hedgequantx 2.6.162 → 2.7.0

package/src/pages/algo/index.js

@@ -1,122 +1,59 @@
 /**
- * Algo Trading - Simple Menu
+ * Algo Trading - Main Menu
  */
 
 const chalk = require('chalk');
-const { getLogoWidth, drawBoxHeaderContinue, drawBoxFooter, displayBanner, prepareStdin } = require('../../ui');
-const { prompts } = require('../../utils');
-const { checkMarketHours } = require('../../services/projectx/market');
+const { getSeparator } = require('../../ui');
+const { logger, prompts } = require('../../utils');
+
+const log = logger.scope('AlgoMenu');
 
 const { oneAccountMenu } = require('./one-account');
 const { copyTradingMenu } = require('./copy-trading');
-const { customStrategyMenu } = require('./custom-strategy');
-const aiService = require('../../services/ai');
 
 /**
- * Algo Trading Menu - Simplified
+ * Algo Trading Menu
  */
 const algoTradingMenu = async (service) => {
-  // Ensure stdin is ready
-  prepareStdin();
-  
-  // Check market hours first - block if closed
-  const market = checkMarketHours();
-  if (!market.isOpen) {
-    console.clear();
-    displayBanner();
-    
-    const boxWidth = getLogoWidth();
-    const W = boxWidth - 2;
-    
-    drawBoxHeaderContinue('ALGO TRADING', boxWidth);
-    
-    // Centered error message
-    const errorMsg = chalk.red('MARKET CLOSED');
-    const errorLen = 'MARKET CLOSED'.length;
-    const errorPad = Math.floor((W - errorLen) / 2);
-    console.log(chalk.cyan('║') + ' '.repeat(errorPad) + errorMsg + ' '.repeat(W - errorLen - errorPad) + chalk.cyan('║'));
-    
-    const reason = market.message || 'Market is currently closed';
-    const reasonLen = reason.length;
-    const reasonPad = Math.floor((W - reasonLen) / 2);
-    console.log(chalk.cyan('║') + ' '.repeat(reasonPad) + chalk.gray(reason) + ' '.repeat(W - reasonLen - reasonPad) + chalk.cyan('║'));
-    
-    const unavail = 'ALGO TRADING UNAVAILABLE';
-    const unavailLen = unavail.length;
-    const unavailPad = Math.floor((W - unavailLen) / 2);
-    console.log(chalk.cyan('║') + ' '.repeat(unavailPad) + chalk.yellow(unavail) + ' '.repeat(W - unavailLen - unavailPad) + chalk.cyan('║'));
-    
-    drawBoxFooter(boxWidth);
+  log.info('Algo Trading menu opened');
+  
+  try {
+    console.log();
+    console.log(chalk.gray(getSeparator()));
+    console.log(chalk.yellow.bold('  Algo-Trading'));
+    console.log(chalk.gray(getSeparator()));
+    console.log();
+
+    const action = await prompts.selectOption(chalk.yellow('Select Mode:'), [
+      { value: 'one_account', label: 'One Account' },
+      { value: 'copy_trading', label: 'Copy Trading' },
+      { value: 'back', label: '< Back' }
+    ]);
+
+    log.debug('Algo mode selected', { action });
+
+    if (!action || action === 'back') {
+      return 'back';
+    }
+
+    switch (action) {
+      case 'one_account':
+        log.info('Starting One Account mode');
+        await oneAccountMenu(service);
+        break;
+      case 'copy_trading':
+        log.info('Starting Copy Trading mode');
+        await copyTradingMenu();
+        break;
+    }
     
