hedgequantx 1.2.34 → 1.2.35

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (48) hide show
  1. package/package.json +2 -1
  2. package/src/app.js +114 -5
  3. package/src/services/rithmic/connection.js +203 -0
  4. package/src/services/rithmic/constants.js +156 -0
  5. package/src/services/rithmic/index.js +487 -0
  6. package/src/services/rithmic/proto/account_pnl_position_update.proto +59 -0
  7. package/src/services/rithmic/proto/base.proto +7 -0
  8. package/src/services/rithmic/proto/best_bid_offer.proto +39 -0
  9. package/src/services/rithmic/proto/exchange_order_notification.proto +140 -0
  10. package/src/services/rithmic/proto/instrument_pnl_position_update.proto +50 -0
  11. package/src/services/rithmic/proto/last_trade.proto +53 -0
  12. package/src/services/rithmic/proto/request_account_list.proto +20 -0
  13. package/src/services/rithmic/proto/request_cancel_all_orders.proto +15 -0
  14. package/src/services/rithmic/proto/request_heartbeat.proto +13 -0
  15. package/src/services/rithmic/proto/request_login.proto +28 -0
  16. package/src/services/rithmic/proto/request_login_info.proto +10 -0
  17. package/src/services/rithmic/proto/request_logout.proto +10 -0
  18. package/src/services/rithmic/proto/request_market_data_update.proto +42 -0
  19. package/src/services/rithmic/proto/request_new_order.proto +84 -0
  20. package/src/services/rithmic/proto/request_pnl_position_snapshot.proto +14 -0
  21. package/src/services/rithmic/proto/request_pnl_position_updates.proto +20 -0
  22. package/src/services/rithmic/proto/request_rithmic_system_info.proto +8 -0
  23. package/src/services/rithmic/proto/request_show_order_history.proto +16 -0
  24. package/src/services/rithmic/proto/request_show_order_history_dates.proto +10 -0
  25. package/src/services/rithmic/proto/request_show_order_history_summary.proto +14 -0
  26. package/src/services/rithmic/proto/request_show_orders.proto +14 -0
  27. package/src/services/rithmic/proto/request_subscribe_for_order_updates.proto +14 -0
  28. package/src/services/rithmic/proto/request_tick_bar_replay.proto +48 -0
  29. package/src/services/rithmic/proto/request_trade_routes.proto +11 -0
  30. package/src/services/rithmic/proto/response_account_list.proto +18 -0
  31. package/src/services/rithmic/proto/response_heartbeat.proto +14 -0
  32. package/src/services/rithmic/proto/response_login.proto +18 -0
  33. package/src/services/rithmic/proto/response_login_info.proto +24 -0
  34. package/src/services/rithmic/proto/response_logout.proto +11 -0
  35. package/src/services/rithmic/proto/response_market_data_update.proto +9 -0
  36. package/src/services/rithmic/proto/response_new_order.proto +18 -0
  37. package/src/services/rithmic/proto/response_pnl_position_snapshot.proto +11 -0
  38. package/src/services/rithmic/proto/response_pnl_position_updates.proto +11 -0
  39. package/src/services/rithmic/proto/response_rithmic_system_info.proto +12 -0
  40. package/src/services/rithmic/proto/response_show_order_history.proto +11 -0
  41. package/src/services/rithmic/proto/response_show_order_history_dates.proto +13 -0
