hedgequantx 1.8.49 → 2.3.0

package/README.md

@@ -15,8 +15,8 @@
 
 *Connect to 37+ prop firms and automate your futures trading*
 
-[![npm version](https://img.shields.io/npm/v/hedgequantx?style=for-the-badge&logo=npm&logoColor=white&color=CB3837)](https://www.npmjs.com/package/hedgequantx)
-[![npm downloads](https://img.shields.io/npm/dm/hedgequantx?style=for-the-badge&logo=npm&logoColor=white&color=CB3837)](https://www.npmjs.com/package/hedgequantx)
+[![npm version](https://img.shields.io/npm/v/@hedgequantx/cli?style=for-the-badge&logo=npm&logoColor=white&color=CB3837)](https://www.npmjs.com/package/@hedgequantx/cli)
+[![npm downloads](https://img.shields.io/npm/dm/@hedgequantx/cli?style=for-the-badge&logo=npm&logoColor=white&color=CB3837)](https://www.npmjs.com/package/@hedgequantx/cli)
 [![GitHub stars](https://img.shields.io/github/stars/HedgeQuantX/HQX-CLI?style=for-the-badge&logo=github&logoColor=white&color=181717)](https://github.com/HedgeQuantX/HQX-CLI)
 [![License](https://img.shields.io/badge/license-MIT-blue?style=for-the-badge)](LICENSE)
 
@@ -41,7 +41,8 @@
 | **Algo Trading** | One Account & Copy Trading modes |
 | **Ultra-Scalping** | VWAP Mean Reversion + Order Flow |
 | **Market Hours** | Auto-blocks when market closed |
-| **Cloud Execution** | HQX Server low-latency engine |
+| **Local Execution** | Direct API trading, no server needed |
+| **Protected Strategy** | Bytecode compiled for protection |
 | **Secure Storage** | AES-256-GCM encrypted sessions |
 | **Auto-Update** | Built-in version checker |
 
@@ -52,7 +53,7 @@
 ### NPM (Recommended)
 
 ```bash
-npm install -g hedgequantx
+npm i -g hedgequantx
 ```
 