+    return action;
+  } catch (err) {
+    log.error('Algo menu error:', err.message);
+    console.log(chalk.red(`  Error: ${err.message}`));
     await prompts.waitForEnter();
     return 'back';
   }
-  
-  const boxWidth = getLogoWidth();
-  const W = boxWidth - 2;
-  
-  const makeLine = (content) => {
-    const plainLen = content.replace(/\x1b\[[0-9;]*m/g, '').length;
-    const padding = W - plainLen;
-    return chalk.cyan('║') + ' ' + content + ' '.repeat(Math.max(0, padding - 1)) + chalk.cyan('║');
-  };
-  
-  // Check if AI agent is connected
-  const agents = aiService.getAgents();
-  const hasAgent = agents && agents.length > 0;
-  
-  console.clear();
-  displayBanner();
-  drawBoxHeaderContinue('ALGO TRADING', boxWidth);
-  
-  // Menu options - show CUSTOM STRATEGY only if agent connected
-  let menuText, plainLen;
-  if (hasAgent) {
-    menuText = chalk.cyan('[1]') + chalk.yellow(' ONE ACCOUNT  ') + chalk.cyan('[2]') + chalk.yellow(' COPY TRADING  ') + chalk.cyan('[3]') + chalk.green(' CUSTOM STRATEGY');
-    plainLen = '[1] ONE ACCOUNT  [2] COPY TRADING  [3] CUSTOM STRATEGY'.length;
-  } else {
-    menuText = chalk.cyan('[1]') + chalk.yellow(' ONE ACCOUNT    ') + chalk.cyan('[2]') + chalk.yellow(' COPY TRADING');
-    plainLen = '[1] ONE ACCOUNT    [2] COPY TRADING'.length;
-  }
-  const leftPad = Math.floor((W - plainLen) / 2);
-  const rightPad = W - plainLen - leftPad;
-  console.log(chalk.cyan('║') + ' '.repeat(leftPad) + menuText + ' '.repeat(rightPad) + chalk.cyan('║'));
-  
-  drawBoxFooter(boxWidth);
-  
-  const choice = await prompts.textInput(chalk.cyan('SELECT:'));
-  
-  if (choice === '1') {
-    try {
-      await oneAccountMenu(service);
-    } catch (err) {
-      console.log(chalk.red(`\n  ERROR: ${err.message}`));
-      console.log(chalk.gray(`  ${err.stack}`));
-      await prompts.waitForEnter();
-    }
-    return algoTradingMenu(service);
-  } else if (choice === '2') {
-    try {
-      await copyTradingMenu();
-    } catch (err) {
-      console.log(chalk.red(`\n  ERROR: ${err.message}`));
-      console.log(chalk.gray(`  ${err.stack}`));
-      await prompts.waitForEnter();
-    }
-    return algoTradingMenu(service);
-  } else if (choice === '3' && hasAgent) {
-    try {
-      await customStrategyMenu(service);
-    } catch (err) {
-      console.log(chalk.red(`\n  ERROR: ${err.message}`));
-      console.log(chalk.gray(`  ${err.stack}`));
-      await prompts.waitForEnter();
-    }
-    return algoTradingMenu(service);
-  }
-  
-  // Empty or other = back
-  return 'back';
 };
 
 module.exports = { algoTradingMenu };

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

@@ -1,30 +1,43 @@
 /**
  * One Account Mode - HQX Ultra Scalping
- * 
- * FAST PATH: Rithmic direct execution (~10-50ms latency)
- * SLOW PATH: ProjectX/Tradovate HTTP REST (~50-150ms latency)
  */
 
 const chalk = require('chalk');
 const ora = require('ora');
+const readline = require('readline');
 
 const { connections } = require('../../services');
+const { AlgoUI, renderSessionSummary } = require('./ui');
 const { prompts } = require('../../utils');
+const { checkMarketHours } = require('../../services/rithmic/market');
+
+// Strategy & Market Data
+const { M1 } = require('../../lib/m/s1');
+const { MarketDataFeed } = require('../../lib/data');
+
 
-// Shared utilities
-const { isRithmicFastPath, MAX_MULTI_SYMBOLS } = require('./algo-utils');
-const { selectSymbol, configureAlgo } = require('./algo-config');
 
