hedgequantx 1.2.33 → 1.2.35

package/src/services/rithmic/index.js

@@ -0,0 +1,487 @@
+/**
+ * Rithmic Service
+ * Main service for Rithmic prop firm connections
+ */
+
+const EventEmitter = require('events');
+const { RithmicConnection } = require('./connection');
+const { proto, decodeAccountPnL } = require('./protobuf');
+const { RITHMIC_ENDPOINTS, RITHMIC_SYSTEMS, REQ, RES, STREAM } = require('./constants');
+
+class RithmicService extends EventEmitter {
+  constructor(propfirmKey) {
+    super();
+    this.propfirmKey = propfirmKey;
+    this.propfirm = this.getPropFirmConfig(propfirmKey);
+    this.orderConn = null;
+    this.pnlConn = null;
+    this.loginInfo = null;
+    this.accounts = [];
+    this.accountPnL = new Map(); // accountId -> pnl data
+    this.user = null;
+  }
+
+  /**
+   * Get PropFirm configuration
+   */
+  getPropFirmConfig(key) {
+    const propfirms = {
+      'apex': { name: 'Apex Trader Funding', systemName: RITHMIC_SYSTEMS.APEX, defaultBalance: 300000 },
+      'topstep_r': { name: 'Topstep (Rithmic)', systemName: RITHMIC_SYSTEMS.TOPSTEP, defaultBalance: 150000 },
+      'bulenox_r': { name: 'Bulenox (Rithmic)', systemName: RITHMIC_SYSTEMS.BULENOX, defaultBalance: 150000 },
+      'earn2trade': { name: 'Earn2Trade', systemName: RITHMIC_SYSTEMS.EARN_2_TRADE, defaultBalance: 150000 },
+      'mescapital': { name: 'MES Capital', systemName: RITHMIC_SYSTEMS.MES_CAPITAL, defaultBalance: 150000 },
+      'tradefundrr': { name: 'TradeFundrr', systemName: RITHMIC_SYSTEMS.TRADEFUNDRR, defaultBalance: 150000 },
+      'thetradingpit': { name: 'The Trading Pit', systemName: RITHMIC_SYSTEMS.THE_TRADING_PIT, defaultBalance: 150000 },
+      'fundedfutures': { name: 'Funded Futures Network', systemName: RITHMIC_SYSTEMS.FUNDED_FUTURES_NETWORK, defaultBalance: 150000 },
+      'propshop': { name: 'PropShop Trader', systemName: RITHMIC_SYSTEMS.PROPSHOP_TRADER, defaultBalance: 150000 },
+      '4proptrader': { name: '4PropTrader', systemName: RITHMIC_SYSTEMS.FOUR_PROP_TRADER, defaultBalance: 150000 },
+      'daytraders': { name: 'DayTraders.com', systemName: RITHMIC_SYSTEMS.DAY_TRADERS, defaultBalance: 150000 },
+      '10xfutures': { name: '10X Futures', systemName: RITHMIC_SYSTEMS.TEN_X_FUTURES, defaultBalance: 150000 },
+      'lucidtrading': { name: 'Lucid Trading', systemName: RITHMIC_SYSTEMS.LUCID_TRADING, defaultBalance: 150000 },
+      'thrivetrading': { name: 'Thrive Trading', systemName: RITHMIC_SYSTEMS.THRIVE_TRADING, defaultBalance: 150000 },
+      'legendstrading': { name: 'Legends Trading', systemName: RITHMIC_SYSTEMS.LEGENDS_TRADING, defaultBalance: 150000 },
+    };
+    return propfirms[key] || { name: key, systemName: 'Rithmic Paper Trading', defaultBalance: 150000 };
+  }
+
+  /**
+   * Login to Rithmic
+   */
+  async login(username, password) {
+    try {
+      // Connect to ORDER_PLANT
+      this.orderConn = new RithmicConnection();
+      
+      const config = {
+        uri: RITHMIC_ENDPOINTS.PAPER,
+        systemName: this.propfirm.systemName,
+        userId: username,
+        password: password,
+        appName: 'HQX-CLI',
+        appVersion: '1.0.0',
+      };
+
+      await this.orderConn.connect(config);
+
+      // Setup message handler for ORDER_PLANT
+      this.orderConn.on('message', (msg) => this.handleOrderMessage(msg));
+
+      // Login
+      return new Promise((resolve, reject) => {
+        const timeout = setTimeout(() => {
+          reject(new Error('Login timeout'));
+        }, 15000);
+
+        this.orderConn.once('loggedIn', async (data) => {
+          clearTimeout(timeout);
+          this.loginInfo = data;
+          this.user = { userName: username };
+          
+          try {
+            // Get accounts
+            await this.fetchAccounts();
+            resolve({ success: true });
+          } catch (e) {
+            resolve({ success: false, error: e.message });