  42. package/src/services/rithmic/proto/response_show_order_history_summary.proto +11 -0
  43. package/src/services/rithmic/proto/response_show_orders.proto +11 -0
  44. package/src/services/rithmic/proto/response_subscribe_for_order_updates.proto +11 -0
  45. package/src/services/rithmic/proto/response_tick_bar_replay.proto +40 -0
  46. package/src/services/rithmic/proto/response_trade_routes.proto +19 -0
  47. package/src/services/rithmic/proto/rithmic_order_notification.proto +124 -0
  48. package/src/services/rithmic/protobuf.js +259 -0
@@ -0,0 +1,140 @@
1
+
2
+ package rti;
3
+
4
+ message ExchangeOrderNotification
5
+ {
6
+ enum NotifyType {
7
+ STATUS = 1;
8
+ MODIFY = 2;
9
+ CANCEL = 3;
10
+ TRIGGER = 4;
11
+ FILL = 5;
12
+ REJECT = 6;
13
+ NOT_MODIFIED = 7;
14
+ NOT_CANCELLED = 8;
15
+ GENERIC = 9;
16
+ }
17
+
18
+ enum TransactionType {
19
+ BUY = 1;
20
+ SELL = 2;
21
+ SS = 3;
22
+ }
23
+
24
+ enum Duration {
25
+ DAY = 1;
26
+ GTC = 2;
27
+ IOC = 3;
28
+ FOK = 4;
29
+ }
30
+
31
+ enum PriceType {
32
+ LIMIT = 1;
33
+ MARKET = 2;
34
+ STOP_LIMIT = 3;
35
+ STOP_MARKET = 4;
36
+ }
37
+
38
+ enum BracketType {
39
+ STOP_ONLY = 1;
40
+ TARGET_ONLY = 2;
41
+ TARGET_AND_STOP = 3;
42
+ STOP_ONLY_STATIC = 4;
43
+ TARGET_ONLY_STATIC = 5;
44
+ TARGET_AND_STOP_STATIC = 6;
45
+ }
46
+
47
+ enum OrderPlacement {
48
+ MANUAL = 1;
49
+ AUTO = 2;
50
+ }
51
+
52
+ required int32 template_id = 154467;
53
+ optional string user_tag = 154119;
54
+
55
+ optional NotifyType notify_type = 153625;
56
+ optional bool is_snapshot = 110121;
57
+ optional bool is_rithmic_internal_msg = 149373;
58
+
59
+ optional string report_type = 120001;
60
+ optional string status = 110303;
61
+ optional string basket_id = 110300;
62
+ optional string original_basket_id = 154497;
63
+ optional string linked_basket_ids = 110358;
64
+
65
+ optional string fcm_id = 154013;
66
+ optional string ib_id = 154014;
67
+ optional string user_id = 131003;
68
+ optional string account_id = 154008;
69
+
70
+ optional string symbol = 110100;
71
+ optional string exchange = 110101;
72
+ optional string trade_exchange = 112021;
73
+ optional string trade_route = 112016;
74
+ optional string exchange_order_id = 149238;
75
+ optional string tp_exchange_order_id = 153647;
76
+ optional string instrument_type = 110116;
77
+
78
+ optional int32 quantity = 112004;
79
+ optional double price = 110306;
80
+ optional double trigger_price = 149247;
81
+
82
+ optional TransactionType transaction_type = 112003;
83
+ optional Duration duration = 112005;
84
+ optional PriceType price_type = 112008;
85
+ optional PriceType orig_price_type = 154770;
86
+ optional OrderPlacement manual_or_auto = 154710;
87
+ optional BracketType bracket_type = 157087;
88
+
89
+ optional int32 confirmed_size = 110329;
90
+ optional string confirmed_time = 110326;
91
+ optional string confirmed_date = 110327;
92
+ optional string confirmed_id = 110330;
93
+
94
+ optional int32 modified_size = 149267;
95
+ optional string modified_time = 149268;
96
+ optional string modified_date = 149269;
97
+ optional string modify_id = 149244;
98
+
99
