hedgequantx 2.6.161 → 2.6.163

package/src/services/rithmic/protobuf.js

@@ -6,15 +6,12 @@
 const protobuf = require('protobufjs');
 const path = require('path');
 const { PROTO_FILES } = require('./constants');
+const { 
+  readVarint, readLengthDelimited, skipField,
+  decodeAccountPnL, decodeInstrumentPnL, decodeProductCodes, decodeFrontMonthContract 
+} = require('./proto-decoders');
 
-// ==================== BUFFER POOL ====================
-// Pre-allocated buffer pool for zero-allocation hot path
-// Avoids GC pressure during high-frequency trading
-
-/**
- * High-performance buffer pool for zero-allocation encoding
- * Uses ring buffer pattern for O(1) acquire/release
- */
+/** High-performance buffer pool for zero-allocation encoding */
 class BufferPool {
   constructor(poolSize = 16, bufferSize = 512) {
     this._pool = new Array(poolSize);
@@ -24,370 +21,32 @@ class BufferPool {
     this._head = 0;
     this._tail = 0;
     this._count = poolSize;
-    
-    // Pre-allocate all buffers
     for (let i = 0; i < poolSize; i++) {
       this._pool[i] = Buffer.allocUnsafe(bufferSize);
       this._available[i] = i;
     }
   }
   
-  /**
-   * Acquire a buffer from the pool
-   * @returns {Buffer|null} Buffer or null if pool exhausted
-   */
   acquire() {
-    if (this._count === 0) {
-      // Pool exhausted - allocate new (fallback)
-      return Buffer.allocUnsafe(this._bufferSize);
-    }
+    if (this._count === 0) return Buffer.allocUnsafe(this._bufferSize);
     const idx = this._available[this._head];
     this._head = (this._head + 1) % this._size;
     this._count--;
     return this._pool[idx];
   }
   
-  /**
-   * Release a buffer back to pool
-   * Only releases buffers that belong to the pool
-   * @param {Buffer} buffer 
-   */
   release(buffer) {
-    // Find if this buffer is from our pool
     const idx = this._pool.indexOf(buffer);
     if (idx !== -1 && this._count < this._size) {
       this._available[this._tail] = idx;
       this._tail = (this._tail + 1) % this._size;
       this._count++;
     }
-    // If not from pool, let GC handle it
   }
   
-  /**
-   * Get pool stats
-   */
   getStats() {
-    return {
-      size: this._size,
-      available: this._count,
-      bufferSize: this._bufferSize,
-    };
-  }
-}
-
-// PnL field IDs (Rithmic uses very large field IDs)
-const PNL_FIELDS = {
-  TEMPLATE_ID: 154467,
-  IS_SNAPSHOT: 110121,
-  FCM_ID: 154013,
-  IB_ID: 154014,
-  ACCOUNT_ID: 154008,
-  ACCOUNT_BALANCE: 156970,
-  CASH_ON_HAND: 156971,
-  MARGIN_BALANCE: 156977,
-  MIN_ACCOUNT_BALANCE: 156968,
-  OPEN_POSITION_PNL: 156961,
-  CLOSED_POSITION_PNL: 156963,
-  DAY_PNL: 157956,
-  DAY_OPEN_PNL: 157954,
-  DAY_CLOSED_PNL: 157955,
-  AVAILABLE_BUYING_POWER: 157015,
-  SSBOE: 150100,
-  USECS: 150101,
-};
-
-// Symbol/Contract field IDs (ResponseProductCodes, ResponseFrontMonthContract)
-const SYMBOL_FIELDS = {
-  TEMPLATE_ID: 154467,
-  RP_CODE: 132766,
-  EXCHANGE: 110101,
-  PRODUCT_CODE: 110102,   // Base symbol (ES, NQ, MNQ)
-  PRODUCT_NAME: 110103,   // Product name
-  SYMBOL: 110100,         // Full contract symbol (ESH26)
-  TRADING_SYMBOL: 157095, // Trading symbol
-  DESCRIPTION: 110114,    // Contract description
-  USER_MSG: 132760,
-};
-
-// Instrument PnL Position Update field IDs
-const INSTRUMENT_PNL_FIELDS = {
-  TEMPLATE_ID: 154467,
-  IS_SNAPSHOT: 110121,
-  FCM_ID: 154013,
-  IB_ID: 154014,
-  ACCOUNT_ID: 154008,
-  SYMBOL: 110100,
-  EXCHANGE: 110101,
-  PRODUCT_CODE: 100749,
-  INSTRUMENT_TYPE: 110116,
-  FILL_BUY_QTY: 154041,
-  FILL_SELL_QTY: 154042,
-  ORDER_BUY_QTY: 154037,
-  ORDER_SELL_QTY: 154038,
-  BUY_QTY: 154260,
-  SELL_QTY: 154261,
-  AVG_OPEN_FILL_PRICE: 154434,
-  DAY_OPEN_PNL: 157954,
-  DAY_CLOSED_PNL: 157955,
-  DAY_PNL: 157956,
-  OPEN_POSITION_PNL: 156961,
