hedgequantx 2.6.158 → 2.6.159

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.6.158",
+  "version": "2.6.159",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/pages/algo/algo-config.js

@@ -0,0 +1,195 @@
+/**
+ * Algo Trading Configuration
+ * Symbol selection and algo parameters configuration
+ */
+
+'use strict';
+
+const chalk = require('chalk');
+const ora = require('ora');
+const { prompts } = require('../../utils');
+const aiService = require('../../services/ai');
+const { MAX_MULTI_SYMBOLS } = require('./algo-utils');
+
+/**
+ * Symbol selection - sorted with popular indices first
+ * Supports selecting multiple symbols (up to MAX_MULTI_SYMBOLS)
+ * @param {Object} service - Trading service
+ * @param {Object} account - Trading account  
+ * @param {boolean} allowMultiple - Allow selecting multiple symbols
+ * @returns {Object|Array|null} Single contract or array of contracts
+ */
+const selectSymbol = async (service, account, allowMultiple = false) => {
+  const spinner = ora({ text: 'LOADING SYMBOLS...', color: 'yellow' }).start();
+  
+  const contractsResult = await service.getContracts();
+  if (!contractsResult.success || !contractsResult.contracts?.length) {
+    spinner.fail('FAILED TO LOAD CONTRACTS');
+    return null;
+  }
+  
+  let contracts = contractsResult.contracts;
+  
+  // Sort: Popular indices first (ES, NQ, MES, MNQ, RTY, YM, etc.)
+  const popularPrefixes = ['ES', 'NQ', 'MES', 'MNQ', 'M2K', 'RTY', 'YM', 'MYM', 'NKD', 'GC', 'SI', 'CL'];
+  
+  contracts.sort((a, b) => {
+    const nameA = a.name || '';
+    const nameB = b.name || '';
+    
+    const idxA = popularPrefixes.findIndex(p => nameA.startsWith(p));
+    const idxB = popularPrefixes.findIndex(p => nameB.startsWith(p));
+    
+    if (idxA !== -1 && idxB !== -1) return idxA - idxB;
+    if (idxA !== -1) return -1;
+    if (idxB !== -1) return 1;
+    return nameA.localeCompare(nameB);
+  });
+  
+  spinner.succeed(`FOUND ${contracts.length} CONTRACTS`);
+  
+  const options = contracts.map(c => {
+    const name = c.name || c.symbol || c.baseSymbol;
+    const desc = c.description || '';
+    const label = desc ? `${name} - ${desc}` : name;
+    return { label, value: c };
+  });
+  
+  options.push({ label: chalk.gray('< BACK'), value: 'back' });
+  
+  // Single symbol mode
+  if (!allowMultiple) {
+    const contract = await prompts.selectOption(chalk.yellow('SELECT SYMBOL:'), options);
+    return contract === 'back' || contract === null ? null : contract;
+  }
+  
+  // Multi-symbol selection mode
+  const selectedContracts = [];
+  
+  while (selectedContracts.length < MAX_MULTI_SYMBOLS) {
+    console.log();
+    
+    if (selectedContracts.length > 0) {
+      console.log(chalk.cyan(`  SELECTED (${selectedContracts.length}/${MAX_MULTI_SYMBOLS}):`));
+      selectedContracts.forEach((c, i) => {
+        const name = c.name || c.symbol;
+        console.log(chalk.green(`    ${i + 1}. ${name} x${c.qty}`));
+      });
+      console.log();
+    }
+    
+    const availableOptions = options.filter(opt => {
+      if (opt.value === 'back') return true;
+      const optId = opt.value.id || opt.value.symbol || opt.value.name;
+      return !selectedContracts.some(sc => (sc.id || sc.symbol || sc.name) === optId);
+    });
+    
+    if (selectedContracts.length > 0) {
+      availableOptions.unshift({ 
+        label: chalk.green(`✓ DONE - Start trading ${selectedContracts.length} symbol${selectedContracts.length > 1 ? 's' : ''}`), 
+        value: 'done' 
+      });
+    }
+    
+    const promptText = selectedContracts.length === 0 
