayload {
    version: number;
    updatedAt: string;
    firms: CatalogFirm[];
    /** Absent from a master from before its Settings page. */
    trading?: CatalogTradingSettings;
}

export interface FirmCatalogUnchanged {
    version: number;
    updatedAt: string;
    unchanged: true;
}

export type Command =
    | { kind: 'trade'; action: 'Buy' | 'Sell' | 'Auto'; symbol: string; stopAfterAll?: boolean }
    | { kind: 'stop-trading' }
    | { kind: 'autobuyer-run'; automationId: string; inputs?: Record<string, number> }
    | { kind: 'report-now' }
    /** Push a fresh settings/credentials backup right now. */
    | { kind: 'backup-now' };

export type MasterMessage =
    /** personId is the person's stable uuid; the instance stores it and
     *  presents it on later hellos, which is what makes a rename follow the
     *  person. */
    | { type: 'welcome'; personId?: string }
    | { type: 'command'; id: string; command: Command };

export type InstanceMessage =
    | { type: 'hello'; instance: string; id?: string; capabilities: InstanceCapabilities; version?: BuildVersion }
    | { type: 'report'; firms: FirmStats[]; scheduler: SchedulerState; capabilities?: InstanceCapabilities; version?: BuildVersion }
    | { type: 'ack'; id: string; ok: boolean; result?: unknown; error?: string };