 /**
  * One Account Menu
  */
 const oneAccountMenu = async (service) => {
-  const spinner = ora({ text: 'FETCHING ACTIVE ACCOUNTS...', color: 'yellow' }).start();
+  // Check if market is open (skip early close check - market may still be open)
+  const market = checkMarketHours();
+  if (!market.isOpen && !market.message.includes('early')) {
+    console.log();
+    console.log(chalk.red(`  ${market.message}`));
+    console.log(chalk.gray('  Algo trading is only available when market is open'));
+    console.log();
+    await prompts.waitForEnter();
+    return;
+  }
+  
+  const spinner = ora({ text: 'Fetching active accounts...', color: 'yellow' }).start();
   
   const allAccounts = await connections.getAllAccounts();
   
   if (!allAccounts?.length) {
-    spinner.fail('NO ACCOUNTS FOUND');
+    spinner.fail('No accounts found');
     await prompts.waitForEnter();
     return;
   }
@@ -32,16 +45,16 @@ const oneAccountMenu = async (service) => {
   const activeAccounts = allAccounts.filter(acc => acc.status === 0);
   
   if (!activeAccounts.length) {
-    spinner.fail('NO ACTIVE ACCOUNTS');
+    spinner.fail('No active accounts');
     await prompts.waitForEnter();
     return;
   }
   
-  spinner.succeed(`FOUND ${activeAccounts.length} ACTIVE ACCOUNT(S)`);
+  spinner.succeed(`Found ${activeAccounts.length} active account(s)`);
   
   // Select account - display RAW API fields
   const options = activeAccounts.map(acc => {
-    // Use what API returns: accountName for ProjectX, rithmicAccountId for Rithmic
+    // Use what API returns: rithmicAccountId or accountName for Rithmic
     const name = acc.accountName || acc.rithmicAccountId || acc.accountId;
     const balance = acc.balance !== null && acc.balance !== undefined 
       ? ` - $${acc.balance.toLocaleString()}` 
@@ -51,40 +64,380 @@ const oneAccountMenu = async (service) => {
       value: acc
     };
   });
-  options.push({ label: '< BACK', value: 'back' });
+  options.push({ label: '< Back', value: 'back' });
   
-  const selectedAccount = await prompts.selectOption('SELECT ACCOUNT:', options);
+  const selectedAccount = await prompts.selectOption('Select Account:', options);
   if (!selectedAccount || selectedAccount === 'back') return;
   
   // Use the service attached to the account (from getAllAccounts), fallback to getServiceForAccount
   const accountService = selectedAccount.service || connections.getServiceForAccount(selectedAccount.accountId) || service;
   
-  // Check if Rithmic (supports multi-symbol)
-  const isRithmicAccount = isRithmicFastPath(accountService);
+  // Select symbol
+  const contract = await selectSymbol(accountService, selectedAccount);
+  if (!contract) return;
   
-  // Ask for multi-symbol mode (Rithmic only)
-  let useMultiSymbol = false;
-  if (isRithmicAccount) {
-    console.log();
-    useMultiSymbol = await prompts.confirmPrompt(chalk.cyan(`MULTI-SYMBOL MODE? (up to ${MAX_MULTI_SYMBOLS} symbols)`), false);
-    if (useMultiSymbol === null) return;
+  // Configure algo
+  const config = await configureAlgo(selectedAccount, contract);
+  if (!config) return;
+  
+  await launchAlgo(accountService, selectedAccount, contract, config);
+};
+
+/**
+ * Symbol selection - sorted with popular indices first
+ */
+const selectSymbol = async (service, account) => {
+  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;
   }
   
-  // Select symbol(s)
-  const contracts = await selectSymbol(accountService, selectedAccount, useMultiSymbol);
-  if (!contracts) return;
+  let contracts = contractsResult.contracts;
   
-  // Normalize to array
-  const contractList = Array.isArray(contracts) ? contracts : [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'];
   
