hedgequantx 2.4.6 → 2.4.8

package/src/lib/data.js

@@ -1,555 +1,286 @@
 /**
- * Market Data Feed
- * Connects to PropFirm market data via SignalR (ProjectX Gateway API)
- * Feeds real-time data to the algo engine
+ * =============================================================================
+ * MARKET DATA FEED - SignalR Real-Time Data
+ * =============================================================================
+ * Connects to ProjectX Gateway RTC for real-time market data
+ * 
+ * Events emitted:
+ * - tick: Quote/trade updates (price, bid, ask, volume)
+ * - quote: Quote updates only
+ * - trade: Trade executions only
+ * - depth: DOM/Level 2 updates
+ * - connected: Connection established
+ * - disconnected: Connection lost
+ * - error: Connection error
+ * 
+ * SOURCE: Based on ProjectX Gateway RTC API
  */
 
+'use strict';
+
 const EventEmitter = require('events');
-const signalR = require('@microsoft/signalr');
+const { HubConnectionBuilder, HttpTransportType, LogLevel } = require('@microsoft/signalr');
 
-// ProjectX Gateway SignalR endpoints
-// Pattern: replace 'api.' with 'rtc.' in gatewayApi URL
-const PROPFIRM_RTC_ENDPOINTS = {
-  topstep: {
-    market: 'https://rtc.topstepx.com/hubs/market',
-    user: 'https://rtc.topstepx.com/hubs/user'
-  },
-  alpha_futures: {
-    market: 'https://rtc.alphafutures.projectx.com/hubs/market',
-    user: 'https://rtc.alphafutures.projectx.com/hubs/user'
-  },
-  tickticktrader: {
-    market: 'https://rtc.tickticktrader.projectx.com/hubs/market',
-    user: 'https://rtc.tickticktrader.projectx.com/hubs/user'
-  },
-  bulenox: {
-    market: 'https://rtc.bulenox.projectx.com/hubs/market',
-    user: 'https://rtc.bulenox.projectx.com/hubs/user'
-  },
-  tradeday: {
-    market: 'https://rtc.tradeday.projectx.com/hubs/market',
-    user: 'https://rtc.tradeday.projectx.com/hubs/user'
-  },
-  blusky: {
-    market: 'https://rtc.blusky.projectx.com/hubs/market',
-    user: 'https://rtc.blusky.projectx.com/hubs/user'
-  },
-  goat_futures: {
-    market: 'https://rtc.goatfutures.projectx.com/hubs/market',
-    user: 'https://rtc.goatfutures.projectx.com/hubs/user'
-  },
-  futures_desk: {
-    market: 'https://rtc.thefuturesdesk.projectx.com/hubs/market',
-    user: 'https://rtc.thefuturesdesk.projectx.com/hubs/user'
-  },
-  daytraders: {
-    market: 'https://rtc.daytraders.projectx.com/hubs/market',
-    user: 'https://rtc.daytraders.projectx.com/hubs/user'
-  },
-  e8_futures: {
-    market: 'https://rtc.e8futures.projectx.com/hubs/market',
-    user: 'https://rtc.e8futures.projectx.com/hubs/user'
-  },
-  blue_guardian: {
-    market: 'https://rtc.blueguardianfutures.projectx.com/hubs/market',
-    user: 'https://rtc.blueguardianfutures.projectx.com/hubs/user'
-  },
-  futures_elite: {
-    market: 'https://rtc.futureselite.projectx.com/hubs/market',
-    user: 'https://rtc.futureselite.projectx.com/hubs/user'
-  },
-  fxify: {
-    market: 'https://rtc.fxify.projectx.com/hubs/market',
-    user: 'https://rtc.fxify.projectx.com/hubs/user'
-  },
-  hola_prime: {
-    market: 'https://rtc.holaprime.projectx.com/hubs/market',
-    user: 'https://rtc.holaprime.projectx.com/hubs/user'
-  },
-  top_one_futures: {
-    market: 'https://rtc.toponefutures.projectx.com/hubs/market',
-    user: 'https://rtc.toponefutures.projectx.com/hubs/user'
-  },
-  funding_futures: {
-    market: 'https://rtc.fundingfutures.projectx.com/hubs/market',
-    user: 'https://rtc.fundingfutures.projectx.com/hubs/user'
-  },
-  tx3_funding: {
-    market: 'https://rtc.tx3funding.projectx.com/hubs/market',
-    user: 'https://rtc.tx3funding.projectx.com/hubs/user'
-  },
-  lucid_trading: {
-    market: 'https://rtc.lucidtrading.projectx.com/hubs/market',
-    user: 'https://rtc.lucidtrading.projectx.com/hubs/user'
-  },
-  tradeify: {
-    market: 'https://rtc.tradeify.projectx.com/hubs/market',
-    user: 'https://rtc.tradeify.projectx.com/hubs/user'
-  }
+// Inline PROPFIRMS config for RTC URLs (standalone module)
+const PROPFIRMS = {
+  topstep: { gatewayApi: 'api.topstepx.com' },
+  alpha_futures: { gatewayApi: 'api.alphafutures.projectx.com' },
+  tickticktrader: { gatewayApi: 'api.tickticktrader.projectx.com' },
+  bulenox: { gatewayApi: 'api.bulenox.projectx.com' },
+  tradeday: { gatewayApi: 'api.tradeday.projectx.com' },
+  blusky: { gatewayApi: 'api.blusky.projectx.com' },
+  goat_futures: { gatewayApi: 'api.goatfutures.projectx.com' },
+  futures_desk: { gatewayApi: 'api.thefuturesdesk.projectx.com' },
+  daytraders: { gatewayApi: 'api.daytraders.projectx.com' },
+  e8_futures: { gatewayApi: 'api.e8futures.projectx.com' },
+  blue_guardian: { gatewayApi: 'api.blueguardianfutures.projectx.com' },
+  futures_elite: { gatewayApi: 'api.futureselite.projectx.com' },
+  fxify: { gatewayApi: 'api.fxify.projectx.com' },
+  hola_prime: { gatewayApi: 'api.holaprime.projectx.com' },
+  top_one_futures: { gatewayApi: 'api.toponefutures.projectx.com' },
+  funding_futures: { gatewayApi: 'api.fundingfutures.projectx.com' },
+  tx3_funding: { gatewayApi: 'api.tx3funding.projectx.com' },
+  lucid_trading: { gatewayApi: 'api.lucidtrading.projectx.com' },
+  tradeify: { gatewayApi: 'api.tradeify.projectx.com' }
 };
 
