hedgequantx 1.8.49 → 2.3.0
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.
- package/README.md +7 -6
- package/bin/cli.js +13 -7
- package/dist/algo/copy-engine.js +3 -0
- package/dist/algo/copy-engine.jsc +0 -0
- package/dist/algo/engine.js +3 -0
- package/dist/algo/engine.jsc +0 -0
- package/dist/algo/market-data-rithmic.js +3 -0
- package/dist/algo/market-data-rithmic.jsc +0 -0
- package/dist/algo/market-data.js +3 -0
- package/dist/algo/market-data.jsc +0 -0
- package/dist/algo/rithmic/connection.js +3 -0
- package/dist/algo/rithmic/connection.jsc +0 -0
- package/dist/algo/rithmic/constants.js +3 -0
- package/dist/algo/rithmic/constants.jsc +0 -0
- package/dist/algo/rithmic/index.js +3 -0
- package/dist/algo/rithmic/index.jsc +0 -0
- package/dist/algo/rithmic/market-data.js +3 -0
- package/dist/algo/rithmic/market-data.jsc +0 -0
- package/dist/algo/rithmic/pnl.js +3 -0
- package/dist/algo/rithmic/pnl.jsc +0 -0
- package/dist/algo/rithmic/pool.js +3 -0
- package/dist/algo/rithmic/pool.jsc +0 -0
- package/dist/algo/rithmic/trading.js +3 -0
- package/dist/algo/rithmic/trading.jsc +0 -0
- package/dist/algo/rithmic-decoder.js +3 -0
- package/dist/algo/rithmic-decoder.jsc +0 -0
- package/dist/algo/strategies/ultra-scalping-v2.js +3 -0
- package/dist/algo/strategies/ultra-scalping-v2.jsc +0 -0
- package/dist/algo/strategies/ultra-scalping.js +3 -0
- package/dist/algo/strategies/ultra-scalping.jsc +0 -0
- package/dist/algo/trading-api-rithmic.js +3 -0
- package/dist/algo/trading-api-rithmic.jsc +0 -0
- package/dist/algo/trading-api.js +3 -0
- package/dist/algo/trading-api.jsc +0 -0
- package/dist/algo/utils/smart-logger.js +3 -0
- package/dist/algo/utils/smart-logger.jsc +0 -0
- package/dist/algo/utils/smart-logs.js +3 -0
- package/dist/algo/utils/smart-logs.jsc +0 -0
- package/package.json +33 -10
- package/protos/rithmic/account_pnl_position_update.proto +59 -0
- package/protos/rithmic/base.proto +7 -0
- package/protos/rithmic/best_bid_offer.proto +39 -0
- package/protos/rithmic/exchange_order_notification.proto +140 -0
- package/protos/rithmic/instrument_pnl_position_update.proto +50 -0
- package/protos/rithmic/last_trade.proto +53 -0
- package/protos/rithmic/request_account_list.proto +20 -0
- package/protos/rithmic/request_cancel_all_orders.proto +15 -0
- package/protos/rithmic/request_front_month_contract.proto +10 -0
- package/protos/rithmic/request_heartbeat.proto +13 -0
- package/protos/rithmic/request_login.proto +28 -0
- package/protos/rithmic/request_login_info.proto +10 -0
- package/protos/rithmic/request_logout.proto +10 -0
- package/protos/rithmic/request_market_data_update.proto +42 -0
- package/protos/rithmic/request_new_order.proto +84 -0
- package/protos/rithmic/request_pnl_position_snapshot.proto +14 -0
- package/protos/rithmic/request_pnl_position_updates.proto +20 -0
- package/protos/rithmic/request_product_codes.proto +9 -0
- package/protos/rithmic/request_rithmic_system_info.proto +8 -0
- package/protos/rithmic/request_show_order_history.proto +16 -0
- package/protos/rithmic/request_show_order_history_dates.proto +10 -0
- package/protos/rithmic/request_show_order_history_summary.proto +14 -0
- package/protos/rithmic/request_show_orders.proto +14 -0
- package/protos/rithmic/request_subscribe_for_order_updates.proto +14 -0
- package/protos/rithmic/request_tick_bar_replay.proto +48 -0
- package/protos/rithmic/request_trade_routes.proto +11 -0
- package/protos/rithmic/response_account_list.proto +18 -0
- package/protos/rithmic/response_front_month_contract.proto +13 -0
- package/protos/rithmic/response_heartbeat.proto +14 -0
- package/protos/rithmic/response_login.proto +18 -0
- package/protos/rithmic/response_login_info.proto +24 -0
- package/protos/rithmic/response_logout.proto +11 -0
- package/protos/rithmic/response_market_data_update.proto +9 -0
- package/protos/rithmic/response_new_order.proto +18 -0
- package/protos/rithmic/response_pnl_position_snapshot.proto +11 -0
- package/protos/rithmic/response_pnl_position_updates.proto +11 -0
- package/protos/rithmic/response_product_codes.proto +12 -0
- package/protos/rithmic/response_rithmic_system_info.proto +12 -0
- package/protos/rithmic/response_show_order_history.proto +11 -0
- package/protos/rithmic/response_show_order_history_dates.proto +13 -0
- package/protos/rithmic/response_show_order_history_summary.proto +11 -0
- package/protos/rithmic/response_show_orders.proto +11 -0
- package/protos/rithmic/response_subscribe_for_order_updates.proto +11 -0
- package/protos/rithmic/response_tick_bar_replay.proto +40 -0
- package/protos/rithmic/response_trade_routes.proto +19 -0
- package/protos/rithmic/rithmic_order_notification.proto +124 -0
- package/src/app.js +136 -89
- package/src/config/index.js +27 -8
- package/src/config/settings.js +155 -0
- package/src/pages/algo/copy-trading.js +293 -200
- package/src/pages/algo/one-account.js +1 -1
- package/src/security/encryption.js +81 -46
- package/src/security/index.js +12 -8
- package/src/security/rateLimit.js +68 -65
- package/src/security/validation.js +93 -79
- package/src/services/hqx-server.js +538 -206
- package/src/services/projectx/index.js +327 -204
- package/src/services/rithmic/index.js +288 -285
- package/src/services/session.js +184 -114
- package/src/services/tradovate/index.js +286 -297
- package/src/utils/http.js +236 -0
- package/src/utils/index.js +11 -2
- package/src/utils/logger.js +64 -33
- package/src/utils/prompts.js +79 -71
package/src/config/index.js
CHANGED
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@@ -3,12 +3,12 @@
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* @module config
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*/
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const {
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PROPFIRMS,
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PROPFIRM_CHOICES,
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getPropFirm,
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const {
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PROPFIRMS,
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PROPFIRM_CHOICES,
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getPropFirm,
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getPropFirmById,
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getPropFirmsByPlatform
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getPropFirmsByPlatform,
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} = require('./propfirms');