-  // Configure algo
-  const config = await configureAlgo(selectedAccount, contractList);
-  if (!config) return;
+  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 ${contracts.length} contracts`);
+  
+  // Display sorted contracts from API
+  const options = contracts.map(c => ({
+    label: `${c.name} - ${c.description}`,
+    value: c
+  }));
+  
+  options.push({ label: chalk.gray('< Back'), value: 'back' });
   
-  // Launch algo (unified - works for 1 or multiple symbols)
-  await launchMultiSymbolRithmic(accountService, selectedAccount, contractList, config);
+  const contract = await prompts.selectOption(chalk.yellow('Select Symbol:'), options);
+  return contract === 'back' || contract === null ? null : contract;
 };
 
-const { launchMultiSymbolRithmic } = require('./algo-multi');
+/**
+ * Configure algo
+ */
+const configureAlgo = async (account, contract) => {
+  console.log();
+  console.log(chalk.cyan('  Configure Algo Parameters'));
+  console.log();
+  
+  const contracts = await prompts.numberInput('Number of contracts:', 1, 1, 10);
+  if (contracts === null) return null;
+  
+  const dailyTarget = await prompts.numberInput('Daily target ($):', 200, 1, 10000);
+  if (dailyTarget === null) return null;
+  
+  const maxRisk = await prompts.numberInput('Max risk ($):', 100, 1, 5000);
+  if (maxRisk === null) return null;
+  
+  const showName = await prompts.confirmPrompt('Show account name?', false);
+  if (showName === null) return null;
+  
+  const confirm = await prompts.confirmPrompt('Start algo trading?', true);
+  if (!confirm) return null;
+  
+  return { contracts, dailyTarget, maxRisk, showName };
+};
+
+/**
+ * Launch algo trading - HQX Ultra Scalping Strategy
+ * Real-time market data + Strategy signals + Auto order execution
+ */
+const launchAlgo = async (service, account, contract, config) => {
+  const { contracts, dailyTarget, maxRisk, showName } = config;
+  
+  // Use RAW API fields
+  const accountName = showName 
+    ? (account.accountName || account.rithmicAccountId || account.accountId) 
+    : 'HQX *****';
+  const symbolName = contract.name;
+  const contractId = contract.id;
+  const connectionType = account.platform || 'Rithmic';
+  const tickSize = contract.tickSize || 0.25;
+  
+  const ui = new AlgoUI({ subtitle: 'HQX Ultra Scalping', mode: 'one-account' });
+  
+  const stats = {
+    accountName,
+    symbol: symbolName,
+    qty: contracts,
+    target: dailyTarget,
+    risk: maxRisk,
+    propfirm: account.propfirm || 'Unknown',
+    platform: connectionType,
+    pnl: 0,
+    trades: 0,
+    wins: 0,
+    losses: 0,
+    latency: 0,
+    connected: false,
+    startTime: Date.now()
+  };
+  
+  let running = true;
+  let stopReason = null;
+  let startingPnL = null;
+  let currentPosition = 0; // Current position qty (+ long, - short)
+  let pendingOrder = false; // Prevent duplicate orders
+  let tickCount = 0;
+  
+  // Initialize Strategy
+  const strategy = new M1({ tickSize });
+  strategy.initialize(contractId, tickSize);
+  
+  // Initialize Market Data Feed
+  const marketFeed = new MarketDataFeed({ propfirm: account.propfirm });
+  
+  // Log startup
+  ui.addLog('info', `Connection: ${connectionType}`);
+  ui.addLog('info', `Account: ${accountName}`);
+  ui.addLog('info', `Symbol: ${symbolName} | Qty: ${contracts}`);
+  ui.addLog('info', `Target: $${dailyTarget} | Max Risk: $${maxRisk}`);
+  ui.addLog('info', 'Connecting to market data...');
+  
+  // Handle strategy signals
+  strategy.on('signal', async (signal) => {
+    if (!running || pendingOrder || currentPosition !== 0) return;
+    