-// Default fallback
-const DEFAULT_ENDPOINTS = PROPFIRM_RTC_ENDPOINTS.topstep;
-
-// NO STATIC CONTRACT DATA - All contract specs come from API
-// Use contract.tickSize and contract.tickValue from API response
+// =============================================================================
+// MARKET DATA FEED CLASS
+// =============================================================================
 
 class MarketDataFeed extends EventEmitter {
-  constructor(config) {
+  constructor(options = {}) {
     super();
     
-    this.config = config;
-    this.marketConnection = null;
-    this.userConnection = null;
-    this.isConnected = false;
+    this.propfirmKey = (options.propfirm || 'topstep').toLowerCase().replace(/\s+/g, '_');
+    this.connection = null;
+    this.connected = false;
+    this.subscriptions = new Set();
     this.reconnectAttempts = 0;
     this.maxReconnectAttempts = 5;
-    this.subscriptions = new Set();
+  }
+
+  /**
+   * Get market hub URL for propfirm
+   */
+  _getMarketHubUrl(propfirmKey) {
+    const propfirm = PROPFIRMS[propfirmKey] || PROPFIRMS.topstep;
     
-    // Data buffers
-    this.dataBuffers = new Map();
-    this.lastTick = new Map();
-    this.orderBook = new Map(); // DOM data
+    if (propfirm.rtcApi) {
+      return `https://${propfirm.rtcApi}/hubs/market`;
+    }
+    
+    if (propfirm.gatewayApi) {
+      const rtcHost = propfirm.gatewayApi.replace('gateway-api', 'gateway-rtc');
+      return `https://${rtcHost}/hubs/market`;
+    }
+    
+    return 'https://gateway-rtc-demo.s2f.projectx.com/hubs/market';
   }
 