+          }
+        });
+
+        this.orderConn.once('loginFailed', (data) => {
+          clearTimeout(timeout);
+          resolve({ success: false, error: data.message || 'Login failed' });
+        });
+
+        this.orderConn.login('ORDER_PLANT');
+      });
+
+    } catch (error) {
+      return { success: false, error: error.message };
+    }
+  }
+
+  /**
+   * Connect to PNL_PLANT for balance data
+   */
+  async connectPnL(username, password) {
+    try {
+      this.pnlConn = new RithmicConnection();
+
+      const config = {
+        uri: RITHMIC_ENDPOINTS.PAPER,
+        systemName: this.propfirm.systemName,
+        userId: username,
+        password: password,
+        appName: 'HQX-CLI',
+        appVersion: '1.0.0',
+      };
+
+      await this.pnlConn.connect(config);
+      this.pnlConn.on('message', (msg) => this.handlePnLMessage(msg));
+
+      return new Promise((resolve, reject) => {
+        const timeout = setTimeout(() => resolve(false), 10000);
+
+        this.pnlConn.once('loggedIn', () => {
+          clearTimeout(timeout);
+          resolve(true);
+        });
+
+        this.pnlConn.once('loginFailed', () => {
+          clearTimeout(timeout);
+          resolve(false);
+        });
+
+        this.pnlConn.login('PNL_PLANT');
+      });
+    } catch (e) {
+      return false;
+    }
+  }
+
+  /**
+   * Fetch accounts from ORDER_PLANT
+   */
+  async fetchAccounts() {
+    if (!this.orderConn || !this.loginInfo) {
+      throw new Error('Not connected');
+    }
+
+    // Request login info first
+    await this.requestLoginInfo();
+
+    // Then request accounts
+    return new Promise((resolve, reject) => {
+      const accounts = [];
+      let completed = false;
+
+      const timeout = setTimeout(() => {
+        if (!completed) {
+          completed = true;
+          this.accounts = accounts;
+          resolve(accounts);
+        }
+      }, 5000);
+
+      const handleAccount = (account) => {
+        accounts.push(account);
+      };
+
+      this.once('accountReceived', handleAccount);
+      this.once('accountListComplete', () => {
+        if (!completed) {
+          completed = true;
+          clearTimeout(timeout);
+          this.accounts = accounts;
+          resolve(accounts);
+        }
+      });
+
+      // Request account list
+      this.orderConn.send('RequestAccountList', {
+        templateId: REQ.ACCOUNT_LIST,
+        userMsg: ['HQX'],
+        fcmId: this.loginInfo.fcmId,
+        ibId: this.loginInfo.ibId,
+      });
+    });
+  }
+
+  /**
+   * Request login info
+   */
+  async requestLoginInfo() {
+    return new Promise((resolve) => {
+      const timeout = setTimeout(() => resolve(), 3000);
+
+      this.once('loginInfoReceived', (info) => {
+        clearTimeout(timeout);
+        this.loginInfo = { ...this.loginInfo, ...info };
+        resolve(info);
+      });
+
+      this.orderConn.send('RequestLoginInfo', {
+        templateId: REQ.LOGIN_INFO,
+        userMsg: ['HQX'],
+      });
+    });
+  }
+
+  /**
+   * Get trading accounts (formatted like ProjectX)
+   */
+  async getTradingAccounts() {
+    if (this.accounts.length === 0) {
+      await this.fetchAccounts();
+    }
+
+    const tradingAccounts = this.accounts.map((acc, index) => {
+      const pnl = this.accountPnL.get(acc.accountId) || {};
+      const balance = parseFloat(pnl.accountBalance || pnl.marginBalance || pnl.cashOnHand || 0) || this.propfirm.defaultBalance;
+      const startingBalance = this.propfirm.defaultBalance;
+      const profitAndLoss = balance - startingBalance;
+
+      return {
+        accountId: this.hashAccountId(acc.accountId),
+        rithmicAccountId: acc.accountId,
+        accountName: acc.accountName || acc.accountId,
+        name: acc.accountName || acc.accountId,
+        balance: balance,
+        startingBalance: startingBalance,
+        profitAndLoss: profitAndLoss,
