hedgequantx 2.6.162 → 2.7.0

package/src/services/rithmic/market-data.js

@@ -1,549 +0,0 @@
-/**
- * =============================================================================
- * Rithmic Market Data Feed
- * =============================================================================
- * Handles real-time quotes and trades streaming via Rithmic WebSocket
- * 
- * Based on HQX-TG RithmicMarketData implementation
- * 
- * IMPORTANT: Use continuous/front-month symbols for subscriptions:
- * - ES, NQ, MES, MNQ (NOT ESH25, NQH25, etc.)
- * - Rithmic automatically routes to the current front-month contract
- */
-
-const EventEmitter = require('events');
-const { logger } = require('../../utils/logger');
-
-const log = logger.scope('RithmicMD');
-
-// Template IDs for Rithmic messages
-const TEMPLATE_IDS = {
-  // Request
-  MARKET_DATA_UPDATE: 100,
-  // Response/Stream
-  LAST_TRADE: 150,
-  BEST_BID_OFFER: 151,
-};
-
-// Rithmic field IDs for LastTrade (from protobuf)
-const LAST_TRADE_FIELDS = {
-  TEMPLATE_ID: 154467,
-  SYMBOL: 110100,
-  EXCHANGE: 110101,
-  TRADE_PRICE: 100006,
-  TRADE_SIZE: 100178,
-  AGGRESSOR: 112003,  // 1=BUY, 2=SELL
-  SSBOE: 150100,
-  USECS: 150101,
-};
-
-// Rithmic field IDs for BestBidOffer (from protobuf)
-const BBO_FIELDS = {
-  TEMPLATE_ID: 154467,
-  SYMBOL: 110100,
-  EXCHANGE: 110101,
-  BID_PRICE: 100022,
-  BID_SIZE: 100030,
-  ASK_PRICE: 100025,
-  ASK_SIZE: 100031,
-  SSBOE: 150100,
-  USECS: 150101,
-};
-
-/**
- * Read a varint from buffer starting at offset
- * Uses BigInt internally to handle large field IDs correctly
- * @param {Buffer} buffer 
- * @param {number} offset 
- * @returns {[number, number]} [value, newOffset]
- */
-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)
- * @param {Buffer} buffer 
- * @param {number} offset 
- * @returns {[string, number]} [value, newOffset]
- */
-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
- * @param {Buffer} buffer 
- * @param {number} offset 
- * @param {number} wireType 
- * @returns {number} newOffset
- */
-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 LastTrade message from Rithmic
- * Required because protobufjs can't handle field IDs > 100000
- * @param {Buffer} buffer 
- * @returns {Object}
- */
-function decodeLastTrade(buffer) {
-  const result = {};
-  let offset = 0;
-
-  while (offset < buffer.length) {
-    try {
-      const [tag, newOffset] = readVarint(buffer, offset);
-      const fieldNumber = tag >>> 3;
-      const wireType = tag & 0x7;
-      offset = newOffset;
-
-      switch (fieldNumber) {
-        case LAST_TRADE_FIELDS.SYMBOL:
-          if (wireType === 2) {
-            const [val, next] = readLengthDelimited(buffer, offset);
-            result.symbol = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case LAST_TRADE_FIELDS.EXCHANGE:
-          if (wireType === 2) {
-            const [val, next] = readLengthDelimited(buffer, offset);
-            result.exchange = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case LAST_TRADE_FIELDS.TRADE_PRICE:
-          if (wireType === 1) {
-            result.tradePrice = buffer.readDoubleLE(offset);
-            offset += 8;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case LAST_TRADE_FIELDS.TRADE_SIZE:
-          if (wireType === 0) {
-            const [val, next] = readVarint(buffer, offset);
-            result.tradeSize = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case LAST_TRADE_FIELDS.AGGRESSOR:
-          if (wireType === 0) {
-            const [val, next] = readVarint(buffer, offset);
-            result.aggressor = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case LAST_TRADE_FIELDS.SSBOE:
-          if (wireType === 0) {
-            const [val, next] = readVarint(buffer, offset);
-            result.ssboe = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case LAST_TRADE_FIELDS.USECS:
-          if (wireType === 0) {
-            const [val, next] = readVarint(buffer, offset);
-            result.usecs = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        default:
-          offset = skipField(buffer, offset, wireType);
-      }
-    } catch {
-      break;
-    }
-  }
-
-  return result;
-}
-
-/**
- * Manually decode BestBidOffer message from Rithmic
- * Required because protobufjs can't handle field IDs > 100000
- * @param {Buffer} buffer 
- * @returns {Object}
- */
-function decodeBestBidOffer(buffer) {
-  const result = {};
-  let offset = 0;
-
-  while (offset < buffer.length) {
-    try {