+ optional int32 cancelled_size = 110318;
100
+ optional string cancelled_time = 110319;
101
+ optional string cancelled_date = 110320;
102
+ optional string cancelled_id = 110321;
103
+
104
+ optional double fill_price = 110307;
105
+ optional int32 fill_size = 110308;
106
+ optional string fill_time = 110309;
107
+ optional string fill_date = 110310;
108
+ optional string fill_id = 110311;
109
+
110
+ optional double avg_fill_price = 110322;
111
+
112
+ optional int32 total_fill_size = 154111;
113
+ optional int32 total_unfilled_size = 154112;
114
+
115
+ optional string trigger_id = 149266;
116
+
117
+ optional string sequence_number = 112002;
118
+ optional string orig_sequence_number = 149263;
119
+ optional string cor_sequence_number = 149264;
120
+
121
+ optional string currency = 154382;
122
+ optional string country_code = 154172;
123
+
124
+ optional string text = 120008;
125
+ optional string report_text = 120028;
126
+ optional string remarks = 154806;
127
+
128
+ optional string window_name = 154629;
129
+ optional string originator_window_name = 154671;
130
+
131
+ optional int32 cancel_at_ssboe = 157085;
132
+ optional int32 cancel_at_usecs = 157086;
133
+ optional int32 cancel_after_secs = 154488;
134
+
135
+ optional int32 ssboe = 150100;
136
+ optional int32 usecs = 150101;
137
+
138
+ optional int32 exch_receipt_ssboe = 150405;
139
+ optional int32 exch_receipt_nsecs = 150406;
140
+ }
@@ -0,0 +1,50 @@
1
+
2
+ package rti;
3
+
4
+ message InstrumentPnLPositionUpdate
5
+ {
6
+ required int32 template_id = 154467;
7
+ optional bool is_snapshot = 110121;
8
+
9
+ optional string fcm_id = 154013;
10
+ optional string ib_id = 154014;
11
+ optional string account_id = 154008;
12
+
13
+ optional string symbol = 110100;
14
+ optional string exchange = 110101;
15
+ optional string product_code = 100749;
16
+ optional string instrument_type = 110116;
17
+
18
+ optional int32 fill_buy_qty = 154041;
19
+ optional int32 fill_sell_qty = 154042;
20
+
21
+ optional int32 order_buy_qty = 154037;
22
+ optional int32 order_sell_qty = 154038;
23
+
24
+ optional int32 buy_qty = 154260;
25
+ optional int32 sell_qty = 154261;
26
+
27
+ optional double avg_open_fill_price = 154434;
28
+
29
+ optional double day_open_pnl = 157954;
30
+ optional double day_closed_pnl = 157955;
31
+ optional double day_pnl = 157956;
32
+ optional double day_open_pnl_offset = 157957;
33
+ optional double day_closed_pnl_offset = 157958;
34
+
35
+ optional string mtm_security = 154263;
36
+ optional string open_long_options_value = 157105;
37
+ optional string open_short_options_value = 157106;
38
+ optional string closed_options_value = 157107;
39
+ optional string option_cash_reserved = 157111;
40
+
41
+ optional string open_position_pnl = 156961;
42
+ optional int32 open_position_quantity = 156962;
43
+ optional string closed_position_pnl = 156963;
44
+
45
+ optional int32 closed_position_quantity = 156964;
46
+ optional int32 net_quantity = 156967;
47
+
48
+ optional int32 ssboe = 150100;
49
+ optional int32 usecs = 150101;
50
+ }
@@ -0,0 +1,53 @@
1
+
2
+ package rti;
3
+
4
+ message LastTrade
