hedgequantx 2.5.43 → 2.6.0

package/bin/cli.js

@@ -51,6 +51,17 @@ program
     console.log(`HedgeQuantX CLI v${pkg.version}`);
   });
 
+program
+  .command('test-latency')
+  .description('Test order latency (requires active Rithmic connection)')
+  .option('-s, --symbol <symbol>', 'Symbol to test (e.g., NQ, ES, MNQ)', 'NQ')
+  .option('-c, --count <count>', 'Number of test iterations', '10')
+  .option('-p, --propfirm <propfirm>', 'Propfirm to use', 'apex')
+  .action(async (options) => {
+    const { runLatencyTest } = require('../src/commands/test-latency');
+    await runLatencyTest(options);
+  });
+
 // Handle -u flag before parsing commands
 if (process.argv.includes('-u') || process.argv.includes('--update')) {
   const { execSync } = require('child_process');

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.5.43",
+  "version": "2.6.0",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/app.js

@@ -256,6 +256,17 @@ const run = async () => {
     log.info('Starting HQX CLI');
     await bannerClosed();
 
+    // PRE-LOAD: Initialize Rithmic protobuf definitions at startup
+    // This removes ~100ms latency from first order
+    const { proto } = require('./services/rithmic/protobuf');
+    const protoSpinner = ora({ text: 'INITIALIZING TRADING ENGINE...', color: 'cyan' }).start();
+    try {
+      await proto.load();
+      protoSpinner.succeed('TRADING ENGINE READY');
+    } catch (e) {
+      protoSpinner.warn('Trading engine partial init');
+    }
+
     // Restore session
     const spinner = ora({ text: 'RESTORING SESSION...', color: 'yellow' }).start();
     const restored = await connections.restoreFromStorage();

package/src/config/settings.js

@@ -136,6 +136,34 @@ const CACHE = {
   STATS_TTL: 60000, // 1 minute
 };
 
+// ==================== FAST SCALPING (Ultra-Low Latency) ====================
+const FAST_SCALPING = {
+  // Hold constraints (prop firm rules - NON-NEGOTIABLE)
+  MIN_HOLD_MS: 10000,           // 10 seconds minimum hold
+  MAX_HOLD_MS: 60000,           // 60 seconds failsafe (force exit if stuck)
+  
+  // Exit targets (in ticks) - defaults, override per symbol
+  TARGET_TICKS: 16,             // Take profit target
+  STOP_TICKS: 20,               // Stop loss
+  
+  // Trailing stop (activates after MIN_HOLD + profit threshold)
+  TRAILING_ACTIVATION_TICKS: 8, // Start trailing after +8 ticks profit
+  TRAILING_DISTANCE_TICKS: 4,   // Trail 4 ticks behind high/low
+  
+  // Position monitoring
+  MONITOR_INTERVAL_MS: 100,     // Check position every 100ms after hold
+  
+  // Momentum thresholds (cumulative delta over 5 seconds)
+  MOMENTUM_STRONG_THRESHOLD: 50,  // Delta > 50 = strong momentum, HOLD
+  MOMENTUM_WEAK_THRESHOLD: 20,    // Delta < 20 = weak momentum, consider EXIT
+  MOMENTUM_WINDOW_MS: 5000,       // 5 second window for momentum calc
+  
+  // Latency monitoring
+  LOG_LATENCY: true,
+  LATENCY_TARGET_MS: 50,        // Target entry latency
+  LATENCY_WARN_MS: 100,         // Warn if entry takes > 100ms
+};
+
 // ==================== DEBUG ====================
 const DEBUG = {
   get enabled() {
@@ -152,4 +180,5 @@ module.exports = {
   HQX_SERVER,
   CACHE,
   DEBUG,
+  FAST_SCALPING,
 };