   /**
-   * Connect to market data feed via SignalR
+   * Connect to market data hub
    */
-  async connect(userToken, propfirm, contractId = null) {
+  async connect(token, propfirmKey, contractId = null) {
+    if (this.connected) return;
+
+    this.propfirmKey = propfirmKey || this.propfirmKey;
+    const hubUrl = this._getMarketHubUrl(this.propfirmKey);
+    
     try {
-      const endpoints = PROPFIRM_RTC_ENDPOINTS[propfirm] || DEFAULT_ENDPOINTS;
-      // // console.log(`[MARKET] Connecting to ${propfirm} RTC: ${endpoints.market}`);
-      
-      // Build URL with access_token query parameter
-      const urlWithToken = `${endpoints.market}?access_token=${encodeURIComponent(userToken)}`;
-      
-      // Build SignalR connection - NO LOGGING to prevent stdout pollution
-      this.marketConnection = new signalR.HubConnectionBuilder()
-        .withUrl(urlWithToken, {
+      this.connection = new HubConnectionBuilder()
+        .withUrl(hubUrl, {
           skipNegotiation: true,
-          transport: signalR.HttpTransportType.WebSockets
+          transport: HttpTransportType.WebSockets,
+          accessTokenFactory: () => token,
+          timeout: 30000,
         })
-        .withAutomaticReconnect([0, 2000, 5000, 10000, 30000])
-        .configureLogging(signalR.LogLevel.None)
+        .withAutomaticReconnect({
+          nextRetryDelayInMilliseconds: (ctx) => {
+            if (ctx.previousRetryCount >= this.maxReconnectAttempts) return null;
+            return Math.min(1000 * Math.pow(2, ctx.previousRetryCount), 30000);
+          }
+        })
+        .configureLogging(LogLevel.Warning)
         .build();
+
+      this._setupEventHandlers();
+      await this.connection.start();
       
-      // Store contractId for immediate subscription
-      this._pendingContractId = contractId;
-      
-      // Setup event handlers BEFORE starting
-      this._setupMarketEventHandlers();
-      
-      // Start connection
-      // // console.log(`[MARKET] Starting SignalR connection...`);
-      await this.marketConnection.start();
-      // // console.log(`[MARKET] Connected! State: ${this.marketConnection.state}`);
-      
-      // IMMEDIATELY subscribe if contractId provided - don't wait!
-      if (contractId && this.marketConnection.state === 'Connected') {
-        // // console.log(`[MARKET] Immediate subscribe to ${contractId}`);
-        try {
-          await this.marketConnection.invoke('SubscribeContractQuotes', contractId);
-          // // console.log(`[MARKET] Quotes OK`);
-          await this.marketConnection.invoke('SubscribeContractTrades', contractId);
-          // // console.log(`[MARKET] Trades OK`);
-          
-          const subscriptionKey = `${contractId}:${contractId}`;
-          this.subscriptions.add(subscriptionKey);
-          this.dataBuffers.set(subscriptionKey, []);
-        } catch (subError) {
-          // // console.log(`[MARKET] Immediate subscribe failed: ${subError.message}`);
-        }
-      }
-      
-      this.isConnected = true;
+      this.connected = true;
       this.reconnectAttempts = 0;
       this.emit('connected');
-      
-      return true;
-      
+
+      if (contractId) {
+        await this.subscribe(null, contractId);
+      }
     } catch (error) {
-      // // console.log(`[MARKET] Connection error: ${error.message}`);
       this.emit('error', error);
       throw error;
     }
   }
 