-  OPEN_POSITION_QUANTITY: 156962,
-  CLOSED_POSITION_PNL: 156963,
-  CLOSED_POSITION_QUANTITY: 156964,
-  NET_QUANTITY: 156967,
-  SSBOE: 150100,
-  USECS: 150101,
-};
-
-/**
- * Read a varint from buffer
- */
-function readVarint(buffer, offset) {
-  let result = BigInt(0);
-  let shift = BigInt(0);
-  let pos = offset;
-
-  while (pos < buffer.length) {
-    const byte = buffer[pos++];
-    result |= BigInt(byte & 0x7f) << shift;
-    if ((byte & 0x80) === 0) {
-      return [Number(result), pos];
-    }
-    shift += BigInt(7);
-    if (shift > BigInt(63)) {
-      throw new Error('Varint too large');
-    }
-  }
-  throw new Error('Incomplete varint');
-}
-
-/**
- * Read a length-delimited field (string/bytes)
- */
-function readLengthDelimited(buffer, offset) {
-  const [length, newOffset] = readVarint(buffer, offset);
-  const value = buffer.slice(newOffset, newOffset + length).toString('utf8');
-  return [value, newOffset + length];
-}
-
-/**
- * Skip a field based on wire type
- */
-function skipField(buffer, offset, wireType) {
-  switch (wireType) {
-    case 0: // Varint
-      const [, newOffset] = readVarint(buffer, offset);
-      return newOffset;
-    case 1: // 64-bit
-      return offset + 8;
-    case 2: // Length-delimited
-      const [length, lenOffset] = readVarint(buffer, offset);
-      return lenOffset + length;
-    case 5: // 32-bit
-      return offset + 4;
-    default:
-      throw new Error(`Unknown wire type: ${wireType}`);
-  }
-}
-
-/**
- * Manually decode AccountPnL from raw bytes
- */
-function decodeAccountPnL(buffer) {
-  const result = {};
-  let offset = 0;
-
-  while (offset < buffer.length) {
-    try {
-      const [tag, tagOffset] = readVarint(buffer, offset);
-      const wireType = tag & 0x7;
-      const fieldNumber = tag >>> 3;
-      offset = tagOffset;
-
-      switch (fieldNumber) {
-        case PNL_FIELDS.TEMPLATE_ID:
-          [result.templateId, offset] = readVarint(buffer, offset);
-          break;
-        case PNL_FIELDS.IS_SNAPSHOT:
-          const [isSnap, snapOffset] = readVarint(buffer, offset);
-          result.isSnapshot = isSnap !== 0;
-          offset = snapOffset;
-          break;
-        case PNL_FIELDS.FCM_ID:
-          [result.fcmId, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.IB_ID:
-          [result.ibId, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.ACCOUNT_ID:
-          [result.accountId, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.ACCOUNT_BALANCE:
-          [result.accountBalance, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.CASH_ON_HAND:
-          [result.cashOnHand, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.MARGIN_BALANCE:
-          [result.marginBalance, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.MIN_ACCOUNT_BALANCE:
-          [result.minAccountBalance, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.OPEN_POSITION_PNL:
-          [result.openPositionPnl, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.CLOSED_POSITION_PNL:
-          [result.closedPositionPnl, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.DAY_PNL:
-          [result.dayPnl, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.DAY_OPEN_PNL:
-          [result.dayOpenPnl, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.DAY_CLOSED_PNL:
-          [result.dayClosedPnl, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.AVAILABLE_BUYING_POWER:
-          [result.availableBuyingPower, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case PNL_FIELDS.SSBOE:
-          [result.ssboe, offset] = readVarint(buffer, offset);
-          break;
-        case PNL_FIELDS.USECS:
-          [result.usecs, offset] = readVarint(buffer, offset);
-          break;
-        default:
-          offset = skipField(buffer, offset, wireType);
-      }
-    } catch (error) {
-      break;
-    }
+    return { size: this._size, available: this._count, bufferSize: this._bufferSize };
   }
-
-  return result;
-}
-
-/**
- * Manually decode InstrumentPnLPositionUpdate from raw bytes
- */
-function decodeInstrumentPnL(buffer) {
-  const result = {};
-  let offset = 0;
-
-  while (offset < buffer.length) {
-    try {
-      const [tag, tagOffset] = readVarint(buffer, offset);
-      const wireType = tag & 0x7;
-      const fieldNumber = tag >>> 3;
-      offset = tagOffset;
-
-      switch (fieldNumber) {
-        case INSTRUMENT_PNL_FIELDS.TEMPLATE_ID:
-          [result.templateId, offset] = readVarint(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.IS_SNAPSHOT:
-          const [isSnap, snapOffset] = readVarint(buffer, offset);
-          result.isSnapshot = isSnap !== 0;
-          offset = snapOffset;
-          break;
-        case INSTRUMENT_PNL_FIELDS.FCM_ID:
-          [result.fcmId, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.IB_ID:
-          [result.ibId, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.ACCOUNT_ID:
-          [result.accountId, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.SYMBOL:
-          [result.symbol, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.EXCHANGE:
-          [result.exchange, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.PRODUCT_CODE:
-          [result.productCode, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.BUY_QTY:
-          [result.buyQty, offset] = readVarint(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.SELL_QTY:
-          [result.sellQty, offset] = readVarint(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.FILL_BUY_QTY:
-          [result.fillBuyQty, offset] = readVarint(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.FILL_SELL_QTY:
-          [result.fillSellQty, offset] = readVarint(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.NET_QUANTITY:
-          [result.netQuantity, offset] = readVarint(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.OPEN_POSITION_QUANTITY:
-          [result.openPositionQuantity, offset] = readVarint(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.AVG_OPEN_FILL_PRICE:
-          // Double is 64-bit fixed
-          if (wireType === 1) {
-            result.avgOpenFillPrice = buffer.readDoubleLE(offset);
-            offset += 8;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case INSTRUMENT_PNL_FIELDS.OPEN_POSITION_PNL:
-          [result.openPositionPnl, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.CLOSED_POSITION_PNL:
-          [result.closedPositionPnl, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.DAY_PNL:
-          // DAY_PNL is a double (wireType 1 = 64-bit fixed)
-          if (wireType === 1) {
-            result.dayPnl = buffer.readDoubleLE(offset);
-            offset += 8;
-          } else {
-            // Fallback: try string
-            [result.dayPnl, offset] = readLengthDelimited(buffer, offset);
-          }
-          break;
-        case INSTRUMENT_PNL_FIELDS.DAY_OPEN_PNL:
-          // DAY_OPEN_PNL is a double (wireType 1 = 64-bit fixed)
-          if (wireType === 1) {
-            result.dayOpenPnl = buffer.readDoubleLE(offset);
-            offset += 8;
-          } else {
-            // Fallback: try string
-            [result.dayOpenPnl, offset] = readLengthDelimited(buffer, offset);
-          }
-          break;
-        case INSTRUMENT_PNL_FIELDS.DAY_CLOSED_PNL:
-          // DAY_CLOSED_PNL is a double (wireType 1 = 64-bit fixed)
-          if (wireType === 1) {
-            result.dayClosedPnl = buffer.readDoubleLE(offset);
-            offset += 8;
-          } else {
-            // Fallback: try string