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+
8
+ // below enum is just for reference only, not used in this message
9
+ enum PresenceBits {
10
+ LAST_TRADE = 1;
11
+ NET_CHANGE = 2;
12
+ PRECENT_CHANGE = 4;
13
+ VOLUME = 8;
14
+ VWAP = 16;
15
+ }
16
+
17
+ enum TransactionType {
18
+ BUY = 1;
19
+ SELL = 2;
20
+ }
21
+
22
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
23
+ optional string symbol = 110100; // PB_OFFSET + MNM_SYMBOL
24
+ optional string exchange = 110101; // PB_OFFSET + MNM_EXCHANGE
25
+
26
+ optional uint32 presence_bits = 149138; // PB_OFFSET + MNM_PRICING_INDICATOR
27
+ optional uint32 clear_bits = 154571; // PB_OFFSET + MNM_DISPLAY_INDICATOR
28
+ optional bool is_snapshot = 110121; // PB_OFFSET + MNM_UPDATE_TYPE
29
+
30
+ optional double trade_price = 100006; // PB_OFFSET + MNM_TRADE_PRICE
31
+ optional int32 trade_size = 100178; // PB_OFFSET + MNM_TRADE_SIZE
32
+ optional TransactionType aggressor = 112003; // PB_OFFSET + MNM_TRANSACTION_TYPE
33
+
34
+ optional string exchange_order_id = 149238; // PB_OFFSET + MNM_EXCH_ORD_ID
35
+ optional string aggressor_exchange_order_id = 154641; // PB_OFFSET + MNM_AGGRESSOR_EXCH_ORD_ID
36
+
37
+ optional double net_change = 100011; // PB_OFFSET + MNM_NET_CHANGE
38
+ optional double percent_change = 100056; // PB_OFFSET + MNM_PERCENT_CHANGE
39
+ optional uint64 volume = 100032; // PB_OFFSET + MNM_TRADE_VOLUME
40
+ optional double vwap = 101379; // PB_OFFSET + MNM_VWAP
41
+
42
+ optional string trade_time = 100379;
43
+
44
+ optional int32 ssboe = 150100; // PB_OFFSET + MNM_SECONDS_SINCE_BOE
45
+ optional int32 usecs = 150101; // PB_OFFSET + MNM_USECS
46
+
47
+ optional int32 source_ssboe = 150400; // PB_OFFSET + MNM_SOURCE_SSBOE
48
+ optional int32 source_usecs = 150401; // PB_OFFSET + MNM_SOURCE_USECS
49
+ optional int32 source_nsecs = 150404; // PB_OFFSET + MNM_SOURCE_NSECS
50
+
51
+ optional int32 jop_ssboe = 150600; // PB_OFFSET + MNM_JOP_SSBOE
52
+ optional int32 jop_nsecs = 150604; // PB_OFFSET + MNM_JOP_NSECS
53
+ }
@@ -0,0 +1,20 @@
1
+
2
+ package rti;
3
+
4
+ message RequestAccountList
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+
8
+ enum UserType {
9
+ USER_TYPE_FCM = 1;
10
+ USER_TYPE_IB = 2;
11
+ USER_TYPE_TRADER = 3;
12
+ }
13
+
14
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
15
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
16
+
17
+ optional string fcm_id = 154013; // PB_OFFSET + MNM_FCM_ID
18
+ optional string ib_id = 154014; // PB_OFFSET + MNM_IB_ID
19
+ optional UserType user_type = 154036; // PB_OFFSET + MNM_USER_TYPE
20
+ }
@@ -0,0 +1,15 @@
1
+
2
+ package rti;
3
+
4
+ message RequestCancelAllOrders
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+ // Template ID: 346
8
+
9
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
10
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
11
+
12
+ optional string fcm_id = 154013; // PB_OFFSET + MNM_FCM_ID
13
+ optional string ib_id = 154014; // PB_OFFSET + MNM_IB_ID
14
+ optional string account_id = 154008; // PB_OFFSET + MNM_ACCOUNT_ID
15
+ }
@@ -0,0 +1,13 @@
1
+
2
+ package rti;
3
+
4
+ message RequestHeartbeat