   /**
-   * Setup SignalR event handlers for market data
+   * Setup SignalR event handlers
    */
-  _setupMarketEventHandlers() {
-    // Quote updates (bid/ask) - args: [contractId, quoteObject]
-    this.marketConnection.on('GatewayQuote', (...args) => {
-      this._handleQuote(args);
-    });
-    
-    // Trade updates - args: [contractId, tradesArray]
-    this.marketConnection.on('GatewayTrade', (...args) => {
-      this._handleTrade(args);
-    });
-    
-    // DOM/Depth updates - args: [contractId, depthObject]
-    this.marketConnection.on('GatewayDepth', (...args) => {
-      this._handleDepth(args);
+  _setupEventHandlers() {
+    if (!this.connection) return;
+
+    // Quote updates
+    this.connection.on('GatewayQuote', (quote) => {
+      const tick = {
+        type: 'quote',
+        contractId: quote.symbol || quote.symbolId,
+        symbol: quote.symbolName || quote.symbol,
+        price: quote.lastPrice,
+        bid: quote.bestBid,
+        ask: quote.bestAsk,
+        change: quote.change,
+        changePercent: quote.changePercent,
+        open: quote.open,
+        high: quote.high,
+        low: quote.low,
+        volume: quote.volume,
+        timestamp: quote.timestamp ? new Date(quote.timestamp).getTime() : Date.now()
+      };
+      this.emit('tick', tick);
+      this.emit('quote', tick);
     });
-    
-    // Gateway logout - server is kicking us out
-    this.marketConnection.on('GatewayLogout', (...args) => {
-      // // console.log(`[MARKET] GatewayLogout received:`, args);
+
+    // Trade executions
+    this.connection.on('GatewayTrade', (trade) => {
+      const tick = {
+        type: 'trade',
+        contractId: trade.symbolId,
+        price: trade.price,
+        volume: trade.volume,
+        side: trade.type === 0 ? 'buy' : 'sell',
+        lastTradeSide: trade.type === 0 ? 'buy' : 'sell',
+        timestamp: trade.timestamp ? new Date(trade.timestamp).getTime() : Date.now()
+      };
+      this.emit('tick', tick);
+      this.emit('trade', tick);
     });
-    
-    // Also handle lowercase version
-    this.marketConnection.on('gatewaylogout', (...args) => {
-      // // console.log(`[MARKET] gatewaylogout received:`, args);
+
+    // DOM updates
+    this.connection.on('GatewayDepth', (depth) => {
+      const domUpdate = {
+        type: 'depth',
+        price: depth.price,
+        volume: depth.volume,
+        currentVolume: depth.currentVolume,
+        side: depth.type === 0 ? 'bid' : 'ask',
+        timestamp: depth.timestamp ? new Date(depth.timestamp).getTime() : Date.now()
+      };
+      this.emit('depth', domUpdate);
+      this.emit('dom', domUpdate);
     });
-    
-    // Connection state changes
-    this.marketConnection.onreconnecting((error) => {
-      // // console.log(`[MARKET] Reconnecting... Error: ${error?.message || 'none'}`);
-      this.isConnected = false;
-      this.emit('reconnecting', { error: error?.message });
+
+    // Connection state
+    this.connection.onreconnecting((error) => {
+      this.connected = false;
+      this.emit('reconnecting', error);
     });
-    
-    this.marketConnection.onreconnected((connectionId) => {
-      // // console.log(`[MARKET] Reconnected! ConnectionId: ${connectionId}`);
-      this.isConnected = true;
-      this.emit('reconnected', { connectionId });
-      // Resubscribe to all symbols
+
+    this.connection.onreconnected((connectionId) => {
+      this.connected = true;
+      this.reconnectAttempts = 0;
+      this.emit('reconnected', connectionId);
       this._resubscribeAll();
     });
-    
-    this.marketConnection.onclose((error) => {
-      // // console.log(`[MARKET] Connection CLOSED! Error: ${error?.message || 'none'}`);
-      this.isConnected = false;
-      this.emit('disconnected', { error: error?.message });
+
+    this.connection.onclose((error) => {
+      this.connected = false;
+      this.emit('disconnected', error);
     });
   }
 
   /**
-   * Subscribe to symbol market data
-   * Implements retry logic for connection race conditions
+   * Subscribe to contract market data
    */
-  async subscribe(symbol, contractId, retryCount = 0) {
-    // // console.log(`[MARKET] Subscribe called - symbol: ${symbol}, contractId: ${contractId}`);
-    
-    const subscriptionKey = `${symbol}:${contractId}`;
-    
-    if (this.subscriptions.has(subscriptionKey)) {
-      return true; // Already subscribed
-    }
-    
-    // Check connection state
-    const state = this.marketConnection?.state;
-    // // console.log(`[MARKET] Connection state: ${state}`);
-    
-    if (state !== 'Connected') {
-      if (retryCount < 5) {
-        // // console.log(`[MARKET] Not connected, waiting 500ms and retrying... (${retryCount + 1}/5)`);
-        await new Promise(resolve => setTimeout(resolve, 500));
-        return this.subscribe(symbol, contractId, retryCount + 1);
-      } else {
-        // // console.log(`[MARKET] ERROR: Connection not available after 5 retries`);
-        this.emit('error', new Error('Connection not available'));
-        return false;
-      }
+  async subscribe(symbol, contractId) {
+    if (!this.connection || !this.connected) {
+      throw new Error('Not connected');
     }
+
+    const id = contractId || symbol;
     