 ### From Source
@@ -116,7 +117,7 @@ Trade on a single account with HQX Ultra-Scalping strategy.
 
 ```
 ╠════════════════════════════════════════════════╤═══════════════════════════════════════════════╣
-║ Account: PRAC-V2-153156                        │ Symbol: ES Mar26                              ║
+║ Account: HQX *****                             │ Symbol: ES Mar26                              ║
 ╠════════════════════════════════════════════════╪═══════════════════════════════════════════════╣
 ║ Qty: 1                                         │ P&L: +$0.00                                   ║
 ╠════════════════════════════════════════════════╪═══════════════════════════════════════════════╣
@@ -281,7 +282,7 @@ Mirror trades from Lead to Follower accounts.
 
 ## License
 
-MIT License - see [LICENSE](LICENSE) for details.
+Proprietary - HedgeQuantX
 
 ---
 

package/bin/cli.js

@@ -1,10 +1,9 @@
 #!/usr/bin/env node
 
 /**
- * @fileoverview HedgeQuantX CLI - Entry Point
- * @module cli
- * @description Prop Futures Algo Trading CLI
- * @version 1.2.0
+ * HedgeQuantX CLI - Entry Point
+ * Prop Futures Algo Trading with Protected Strategy
+ * @version 2.1.0
  */
 
 'use strict';
@@ -23,10 +22,17 @@ process.on('unhandledRejection', (err) => {
   process.exit(1);
 });
 
+// Load bytenode for protected strategy
+try {
+  require('bytenode');
+} catch (e) {
+  // Bytenode not available, will use source files
+}
+
 // CLI configuration
 program
-  .name('hedgequantx')
-  .description('Prop Futures Algo Trading CLI')
+  .name('hqx')
+  .description('HedgeQuantX - Prop Futures Algo Trading CLI')
   .version(pkg.version)
   .option('-u, --update', 'Update HQX to latest version');
 
@@ -50,7 +56,7 @@ if (process.argv.includes('-u') || process.argv.includes('--update')) {
   const { execSync } = require('child_process');
   console.log('Updating HedgeQuantX...');
   try {
-    execSync('npm install -g hedgequantx@latest', { stdio: 'inherit' });
+    execSync('npm install -g @hedgequantx/cli@latest', { stdio: 'inherit' });
     console.log('Update complete! Run "hqx" to start.');
   } catch (e) {
     console.error('Update failed:', e.message);

package/dist/algo/copy-engine.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./copy-engine.jsc');

package/dist/algo/engine.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./engine.jsc');

package/dist/algo/market-data-rithmic.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./market-data-rithmic.jsc');

package/dist/algo/market-data.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./market-data.jsc');

package/dist/algo/rithmic/connection.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./connection.jsc');

package/dist/algo/rithmic/constants.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./constants.jsc');

package/dist/algo/rithmic/index.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./index.jsc');

package/dist/algo/rithmic/market-data.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./market-data.jsc');

package/dist/algo/rithmic/pnl.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./pnl.jsc');

package/dist/algo/rithmic/pool.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./pool.jsc');

package/dist/algo/rithmic/trading.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./trading.jsc');

package/dist/algo/rithmic-decoder.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./rithmic-decoder.jsc');

package/dist/algo/strategies/ultra-scalping-v2.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./ultra-scalping-v2.jsc');

package/dist/algo/strategies/ultra-scalping.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./ultra-scalping.jsc');

package/dist/algo/trading-api-rithmic.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./trading-api-rithmic.jsc');

package/dist/algo/trading-api.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./trading-api.jsc');

package/dist/algo/utils/smart-logger.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./smart-logger.jsc');

package/dist/algo/utils/smart-logs.js

@@ -0,0 +1,3 @@
+'use strict';
+require('bytenode');
+module.exports = require('./smart-logs.jsc');

package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "hedgequantx",
-  "version": "1.8.49",
-  "description": "Prop Futures Algo Trading CLI - Connect to Topstep, Alpha Futures, and other prop firms",
+  "version": "2.3.0",
+  "description": "HedgeQuantX - Prop Futures Algo Trading CLI with Ultra-Scalping Strategy",
   "main": "src/app.js",
   "bin": {
     "hedgequantx": "./bin/cli.js",
@@ -9,7 +9,9 @@
   },
   "scripts": {
     "start": "node bin/cli.js",
-    "dev": "node bin/cli.js"
+    "dev": "node bin/cli.js",
+    "build": "node scripts/build.js",
+    "prepublishOnly": "npm run build"
   },
   "keywords": [
     "trading",
@@ -19,12 +21,16 @@
     "cli",
     "topstep",
     "projectx",
+    "rithmic",
+    "apex",
     "prop-trading",
     "algo-trading",
-    "futures-trading"
+    "futures-trading",
+    "scalping",
+    "hedgequantx"
   ],
-  "author": "HedgeQuantX",
-  "license": "MIT",
+  "author": "HedgeQuantX <support@hedgequantx.com>",
+  "license": "PROPRIETARY",
   "repository": {
     "type": "git",
     "url": "git+https://github.com/HedgeQuantX/HQX-CLI.git"
@@ -32,22 +38,39 @@
   "bugs": {
     "url": "https://github.com/HedgeQuantX/HQX-CLI/issues"
   },
-  "homepage": "https://github.com/HedgeQuantX/HQX-CLI#readme",
+  "homepage": "https://hedgequantx.com",
   "engines": {
-    "node": ">=16.0.0"
+    "node": ">=18.0.0"
   },
   "files": [
     "bin/",
-    "src/"
+    "dist/",
+    "protos/",
+    "src/app.js",
+    "src/api/",
+    "src/config/",
+    "src/menus/",
+    "src/pages/",
+    "src/security/",
+    "src/services/",
+    "src/ui/",
+    "src/utils/"
   ],
   "dependencies": {
+    "@microsoft/signalr": "^10.0.0",
     "asciichart": "^1.5.25",
+    "bytenode": "^1.5.7",
     "chalk": "^4.1.2",
     "commander": "^11.1.0",
+    "conf": "^10.2.0",
     "figlet": "^1.7.0",
-    "inquirer": "^8.2.7",
+    "inquirer": "^8.2.6",
     "ora": "^5.4.1",
     "protobufjs": "^8.0.0",
+    "uuid": "^9.0.1",
     "ws": "^8.18.3"
+  },
+  "devDependencies": {
+    "nodemon": "^3.0.2"
   }
 }

package/protos/rithmic/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/protos/rithmic/base.proto

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

package/protos/rithmic/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
+	}

package/protos/rithmic/exchange_order_notification.proto

@@ -0,0 +1,140 @@
+
+package rti;