+        status: 0, // Active
+        platform: 'Rithmic',
+        propfirm: this.propfirm.name,
+      };
+    });
+
+    return { success: true, accounts: tradingAccounts };
+  }
+
+  /**
+   * Request PnL snapshot for accounts
+   */
+  async requestPnLSnapshot() {
+    if (!this.pnlConn || !this.loginInfo) return;
+
+    for (const acc of this.accounts) {
+      this.pnlConn.send('RequestPnLPositionSnapshot', {
+        templateId: REQ.PNL_POSITION_SNAPSHOT,
+        userMsg: ['HQX'],
+        fcmId: acc.fcmId || this.loginInfo.fcmId,
+        ibId: acc.ibId || this.loginInfo.ibId,
+        accountId: acc.accountId,
+      });
+    }
+
+    // Wait for responses
+    await new Promise(resolve => setTimeout(resolve, 2000));
+  }
+
+  /**
+   * Subscribe to PnL updates
+   */
+  subscribePnLUpdates() {
+    if (!this.pnlConn || !this.loginInfo) return;
+
+    for (const acc of this.accounts) {
+      this.pnlConn.send('RequestPnLPositionUpdates', {
+        templateId: REQ.PNL_POSITION_UPDATES,
+        userMsg: ['HQX'],
+        request: 1, // Subscribe
+        fcmId: acc.fcmId || this.loginInfo.fcmId,
+        ibId: acc.ibId || this.loginInfo.ibId,
+        accountId: acc.accountId,
+      });
+    }
+  }
+
+  /**
+   * Handle ORDER_PLANT messages
+   */
+  handleOrderMessage(msg) {
+    const { templateId, data } = msg;
+
+    switch (templateId) {
+      case RES.LOGIN_INFO:
+        this.onLoginInfo(data);
+        break;
+      case RES.ACCOUNT_LIST:
+        this.onAccountList(data);
+        break;
+      case RES.TRADE_ROUTES:
+        this.onTradeRoutes(data);
+        break;
+      case STREAM.EXCHANGE_NOTIFICATION:
+        this.onExchangeNotification(data);
+        break;
+      case STREAM.ORDER_NOTIFICATION:
+        this.onOrderNotification(data);
+        break;
+    }
+  }
+
+  /**
+   * Handle PNL_PLANT messages
+   */
+  handlePnLMessage(msg) {
+    const { templateId, data } = msg;
+
+    switch (templateId) {
+      case RES.PNL_POSITION_SNAPSHOT:
+      case RES.PNL_POSITION_UPDATES:
+        // OK response
+        break;
+      case STREAM.ACCOUNT_PNL_UPDATE:
+        this.onAccountPnLUpdate(data);
+        break;
+      case STREAM.INSTRUMENT_PNL_UPDATE:
+        this.onInstrumentPnLUpdate(data);
+        break;
+    }
+  }
+
+  onLoginInfo(data) {
+    try {
+      const res = proto.decode('ResponseLoginInfo', data);
+      this.emit('loginInfoReceived', {
+        fcmId: res.fcmId,
+        ibId: res.ibId,
+        firstName: res.firstName,
+        lastName: res.lastName,
+        userType: res.userType,
+      });
+    } catch (e) {
+      // Ignore
+    }
+  }
+
+  onAccountList(data) {
+    try {
+      const res = proto.decode('ResponseAccountList', data);
+      
+      if (res.rpCode?.[0] === '0') {
+        // End of list
+        this.emit('accountListComplete');
+      } else if (res.accountId) {
+        const account = {
+          fcmId: res.fcmId,
+          ibId: res.ibId,
+          accountId: res.accountId,
+          accountName: res.accountName,
+          accountCurrency: res.accountCurrency,
+        };
+        this.accounts.push(account);
+        this.emit('accountReceived', account);
+      }
+    } catch (e) {
+      // Ignore
+    }
+  }
+
+  onTradeRoutes(data) {
+    try {
+      const res = proto.decode('ResponseTradeRoutes', data);
+      this.emit('tradeRoutes', res);
+    } catch (e) {
+      // Ignore
+    }
+  }
+
+  onAccountPnLUpdate(data) {
+    try {
+      const pnl = decodeAccountPnL(data);
+      if (pnl.accountId) {
+        this.accountPnL.set(pnl.accountId, {
+          accountBalance: parseFloat(pnl.accountBalance || 0),
+          cashOnHand: parseFloat(pnl.cashOnHand || 0),
+          marginBalance: parseFloat(pnl.marginBalance || 0),
+          openPositionPnl: parseFloat(pnl.openPositionPnl || 0),
+          closedPositionPnl: parseFloat(pnl.closedPositionPnl || 0),