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+
8
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
9
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
10
+
11
+ optional int32 ssboe = 150100; // PB_OFFSET + MNM_SECONDS_SINCE_BOE
12
+ optional int32 usecs = 150101; // PB_OFFSET + MNM_USECS
13
+ }
@@ -0,0 +1,28 @@
1
+
2
+ package rti;
3
+
4
+ message RequestLogin
5
+ {
6
+ enum SysInfraType {
7
+ TICKER_PLANT = 1;
8
+ ORDER_PLANT = 2;
9
+ HISTORY_PLANT = 3;
10
+ PNL_PLANT = 4;
11
+ REPOSITORY_PLANT = 5;
12
+ }
13
+
14
+ required int32 template_id = 154467;
15
+ optional string template_version = 153634;
16
+ repeated string user_msg = 132760;
17
+
18
+ optional string user = 131003;
19
+ optional string password = 130004;
20
+ optional string app_name = 130002;
21
+ optional string app_version = 131803;
22
+ optional string system_name = 153628;
23
+ optional SysInfraType infra_type = 153621;
24
+ repeated string mac_addr = 144108;
25
+ optional string os_version = 144021;
26
+ optional string os_platform = 144020;
27
+ optional bool aggregated_quotes = 153644; // applicable only for TICKER_PLANT infra_type
28
+ }
@@ -0,0 +1,10 @@
1
+
2
+ package rti;
3
+
4
+ message RequestLoginInfo
5
+ {
6
+ // PB_OFFSET = 100000 , is the offset added for each MNM field id
7
+
8
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
9
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
10
+ }
@@ -0,0 +1,10 @@
1
+
2
+ package rti;
3
+
4
+ message RequestLogout
5
+ {
6
+ // PB_OFFSET = 100000 , is the offset added for each MNM field id
7
+
8
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
9
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
10
+ }
@@ -0,0 +1,42 @@
1
+
2
+ package rti;
3
+
4
+ message RequestMarketDataUpdate
5
+ {
6
+ // update bits and Request enum defined here is also referred in request_subscribe_by_underlying.proto
7
+ // make sure both these proto files are always same.
8
+
9
+ // bit constants are defined using enum
10
+ enum UpdateBits {
11
+ LAST_TRADE = 1;
12
+ BBO = 2;
13
+ ORDER_BOOK = 4;
14
+ OPEN = 8;
15
+ OPENING_INDICATOR = 16;
16
+ HIGH_LOW = 32;
17
+ HIGH_BID_LOW_ASK = 64;
18
+ CLOSE = 128;
19
+ CLOSING_INDICATOR = 256;
20
+ SETTLEMENT = 512;
21
+ MARKET_MODE = 1024;
22
+ OPEN_INTEREST = 2048;
23
+ MARGIN_RATE = 4096;
24
+ HIGH_PRICE_LIMIT = 8192;
25
+ LOW_PRICE_LIMIT = 16384;
26
+ PROJECTED_SETTLEMENT = 32768;
27
+ ADJUSTED_CLOSE = 65536;
28
+ }
29
+
30
+ enum Request {
31
+ SUBSCRIBE = 1;
32
+ UNSUBSCRIBE = 2;
33
+ }
34
+
35
+ required int32 template_id = 154467;
36
+ repeated string user_msg = 132760;
37
+
38
+ optional string symbol = 110100;
39
+ optional string exchange = 110101;
40
+ optional Request request = 100000;
41
+ optional uint32 update_bits = 154211;
42
+ }
@@ -0,0 +1,84 @@
1
+
2
+ package rti;
3
+
4
+ message RequestNewOrder
5
+ {
6
+ enum TransactionType {
7
+ BUY = 1;
8
+ SELL = 2;
9
+ }
10
+
11
+ enum OrderPlacement {
12
+ MANUAL = 1;
13
+ AUTO = 2;
14
+ }
15
+
16
+ enum Duration {
17
+ DAY = 1;
18
+ GTC = 2;
19
+ IOC = 3;
20
+ FOK = 4;
21
+ }
22
+
23
+ enum PriceType {
24
+ LIMIT = 1;
25