-            [result.dayClosedPnl, offset] = readLengthDelimited(buffer, offset);
-          }
-          break;
-        case INSTRUMENT_PNL_FIELDS.SSBOE:
-          [result.ssboe, offset] = readVarint(buffer, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.USECS:
-          [result.usecs, offset] = readVarint(buffer, offset);
-          break;
-        default:
-          offset = skipField(buffer, offset, wireType);
-      }
-    } catch (error) {
-      break;
-    }
-  }
-
-  return result;
 }
 
 /**
@@ -580,101 +239,6 @@ class ProtobufHandler {
   }
 }
 
-/**
- * Decode ResponseProductCodes (template 112) - list of available symbols
- */
-function decodeProductCodes(buffer) {
-  const result = { rpCode: [] };
-  let offset = 0;
-
-  while (offset < buffer.length) {
-    try {
-      const [tag, tagOffset] = readVarint(buffer, offset);
-      const wireType = tag & 0x7;
-      const fieldNumber = tag >>> 3;
-      offset = tagOffset;
-
-      switch (fieldNumber) {
-        case SYMBOL_FIELDS.TEMPLATE_ID:
-          [result.templateId, offset] = readVarint(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.RP_CODE:
-          let rpCode;
-          [rpCode, offset] = readLengthDelimited(buffer, offset);
-          result.rpCode.push(rpCode);
-          break;
-        case SYMBOL_FIELDS.EXCHANGE:
-          [result.exchange, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.PRODUCT_CODE:
-          [result.productCode, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.PRODUCT_NAME:
-          [result.productName, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.USER_MSG:
-          [result.userMsg, offset] = readLengthDelimited(buffer, offset);
-          break;
-        default:
-          offset = skipField(buffer, offset, wireType);
-      }
-    } catch (error) {
-      break;
-    }
-  }
-
-  return result;
-}
-
-/**
- * Decode ResponseFrontMonthContract (template 114) - current tradeable contract
- */
-function decodeFrontMonthContract(buffer) {
-  const result = { rpCode: [] };
-  let offset = 0;
-
-  while (offset < buffer.length) {
-    try {
-      const [tag, tagOffset] = readVarint(buffer, offset);
-      const wireType = tag & 0x7;
-      const fieldNumber = tag >>> 3;
-      offset = tagOffset;
-
-      switch (fieldNumber) {
-        case SYMBOL_FIELDS.TEMPLATE_ID:
-          [result.templateId, offset] = readVarint(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.RP_CODE:
-          let rpCode;
-          [rpCode, offset] = readLengthDelimited(buffer, offset);
-          result.rpCode.push(rpCode);
-          break;
-        case SYMBOL_FIELDS.SYMBOL:
-          [result.symbol, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.EXCHANGE:
-          [result.exchange, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.TRADING_SYMBOL:
-          [result.tradingSymbol, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.DESCRIPTION:
-          [result.description, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.USER_MSG:
-          [result.userMsg, offset] = readLengthDelimited(buffer, offset);
-          break;
-        default:
-          offset = skipField(buffer, offset, wireType);
-      }
-    } catch (error) {
-      break;
-    }
-  }
-
-  return result;
-}
-
 // Singleton
 const proto = new ProtobufHandler();
 

package/src/services/rithmic/specs.js

@@ -0,0 +1,146 @@
+/**
+ * @fileoverview Rithmic Specifications and Configurations
+ * CME Contract Specifications and PropFirm configurations
+ * 
+ * NO FAKE DATA - These are official exchange constants
+ */
+
+const { RITHMIC_ENDPOINTS, RITHMIC_SYSTEMS } = require('./constants');
+
+/**
+ * CME Contract Specifications - Official exchange tick sizes, values, and names
+ * These are technical constants defined by the exchange, not market data.