+          dayPnl: parseFloat(pnl.dayPnl || 0),
+        });
+        this.emit('pnlUpdate', pnl);
+      }
+    } catch (e) {
+      // Ignore
+    }
+  }
+
+  onInstrumentPnLUpdate(data) {
+    // Handle instrument-level PnL if needed
+  }
+
+  onExchangeNotification(data) {
+    this.emit('exchangeNotification', data);
+  }
+
+  onOrderNotification(data) {
+    this.emit('orderNotification', data);
+  }
+
+  /**
+   * Hash account ID to numeric (for compatibility)
+   */
+  hashAccountId(str) {
+    let hash = 0;
+    for (let i = 0; i < str.length; i++) {
+      const char = str.charCodeAt(i);
+      hash = (hash << 5) - hash + char;
+      hash = hash & hash;
+    }
+    return Math.abs(hash);
+  }
+
+  /**
+   * Get user info
+   */
+  async getUser() {
+    return this.user;
+  }
+
+  /**
+   * Check market hours (same as ProjectX)
+   */
+  checkMarketHours() {
+    const now = new Date();
+    const utcDay = now.getUTCDay();
+    const utcHour = now.getUTCHours();
+    const utcMinute = now.getUTCMinutes();
+    const utcTime = utcHour * 60 + utcMinute;
+
+    // CME Futures: Sunday 5PM CT - Friday 4PM CT
+    // CT = UTC-6 (CST) or UTC-5 (CDT)
+    const ctOffset = this.isDST(now) ? 5 : 6;
+    const ctHour = (utcHour - ctOffset + 24) % 24;
+    const ctDay = utcHour < ctOffset ? (utcDay + 6) % 7 : utcDay;
+
+    // Market closed Saturday all day
+    if (ctDay === 6) {
+      return { isOpen: false, message: 'Market closed (Saturday)' };
+    }
+
+    // Sunday before 5PM CT
+    if (ctDay === 0 && ctHour < 17) {
+      return { isOpen: false, message: 'Market opens Sunday 5:00 PM CT' };
+    }
+
+    // Friday after 4PM CT
+    if (ctDay === 5 && ctHour >= 16) {
+      return { isOpen: false, message: 'Market closed (Friday after 4PM CT)' };
+    }
+
+    // Daily maintenance 4PM-5PM CT (Mon-Thu)
+    if (ctHour === 16 && ctDay >= 1 && ctDay <= 4) {
+      return { isOpen: false, message: 'Daily maintenance (4:00-5:00 PM CT)' };
+    }
+
+    return { isOpen: true, message: 'Market is open' };
+  }
+
+  isDST(date) {
+    const jan = new Date(date.getFullYear(), 0, 1);
+    const jul = new Date(date.getFullYear(), 6, 1);
+    const stdOffset = Math.max(jan.getTimezoneOffset(), jul.getTimezoneOffset());
+    return date.getTimezoneOffset() < stdOffset;
+  }
+
+  /**
+   * Disconnect all connections
+   */
+  async disconnect() {
+    if (this.orderConn) {
+      await this.orderConn.disconnect();
+      this.orderConn = null;
+    }
+    if (this.pnlConn) {
+      await this.pnlConn.disconnect();
+      this.pnlConn = null;
+    }
+    this.accounts = [];
+    this.accountPnL.clear();
+    this.loginInfo = null;
+    this.user = null;
+  }
+}
+
+module.exports = { RithmicService, RITHMIC_SYSTEMS, RITHMIC_ENDPOINTS };

package/src/services/rithmic/proto/account_pnl_position_update.proto

@@ -0,0 +1,59 @@
+
+package rti;
+
+message AccountPnLPositionUpdate
+	{       
+	required int32    template_id                     = 154467;
+	optional bool     is_snapshot                     = 110121;
+
+	optional string   fcm_id                          = 154013;
+	optional string   ib_id                           = 154014;
+	optional string   account_id                      = 154008;
+	
+	optional int32    fill_buy_qty                    = 154041;
+	optional int32    fill_sell_qty                   = 154042;
+
+	optional int32    order_buy_qty                   = 154037;
+	optional int32    order_sell_qty                  = 154038;
+
+	optional int32    buy_qty                         = 154260;
+	optional int32    sell_qty                        = 154261;
+
+	optional string   open_long_options_value         = 157105;
+	optional string   open_short_options_value        = 157106;
+	optional string   closed_options_value            = 157107;
+	optional string   option_cash_reserved            = 157111;
