hedgequantx 1.3.0 → 1.3.1

package/src/services/rithmic/orders.js

@@ -0,0 +1,192 @@
+/**
+ * Rithmic Orders Module
+ * Order placement, cancellation, and history
+ */
+
+const { REQ } = require('./constants');
+
+/**
+ * Place order via ORDER_PLANT
+ * @param {RithmicService} service - The Rithmic service instance
+ * @param {Object} orderData - Order parameters
+ */
+const placeOrder = async (service, orderData) => {
+  if (!service.orderConn || !service.loginInfo) {
+    return { success: false, error: 'Not connected' };
+  }
+
+  try {
+    service.orderConn.send('RequestNewOrder', {
+      templateId: REQ.NEW_ORDER,
+      userMsg: ['HQX'],
+      fcmId: service.loginInfo.fcmId,
+      ibId: service.loginInfo.ibId,
+      accountId: orderData.accountId,
+      symbol: orderData.symbol,
+      exchange: orderData.exchange || 'CME',
+      quantity: orderData.size,
+      transactionType: orderData.side === 0 ? 1 : 2, // 1=Buy, 2=Sell
+      duration: 1, // DAY
+      orderType: orderData.type === 2 ? 1 : 2, // 1=Market, 2=Limit
+      price: orderData.price || 0,
+    });
+
+    return { success: true, message: 'Order submitted' };
+  } catch (error) {
+    return { success: false, error: error.message };
+  }
+};
+
+/**
+ * Cancel order
+ * @param {RithmicService} service - The Rithmic service instance
+ * @param {string} orderId - Order ID to cancel
+ */
+const cancelOrder = async (service, orderId) => {
+  if (!service.orderConn || !service.loginInfo) {
+    return { success: false, error: 'Not connected' };
+  }
+
+  try {
+    service.orderConn.send('RequestCancelOrder', {
+      templateId: REQ.CANCEL_ORDER,
+      userMsg: ['HQX'],
+      fcmId: service.loginInfo.fcmId,
+      ibId: service.loginInfo.ibId,
+      orderId: orderId,
+    });
+
+    return { success: true };
+  } catch (error) {
+    return { success: false, error: error.message };
+  }
+};
+
+/**
+ * Get active orders
+ * @param {RithmicService} service - The Rithmic service instance
+ */
+const getOrders = async (service) => {
+  if (!service.orderConn || !service.loginInfo) {
+    return { success: true, orders: [] };
+  }
+
+  return new Promise((resolve) => {
+    const orders = [];
+    const timeout = setTimeout(() => {
+      resolve({ success: true, orders });
+    }, 3000);
+
+    const orderHandler = (notification) => {
+      if (notification.orderId) {
+        orders.push({
+          orderId: notification.orderId,
+          symbol: notification.symbol,
+          exchange: notification.exchange,
+          side: notification.transactionType === 1 ? 'BUY' : 'SELL',
+          quantity: notification.quantity,
+          filledQuantity: notification.filledQuantity || 0,
+          price: notification.price,
+          orderType: notification.orderType,
+          status: notification.status,
+        });
+      }
+    };
+
+    service.once('ordersReceived', () => {
+      clearTimeout(timeout);
+      service.removeListener('orderNotification', orderHandler);
+      resolve({ success: true, orders });
+    });
+
+    service.on('orderNotification', orderHandler);
+
+    try {
+      for (const acc of service.accounts) {
+        service.orderConn.send('RequestShowOrders', {
+          templateId: REQ.SHOW_ORDERS,
+          userMsg: ['HQX'],
+          fcmId: acc.fcmId || service.loginInfo.fcmId,
+          ibId: acc.ibId || service.loginInfo.ibId,
+          accountId: acc.accountId,
+        });
+      }
+    } catch (e) {
+      clearTimeout(timeout);
+      resolve({ success: false, error: e.message, orders: [] });
+    }
+  });
+};
+
+/**
+ * Get order history
+ * @param {RithmicService} service - The Rithmic service instance
+ * @param {string} date - Date in YYYYMMDD format
+ */
+const getOrderHistory = async (service, date) => {
+  if (!service.orderConn || !service.loginInfo) {
+    return { success: true, orders: [] };
+  }
+
+  const dateStr = date || new Date().toISOString().slice(0, 10).replace(/-/g, '');
+  
+  return new Promise((resolve) => {
+    const orders = [];
+    const timeout = setTimeout(() => {
+      resolve({ success: true, orders });
+    }, 3000);
+
+    try {
+      for (const acc of service.accounts) {
+        service.orderConn.send('RequestShowOrderHistorySummary', {
+          templateId: REQ.SHOW_ORDER_HISTORY,
+          userMsg: ['HQX'],
+          fcmId: acc.fcmId || service.loginInfo.fcmId,
+          ibId: acc.ibId || service.loginInfo.ibId,
+          accountId: acc.accountId,
+          date: dateStr,
+        });
+      }
+      
+      setTimeout(() => {
+        clearTimeout(timeout);
+        resolve({ success: true, orders });
+      }, 2000);
+    } catch (e) {
+      clearTimeout(timeout);
+      resolve({ success: false, error: e.message, orders: [] });
+    }
+  });
+};
+
+/**
+ * Close position (market order to flatten)
+ * @param {RithmicService} service - The Rithmic service instance
+ * @param {string} accountId - Account ID
+ * @param {string} symbol - Symbol to close
+ */
+const closePosition = async (service, accountId, symbol) => {
+  const positions = Array.from(service.positions.values());
+  const position = positions.find(p => p.accountId === accountId && p.symbol === symbol);
+
+  if (!position) {
+    return { success: false, error: 'Position not found' };
+  }
+
+  return placeOrder(service, {
+    accountId,
+    symbol,
+    exchange: position.exchange,
+    size: Math.abs(position.quantity),
+    side: position.quantity > 0 ? 1 : 0, // Sell if long, Buy if short
+    type: 2, // Market
+  });
+};
+
+module.exports = {
+  placeOrder,
+  cancelOrder,
+  getOrders,
+  getOrderHistory,
+  closePosition
+};