hedgequantx 1.3.0 → 1.3.2

package/src/services/projectx.js

@@ -1,771 +0,0 @@
-/**
- * @fileoverview ProjectX API Service with security features
- * @module services/projectx
- */
-
-const https = require('https');
-const { PROPFIRMS } = require('../config');
-const { 
-  validateUsername, 
-  validatePassword, 
-  validateApiKey,
-  validateAccountId,
-  sanitizeString,
-  maskSensitive 
-} = require('../security');
-const { getLimiter } = require('../security/rateLimit');
-
-/**
- * ProjectX API Service
- * Handles all API communication with PropFirm platforms
- */
-class ProjectXService {
-  /**
-   * Creates a new ProjectX service instance
-   * @param {string} [propfirmKey='topstep'] - PropFirm identifier
-   */
-  constructor(propfirmKey = 'topstep') {
-    this.propfirm = PROPFIRMS[propfirmKey] || PROPFIRMS.topstep;
-    this.propfirmKey = propfirmKey;
-    this.token = null;
-    this.user = null;
-    this.rateLimiter = getLimiter('api');
-    this.loginLimiter = getLimiter('login');
-    this.orderLimiter = getLimiter('orders');
-  }
-
-  /**
-   * Get current auth token
-   * @returns {string|null} The JWT token
-   */
-  getToken() {
-    return this.token;
-  }
-
-  /**
-   * Get propfirm key
-   * @returns {string} The propfirm identifier
-   */
-  getPropfirm() {
-    return this.propfirmKey;
-  }
-
-  /**
-   * Makes a rate-limited HTTPS request
-   * @param {string} host - API host
-   * @param {string} path - API path
-   * @param {string} [method='GET'] - HTTP method
-   * @param {Object} [data=null] - Request body
-   * @param {string} [limiterType='api'] - Rate limiter to use
-   * @returns {Promise<{statusCode: number, data: any}>}
-   * @private
-   */
-  async _request(host, path, method = 'GET', data = null, limiterType = 'api') {
-    const limiter = limiterType === 'login' ? this.loginLimiter : 
-                    limiterType === 'orders' ? this.orderLimiter : this.rateLimiter;
-    
-    return limiter.execute(() => this._doRequest(host, path, method, data));
-  }
-
-  /**
-   * Performs the actual HTTPS request
-   * @private
-   */
-  async _doRequest(host, path, method, data) {
-    return new Promise((resolve, reject) => {
-      const options = {
-        hostname: host,
-        port: 443,
-        path: path,
-        method: method,
-        headers: {
-          'Content-Type': 'application/json',
-          'Accept': 'application/json',
-          'User-Agent': 'HedgeQuantX-CLI/1.1.1'
-        },
-        timeout: 15000
-      };
-
-      if (this.token) {
-        options.headers['Authorization'] = `Bearer ${this.token}`;
-      }
-
-      const req = https.request(options, (res) => {
-        let body = '';
-        res.on('data', chunk => body += chunk);
-        res.on('end', () => {
-          try {
-            resolve({ statusCode: res.statusCode, data: JSON.parse(body) });
-          } catch (e) {
-            resolve({ statusCode: res.statusCode, data: body });
-          }
-        });
-      });
-
-      req.on('error', reject);
-      req.on('timeout', () => {
-        req.destroy();
-        reject(new Error('Request timeout'));
-      });
-
-      if (data) req.write(JSON.stringify(data));
-      req.end();
-    });
-  }
-
-  // ==================== AUTH ====================
-
-  /**
-   * Authenticates with username and password
-   * @param {string} userName - Username
-   * @param {string} password - Password
-   * @returns {Promise<{success: boolean, token?: string, error?: string}>}
-   */
-  async login(userName, password) {
-    try {
-      // Validate inputs
-      validateUsername(userName);
-      validatePassword(password);
-      
-      const response = await this._request(
-        this.propfirm.userApi, 
-        '/Login', 
-        'POST', 
-        { userName: sanitizeString(userName), password },
-        'login'
-      );
-      
-      if (response.statusCode === 200 && response.data.token) {
-        this.token = response.data.token;
-        return { success: true, token: maskSensitive(this.token) };
-      }
-      