     try {
-      // Subscribe to quotes - do it immediately, no delay
-      // // console.log(`[MARKET] Subscribing to ${contractId}...`);
-      await this.marketConnection.invoke('SubscribeContractQuotes', contractId);
-      // // console.log(`[MARKET] Quotes subscribed`);
-      
-      // Subscribe to trades
-      await this.marketConnection.invoke('SubscribeContractTrades', contractId);
-      // // console.log(`[MARKET] Trades subscribed`);
-      
-      this.subscriptions.add(subscriptionKey);
-      this.dataBuffers.set(subscriptionKey, []);
-      this.isConnected = true;
-      
-      this.emit('subscribed', { symbol, contractId });
-      return true;
-      
+      await this.connection.invoke('SubscribeContractQuotes', id);
+      await this.connection.invoke('SubscribeContractTrades', id);
+      await this.connection.invoke('SubscribeContractMarketDepth', id);
+      this.subscriptions.add(id);
+      this.emit('subscribed', { symbol, contractId: id });
     } catch (error) {
-      // // console.log(`[MARKET] Subscribe ERROR: ${error.message}`);
-      
-      // If connection was closed, try to reconnect
-      if (error.message.includes('not in the') && retryCount < 3) {
-        // // console.log(`[MARKET] Connection lost, will retry on reconnect`);
-        this.isConnected = false;
-      }
-      
-      this.emit('error', error);
-      return false;
+      this.emit('error', new Error(`Subscribe failed: ${error.message}`));
+      throw error;
     }
   }
 
   /**
-   * Unsubscribe from symbol market data
+   * Unsubscribe from contract
    */
-  async unsubscribe(symbol, contractId) {
-    const subscriptionKey = `${symbol}:${contractId}`;
-    
-    if (!this.subscriptions.has(subscriptionKey)) {
-      return true;
-    }
-    
+  async unsubscribe(contractId) {
+    if (!this.connection || !this.connected) return;
+
     try {
-      await this.marketConnection.invoke('UnsubscribeContractQuotes', contractId);
-      await this.marketConnection.invoke('UnsubscribeContractTrades', contractId);
-      await this.marketConnection.invoke('UnsubscribeContractMarketDepth', contractId);
-      
-      this.subscriptions.delete(subscriptionKey);
-      this.dataBuffers.delete(subscriptionKey);
-      
-      this.emit('unsubscribed', { symbol, contractId });
-      return true;
-      
+      await this.connection.invoke('UnsubscribeContractQuotes', contractId);
+      await this.connection.invoke('UnsubscribeContractTrades', contractId);
+      await this.connection.invoke('UnsubscribeContractMarketDepth', contractId);
+      this.subscriptions.delete(contractId);
+      this.emit('unsubscribed', { contractId });
     } catch (error) {
-      this.emit('error', error);
-      return false;
+      // Silently handle
     }
   }
 