-      const [tag, newOffset] = readVarint(buffer, offset);
-      const fieldNumber = tag >>> 3;
-      const wireType = tag & 0x7;
-      offset = newOffset;
-
-      switch (fieldNumber) {
-        case BBO_FIELDS.SYMBOL:
-          if (wireType === 2) {
-            const [val, next] = readLengthDelimited(buffer, offset);
-            result.symbol = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case BBO_FIELDS.EXCHANGE:
-          if (wireType === 2) {
-            const [val, next] = readLengthDelimited(buffer, offset);
-            result.exchange = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case BBO_FIELDS.BID_PRICE:
-          if (wireType === 1) {
-            result.bidPrice = buffer.readDoubleLE(offset);
-            offset += 8;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case BBO_FIELDS.BID_SIZE:
-          if (wireType === 0) {
-            const [val, next] = readVarint(buffer, offset);
-            result.bidSize = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case BBO_FIELDS.ASK_PRICE:
-          if (wireType === 1) {
-            result.askPrice = buffer.readDoubleLE(offset);
-            offset += 8;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case BBO_FIELDS.ASK_SIZE:
-          if (wireType === 0) {
-            const [val, next] = readVarint(buffer, offset);
-            result.askSize = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case BBO_FIELDS.SSBOE:
-          if (wireType === 0) {
-            const [val, next] = readVarint(buffer, offset);
-            result.ssboe = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        case BBO_FIELDS.USECS:
-          if (wireType === 0) {
-            const [val, next] = readVarint(buffer, offset);
-            result.usecs = val;
-            offset = next;
-          } else {
-            offset = skipField(buffer, offset, wireType);
-          }
-          break;
-        default:
-          offset = skipField(buffer, offset, wireType);
-      }
-    } catch {
-      break;
-    }
-  }
-
-  return result;
-}
-
-/**
- * Rithmic Market Data Feed
- * Provides real-time market data via Rithmic WebSocket connection
- */
-class RithmicMarketDataFeed extends EventEmitter {
-  constructor(rithmicService) {
-    super();
-    this.service = rithmicService;
-    this.subscriptions = new Set();
-    this.connected = false;
-    this.messageHandler = null;
-    
-    // Stats for debugging
-    this.tradeCount = 0;
-    this.quoteCount = 0;
-    this.lastLogTime = 0;
-  }
-
-  /**
-   * Check if connected
-   * @returns {boolean}
-   */
-  isConnected() {
-    return this.connected && this.service?.tickerConn?.isConnected;
-  }
-
-  /**
-   * Connect to market data (uses existing tickerConn from RithmicService)
-   * Will attempt to reconnect if tickerConn is not connected
-   * @returns {Promise<boolean>}
-   */
-  async connect() {
-    if (!this.service) {
-      throw new Error('RithmicService not available');
-    }
-
-    // Check if ticker connection is ready, reconnect if needed
-    if (!this.service.tickerConn?.isConnected) {
-      log.info('Ticker connection not ready, attempting to reconnect...');
-      
-      // Try to reconnect using stored credentials
-      if (this.service.credentials) {
-        try {
-          const connected = await this.service.connectTicker(
-            this.service.credentials.username,
-            this.service.credentials.password
-          );
-          
-          if (!connected || !this.service.tickerConn?.isConnected) {
-            throw new Error('Failed to reconnect to TICKER_PLANT');
-          }
-          
-          log.info('Ticker connection re-established');
-        } catch (err) {
-          throw new Error(`Ticker reconnection failed: ${err.message}`);
-        }
-      } else {
-        throw new Error('Ticker connection not established and no credentials available');
-      }
-    }
-
-    // Setup message handler
-    this.messageHandler = ({ templateId, data }) => {
-      if (templateId === TEMPLATE_IDS.LAST_TRADE) {
-        this._handleTrade(data);
-      } else if (templateId === TEMPLATE_IDS.BEST_BID_OFFER) {
-        this._handleQuote(data);
-      }
-    };
-
-    this.service.tickerConn.on('message', this.messageHandler);
-    this.connected = true;
-    
-    log.info('Market data feed connected');
-    this.emit('connected');
-    
-    return true;
-  }
-
-  /**
-   * Disconnect from market data
-   */
-  disconnect() {
-    if (this.messageHandler && this.service?.tickerConn) {