+ MARKET = 2;
26
+ STOP_LIMIT = 3;
27
+ STOP_MARKET = 4;
28
+ MARKET_IF_TOUCHED = 5;
29
+ LIMIT_IF_TOUCHED = 6;
30
+ }
31
+
32
+ enum PriceField {
33
+ BID_PRICE = 1;
34
+ OFFER_PRICE = 2;
35
+ TRADE_PRICE = 3;
36
+ LEAN_PRICE = 4;
37
+ }
38
+
39
+ enum Condition {
40
+ EQUAL_TO = 1;
41
+ NOT_EQUAL_TO = 2;
42
+ GREATER_THAN = 3;
43
+ GREATER_THAN_EQUAL_TO = 4;
44
+ LESSER_THAN = 5;
45
+ LESSER_THAN_EQUAL_TO = 6;
46
+ }
47
+
48
+
49
+ required int32 template_id = 154467;
50
+ repeated string user_msg = 132760;
51
+ optional string user_tag = 154119;
52
+ optional string window_name = 154629;
53
+
54
+ optional string fcm_id = 154013;
55
+ optional string ib_id = 154014;
56
+ optional string account_id = 154008;
57
+
58
+ optional string symbol = 110100;
59
+ optional string exchange = 110101;
60
+
61
+ optional int32 quantity = 112004;
62
+ optional double price = 110306;
63
+ optional double trigger_price = 149247;
64
+
65
+ optional TransactionType transaction_type = 112003;
66
+ optional Duration duration = 112005;
67
+ optional PriceType price_type = 112008;
68
+
69
+ optional string trade_route = 112016;
70
+ optional OrderPlacement manual_or_auto = 154710;
71
+
72
+ optional int32 release_at_ssboe = 154487;
73
+ optional int32 release_at_usecs = 154549;
74
+
75
+ optional int32 cancel_at_ssboe = 157085;
76
+ optional int32 cancel_at_usecs = 157086;
77
+ optional int32 cancel_after_secs = 154488;
78
+
79
+ optional string if_touched_symbol = 154451;
80
+ optional string if_touched_exchange = 154452;
81
+ optional Condition if_touched_condition = 154453;
82
+ optional PriceField if_touched_price_field = 154454;
83
+ optional double if_touched_price = 153632;
84
+ }
@@ -0,0 +1,14 @@
1
+
2
+ package rti;
3
+
4
+ message RequestPnLPositionSnapshot
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+
8
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
9
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
10
+
11
+ optional string fcm_id = 154013; // PB_OFFSET + MNM_FCM_ID
12
+ optional string ib_id = 154014; // PB_OFFSET + MNM_IB_ID
13
+ optional string account_id = 154008; // PB_OFFSET + MNM_ACCOUNT_ID
14
+ }
@@ -0,0 +1,20 @@
1
+
2
+ package rti;
3
+
4
+ message RequestPnLPositionUpdates
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+
8
+ enum Request {
9
+ SUBSCRIBE = 1;
10
+ UNSUBSCRIBE = 2;
11
+ }
12
+
13
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
14
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
15
+ optional Request request = 100000; // PB_OFFSET + MNM_REQUEST
16
+
17
+ optional string fcm_id = 154013; // PB_OFFSET + MNM_FCM_ID
18
+ optional string ib_id = 154014; // PB_OFFSET + MNM_IB_ID
19
+ optional string account_id = 154008; // PB_OFFSET + MNM_ACCOUNT_ID
20
+ }
@@ -0,0 +1,8 @@
1
+
2
+ package rti;
3
+
4
+ message RequestRithmicSystemInfo
5
+ {
6
+ required int32 template_id = 154467;
7
+ repeated string user_msg = 132760;
8
+ }
@@ -0,0 +1,16 @@
1
+
2
+ package rti;
3
+
4
+ message RequestShowOrderHistory
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+ // Based on igorrivin/rithmic repo - NO date field in this message!