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const {
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ORDER_STATUS,
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ORDER_TYPE,
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ORDER_SIDE,
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FUTURES_SYMBOLS
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FUTURES_SYMBOLS,
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} = require('./constants');
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const {
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TIMEOUTS,
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RATE_LIMITS,
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SECURITY,
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VALIDATION,
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HQX_SERVER,
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CACHE,
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DEBUG,
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} = require('./settings');
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module.exports = {
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// PropFirms
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PROPFIRMS,
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getPropFirm,
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getPropFirmById,
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getPropFirmsByPlatform,
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-
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// Constants
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ACCOUNT_STATUS,
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ACCOUNT_TYPE,
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ORDER_STATUS,
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ORDER_TYPE,
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ORDER_SIDE,
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FUTURES_SYMBOLS
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FUTURES_SYMBOLS,
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// Settings
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TIMEOUTS,
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RATE_LIMITS,
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SECURITY,
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VALIDATION,
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HQX_SERVER,
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CACHE,
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DEBUG,
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};
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@@ -0,0 +1,155 @@
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/**
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* @fileoverview Centralized application settings and constants
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* @module config/settings
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*/
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// ==================== TIMEOUTS ====================
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const TIMEOUTS = {
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// HTTP Requests
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API_REQUEST: 15000,
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LOGIN_REQUEST: 30000,
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// WebSocket
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WS_CONNECTION: 10000,
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WS_HEARTBEAT: 5000,
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WS_RECONNECT_BASE: 1000,
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WS_RECONNECT_MAX: 30000,
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// Rithmic Protocol
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RITHMIC_LOGIN: 30000,
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RITHMIC_PNL: 10000,
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RITHMIC_TICKER: 10000,
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RITHMIC_CONTRACTS: 5000,
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RITHMIC_PRODUCTS: 8000,
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// UI
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SPINNER_INTERVAL: 250,
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MENU_DEBOUNCE: 100,
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};
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// ==================== RATE LIMITS ====================
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const RATE_LIMITS = {
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API: { maxRequests: 60, windowMs: 60000, minInterval: 100 },
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LOGIN: { maxRequests: 5, windowMs: 60000, minInterval: 2000 },
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ORDERS: { maxRequests: 30, windowMs: 60000, minInterval: 200 },
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DATA: { maxRequests: 120, windowMs: 60000, minInterval: 50 },
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};
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// ==================== SECURITY ====================
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const SECURITY = {
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// Encryption
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ALGORITHM: 'aes-256-gcm',
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IV_LENGTH: 16,
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AUTH_TAG_LENGTH: 16,
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SALT_LENGTH: 32,
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KEY_LENGTH: 32,
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PBKDF2_ITERATIONS: 100000,
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// Password Policy
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PASSWORD_MIN_LENGTH: 8,
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PASSWORD_MAX_LENGTH: 128,
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PASSWORD_REQUIRE_UPPERCASE: true,
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PASSWORD_REQUIRE_NUMBER: true,
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PASSWORD_REQUIRE_SPECIAL: false,
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// Session
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SESSION_DIR: '.hedgequantx',
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SESSION_FILE: 'session.enc',