+      ? chalk.yellow(`SELECT SYMBOL (1/${MAX_MULTI_SYMBOLS}):`)
+      : chalk.yellow(`ADD SYMBOL (${selectedContracts.length + 1}/${MAX_MULTI_SYMBOLS}) OR DONE:`);
+    
+    const choice = await prompts.selectOption(promptText, availableOptions);
+    
+    if (choice === null || choice === 'back') {
+      if (selectedContracts.length === 0) return null;
+      selectedContracts.pop();
+      continue;
+    }
+    
+    if (choice === 'done') break;
+    
+    const symbolName = choice.name || choice.symbol;
+    const qty = await prompts.numberInput(`CONTRACTS FOR ${symbolName}:`, 1, 1, 10);
+    if (qty === null) continue;
+    
+    choice.qty = qty;
+    selectedContracts.push(choice);
+    
+    if (selectedContracts.length >= MAX_MULTI_SYMBOLS) {
+      console.log(chalk.yellow(`  Maximum ${MAX_MULTI_SYMBOLS} symbols reached`));
+      break;
+    }
+  }
+  
+  return selectedContracts.length > 0 ? selectedContracts : null;
+};
+
+/**
+ * Configure algo parameters
+ * @param {Object} account - Trading account
+ * @param {Object|Array} contractOrContracts - Single contract or array of contracts
+ */
+const configureAlgo = async (account, contractOrContracts) => {
+  const contractList = Array.isArray(contractOrContracts) ? contractOrContracts : [contractOrContracts];
+  const isMultiSymbol = contractList.length > 1;
+  
+  console.log();
+  console.log(chalk.cyan('  CONFIGURE ALGO PARAMETERS'));
+  
+  if (isMultiSymbol) {
+    console.log(chalk.white(`  Trading ${contractList.length} symbols:`));
+    contractList.forEach((c, i) => {
+      const name = c.name || c.symbol;
+      const qty = c.qty || 1;
+      console.log(chalk.yellow(`    ${i + 1}. ${name} x${qty}`));
+    });
+  }
+  console.log();
+  
+  let contracts = 1;
+  if (!isMultiSymbol) {
+    contracts = await prompts.numberInput('NUMBER OF CONTRACTS:', 1, 1, 10);
+    if (contracts === null) return null;
+  }
+  
+  const dailyTarget = await prompts.numberInput('DAILY TARGET ($):', 1000, 1, 10000);
+  if (dailyTarget === null) return null;
+
+  const maxRisk = await prompts.numberInput('MAX RISK ($):', 500, 1, 5000);
+  if (maxRisk === null) return null;
+  
+  const showName = await prompts.confirmPrompt('SHOW ACCOUNT NAME?', false);
+  if (showName === null) return null;
+  
+  const aiAgents = aiService.getAgents();
+  let enableAI = false;
+  
+  if (aiAgents.length > 0) {
+    console.log();
+    console.log(chalk.magenta(`  ${aiAgents.length} AI AGENT(S) AVAILABLE:`));
+    aiAgents.forEach((agent, i) => {
+      const modelInfo = agent.model ? chalk.gray(` (${agent.model})`) : '';
+      console.log(chalk.white(`    ${i + 1}. ${agent.name}${modelInfo}`));
+    });
+    console.log();
+    
+    enableAI = await prompts.confirmPrompt('ACTIVATE AI MODELS?', true);
+    if (enableAI === null) return null;
+    
+    if (enableAI) {
+      const mode = aiAgents.length >= 2 ? 'CONSENSUS' : 'INDIVIDUAL';
+      console.log(chalk.green(`  AI MODE: ${mode} (${aiAgents.length} agent${aiAgents.length > 1 ? 's' : ''})`));
+    } else {
+      console.log(chalk.gray('  AI AGENTS DISABLED FOR THIS SESSION'));
+    }
+  }
+  
+  console.log();
+  const confirm = await prompts.confirmPrompt('START ALGO TRADING?', true);
+  if (!confirm) return null;
+  
+  const initSpinner = ora({ text: 'INITIALIZING ALGO TRADING...', color: 'yellow' }).start();
+  await new Promise(r => setTimeout(r, 500));
+  initSpinner.succeed('LAUNCHING ALGO...');
+  
+  return { contracts, dailyTarget, maxRisk, showName, enableAI };
+};
+
+module.exports = { selectSymbol, configureAlgo };