+    const { side, direction, entry, stopLoss, takeProfit, confidence } = signal;
+    
+    ui.addLog('signal', `${direction.toUpperCase()} signal @ ${entry.toFixed(2)} (${(confidence * 100).toFixed(0)}%)`);
+    
+    // Place order via API
+    pendingOrder = true;
+    try {
+      const orderSide = direction === 'long' ? 0 : 1; // 0=Buy, 1=Sell
+      const orderResult = await service.placeOrder({
+        accountId: account.accountId,
+        contractId: contractId,
+        type: 2, // Market order
+        side: orderSide,
+        size: contracts
+      });
+      
+      if (orderResult.success) {
+        currentPosition = direction === 'long' ? contracts : -contracts;
+        stats.trades++;
+        ui.addLog('trade', `OPENED ${direction.toUpperCase()} ${contracts}x @ market`);
+        
+        // Place bracket orders (SL/TP)
+        if (stopLoss && takeProfit) {
+          // Stop Loss
+          await service.placeOrder({
+            accountId: account.accountId,
+            contractId: contractId,
+            type: 4, // Stop order
+            side: direction === 'long' ? 1 : 0, // Opposite side
+            size: contracts,
+            stopPrice: stopLoss
+          });
+          
+          // Take Profit
+          await service.placeOrder({
+            accountId: account.accountId,
+            contractId: contractId,
+            type: 1, // Limit order
+            side: direction === 'long' ? 1 : 0,
+            size: contracts,
+            limitPrice: takeProfit
+          });
+          
+          ui.addLog('info', `SL: ${stopLoss.toFixed(2)} | TP: ${takeProfit.toFixed(2)}`);
+        }
+      } else {
+        ui.addLog('error', `Order failed: ${orderResult.error}`);
+      }
+    } catch (e) {
+      ui.addLog('error', `Order error: ${e.message}`);
+    }
+    pendingOrder = false;
+  });
+  
+  // Handle market data ticks
+  marketFeed.on('tick', (tick) => {
+    tickCount++;
+    const latencyStart = Date.now();
+    
+    // Feed tick to strategy
+    strategy.processTick({
+      contractId: tick.contractId || contractId,
+      price: tick.price,
+      bid: tick.bid,
+      ask: tick.ask,
+      volume: tick.volume || 1,
+      side: tick.lastTradeSide || 'unknown',
+      timestamp: tick.timestamp || Date.now()
+    });
+    
+    stats.latency = Date.now() - latencyStart;
+    
+    // Log every 100th tick to show activity
+    if (tickCount % 100 === 0) {
+      ui.addLog('info', `Tick #${tickCount} @ ${tick.price?.toFixed(2) || 'N/A'}`);
+    }
+  });
+  
+  marketFeed.on('connected', () => {
+    stats.connected = true;
+    ui.addLog('success', 'Market data connected!');
+  });
+  
+  marketFeed.on('error', (err) => {
+    ui.addLog('error', `Market: ${err.message}`);
+  });
+  
+  marketFeed.on('disconnected', () => {
+    stats.connected = false;
+    ui.addLog('error', 'Market data disconnected');
+  });
+  
+  // Connect to market data
+  try {
+    const token = service.token || service.getToken?.();
+    const propfirmKey = (account.propfirm || 'topstep').toLowerCase().replace(/\s+/g, '_');
+    await marketFeed.connect(token, propfirmKey, contractId);
+    await marketFeed.subscribe(symbolName, contractId);
+  } catch (e) {
+    ui.addLog('error', `Failed to connect: ${e.message}`);
+  }
+  
+  // Poll account P&L from API
+  const pollPnL = async () => {
+    try {
+      const accountResult = await service.getTradingAccounts();
+      if (accountResult.success && accountResult.accounts) {
+        const acc = accountResult.accounts.find(a => a.accountId === account.accountId);
+        if (acc && acc.profitAndLoss !== undefined) {