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FILE_PERMISSIONS: 0o600,
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DIR_PERMISSIONS: 0o700,
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// Tokens
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TOKEN_VISIBLE_CHARS: 4,
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MAX_RECONNECT_ATTEMPTS: 5,
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};
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// ==================== VALIDATION ====================
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const VALIDATION = {
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USERNAME_MIN: 3,
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USERNAME_MAX: 50,
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USERNAME_PATTERN: /^[a-zA-Z0-9._@-]+$/,
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API_KEY_MIN: 10,
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API_KEY_MAX: 256,
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API_KEY_PATTERN: /^[a-zA-Z0-9_-]+$/,
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SYMBOL_MIN: 1,
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SYMBOL_MAX: 20,
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SYMBOL_PATTERN: /^[A-Z0-9]+$/,
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QUANTITY_MIN: 1,
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QUANTITY_MAX: 1000,
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PRICE_MIN: 0,
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PRICE_MAX: 1000000,
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ACCOUNT_ID_MAX: Number.MAX_SAFE_INTEGER,
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STRING_MAX_LENGTH: 1000,
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};
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// ==================== HQX SERVER (ULTRA LOW LATENCY) ====================
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const HQX_SERVER = {
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DEFAULT_HOST: '173.212.223.75',
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DEFAULT_PORT: 3500,
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VERSION: 'v1',
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// Latency optimizations
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CONNECT_TIMEOUT: 5000, // Fast connection timeout
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AUTH_TIMEOUT: 5000, // Fast auth timeout
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INITIAL_HEARTBEAT: 1000, // Start at 1s, adapts based on latency
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MIN_HEARTBEAT: 250, // Minimum 250ms for high latency
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MAX_HEARTBEAT: 2000, // Maximum 2s for low latency
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// Reconnection (fast initial, then backoff)
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RECONNECT_INITIAL: 100, // Start at 100ms
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RECONNECT_MAX: 10000, // Max 10s
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MAX_RECONNECT_ATTEMPTS: 10, // More attempts for trading
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// Buffer sizes
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MAX_PAYLOAD: 65536, // 64KB
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SEND_BUFFER: 65536,
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RECV_BUFFER: 65536,
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// Latency thresholds (ms) for adaptive heartbeat
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LATENCY_EXCELLENT: 10, // <10ms = 2s heartbeat
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LATENCY_GOOD: 50, // <50ms = 1s heartbeat
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LATENCY_FAIR: 100, // <100ms = 500ms heartbeat
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// >100ms = 250ms heartbeat
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get host() {
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return process.env.HQX_HOST || this.DEFAULT_HOST;
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},
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get port() {
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return parseInt(process.env.HQX_PORT, 10) || this.DEFAULT_PORT;
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},
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get wsUrl() {
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if (process.env.HQX_WS_URL) return process.env.HQX_WS_URL;
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const protocol = process.env.HQX_WS_SECURE === 'false' ? 'ws' : 'wss';
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return `${protocol}://${this.host}:${this.port}/ws`;
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},
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};
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// ==================== CACHE ====================
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const CACHE = {
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CONTRACTS_TTL: 300000, // 5 minutes
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STATS_TTL: 60000, // 1 minute
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};
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// ==================== DEBUG ====================
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const DEBUG = {
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get enabled() {
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return process.env.HQX_DEBUG === '1';
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},
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LOG_FILE: 'debug.log',
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};
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module.exports = {
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TIMEOUTS,
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RATE_LIMITS,
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SECURITY,
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VALIDATION,
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HQX_SERVER,
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CACHE,
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DEBUG,
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};
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