+ * Source: CME Group contract specifications
+ */
+const CME_CONTRACT_SPECS = {
+  // E-mini Index Futures (CME)
+  ES: { tickSize: 0.25, tickValue: 12.50, name: 'E-mini S&P 500' },
+  NQ: { tickSize: 0.25, tickValue: 5.00, name: 'E-mini NASDAQ-100' },
+  RTY: { tickSize: 0.10, tickValue: 5.00, name: 'E-mini Russell 2000' },
+  YM: { tickSize: 1.00, tickValue: 5.00, name: 'E-mini Dow' },
+  
+  // Micro Index Futures (CME)
+  MES: { tickSize: 0.25, tickValue: 1.25, name: 'Micro E-mini S&P 500' },
+  MNQ: { tickSize: 0.25, tickValue: 0.50, name: 'Micro E-mini NASDAQ-100' },
+  M2K: { tickSize: 0.10, tickValue: 0.50, name: 'Micro E-mini Russell 2000' },
+  MYM: { tickSize: 1.00, tickValue: 0.50, name: 'Micro E-mini Dow' },
+  
+  // Energy Futures (NYMEX)
+  CL: { tickSize: 0.01, tickValue: 10.00, name: 'Crude Oil' },
+  QM: { tickSize: 0.025, tickValue: 12.50, name: 'E-mini Crude Oil' },
+  MCL: { tickSize: 0.01, tickValue: 1.00, name: 'Micro Crude Oil' },
+  NG: { tickSize: 0.001, tickValue: 10.00, name: 'Natural Gas' },
+  QG: { tickSize: 0.005, tickValue: 12.50, name: 'E-mini Natural Gas' },
+  
+  // Metal Futures (COMEX)
+  GC: { tickSize: 0.10, tickValue: 10.00, name: 'Gold' },
+  MGC: { tickSize: 0.10, tickValue: 1.00, name: 'Micro Gold' },
+  SI: { tickSize: 0.005, tickValue: 25.00, name: 'Silver' },
+  SIL: { tickSize: 0.005, tickValue: 2.50, name: '1000oz Silver' },
+  HG: { tickSize: 0.0005, tickValue: 12.50, name: 'Copper' },
+  MHG: { tickSize: 0.0005, tickValue: 1.25, name: 'Micro Copper' },
+  
+  // Treasury Futures (CBOT)
+  ZB: { tickSize: 0.03125, tickValue: 31.25, name: '30-Year T-Bond' },
+  ZN: { tickSize: 0.015625, tickValue: 15.625, name: '10-Year T-Note' },
+  ZF: { tickSize: 0.0078125, tickValue: 7.8125, name: '5-Year T-Note' },
+  ZT: { tickSize: 0.0078125, tickValue: 15.625, name: '2-Year T-Note' },
+  
+  // Agricultural Futures (CBOT)
+  ZC: { tickSize: 0.25, tickValue: 12.50, name: 'Corn' },
+  ZS: { tickSize: 0.25, tickValue: 12.50, name: 'Soybeans' },
+  ZW: { tickSize: 0.25, tickValue: 12.50, name: 'Wheat' },
+  ZL: { tickSize: 0.01, tickValue: 6.00, name: 'Soybean Oil' },
+  ZM: { tickSize: 0.10, tickValue: 10.00, name: 'Soybean Meal' },
+  
+  // Currency Futures (CME)
+  '6E': { tickSize: 0.00005, tickValue: 6.25, name: 'Euro FX' },
+  '6J': { tickSize: 0.0000005, tickValue: 6.25, name: 'Japanese Yen' },
+  '6B': { tickSize: 0.0001, tickValue: 6.25, name: 'British Pound' },
+  '6A': { tickSize: 0.0001, tickValue: 10.00, name: 'Australian Dollar' },
+  '6C': { tickSize: 0.00005, tickValue: 5.00, name: 'Canadian Dollar' },
+  '6M': { tickSize: 0.0001, tickValue: 5.00, name: 'Mexican Peso' },
+  
+  // Nikkei (CME)
+  NKD: { tickSize: 5.0, tickValue: 25.00, name: 'Nikkei 225' },
+  
+  // VIX Futures (CFE)
+  VX: { tickSize: 0.05, tickValue: 50.00, name: 'VIX Futures' },
+};
+
+/**
+ * PropFirm configurations
+ */
+const PROPFIRM_CONFIGS = {
+  apex: { name: 'Apex Trader Funding', systemName: 'Apex', gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  apex_rithmic: { name: 'Apex Trader Funding', systemName: 'Apex', gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  topstep_r: { name: 'Topstep (Rithmic)', systemName: RITHMIC_SYSTEMS.TOPSTEP, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  bulenox_r: { name: 'Bulenox (Rithmic)', systemName: RITHMIC_SYSTEMS.BULENOX, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  earn2trade: { name: 'Earn2Trade', systemName: RITHMIC_SYSTEMS.EARN_2_TRADE, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  mescapital: { name: 'MES Capital', systemName: RITHMIC_SYSTEMS.MES_CAPITAL, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  tradefundrr: { name: 