package/src/pages/algo/algo-utils.js

@@ -0,0 +1,58 @@
+/**
+ * Algo Trading Utilities
+ * Shared functions and constants for algo trading
+ */
+
+'use strict';
+
+/**
+ * Format price to avoid floating point errors
+ * @param {number} price - Raw price
+ * @param {number} tickSize - Tick size (default 0.25)
+ * @returns {string} - Formatted price string
+ */
+const formatPrice = (price, tickSize = 0.25) => {
+  if (price === null || price === undefined || isNaN(price)) return '--';
+  const rounded = Math.round(price / tickSize) * tickSize;
+  const decimals = tickSize < 1 ? Math.max(0, -Math.floor(Math.log10(tickSize))) : 0;
+  return rounded.toFixed(decimals);
+};
+
+/**
+ * Check if service supports fast path (Rithmic direct)
+ * @param {Object} service - Trading service
+ * @returns {boolean}
+ */
+const isRithmicFastPath = (service) => {
+  return typeof service.fastEntry === 'function' && 
+         typeof service.fastExit === 'function' &&
+         service.orderConn?.isConnected;
+};
+
+// Maximum symbols for multi-symbol trading
+const MAX_MULTI_SYMBOLS = 5;
+
+// Use HFT tick-based strategy for Rithmic
+const USE_HFT_STRATEGY = true;
+
+// Timeout for async operations
+const TIMEOUT_MS = 5000;
+
+/**
+ * Wrap promise with timeout
+ */
+const withTimeout = (promise, ms) => {
+  return Promise.race([
+    promise,
+    new Promise((_, reject) => setTimeout(() => reject(new Error('Timeout')), ms))
+  ]);
+};
+
+module.exports = {
+  formatPrice,
+  isRithmicFastPath,
+  MAX_MULTI_SYMBOLS,
+  USE_HFT_STRATEGY,
+  TIMEOUT_MS,
+  withTimeout
+};

package/src/pages/algo/one-account.js

@@ -25,39 +25,13 @@ const { algoLogger } = require('./logger');
 const { recoveryMath } = require('../../services/strategy/recovery-math');
 const { sessionHistory, SessionHistory } = require('../../services/session-history');
 
-// Use HFT tick-based strategy for Rithmic (fast path), M1 for ProjectX
-const USE_HFT_STRATEGY = true;
-
 // AI Strategy Supervisor - observes, learns, and optimizes the strategy
 const aiService = require('../../services/ai');
 const StrategySupervisor = require('../../services/ai/strategy-supervisor');
 
-/**
- * Format price to avoid floating point errors
- * Uses the tick size to round properly
- * @param {number} price - Raw price
- * @param {number} tickSize - Tick size (default 0.25)
- * @returns {string} - Formatted price string
- */
-const formatPrice = (price, tickSize = 0.25) => {
-  if (price === null || price === undefined || isNaN(price)) return '--';
-  // Round to nearest tick, then format
-  const rounded = Math.round(price / tickSize) * tickSize;
-  // Determine decimal places from tick size
-  const decimals = tickSize < 1 ? Math.max(0, -Math.floor(Math.log10(tickSize))) : 0;
-  return rounded.toFixed(decimals);
-};
-
-/**
- * Check if service supports fast path (Rithmic direct)
- * @param {Object} service - Trading service
- * @returns {boolean}
- */
-const isRithmicFastPath = (service) => {
-  return typeof service.fastEntry === 'function' && 
-         typeof service.fastExit === 'function' &&
-         service.orderConn?.isConnected;
-};
+// Shared utilities
+const { formatPrice, isRithmicFastPath, MAX_MULTI_SYMBOLS, USE_HFT_STRATEGY } = require('./algo-utils');
+const { selectSymbol, configureAlgo } = require('./algo-config');
 
 /**
  * One Account Menu
@@ -133,208 +107,6 @@ const oneAccountMenu = async (service) => {
   }
 };
 