-      this.service.tickerConn.removeListener('message', this.messageHandler);
-    }
-    
-    // Unsubscribe all
-    for (const key of this.subscriptions) {
-      const [exchange, symbol] = key.split(':');
-      this._sendUnsubscribe(exchange, symbol);
-    }
-    
-    this.subscriptions.clear();
-    this.connected = false;
-    this.messageHandler = null;
-    
-    log.info('Market data feed disconnected');
-    this.emit('disconnected');
-  }
-
-  /**
-   * Subscribe to market data for a symbol
-   * @param {string} symbol - Trading symbol (e.g., ESH6, NQH6)
-   * @param {string} [exchange='CME'] - Exchange
-   */
-  subscribe(symbol, exchange = 'CME') {
-    const key = `${exchange}:${symbol}`;
-    if (this.subscriptions.has(key)) return;
-
-    if (!this.service?.tickerConn?.isConnected) {
-      log.warn('Cannot subscribe - ticker connection not ready');
-      return;
-    }
-
-    // Extract base symbol for subscription (ES from ESH6)
-    // Rithmic uses continuous symbols for subscriptions
-    const baseSymbol = symbol.replace(/[A-Z]\d+$/, '');
-    
-    this.service.tickerConn.send('RequestMarketDataUpdate', {
-      templateId: TEMPLATE_IDS.MARKET_DATA_UPDATE,
-      userMsg: ['HQX-CLI'],
-      symbol: baseSymbol,
-      exchange,
-      request: 1,  // SUBSCRIBE
-      updateBits: 3, // LAST_TRADE | BBO
-    });
-
-    this.subscriptions.add(key);
-    log.info(`Subscribed to ${key} (base: ${baseSymbol})`);
-  }
-
-  /**
-   * Unsubscribe from market data for a symbol
-   * @param {string} symbol 
-   * @param {string} [exchange='CME'] 
-   */
-  unsubscribe(symbol, exchange = 'CME') {
-    const key = `${exchange}:${symbol}`;
-    if (!this.subscriptions.has(key)) return;
-
-    this._sendUnsubscribe(exchange, symbol);
-    this.subscriptions.delete(key);
-    log.info(`Unsubscribed from ${key}`);
-  }
-
-  /**
-   * Send unsubscribe request
-   * @private
-   */
-  _sendUnsubscribe(exchange, symbol) {
-    if (!this.service?.tickerConn?.isConnected) return;
-
-    const baseSymbol = symbol.replace(/[A-Z]\d+$/, '');
-    
-    this.service.tickerConn.send('RequestMarketDataUpdate', {
-      templateId: TEMPLATE_IDS.MARKET_DATA_UPDATE,
-      userMsg: ['HQX-CLI'],
-      symbol: baseSymbol,
-      exchange,
-      request: 2, // UNSUBSCRIBE
-      updateBits: 3,
-    });
-  }
-
-  /**
-   * Handle incoming trade data
-   * @private
-   */
-  _handleTrade(data) {
-    const t = decodeLastTrade(data);
-
-    if (!t.symbol || t.tradePrice === undefined || t.tradeSize === undefined) {
-      return;
-    }
-
-    this.tradeCount++;
-    
-    // Log periodically
-    const now = Date.now();
-    if (now - this.lastLogTime > 30000) {
-      this.lastLogTime = now;
-      log.debug(`Stats: ${this.tradeCount} trades, ${this.quoteCount} quotes`);
-    }
-
-    // First trade and every 500th
-    if (this.tradeCount === 1 || this.tradeCount % 500 === 0) {
-      log.info(`Trade #${this.tradeCount}: ${t.symbol} ${t.tradeSize}@${t.tradePrice}`);
-    }
-
-    const trade = {
-      symbol: t.symbol,
-      exchange: t.exchange || 'CME',
-      price: t.tradePrice,
-      lastPrice: t.tradePrice,
-      size: t.tradeSize,
-      volume: t.tradeSize,
-      side: t.aggressor === 1 ? 'BUY' : 'SELL',
-      lastTradeSide: t.aggressor === 1 ? 'BUY' : 'SELL',
-      timestamp: (t.ssboe || 0) * 1000 + Math.floor((t.usecs || 0) / 1000),
-    };
-
-    this.emit('tick', trade);
-    this.emit('trade', trade);
-  }
-
-  /**
-   * Handle incoming quote data
-   * @private
-   */
-  _handleQuote(data) {
-    const q = decodeBestBidOffer(data);
-
-    if (!q.symbol) return;
-
-    this.quoteCount++;
-
-    const quote = {
-      symbol: q.symbol,
-      exchange: q.exchange || 'CME',
-      bid: q.bidPrice || 0,
-      bidPrice: q.bidPrice || 0,
-      bidSize: q.bidSize || 0,
-      ask: q.askPrice || 0,
-      askPrice: q.askPrice || 0,
-      askSize: q.askSize || 0,
-      timestamp: (q.ssboe || 0) * 1000 + Math.floor((q.usecs || 0) / 1000),
-    };
-
-    // Emit as tick with mid price
-    if (quote.bid && quote.ask) {
-      const tick = {
-        ...quote,
-        price: (quote.bid + quote.ask) / 2,
-        lastPrice: (quote.bid + quote.ask) / 2,
-      };
-      this.emit('tick', tick);
-    }
-    
-    this.emit('quote', quote);
-  }
-}
-
-module.exports = { RithmicMarketDataFeed };

package/src/services/rithmic/specs.js

@@ -1,146 +0,0 @@
-/**
- * @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,
-};