hedgequantx 2.6.133 → 2.6.135
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/package.json
CHANGED
|
@@ -1683,10 +1683,15 @@ const launchMultiSymbolRithmic = async (service, account, contracts, config) =>
|
|
|
1683
1683
|
algoLogger.algoOperational(ui, 'RITHMIC');
|
|
1684
1684
|
});
|
|
1685
1685
|
|
|
1686
|
+
// Smart logs state tracking
|
|
1687
|
+
let lastHeartbeat = Date.now();
|
|
1688
|
+
let tps = 0;
|
|
1689
|
+
|
|
1686
1690
|
marketFeed.on('tick', (tick) => {
|
|
1687
1691
|
if (!running) return;
|
|
1688
1692
|
|
|
1689
1693
|
tickCount++;
|
|
1694
|
+
tps++;
|
|
1690
1695
|
stats.latency = tick.latency || 0;
|
|
1691
1696
|
|
|
1692
1697
|
// Route tick to correct strategy based on symbol
|
|
@@ -1743,6 +1748,48 @@ const launchMultiSymbolRithmic = async (service, account, contracts, config) =>
|
|
|
1743
1748
|
}
|
|
1744
1749
|
}
|
|
1745
1750
|
|
|
1751
|
+
// ═══════════════════════════════════════════════════════════════════════════
|
|
1752
|
+
// SMART LOGS - Same as single-symbol mode
|
|
1753
|
+
// ═══════════════════════════════════════════════════════════════════════════
|
|
1754
|
+
const now = Date.now();
|
|
1755
|
+
if (now - lastHeartbeat > 1000) {
|
|
1756
|
+
// Get model values from first active symbol's strategy
|
|
1757
|
+
const firstSymbol = Object.keys(strategies)[0];
|
|
1758
|
+
const firstStrategy = strategies[firstSymbol];
|
|
1759
|
+
const modelValues = firstStrategy?.getModelValues?.() || firstStrategy?.getModelValues?.(firstSymbol) || null;
|
|
1760
|
+
|
|
1761
|
+
if (modelValues && modelValues.ofi !== undefined) {
|
|
1762
|
+
const ofi = modelValues.ofi || 0;
|
|
1763
|
+
const delta = modelValues.delta || 0;
|
|
1764
|
+
const zscore = modelValues.zscore || 0;
|
|
1765
|
+
const mom = modelValues.momentum || 0;
|
|
1766
|
+
|
|
1767
|
+
// Check if any symbol has an open position
|
|
1768
|
+
const totalPosition = Object.values(stats.symbolStats).reduce((sum, s) => sum + Math.abs(s.position || 0), 0);
|
|
1769
|
+
|
|
1770
|
+
if (totalPosition === 0) {
|
|
1771
|
+
// Not in position - show market analysis (varied messages)
|
|
1772
|
+
const smartLogs = require('./smart-logs');
|
|
1773
|
+
const stateLog = smartLogs.getMarketStateLog(ofi, zscore, mom, delta);
|
|
1774
|
+
if (stateLog.details) {
|
|
1775
|
+
ui.addLog('analysis', `${stateLog.message} - ${stateLog.details}`);
|
|
1776
|
+
} else {
|
|
1777
|
+
ui.addLog('info', stateLog.message);
|
|
1778
|
+
}
|
|
1779
|
+
}
|
|
1780
|
+
// When IN POSITION: Don't spam logs every second
|
|
1781
|
+
} else {
|
|
1782
|
+
// Waiting for data - log every 5 seconds only
|
|
1783
|
+
if (now - lastHeartbeat > 5000) {
|
|
1784
|
+
const smartLogs = require('./smart-logs');
|
|
1785
|
+
const scanLog = smartLogs.getScanningLog(true);
|
|
1786
|
+
ui.addLog('info', `${scanLog.message} ${tps} ticks/s`);
|
|
1787
|
+
}
|
|
1788
|
+
}
|
|
1789
|
+
lastHeartbeat = now;
|
|
1790
|
+
tps = 0;
|
|
1791
|
+
}
|
|
1792
|
+
|
|
1746
1793
|
ui.render(stats);
|
|
1747
1794
|
});
|
|
1748
1795
|
|
|
@@ -1887,19 +1934,25 @@ const launchMultiSymbolRithmic = async (service, account, contracts, config) =>
|
|
|
1887
1934
|
const emergencyStopAll = async () => {
|
|
1888
1935
|
ui.addLog('warning', '████ EMERGENCY STOP ████');
|
|
1889
1936
|
|
|
1890
|
-
|
|
1891
|
-
|
|
1892
|
-
|
|
1893
|
-
|
|
1894
|
-
|
|
1895
|
-
|
|
1937
|
+
try {
|
|
1938
|
+
// Use Rithmic emergencyStop to flatten all positions
|
|
1939
|
+
if (service && typeof service.emergencyStop === 'function') {
|
|
1940
|
+
await service.emergencyStop(rithmicAccountId);
|
|
1941
|
+
ui.addLog('info', 'Emergency stop executed - all positions flattened');
|
|
1942
|
+
} else if (service && typeof service.flattenAll === 'function') {
|
|
1943
|
+
await service.flattenAll(rithmicAccountId);
|
|
1944
|
+
ui.addLog('info', 'Flatten all executed - all positions closed');
|
|
1945
|
+
} else {
|
|
1946
|
+
// Fallback: cancel all orders
|
|
1947
|
+
if (service && typeof service.cancelAllOrders === 'function') {
|
|
1948
|
+
await service.cancelAllOrders(rithmicAccountId);
|
|
1949
|
+
ui.addLog('info', 'All orders cancelled');
|
|
1896
1950
|
}
|
|
1897
|
-
} catch (e) {
|
|
1898
|
-
ui.addLog('error', `[${symbolName}] Close failed: ${e.message}`);
|
|
1899
1951
|
}
|
|
1952
|
+
} catch (e) {
|
|
1953
|
+
ui.addLog('error', `Emergency stop error: ${e.message}`);
|
|
1900
1954
|
}
|
|
1901
1955
|
|
|
1902
|
-
ui.addLog('info', 'All close orders sent');
|
|
1903
1956
|
ui.render(stats);
|
|
1904
1957
|
};
|
|
1905
1958
|
|