hedgequantx 2.6.158 → 2.6.160

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
+};