+          if (startingPnL === null) startingPnL = acc.profitAndLoss;
+          stats.pnl = acc.profitAndLoss - startingPnL;
+          
+          // Record trade result in strategy
+          if (stats.pnl !== 0) {
+            strategy.recordTradeResult(stats.pnl);
+          }
+        }
+      }
+      
+      // Check positions
+      const posResult = await service.getPositions(account.accountId);
+      if (posResult.success && posResult.positions) {
+        const pos = posResult.positions.find(p => {
+          const sym = p.contractId || p.symbol || '';
+          return sym.includes(contract.name) || sym.includes(contractId);
+        });
+        
+        if (pos && pos.quantity !== 0) {
+          currentPosition = pos.quantity;
+          const side = pos.quantity > 0 ? 'LONG' : 'SHORT';
+          const pnl = pos.profitAndLoss || 0;
+          
+          // Check if position closed (win/loss)
+          if (pnl > 0) stats.wins = Math.max(stats.wins, 1);
+          else if (pnl < 0) stats.losses = Math.max(stats.losses, 1);
+        } else {
+          currentPosition = 0;
+        }
+      }
+      
+      // Check target/risk
+      if (stats.pnl >= dailyTarget) {
+        stopReason = 'target';
+        running = false;
+        ui.addLog('success', `TARGET REACHED! +$${stats.pnl.toFixed(2)}`);
+      } else if (stats.pnl <= -maxRisk) {
+        stopReason = 'risk';
+        running = false;
+        ui.addLog('error', `MAX RISK! -$${Math.abs(stats.pnl).toFixed(2)}`);
+      }
+    } catch (e) {
+      // Silently handle polling errors
+    }
+  };
+  
+  // Start polling and UI refresh
+  const refreshInterval = setInterval(() => { if (running) ui.render(stats); }, 250);
+  const pnlInterval = setInterval(() => { if (running) pollPnL(); }, 2000);
+  pollPnL(); // Initial poll
+  
+  // Keyboard handler
+  const setupKeyHandler = () => {
+    if (!process.stdin.isTTY) return;
+    readline.emitKeypressEvents(process.stdin);
+    process.stdin.setRawMode(true);
+    process.stdin.resume();
+    
+    const onKey = (str, key) => {
+      if (key && (key.name === 'x' || key.name === 'X' || (key.ctrl && key.name === 'c'))) {
+        running = false;
+        stopReason = 'manual';
+      }
+    };
+    process.stdin.on('keypress', onKey);
+    return () => {
+      process.stdin.removeListener('keypress', onKey);
+      if (process.stdin.isTTY) process.stdin.setRawMode(false);
+    };
+  };
+  
+  const cleanupKeys = setupKeyHandler();
+  
+  // Wait for stop
+  await new Promise(resolve => {
+    const check = setInterval(() => {
+      if (!running) {
+        clearInterval(check);
+        resolve();
+      }
+    }, 100);
+  });
+  
+  // Cleanup
+  clearInterval(refreshInterval);
+  clearInterval(pnlInterval);
+  await marketFeed.disconnect();
+  if (cleanupKeys) cleanupKeys();
+  ui.cleanup();
+  
+  if (process.stdin.isTTY) {
+    process.stdin.setRawMode(false);
+  }
+  process.stdin.resume();
+  
+  // Duration
+  const durationMs = Date.now() - stats.startTime;
+  const hours = Math.floor(durationMs / 3600000);
+  const minutes = Math.floor((durationMs % 3600000) / 60000);
+  const seconds = Math.floor((durationMs % 60000) / 1000);
+  stats.duration = hours > 0 
+    ? `${hours}h ${minutes}m ${seconds}s`
+    : minutes > 0 
+      ? `${minutes}m ${seconds}s`
+      : `${seconds}s`;
+  
+  // Summary
+  renderSessionSummary(stats, stopReason);
+  
+  console.log('\n  Returning to menu in 3 seconds...');
+  await new Promise(resolve => setTimeout(resolve, 3000));
+};
 
-module.exports = { oneAccountMenu, launchMultiSymbolRithmic, selectSymbol, configureAlgo };
+module.exports = { oneAccountMenu };