   /**
-   * Resubscribe to all symbols after reconnection
+   * Resubscribe after reconnect
    */
   async _resubscribeAll() {
-    for (const subscriptionKey of this.subscriptions) {
-      const [symbol, contractId] = subscriptionKey.split(':');
-      this.subscriptions.delete(subscriptionKey); // Remove so subscribe works
-      await this.subscribe(symbol, contractId);
-    }
-  }
-
-  /**
-   * Handle quote update (bid/ask)
-   * Format: args[0] = contractId, args[1] = quote object
-   */
-  _handleQuote(args) {
-    // Debug log every 100th quote
-    if (!this._quoteCount) this._quoteCount = 0;
-    this._quoteCount++;
-    if (this._quoteCount % 100 === 1) {
-      // // console.log(`[MARKET] Quote #${this._quoteCount}:`, JSON.stringify(args).substring(0, 200));
-    }
-    
-    const contractId = args[0];
-    const quote = args[1] || {};
-    
-    const { symbol, lastPrice, bestBid, bestAsk, change, changePercent, volume, timestamp } = quote;
-    
-    // Find matching subscription
-    let subscriptionKey = null;
-    for (const key of this.subscriptions) {
-      if (key.includes(contractId)) {
-        subscriptionKey = key;
-        break;
-      }
-    }
-    
-    if (!subscriptionKey) {
-      subscriptionKey = `${contractId}:${contractId}`;
-    }
-    
-    // Calculate price - use lastPrice, or mid of bid/ask
-    const bid = parseFloat(bestBid) || 0;
-    const ask = parseFloat(bestAsk) || 0;
-    const last = parseFloat(lastPrice) || 0;
-    const price = last > 0 ? last : (bid > 0 && ask > 0 ? (bid + ask) / 2 : bid || ask);
-    
-    const quoteData = {
-      type: 'quote',
-      symbol: symbol || contractId,
-      contractId,
-      price,
-      bid,
-      ask,
-      spread: ask > 0 && bid > 0 ? ask - bid : 0,
-      mid: bid > 0 && ask > 0 ? (bid + ask) / 2 : price,
-      change: parseFloat(change) || 0,
-      changePercent: parseFloat(changePercent) || 0,
-      volume: parseInt(volume) || 0,
-      timestamp: timestamp || Date.now()
-    };
-    
-    // Update last tick - merge with existing data
-    const lastTick = this.lastTick.get(subscriptionKey) || {};
-    const updatedTick = { ...lastTick };
-    
-    // Only update fields that have valid values
-    if (price > 0) updatedTick.price = price;
-    if (bid > 0) updatedTick.bid = bid;
-    if (ask > 0) updatedTick.ask = ask;
-    if (quoteData.spread > 0) updatedTick.spread = quoteData.spread;
-    if (quoteData.mid > 0) updatedTick.mid = quoteData.mid;
-    if (quoteData.change !== 0) updatedTick.change = quoteData.change;
-    if (quoteData.changePercent !== 0) updatedTick.changePercent = quoteData.changePercent;
-    if (quoteData.volume > 0) updatedTick.volume = quoteData.volume;
-    updatedTick.timestamp = quoteData.timestamp;
-    updatedTick.type = 'quote';
-    updatedTick.symbol = quoteData.symbol;
-    updatedTick.contractId = contractId;
-    
-    this.lastTick.set(subscriptionKey, updatedTick);
-    
-    this.emit('quote', updatedTick);
-    this.emit('tick', updatedTick);
-  }
-
-  /**
-   * Handle trade update
-   * Format: args[0] = contractId, args[1] = array of trades
-   */
-  _handleTrade(args) {
-    // Debug log every 50th trade
-    if (!this._tradeCount) this._tradeCount = 0;
-    this._tradeCount++;
-    if (this._tradeCount % 50 === 1) {
-      // // console.log(`[MARKET] Trade #${this._tradeCount}:`, JSON.stringify(args).substring(0, 200));
-    }
-    
-    const contractId = args[0];
-    const trades = args[1] || [];
-    
-    // Find matching subscription
-    let subscriptionKey = null;
-    for (const key of this.subscriptions) {
-      if (key.includes(contractId)) {
-        subscriptionKey = key;
-        break;
-      }
-    }
-    
-    if (!subscriptionKey) {
-      subscriptionKey = `${contractId}:${contractId}`;
-    }
-    
-    // Process each trade in the array
-    for (const trade of trades) {
-      const { symbolId, price, timestamp, type, volume } = trade;
-      
-      const tradeData = {
-        type: 'trade',
-        symbol: symbolId || contractId,
-        contractId,
-        price: parseFloat(price),
-        size: parseInt(volume) || 1,
-        side: type === 0 ? 'buy' : type === 1 ? 'sell' : 'unknown',
-        volume: parseInt(volume) || 1,
-        timestamp: timestamp || Date.now()
-      };
-      
-      // Update last tick with trade price
-      const lastTick = this.lastTick.get(subscriptionKey) || {};
-      if (tradeData.price > 0) {
-        this.lastTick.set(subscriptionKey, { 
-          ...lastTick, 
-          price: tradeData.price,
-          lastTradeVolume: tradeData.volume,
-          lastTradeTime: tradeData.timestamp,
-          lastTradeSide: tradeData.side
-        });
-      }
-      
-      // Add to buffer
-      const buffer = this.dataBuffers.get(subscriptionKey) || [];
-      buffer.push(tradeData);
-      
-      // Keep buffer size limited (last 1000 trades)
-      if (buffer.length > 1000) {
-        buffer.shift();
+    for (const contractId of this.subscriptions) {
+      try {
+        await this.connection.invoke('SubscribeContractQuotes', contractId);
+        await this.connection.invoke('SubscribeContractTrades', contractId);
+        await this.connection.invoke('SubscribeContractMarketDepth', contractId);
+      } catch (error) {
+        // Continue
       }
-      this.dataBuffers.set(subscriptionKey, buffer);
-      
-      this.emit('trade', tradeData);
-      this.emit('tick', this.lastTick.get(subscriptionKey));
     }
   }
 