-      return { success: false, error: response.data.errorMessage || 'Invalid credentials' };
-    } catch (error) {
-      return { success: false, error: error.message };
-    }
-  }
-
-  /**
-   * Authenticates with API key
-   * @param {string} userName - Username
-   * @param {string} apiKey - API key
-   * @returns {Promise<{success: boolean, token?: string, error?: string}>}
-   */
-  async loginWithApiKey(userName, apiKey) {
-    try {
-      validateUsername(userName);
-      validateApiKey(apiKey);
-      
-      const response = await this._request(
-        this.propfirm.userApi, 
-        '/Login/key', 
-        'POST', 
-        { userName: sanitizeString(userName), apiKey },
-        'login'
-      );
-      
-      if (response.statusCode === 200 && response.data.token) {
-        this.token = response.data.token;
-        return { success: true, token: maskSensitive(this.token) };
-      }
-      
-      return { success: false, error: response.data.errorMessage || 'Invalid API key' };
-    } catch (error) {
-      return { success: false, error: error.message };
-    }
-  }
-
-  /**
-   * Logs out and clears credentials
-   */
-  logout() {
-    this.token = null;
-    this.user = null;
-  }
-
-  // ==================== USER ====================
-
-  /**
-   * Gets current user information
-   * @returns {Promise<{success: boolean, user?: Object, error?: string}>}
-   */
-  async getUser() {
-    try {
-      const response = await this._request(this.propfirm.userApi, '/User', 'GET');
-      
-      if (response.statusCode === 200) {
-        this.user = response.data;
-        return { success: true, user: response.data };
-      }
-      
-      return { success: false, error: 'Failed to get user info' };
-    } catch (error) {
-      return { success: false, error: error.message };
-    }
-  }
-
-  // ==================== ACCOUNTS ====================
-
-  /**
-   * Gets all trading accounts
-   * @returns {Promise<{success: boolean, accounts?: Array, error?: string}>}
-   */
-  async getTradingAccounts() {
-    try {
-      const response = await this._request(this.propfirm.userApi, '/TradingAccount', 'GET');
-      
-      if (response.statusCode === 200) {
-        const accounts = Array.isArray(response.data) ? response.data : [];
-        return { success: true, accounts };
-      }
-      
-      return { success: false, accounts: [], error: 'Failed to get accounts' };
-    } catch (error) {
-      return { success: false, accounts: [], error: error.message };
-    }
-  }
-
-  // ==================== TRADING (GatewayAPI) ====================
-
-  /**
-   * Gets open positions for an account
-   * @param {number|string} accountId - Account ID
-   * @returns {Promise<{success: boolean, positions?: Array, error?: string}>}
-   */
-  async getPositions(accountId) {
-    try {
-      const id = validateAccountId(accountId);
-      
-      const response = await this._request(
-        this.propfirm.gatewayApi,
-        '/api/Position/searchOpen',
-        'POST',
-        { accountId: id }
-      );
-      
-      if (response.statusCode === 200) {
-        const positions = response.data.positions || response.data || [];
-        return { success: true, positions: Array.isArray(positions) ? positions : [] };
-      }
-      
-      return { success: true, positions: [] };
-    } catch (error) {
-      return { success: true, positions: [], error: error.message };
-    }
-  }
-
-  /**
-   * Gets open orders for an account
-   * @param {number|string} accountId - Account ID
-   * @returns {Promise<{success: boolean, orders?: Array, error?: string}>}
-   */
-  async getOrders(accountId) {
-    try {
-      const id = validateAccountId(accountId);
-      
-      const response = await this._request(
-        this.propfirm.gatewayApi,
-        '/api/Order/searchOpen',
-        'POST',
-        { accountId: id }
-      );
-      
-      if (response.statusCode === 200) {
-        const orders = response.data.orders || response.data || [];
-        return { success: true, orders: Array.isArray(orders) ? orders : [] };