8
+
9
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
10
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
11
+
12
+ optional string fcm_id = 154013; // PB_OFFSET + MNM_FCM_ID
13
+ optional string ib_id = 154014; // PB_OFFSET + MNM_IB_ID
14
+ optional string account_id = 154008; // PB_OFFSET + MNM_ACCOUNT_ID
15
+ optional string basket_id = 110300; // PB_OFFSET + MNM_BASKET_ID
16
+ }
@@ -0,0 +1,10 @@
1
+
2
+ package rti;
3
+
4
+ message RequestShowOrderHistoryDates
5
+ {
6
+ // CORRECT field IDs from rundef/async_rithmic (verified Dec 2025)
7
+ // PB_OFFSET = 100000
8
+ optional int32 template_id = 154467;
9
+ repeated string user_msg = 132760;
10
+ }
@@ -0,0 +1,14 @@
1
+
2
+ package rti;
3
+
4
+ message RequestShowOrderHistorySummary
5
+ {
6
+ // CORRECT field IDs from rundef/async_rithmic (verified Dec 2025)
7
+ // PB_OFFSET = 100000
8
+ optional int32 template_id = 154467;
9
+ repeated string user_msg = 132760;
10
+ optional string fcm_id = 154013;
11
+ optional string ib_id = 154014;
12
+ optional string account_id = 154008;
13
+ optional string date = 110615; // YYYYMMDD format - REQUIRED!
14
+ }
@@ -0,0 +1,14 @@
1
+
2
+ package rti;
3
+
4
+ message RequestShowOrders
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+
8
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
9
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
10
+
11
+ optional string fcm_id = 154013; // PB_OFFSET + MNM_FCM_ID
12
+ optional string ib_id = 154014; // PB_OFFSET + MNM_IB_ID
13
+ optional string account_id = 154008; // PB_OFFSET + MNM_ACCOUNT_ID
14
+ }
@@ -0,0 +1,14 @@
1
+
2
+ package rti;
3
+
4
+ message RequestSubscribeForOrderUpdates
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+
8
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
9
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
10
+
11
+ optional string fcm_id = 154013; // PB_OFFSET + MNM_FCM_ID
12
+ optional string ib_id = 154014; // PB_OFFSET + MNM_IB_ID
13
+ optional string account_id = 154008; // PB_OFFSET + MNM_ACCOUNT_ID
14
+ }
@@ -0,0 +1,48 @@
1
+
2
+ package rti;
3
+
4
+ message RequestTickBarReplay
5
+ {
6
+ enum BarType {
7
+ TICK_BAR = 1;
8
+ RANGE_BAR = 2;
9
+ VOLUME_BAR = 3;
10
+ }
11
+
12
+ enum BarSubType {
13
+ REGULAR = 1;
14
+ CUSTOM = 2;
15
+ }
16
+
17
+ enum Direction {
18
+ FIRST = 1;
19
+ LAST = 2;
20
+ }
21
+
22
+ enum TimeOrder {
23
+ FORWARDS = 1;
24
+ BACKWARDS = 2;
25
+ }
26
+
27
+
28
+ required int32 template_id = 154467;
29
+ repeated string user_msg = 132760;
30
+
31
+ optional string symbol = 110100;
32
+ optional string exchange = 110101;
33
+ optional BarType bar_type = 119200;
34
+ optional BarSubType bar_sub_type = 119208;
35
+ optional string bar_type_specifier = 148162;
36
+
37
+ optional int32 start_index = 153002;
38
+ optional int32 finish_index = 153003;
39
+ optional int32 user_max_count = 154020;
40
+
41
+ optional int32 custom_session_open_ssm = 119209;
42
+ optional int32 custom_session_close_ssm = 119210;
43
+
44
+ optional Direction direction = 149253;
45
+ optional TimeOrder time_order = 149307;
46
+
47
+ optional bool resume_bars = 153642;
48
+ }
@@ -0,0 +1,11 @@
1
+
2
+ package rti;
3
+
4
+ message RequestTradeRoutes
5
+ {
6
+ // PB_OFFSET = 100000, is the offset added for each MNM field id
7
+
8
+ required int32 template_id = 154467; // PB_OFFSET + MNM_TEMPLATE_ID
9
+ repeated string user_msg = 132760; // PB_OFFSET + MNM_USER_MSG
10
+ optional bool subscribe_for_updates = 154352; // PB_OFFSET + MNM_SUBSCRIBE_FLAG
11
+ }