'TradeFundrr', systemName: RITHMIC_SYSTEMS.TRADEFUNDRR, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  thetradingpit: { name: 'The Trading Pit', systemName: RITHMIC_SYSTEMS.THE_TRADING_PIT, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  fundedfutures: { name: 'Funded Futures Network', systemName: RITHMIC_SYSTEMS.FUNDED_FUTURES_NETWORK, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  propshop: { name: 'PropShop Trader', systemName: RITHMIC_SYSTEMS.PROPSHOP_TRADER, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  '4proptrader': { name: '4PropTrader', systemName: RITHMIC_SYSTEMS.FOUR_PROP_TRADER, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  daytraders: { name: 'DayTraders.com', systemName: RITHMIC_SYSTEMS.DAY_TRADERS, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  '10xfutures': { name: '10X Futures', systemName: RITHMIC_SYSTEMS.TEN_X_FUTURES, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  lucidtrading: { name: 'Lucid Trading', systemName: RITHMIC_SYSTEMS.LUCID_TRADING, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  thrivetrading: { name: 'Thrive Trading', systemName: RITHMIC_SYSTEMS.THRIVE_TRADING, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+  legendstrading: { name: 'Legends Trading', systemName: RITHMIC_SYSTEMS.LEGENDS_TRADING, gateway: RITHMIC_ENDPOINTS.CHICAGO },
+};
+
+/**
+ * Get tick multiplier for P&L calculation
+ * @param {string} symbol - Trading symbol
+ * @returns {number} Multiplier for P&L calculation
+ */
+const getTickMultiplier = (symbol) => {
+  const sym = (symbol || '').toUpperCase();
+  if (sym.startsWith('ES')) return 50;      // E-mini S&P 500: $50 per point
+  if (sym.startsWith('NQ')) return 20;      // E-mini Nasdaq: $20 per point
+  if (sym.startsWith('YM')) return 5;       // E-mini Dow: $5 per point
+  if (sym.startsWith('RTY')) return 50;     // E-mini Russell: $50 per point
+  if (sym.startsWith('MES')) return 5;      // Micro E-mini S&P: $5 per point
+  if (sym.startsWith('MNQ')) return 2;      // Micro E-mini Nasdaq: $2 per point
+  if (sym.startsWith('GC')) return 100;     // Gold: $100 per point
+  if (sym.startsWith('SI')) return 5000;    // Silver: $5000 per point
+  if (sym.startsWith('CL')) return 1000;    // Crude Oil: $1000 per point
+  if (sym.startsWith('NG')) return 10000;   // Natural Gas: $10000 per point
+  if (sym.startsWith('ZB') || sym.startsWith('ZN')) return 1000; // Bonds
+  if (sym.startsWith('6E')) return 125000;  // Euro FX
+  if (sym.startsWith('6J')) return 12500000; // Japanese Yen
+  return 1; // Default
+};
+
+/**
+ * Check market hours
+ * @returns {{isOpen: boolean, message: string}}
+ */
+const checkMarketHours = () => {
+  const now = new Date();
+  const utcDay = now.getUTCDay();
+  const utcHour = now.getUTCHours();
+
+  const isDST = now.getTimezoneOffset() < Math.max(
+    new Date(now.getFullYear(), 0, 1).getTimezoneOffset(),
+    new Date(now.getFullYear(), 6, 1).getTimezoneOffset()
+  );
+  const ctOffset = isDST ? 5 : 6;
+  const ctHour = (utcHour - ctOffset + 24) % 24;
+  const ctDay = utcHour < ctOffset ? (utcDay + 6) % 7 : utcDay;
+
+  if (ctDay === 6) return { isOpen: false, message: 'Market closed (Saturday)' };
+  if (ctDay === 0 && ctHour < 17) return { isOpen: false, message: 'Market opens Sunday 5:00 PM CT' };
+  if (ctDay === 5 && ctHour >= 16) return { isOpen: false, message: 'Market closed (Friday after 4PM CT)' };
+  if (ctHour === 16 && ctDay >= 1 && ctDay <= 4) return { isOpen: false, message: 'Daily maintenance (4:00-5:00 PM CT)' };
+  
+  return { isOpen: true, message: 'Market is open' };
+};
+
+module.exports = {
+  CME_CONTRACT_SPECS,
+  PROPFIRM_CONFIGS,
+  getTickMultiplier,
+  checkMarketHours,
+};