+
+message ExchangeOrderNotification
+	{       
+	enum NotifyType {
+	                 STATUS        =   1;
+			 MODIFY        =   2;
+			 CANCEL        =   3;
+			 TRIGGER       =   4;
+			 FILL          =   5;
+			 REJECT        =   6;
+			 NOT_MODIFIED  =   7;
+			 NOT_CANCELLED =   8;
+			 GENERIC       =   9;
+                        }	
+
+        enum TransactionType {
+	                      BUY  = 1;
+		              SELL = 2;
+			      SS   = 3;
+	                     }
+
+        enum Duration {
+	               DAY  = 1;
+		       GTC  = 2;
+		       IOC  = 3;
+		       FOK  = 4;
+                      }
+ 
+        enum PriceType {
+	                LIMIT        = 1;
+			MARKET       = 2;
+			STOP_LIMIT   = 3;
+			STOP_MARKET  = 4;
+                       }
+
+	enum BracketType {
+	                  STOP_ONLY               = 1;
+			  TARGET_ONLY             = 2;
+			  TARGET_AND_STOP         = 3;
+			  STOP_ONLY_STATIC        = 4;
+			  TARGET_ONLY_STATIC      = 5;
+			  TARGET_AND_STOP_STATIC  = 6;
+                         }
+		       
+        enum OrderPlacement {
+	                     MANUAL  = 1;
+			     AUTO    = 2;
+	                    }
+
+	required int32             template_id               = 154467;
+	optional string            user_tag                  = 154119;
+
+	optional NotifyType        notify_type               = 153625;
+	optional bool              is_snapshot               = 110121;
+	optional bool              is_rithmic_internal_msg   = 149373;
+
+	optional string            report_type            = 120001;
+	optional string            status                 = 110303;
+	optional string            basket_id              = 110300;
+	optional string            original_basket_id     = 154497;
+	optional string            linked_basket_ids      = 110358;
+
+	optional string            fcm_id                 = 154013;
+	optional string            ib_id                  = 154014;
+	optional string            user_id                = 131003;
+	optional string            account_id             = 154008;
+
+	optional string            symbol                 = 110100;
+	optional string            exchange               = 110101;
+	optional string            trade_exchange         = 112021;
+	optional string            trade_route            = 112016;
+	optional string            exchange_order_id      = 149238;
+	optional string            tp_exchange_order_id   = 153647;
+	optional string            instrument_type        = 110116;
+
+	optional  int32            quantity               = 112004;
+	optional  double           price                  = 110306;
+	optional  double           trigger_price          = 149247;
+
+	optional  TransactionType  transaction_type       = 112003;
+	optional  Duration         duration               = 112005;
+	optional  PriceType        price_type             = 112008;
+	optional  PriceType        orig_price_type        = 154770;
+	optional  OrderPlacement   manual_or_auto         = 154710;
+	optional  BracketType      bracket_type           = 157087;
+
+	optional  int32            confirmed_size         = 110329;
+	optional  string           confirmed_time         = 110326;
+	optional  string           confirmed_date         = 110327;
+	optional  string           confirmed_id           = 110330;
+
+	optional  int32            modified_size          = 149267;
+	optional  string           modified_time          = 149268;
+	optional  string           modified_date          = 149269;
+	optional  string           modify_id              = 149244;
+
+	optional  int32            cancelled_size         = 110318;
+	optional  string           cancelled_time         = 110319;
+	optional  string           cancelled_date         = 110320;
+	optional  string           cancelled_id           = 110321;
+
+	optional  double           fill_price             = 110307;
+	optional  int32            fill_size              = 110308;
+	optional  string           fill_time              = 110309;
+	optional  string           fill_date              = 110310;
+	optional  string           fill_id                = 110311;
+
+	optional  double           avg_fill_price         = 110322;
+
+	optional  int32            total_fill_size        = 154111;
+	optional  int32            total_unfilled_size    = 154112;
+
+	optional  string           trigger_id             = 149266;
+
+	optional string            sequence_number        = 112002;
+	optional string            orig_sequence_number   = 149263;
+	optional string            cor_sequence_number    = 149264;
+
+	optional string            currency               = 154382;
+	optional string            country_code           = 154172;
+
+	optional string            text                   = 120008;
+	optional string            report_text            = 120028;
+	optional string            remarks                = 154806;
+
+	optional string            window_name            = 154629;
+	optional string            originator_window_name = 154671;
+
+	optional  int32            cancel_at_ssboe        = 157085;
+	optional  int32            cancel_at_usecs        = 157086;
+        optional  int32            cancel_after_secs      = 154488;
+
+	optional int32             ssboe                  = 150100;
+	optional int32             usecs                  = 150101;
+
+	optional int32             exch_receipt_ssboe     = 150405;
+	optional int32             exch_receipt_nsecs     = 150406;
+	}

package/protos/rithmic/instrument_pnl_position_update.proto

@@ -0,0 +1,50 @@
+
+package rti;
+
+message InstrumentPnLPositionUpdate
+	{       
+	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 string   symbol                     = 110100;
+	optional string   exchange                   = 110101;
+	optional string   product_code               = 100749;
+	optional string   instrument_type            = 110116;
+
+	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 double   avg_open_fill_price        = 154434;
+
+	optional double   day_open_pnl               = 157954;
+        optional double   day_closed_pnl             = 157955;
+	optional double   day_pnl                    = 157956;
+	optional double   day_open_pnl_offset        = 157957;
+	optional double   day_closed_pnl_offset      = 157958;
+
+	optional string   mtm_security               = 154263;
+	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   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 int32    ssboe                      = 150100;
+	optional int32    usecs                      = 150101;
+	}