-      }
-      
-      return { success: true, orders: [] };
-    } catch (error) {
-      return { success: true, orders: [], error: error.message };
-    }
-  }
-
-  /**
-   * Places an order
-   * @param {Object} orderData - Order data
-   * @returns {Promise<{success: boolean, order?: Object, error?: string}>}
-   */
-  async placeOrder(orderData) {
-    try {
-      const response = await this._request(
-        this.propfirm.gatewayApi,
-        '/api/Order/place',
-        'POST',
-        orderData,
-        'orders'
-      );
-      
-      if (response.statusCode === 200 && response.data.success) {
-        return { success: true, order: response.data };
-      }
-      
-      return { success: false, error: response.data.errorMessage || 'Order failed' };
-    } catch (error) {
-      return { success: false, error: error.message };
-    }
-  }
-
-  /**
-   * Cancels an order
-   * @param {number|string} orderId - Order ID
-   * @returns {Promise<{success: boolean, error?: string}>}
-   */
-  async cancelOrder(orderId) {
-    try {
-      const response = await this._request(
-        this.propfirm.gatewayApi,
-        '/api/Order/cancel',
-        'POST',
-        { orderId: parseInt(orderId, 10) },
-        'orders'
-      );
-      
-      return { success: response.statusCode === 200 && response.data.success };
-    } catch (error) {
-      return { success: false, error: error.message };
-    }
-  }
-
-  /**
-   * Cancels all pending orders for an account
-   * @param {number|string} accountId - Account ID
-   * @returns {Promise<{success: boolean, cancelled?: number, error?: string}>}
-   */
-  async cancelAllOrders(accountId) {
-    try {
-      const id = validateAccountId(accountId);
-      
-      // First get all pending orders
-      const ordersResult = await this.getOrders(id);
-      if (!ordersResult.success || !ordersResult.orders) {
-        return { success: true, cancelled: 0 };
-      }
-      
-      // Filter pending orders (status = working/pending)
-      const pendingOrders = ordersResult.orders.filter(o => 
-        o.status === 'Working' || o.status === 'Pending' || o.status === 0 || o.status === 1
-      );
-      
-      if (pendingOrders.length === 0) {
-        return { success: true, cancelled: 0 };
-      }
-      
-      // Cancel each order
-      let cancelled = 0;
-      for (const order of pendingOrders) {
-        const result = await this.cancelOrder(order.orderId || order.id);
-        if (result.success) cancelled++;
-      }
-      
-      return { success: true, cancelled };
-    } catch (error) {
-      return { success: false, error: error.message };
-    }
-  }
-
-  /**
-   * Closes a position
-   * @param {number|string} accountId - Account ID
-   * @param {string} contractId - Contract ID
-   * @returns {Promise<{success: boolean, error?: string}>}
-   */
-  async closePosition(accountId, contractId) {
-    try {
-      const id = validateAccountId(accountId);
-      
-      const response = await this._request(
-        this.propfirm.gatewayApi,
-        '/api/Position/closeContract',
-        'POST',
-        { accountId: id, contractId },
-        'orders'
-      );
-      
-      return { success: response.statusCode === 200 && response.data.success };
-    } catch (error) {
-      return { success: false, error: error.message };
-    }
-  }
-
-  // ==================== TRADES & STATS ====================
-
-  /**
-   * Gets trade history for an account
-   * @param {number|string} accountId - Account ID
-   * @param {number} [days=30] - Number of days to fetch
-   * @returns {Promise<{success: boolean, trades?: Array, error?: string}>}
-   */
-  async getTradeHistory(accountId, days = 30) {
-    try {
-      const id = validateAccountId(accountId);
-      const endDate = new Date();
-      const startDate = new Date();
-      startDate.setDate(startDate.getDate() - days);
-
-      const response = await this._request(
-        this.propfirm.gatewayApi,
-        '/api/Trade/search',
-        'POST',
-        {