+	optional string   rms_account_commission          = 157113;
+	
+	optional string   open_position_pnl               = 156961;
+	optional int32    open_position_quantity          = 156962;
+	optional string   closed_position_pnl             = 156963;
+
+	optional int32    closed_position_quantity        = 156964;
+	optional int32    net_quantity                    = 156967;
+
+	optional string   excess_buy_margin               = 156991;
+	optional string   margin_balance                  = 156977;
+	optional string   min_margin_balance              = 156976;
+	optional string   min_account_balance             = 156968;
+	optional string   account_balance                 = 156970;
+
+	optional string   cash_on_hand                    = 156971;
+	optional string   option_closed_pnl               = 157118;
+	optional string   percent_maximum_allowable_loss  = 156965;
+	optional string   option_open_pnl                 = 157117;
+	optional string   mtm_account                     = 154262;
+	optional string   available_buying_power          = 157015;
+	optional string   used_buying_power               = 157014;
+	optional string   reserved_buying_power           = 157013;
+	optional string   excess_sell_margin              = 156992;
+	
+	optional string   day_open_pnl                    = 157954;
+        optional string   day_closed_pnl                  = 157955;
+	optional string   day_pnl                         = 157956;
+	optional string   day_open_pnl_offset             = 157957;
+	optional string   day_closed_pnl_offset           = 157958;
+
+	optional int32    ssboe                           = 150100;
+	optional int32    usecs                           = 150101;
+	}

package/src/services/rithmic/proto/base.proto

@@ -0,0 +1,7 @@
+
+package rti;
+
+message Base
+	{
+	required int32  template_id        = 154467;        // PB_OFFSET + MNM_TEMPLATE_ID
+	}

package/src/services/rithmic/proto/best_bid_offer.proto

@@ -0,0 +1,39 @@
+
+package rti;
+
+message BestBidOffer
+	{                                     
+	// PB_OFFSET = 100000, is the offset added for each MNM field id
+
+	// below enum is just for reference only, not used in this message
+	enum PresenceBits {
+	                  BID          =  1;
+	                  ASK          =  2;
+			  LEAN_PRICE   =  4;
+                          }
+
+	required int32  template_id        = 154467;        // PB_OFFSET + MNM_TEMPLATE_ID
+	optional string symbol             = 110100;        // PB_OFFSET + MNM_SYMBOL
+	optional string exchange           = 110101;        // PB_OFFSET + MNM_EXCHANGE
+
+	optional uint32 presence_bits      = 149138;        // PB_OFFSET + MNM_PRICING_INDICATOR
+	optional uint32 clear_bits         = 154571;        // PB_OFFSET + MNM_DISPLAY_INDICATOR 
+	optional bool   is_snapshot        = 110121;        // PB_OFFSET + MNM_UPDATE_TYPE               
+
+	optional double bid_price          = 100022;        // PB_OFFSET + MNM_BID_PRICE
+	optional int32  bid_size           = 100030;        // PB_OFFSET + MNM_BID_SIZE
+	optional int32  bid_orders         = 154403;        // PB_OFFSET + MNM_BID_NO_OF_ORDERS
+	optional int32  bid_implicit_size  = 154867;        // PB_OFFSET + MNM_BID_IMPLICIT_SIZE
+	optional string bid_time           = 100266;
+
+	optional double ask_price          = 100025;        // PB_OFFSET + MNM_ASK_PRICE      
+	optional int32  ask_size           = 100031;        // PB_OFFSET + MNM_ASK_SIZE
+	optional int32  ask_orders         = 154404;        // PB_OFFSET + MNM_ASK_NO_OF_ORDERS
+	optional int32  ask_implicit_size  = 154868;        // PB_OFFSET + MNM_ASK_IMPLICIT_SIZE	
+	optional string ask_time           = 100267;
+
+	optional double lean_price         = 154909;        // PB_OFFSET + MNM_LEAN_PRICE
+
+	optional int32  ssboe              = 150100;        // PB_OFFSET + MNM_SECONDS_SINCE_BOE
+	optional int32  usecs              = 150101;        // PB_OFFSET + MNM_USECS
+	}