-// Maximum symbols for multi-symbol trading
-const MAX_MULTI_SYMBOLS = 5;
-
-/**
- * Symbol selection - sorted with popular indices first
- * Supports selecting multiple symbols (up to MAX_MULTI_SYMBOLS)
- * @param {Object} service - Trading service
- * @param {Object} account - Trading account  
- * @param {boolean} allowMultiple - Allow selecting multiple symbols
- * @returns {Object|Array|null} Single contract or array of contracts
- */
-const selectSymbol = async (service, account, allowMultiple = false) => {
-  const spinner = ora({ text: 'LOADING SYMBOLS...', color: 'yellow' }).start();
-  
-  const contractsResult = await service.getContracts();
-  if (!contractsResult.success || !contractsResult.contracts?.length) {
-    spinner.fail('FAILED TO LOAD CONTRACTS');
-    return null;
-  }
-  
-  let contracts = contractsResult.contracts;
-  
-  // Sort: Popular indices first (ES, NQ, MES, MNQ, RTY, YM, etc.)
-  const popularPrefixes = ['ES', 'NQ', 'MES', 'MNQ', 'M2K', 'RTY', 'YM', 'MYM', 'NKD', 'GC', 'SI', 'CL'];
-  
-  contracts.sort((a, b) => {
-    const nameA = a.name || '';
-    const nameB = b.name || '';
-    
-    // Check if names start with popular prefixes
-    const idxA = popularPrefixes.findIndex(p => nameA.startsWith(p));
-    const idxB = popularPrefixes.findIndex(p => nameB.startsWith(p));
-    
-    // Both are popular - sort by popularity order
-    if (idxA !== -1 && idxB !== -1) return idxA - idxB;
-    // Only A is popular - A first
-    if (idxA !== -1) return -1;
-    // Only B is popular - B first
-    if (idxB !== -1) return 1;
-    // Neither - alphabetical
-    return nameA.localeCompare(nameB);
-  });
-  
-  spinner.succeed(`FOUND ${contracts.length} CONTRACTS`);
-  
-  // Display sorted contracts from API (uniform format: NAME - DESCRIPTION)
-  const options = contracts.map(c => {
-    const name = c.name || c.symbol || c.baseSymbol;
-    const desc = c.description || '';
-    const label = desc ? `${name} - ${desc}` : name;
-    return { label, value: c };
-  });
-  
-  options.push({ label: chalk.gray('< BACK'), value: 'back' });
-  
-  // Single symbol mode
-  if (!allowMultiple) {
-    const contract = await prompts.selectOption(chalk.yellow('SELECT SYMBOL:'), options);
-    return contract === 'back' || contract === null ? null : contract;
-  }
-  
-  // Multi-symbol selection mode
-  // Each contract will have a 'qty' property for number of contracts
-  const selectedContracts = [];
-  
-  while (selectedContracts.length < MAX_MULTI_SYMBOLS) {
-    console.log();
-    
-    // Show already selected symbols with quantities
-    if (selectedContracts.length > 0) {
-      console.log(chalk.cyan(`  SELECTED (${selectedContracts.length}/${MAX_MULTI_SYMBOLS}):`));
-      selectedContracts.forEach((c, i) => {
-        const name = c.name || c.symbol;
-        console.log(chalk.green(`    ${i + 1}. ${name} x${c.qty}`));
-      });
-      console.log();
-    }
-    
-    // Filter out already selected
-    const availableOptions = options.filter(opt => {
-      if (opt.value === 'back') return true;
-      const optId = opt.value.id || opt.value.symbol || opt.value.name;
-      return !selectedContracts.some(sc => (sc.id || sc.symbol || sc.name) === optId);
-    });
-    
-    // Add DONE option if at least 1 selected
-    if (selectedContracts.length > 0) {
-      availableOptions.unshift({ 
-        label: chalk.green(`✓ DONE - Start trading ${selectedContracts.length} symbol${selectedContracts.length > 1 ? 's' : ''}`), 
-        value: 'done' 
-      });
-    }
-    
-    const promptText = selectedContracts.length === 0 
-      ? chalk.yellow(`SELECT SYMBOL (1/${MAX_MULTI_SYMBOLS}):`)
-      : chalk.yellow(`ADD SYMBOL (${selectedContracts.length + 1}/${MAX_MULTI_SYMBOLS}) OR DONE:`);
-    
-    const choice = await prompts.selectOption(promptText, availableOptions);