-          accountId: id,
-          startTimestamp: startDate.toISOString(),
-          endTimestamp: endDate.toISOString()
-        }
-      );
-
-      if (response.statusCode === 200 && response.data) {
-        let trades = [];
-        if (Array.isArray(response.data)) {
-          trades = response.data;
-        } else if (response.data.trades) {
-          trades = response.data.trades;
-        }
-
-        return {
-          success: true,
-          trades: trades.map(t => ({
-            ...t,
-            timestamp: t.creationTimestamp || t.timestamp,
-            pnl: t.profitAndLoss || t.pnl || 0
-          }))
-        };
-      }
-
-      return { success: true, trades: [] };
-    } catch (error) {
-      return { success: true, trades: [], error: error.message };
-    }
-  }
-
-  /**
-   * Gets daily statistics for an account
-   * @param {number|string} accountId - Account ID
-   * @returns {Promise<{success: boolean, stats?: Array, error?: string}>}
-   */
-  async getDailyStats(accountId) {
-    try {
-      const id = validateAccountId(accountId);
-      const now = new Date();
-      const startOfMonth = new Date(now.getFullYear(), now.getMonth(), 1);
-
-      const response = await this._request(
-        this.propfirm.gatewayApi,
-        '/api/Trade/search',
-        'POST',
-        {
-          accountId: id,
-          startTimestamp: startOfMonth.toISOString(),
-          endTimestamp: now.toISOString()
-        }
-      );
-
-      if (response.statusCode === 200 && response.data) {
-        let trades = Array.isArray(response.data) ? response.data : (response.data.trades || []);
-
-        // Group by day
-        const dailyPnL = {};
-        trades.forEach(t => {
-          const ts = t.creationTimestamp || t.timestamp;
-          if (ts) {
-            const d = new Date(ts);
-            const key = `${d.getFullYear()}-${String(d.getMonth() + 1).padStart(2, '0')}-${String(d.getDate()).padStart(2, '0')}`;
-            dailyPnL[key] = (dailyPnL[key] || 0) + (t.profitAndLoss || t.pnl || 0);
-          }
-        });
-
-        return {
-          success: true,
-          stats: Object.entries(dailyPnL).map(([date, pnl]) => ({ date, profitAndLoss: pnl }))
-        };
-      }
-
-      return { success: false, stats: [] };
-    } catch (error) {
-      return { success: false, stats: [], error: error.message };
-    }
-  }
-
-  /**
-   * Gets lifetime statistics for an account
-   * @param {number|string} accountId - Account ID
-   * @returns {Promise<{success: boolean, stats?: Object, error?: string}>}
-   */
-  async getLifetimeStats(accountId) {
-    try {
-      const tradesResult = await this.getTradeHistory(accountId, 90);
-
-      if (!tradesResult.success || tradesResult.trades.length === 0) {
-        return { success: true, stats: null };
-      }
-
-      const trades = tradesResult.trades;
-      const stats = {
-        totalTrades: trades.length,
-        winningTrades: 0,
-        losingTrades: 0,
-        totalWinAmount: 0,
-        totalLossAmount: 0,
-        bestTrade: 0,
-        worstTrade: 0,
-        totalVolume: 0,
-        maxConsecutiveWins: 0,
-        maxConsecutiveLosses: 0,
-        longTrades: 0,
-        shortTrades: 0
-      };
-
-      let consecutiveWins = 0;
-      let consecutiveLosses = 0;
-
-      trades.forEach(t => {
-        const pnl = t.profitAndLoss || t.pnl || 0;
-        const size = t.size || t.quantity || 1;
-
-        stats.totalVolume += Math.abs(size);
-        
-        if (t.side === 0) stats.longTrades++;
-        else if (t.side === 1) stats.shortTrades++;
-
-        if (pnl > 0) {
-          stats.winningTrades++;
-          stats.totalWinAmount += pnl;
-          if (pnl > stats.bestTrade) stats.bestTrade = pnl;
-          consecutiveWins++;
-          consecutiveLosses = 0;
-          if (consecutiveWins > stats.maxConsecutiveWins) stats.maxConsecutiveWins = consecutiveWins;
-        } else if (pnl < 0) {
-          stats.losingTrades++;
-          stats.totalLossAmount += Math.abs(pnl);
-          if (pnl < stats.worstTrade) stats.worstTrade = pnl;