   /**
-   * Handle depth/DOM update
-   * Format: args[0] = contractId, args[1] = depth data
-   */
-  _handleDepth(args) {
-    const contractId = args[0];
-    const depth = args[1] || {};
-    const { timestamp, type, price, volume, currentVolume } = depth;
-    
-    // type: 0 = bid, 1 = ask
-    const depthData = {
-      type: 'depth',
-      contractId,
-      side: type === 0 ? 'bid' : 'ask',
-      price: parseFloat(price) || 0,
-      volume: parseInt(volume) || 0,
-      currentVolume: parseInt(currentVolume) || 0,
-      timestamp: timestamp || Date.now()
-    };
-    
-    this.emit('depth', depthData);
-  }
-
-  /**
-   * Disconnect from market data feed
+   * Disconnect
    */
   async disconnect() {
-    this.subscriptions.clear();
-    
-    if (this.marketConnection) {
+    if (this.connection) {
       try {
-        await this.marketConnection.stop();
-      } catch (e) {
-        // Ignore disconnect errors
+        for (const contractId of this.subscriptions) {
+          await this.unsubscribe(contractId);
+        }
+        await this.connection.stop();
+      } catch (error) {
+        // Ignore
       }
-      this.marketConnection = null;
+      this.connection = null;
+      this.connected = false;
+      this.subscriptions.clear();
     }
-    
-    this.isConnected = false;
-    this.emit('disconnected', { code: 1000, reason: 'User requested disconnect' });
   }
 
   /**
-   * Get last tick for symbol
+   * Check connection status
    */
-  getLastTick(symbol, contractId) {
-    const subscriptionKey = `${symbol}:${contractId}`;
-    return this.lastTick.get(subscriptionKey);
+  isConnected() {
+    return this.connected && this.connection?.state === 'Connected';
   }
 
   /**
-   * Get trade buffer for symbol
+   * Get active subscriptions
    */
-  getTradeBuffer(symbol, contractId) {
-    const subscriptionKey = `${symbol}:${contractId}`;
-    return this.dataBuffers.get(subscriptionKey) || [];
-  }
-
-  // NO STATIC CONTRACT DATA - All specs come from API
-  // ProjectX: GET /api/Contract/available
-  // Rithmic: TICKER_PLANT API
-
-  /**
-   * Check if market is open
-   */
-  static isMarketOpen() {
-    const now = new Date();
-    const day = now.getUTCDay();
-    const hour = now.getUTCHours();
-    
-    // Futures trade Sunday 6pm - Friday 5pm ET (with daily break 5pm-6pm ET)
-    // Weekend check
-    if (day === 6) return false; // Saturday
-    if (day === 0 && hour < 23) return false; // Sunday before open
-    if (day === 5 && hour >= 22) return false; // Friday after close
-    if (hour === 22) return false; // Daily maintenance
-    
-    return true;
+  getSubscriptions() {
+    return Array.from(this.subscriptions);
   }
 }
 
-module.exports = { 
-  MarketDataFeed,
-  PROPFIRM_RTC_ENDPOINTS
-};
+module.exports = { MarketDataFeed };