-    
-    if (choice === null || choice === 'back') {
-      if (selectedContracts.length === 0) return null;
-      selectedContracts.pop(); // Remove last
-      continue;
-    }
-    
-    if (choice === 'done') break;
-    
-    // Ask for number of contracts for this symbol
-    const symbolName = choice.name || choice.symbol;
-    const qty = await prompts.numberInput(`CONTRACTS FOR ${symbolName}:`, 1, 1, 10);
-    if (qty === null) continue; // User cancelled, don't add symbol
-    
-    // Add qty to contract object
-    choice.qty = qty;
-    selectedContracts.push(choice);
-    
-    if (selectedContracts.length >= MAX_MULTI_SYMBOLS) {
-      console.log(chalk.yellow(`  Maximum ${MAX_MULTI_SYMBOLS} symbols reached`));
-      break;
-    }
-  }
-  
-  return selectedContracts.length > 0 ? selectedContracts : null;
-};
-
-/**
- * Configure algo
- * @param {Object} account - Trading account
- * @param {Object|Array} contractOrContracts - Single contract or array of contracts
- */
-const configureAlgo = async (account, contractOrContracts) => {
-  const contractList = Array.isArray(contractOrContracts) ? contractOrContracts : [contractOrContracts];
-  const isMultiSymbol = contractList.length > 1;
-  
-  console.log();
-  console.log(chalk.cyan('  CONFIGURE ALGO PARAMETERS'));
-  
-  // Show selected symbols with quantities (multi-symbol mode)
-  if (isMultiSymbol) {
-    console.log(chalk.white(`  Trading ${contractList.length} symbols:`));
-    contractList.forEach((c, i) => {
-      const name = c.name || c.symbol;
-      const qty = c.qty || 1;
-      console.log(chalk.yellow(`    ${i + 1}. ${name} x${qty}`));
-    });
-  }
-  console.log();
-  
-  // Only ask for contracts in single-symbol mode
-  // In multi-symbol mode, qty is already set per symbol
-  let contracts = 1;
-  if (!isMultiSymbol) {
-    contracts = await prompts.numberInput('NUMBER OF CONTRACTS:', 1, 1, 10);
-    if (contracts === null) return null;
-  }
-  
-  const dailyTarget = await prompts.numberInput('DAILY TARGET ($):', 1000, 1, 10000);
-  if (dailyTarget === null) return null;
-
-  const maxRisk = await prompts.numberInput('MAX RISK ($):', 500, 1, 5000);
-  if (maxRisk === null) return null;
-  
-  const showName = await prompts.confirmPrompt('SHOW ACCOUNT NAME?', false);
-  if (showName === null) return null;
-  
-  // Check if AI agents are available
-  const aiAgents = aiService.getAgents();
-  let enableAI = false;
-  
-  if (aiAgents.length > 0) {
-    // Show available agents
-    console.log();
-    console.log(chalk.magenta(`  ${aiAgents.length} AI AGENT(S) AVAILABLE:`));
-    aiAgents.forEach((agent, i) => {
-      const modelInfo = agent.model ? chalk.gray(` (${agent.model})`) : '';
-      console.log(chalk.white(`    ${i + 1}. ${agent.name}${modelInfo}`));
-    });
-    console.log();
-    
-    enableAI = await prompts.confirmPrompt('ACTIVATE AI MODELS?', true);
-    if (enableAI === null) return null;
-    
-    if (enableAI) {
-      const mode = aiAgents.length >= 2 ? 'CONSENSUS' : 'INDIVIDUAL';
-      console.log(chalk.green(`  AI MODE: ${mode} (${aiAgents.length} agent${aiAgents.length > 1 ? 's' : ''})`));
-    } else {
-      console.log(chalk.gray('  AI AGENTS DISABLED FOR THIS SESSION'));
-    }
-  }
-  
-  console.log();
-  const confirm = await prompts.confirmPrompt('START ALGO TRADING?', true);
-  if (!confirm) return null;
-  
-  // Show spinner while initializing
-  const initSpinner = ora({ text: 'INITIALIZING ALGO TRADING...', color: 'yellow' }).start();
-  await new Promise(r => setTimeout(r, 500));
-  initSpinner.succeed('LAUNCHING ALGO...');
-  
-  return { contracts, dailyTarget, maxRisk, showName, enableAI };
-};
-
 /**
  * Launch algo trading - HQX Ultra Scalping Strategy
  * Real-time market data + Strategy signals + Auto order execution