-          consecutiveLosses++;
-          consecutiveWins = 0;
-          if (consecutiveLosses > stats.maxConsecutiveLosses) stats.maxConsecutiveLosses = consecutiveLosses;
-        }
-      });
-
-      stats.profitFactor = stats.totalLossAmount > 0 ? stats.totalWinAmount / stats.totalLossAmount : 0;
-      stats.avgWin = stats.winningTrades > 0 ? stats.totalWinAmount / stats.winningTrades : 0;
-      stats.avgLoss = stats.losingTrades > 0 ? stats.totalLossAmount / stats.losingTrades : 0;
-
-      return { success: true, stats };
-    } catch (error) {
-      return { success: false, stats: null, error: error.message };
-    }
-  }
-
-  // ==================== CONTRACTS ====================
-
-  /**
-   * Searches for contracts
-   * @param {string} searchText - Search text
-   * @returns {Promise<{success: boolean, contracts?: Array, error?: string}>}
-   */
-  async searchContracts(searchText) {
-    try {
-      const response = await this._request(
-        this.propfirm.gatewayApi,
-        '/api/Contract/search',
-        'POST',
-        { searchText: sanitizeString(searchText), live: false }
-      );
-
-      if (response.statusCode === 200) {
-        return { success: true, contracts: response.data.contracts || response.data || [] };
-      }
-
-      return { success: false, contracts: [] };
-    } catch (error) {
-      return { success: false, contracts: [], error: error.message };
-    }
-  }
-
-  // ==================== MARKET STATUS ====================
-
-  /**
-   * Gets US market holidays for the current year
-   * @returns {Array<{date: string, name: string, earlyClose: boolean}>}
-   */
-  getMarketHolidays() {
-    const year = new Date().getFullYear();
-    
-    // CME Futures holidays - markets closed or early close
-    // Dates are approximate, actual dates may vary slightly
-    const holidays = [
-      // New Year's Day
-      { date: `${year}-01-01`, name: "New Year's Day", earlyClose: false },
-      // Martin Luther King Jr. Day (3rd Monday of January)
-      { date: this._getNthWeekday(year, 0, 1, 3), name: 'MLK Day', earlyClose: false },
-      // Presidents Day (3rd Monday of February)
-      { date: this._getNthWeekday(year, 1, 1, 3), name: "Presidents' Day", earlyClose: false },
-      // Good Friday (Friday before Easter) - calculated dynamically
-      { date: this._getGoodFriday(year), name: 'Good Friday', earlyClose: false },
-      // Memorial Day (Last Monday of May)
-      { date: this._getLastWeekday(year, 4, 1), name: 'Memorial Day', earlyClose: false },
-      // Juneteenth (June 19)
-      { date: `${year}-06-19`, name: 'Juneteenth', earlyClose: false },
-      // Independence Day (July 4)
-      { date: `${year}-07-04`, name: 'Independence Day', earlyClose: false },
-      { date: `${year}-07-03`, name: 'Independence Day Eve', earlyClose: true },
-      // Labor Day (1st Monday of September)
-      { date: this._getNthWeekday(year, 8, 1, 1), name: 'Labor Day', earlyClose: false },
-      // Thanksgiving (4th Thursday of November)
-      { date: this._getNthWeekday(year, 10, 4, 4), name: 'Thanksgiving', earlyClose: false },
-      { date: this._getDayAfter(this._getNthWeekday(year, 10, 4, 4)), name: 'Black Friday', earlyClose: true },
-      // Christmas
-      { date: `${year}-12-25`, name: 'Christmas Day', earlyClose: false },
-      { date: `${year}-12-24`, name: 'Christmas Eve', earlyClose: true },
-      // New Year's Eve
-      { date: `${year}-12-31`, name: "New Year's Eve", earlyClose: true },
-    ];
-    
-    return holidays;
-  }
-
-  /**
-   * Helper: Get nth weekday of a month
-   * @private
-   */
-  _getNthWeekday(year, month, weekday, n) {
-    const firstDay = new Date(year, month, 1);
-    let count = 0;
-    for (let day = 1; day <= 31; day++) {
-      const d = new Date(year, month, day);
-      if (d.getMonth() !== month) break;
-      if (d.getDay() === weekday) {
-        count++;
-        if (count === n) {
-          return d.toISOString().split('T')[0];
-        }
-      }
-    }
-    return null;
-  }
-
-  /**
-   * Helper: Get last weekday of a month
-   * @private
-   */
-  _getLastWeekday(year, month, weekday) {
-    const lastDay = new Date(year, month + 1, 0);
-    for (let day = lastDay.getDate(); day >= 1; day--) {
-      const d = new Date(year, month, day);
-      if (d.getDay() === weekday) {
-        return d.toISOString().split('T')[0];
-      }
-    }
-    return null;
-  }
-
-  /**
-   * Helper: Get Good Friday (Friday before Easter)
-   * @private
-   */
-  _getGoodFriday(year) {
-    // Easter calculation (Anonymous Gregorian algorithm)
-    const a = year % 19;
-    const b = Math.floor(year / 100);
-    const c = year % 100;
-    const d = Math.floor(b / 4);
-    const e = b % 4;
-    const f = Math.floor((b + 8) / 25);
-    const g = Math.floor((b - f + 1) / 3);
-    const h = (19 * a + b - d - g + 15) % 30;
-    const i = Math.floor(c / 4);
-    const k = c % 4;
-    const l = (32 + 2 * e + 2 * i - h - k) % 7;
-    const m = Math.floor((a + 11 * h + 22 * l) / 451);
-    const month = Math.floor((h + l - 7 * m + 114) / 31) - 1;
-    const day = ((h + l - 7 * m + 114) % 31) + 1;
-    
-    // Good Friday is 2 days before Easter
-    const easter = new Date(year, month, day);
-    const goodFriday = new Date(easter);
-    goodFriday.setDate(easter.getDate() - 2);
-    return goodFriday.toISOString().split('T')[0];
-  }
-
-  /**
-   * Helper: Get day after a date
-   * @private
-   */
-  _getDayAfter(dateStr) {
-    const d = new Date(dateStr);
-    d.setDate(d.getDate() + 1);
-    return d.toISOString().split('T')[0];
-  }
-
-  /**
-   * Checks if today is a market holiday
-   * @returns {{isHoliday: boolean, holiday?: {date: string, name: string, earlyClose: boolean}}}
-   */
-  checkHoliday() {
-    const today = new Date().toISOString().split('T')[0];
-    const holidays = this.getMarketHolidays();
-    const holiday = holidays.find(h => h.date === today);
-    
-    if (holiday) {
-      return { isHoliday: !holiday.earlyClose, holiday };
-    }
-    return { isHoliday: false };
-  }
-
-  /**
-   * Checks if futures market is open based on CME hours and holidays
-   * @returns {{isOpen: boolean, message: string}}
-   */
-  checkMarketHours() {
-    const now = new Date();
-    const utcDay = now.getUTCDay();
-    const utcHour = now.getUTCHours();
-    
-    // Check holidays first
-    const holidayCheck = this.checkHoliday();
-    if (holidayCheck.isHoliday) {
-      return { isOpen: false, message: `Market closed - ${holidayCheck.holiday.name}` };
-    }
-    if (holidayCheck.holiday && holidayCheck.holiday.earlyClose && utcHour >= 18) {
-      return { isOpen: false, message: `Market closed early - ${holidayCheck.holiday.name}` };
-    }
-    
-    // CME Futures hours (in UTC):
-    // Open: Sunday 23:00 UTC (6:00 PM ET)
-    // Close: Friday 22:00 UTC (5:00 PM ET)
-    // Daily maintenance: 22:00-23:00 UTC (5:00-6:00 PM ET)
-    
-    // Saturday - closed all day
-    if (utcDay === 6) {
-      return { isOpen: false, message: 'Market closed - Weekend (Saturday)' };
-    }
-    
-    // Sunday before 23:00 UTC - closed
-    if (utcDay === 0 && utcHour < 23) {
-      return { isOpen: false, message: 'Market closed - Opens Sunday 6:00 PM ET' };
-    }
-    
-    // Friday after 22:00 UTC - closed
-    if (utcDay === 5 && utcHour >= 22) {
-      return { isOpen: false, message: 'Market closed - Weekend' };
-    }
-    
-    // Daily maintenance 22:00-23:00 UTC (except Friday close)
-    if (utcHour === 22 && utcDay !== 5) {
-      return { isOpen: false, message: 'Market closed - Daily maintenance (5:00-6:00 PM ET)' };
-    }
-    
-    return { isOpen: true, message: 'Market is open' };
-  }
-
-  /**
-   * Gets market status for an account
-   * @param {number|string} accountId - Account ID
-   * @returns {Promise<{success: boolean, isOpen: boolean, message: string}>}
-   */
-  async getMarketStatus(accountId) {
-    const hours = this.checkMarketHours();
-    return { success: true, isOpen: hours.isOpen, message: hours.message };
-  }
-}
-
-module.exports = { ProjectXService };