hedgequantx 2.6.163 → 2.7.0

package/src/services/tradovate/index.js

@@ -1,392 +0,0 @@
-/**
- * @fileoverview Tradovate Service - Main service for Tradovate prop firm connections
- * @module services/tradovate
- * 
- * STRICT RULE: Display ONLY values returned by API. No estimation, no simulation.
- */
-
-const crypto = require('crypto');
-const os = require('os');
-const EventEmitter = require('events');
-const { request } = require('../../utils/http');
-const { TIMEOUTS } = require('../../config/settings');
-const { TRADOVATE_URLS, API_PATHS, getBaseUrl, getTradingWebSocketUrl } = require('./constants');
-const { checkMarketHours, isDST } = require('./market');
-const { connectWebSocket, wsSend, disconnectWebSocket } = require('./websocket');
-const { getOrders, placeOrder, cancelOrder, closePosition, getOrderHistory } = require('./orders');
-const { logger } = require('../../utils/logger');
-
-const log = logger.scope('Tradovate');
-
-/** PropFirm configurations */
-const PROPFIRM_CONFIGS = {
-  apex_tradovate: { name: 'Apex (Tradovate)', isDemo: false },
-  takeprofittrader: { name: 'TakeProfitTrader', isDemo: false },
-  myfundedfutures: { name: 'MyFundedFutures', isDemo: false },
-};
-
-/**
- * Tradovate Service for prop firm trading
- */
-class TradovateService extends EventEmitter {
-  /**
-   * @param {string} propfirmKey - PropFirm identifier
-   */
-  constructor(propfirmKey) {
-    super();
-    this.propfirmKey = propfirmKey;
-    this.propfirm = PROPFIRM_CONFIGS[propfirmKey] || { name: propfirmKey, isDemo: false };
-    
-    // Auth
-    this.accessToken = null;
-    this.mdAccessToken = null;
-    this.userId = null;
-    this.tokenExpiration = null;
-    
-    // State
-    this.accounts = [];
-    this.user = null;
-    this.isDemo = true;
-    this.credentials = null;
-    
-    // WebSocket
-    this.ws = null;
-    this.wsRequestId = 1;
-    this.renewalTimer = null;
-    
-    // Device ID cache
-    this._deviceId = null;
-  }
-
-  // ==================== AUTH ====================
-
-  /**
-   * Login to Tradovate
-   * @param {string} username - Username
-   * @param {string} password - Password
-   * @param {Object} [options] - Additional options (cid, sec)
-   * @returns {Promise<{success: boolean, error?: string}>}
-   */
-  async login(username, password, options = {}) {
-    try {
-      const authData = {
-        name: username,
-        password,
-        appId: 'HQX-CLI',
-        appVersion: '2.0.0',
-        deviceId: this._getDeviceId(),
-      };
-
-      if (options.cid) authData.cid = options.cid;
-      if (options.sec) authData.sec = options.sec;
-
-      const result = await this._request(API_PATHS.AUTH_TOKEN_REQUEST, 'POST', authData);
-
-      if (result.data.errorText) {
-        log.warn('Login failed', { error: result.data.errorText });
-        return { success: false, error: result.data.errorText };
-      }
-
-      if (!result.data.accessToken) {
-        return { success: false, error: 'No access token received' };
-      }
-
-      this.accessToken = result.data.accessToken;
-      this.mdAccessToken = result.data.mdAccessToken;
-      this.userId = result.data.userId;
-      this.tokenExpiration = new Date(result.data.expirationTime);
-      this.user = { userName: result.data.name, userId: result.data.userId };
-      this.credentials = { username, password };
-
-      this._setupTokenRenewal();
-      await this._fetchAccounts();
-
-      log.info('Login successful', { accounts: this.accounts.length });
-      return { success: true };
-    } catch (err) {
-      log.error('Login error', { error: err.message });
-      return { success: false, error: err.message };
-    }
-  }
-
-  /**
-   * Generate device ID (cached)
-   * @private
-   */
-  _getDeviceId() {
-    if (this._deviceId) return this._deviceId;
-    
-    const data = `${os.hostname()}-${os.platform()}-${os.arch()}-hqx-cli`;
-    this._deviceId = crypto.createHash('md5').update(data).digest('hex');
-    return this._deviceId;
-  }
-
-  /**
-   * Setup automatic token renewal
-   * @private
-   */
-  _setupTokenRenewal() {
-    if (this.renewalTimer) {
-      clearTimeout(this.renewalTimer);
-    }
-
-    // Renew 15 minutes before expiration
-    const renewInMs = (90 - 15) * 60 * 1000;
-
-    this.renewalTimer = setTimeout(async () => {
-      try {
-        await this._renewToken();
-      } catch (err) {
-        log.warn('Token renewal failed', { error: err.message });
-      }
-    }, renewInMs);
-  }
-
-  /**
-   * Renew access token
-   * @private
-   */
-  async _renewToken() {
-    if (!this.accessToken) return;
-
-    const result = await this._request(API_PATHS.AUTH_RENEW_TOKEN, 'GET');
-
-    if (result.data.accessToken) {
-      this.accessToken = result.data.accessToken;
-      this.mdAccessToken = result.data.mdAccessToken;
-      this.tokenExpiration = new Date(result.data.expirationTime);
-      this._setupTokenRenewal();
-      log.debug('Token renewed');
-    }
-  }
-
-  // ==================== ACCOUNTS ====================
-
-  /**
-   * Fetch accounts from API
-   * @private
-   */
-  async _fetchAccounts() {
-    const result = await this._request(API_PATHS.ACCOUNT_LIST, 'GET');
-
-    if (!Array.isArray(result.data)) {
-      return;
-    }
-
-    this.accounts = result.data;
-
-    // Fetch cash balance for each account
-    for (const acc of this.accounts) {
-      try {
-        const balanceResult = await this._request(
-          API_PATHS.CASH_BALANCE_SNAPSHOT,
-          'POST',
-          { accountId: acc.id }
-        );
-        acc.cashBalance = balanceResult.data;
-      } catch {
-        acc.cashBalance = null;
-      }
-    }
-  }
-
-  /**
-   * Get trading accounts with REAL P&L from API
-   * @returns {Promise<{success: boolean, accounts: Array}>}
-   */
-  async getTradingAccounts() {
-    if (!this.accounts.length) {
-      await this._fetchAccounts();
-    }
-
-    const tradingAccounts = this.accounts.map((acc) => {
-      const cb = acc.cashBalance || {};
-
-      // ONLY use values from API - null if not available
-      const balance = cb.totalCashValue ?? cb.netLiquidatingValue ?? null;
-      const realizedPnL = cb.realizedPnL ?? null;
-      const openPnL = cb.openPnL ?? null;
-
-      // Total P&L
-      let profitAndLoss = null;
-      if (cb.totalPnL !== undefined) {
-        profitAndLoss = cb.totalPnL;
-      } else if (realizedPnL !== null || openPnL !== null) {
-        profitAndLoss = (realizedPnL || 0) + (openPnL || 0);
-      }
-
-      return {
-        accountId: acc.id,
-        tradovateAccountId: acc.id,
-        accountName: acc.name,
-        name: acc.name,
-        balance,
-        todayPnL: realizedPnL,
-        openPnL,
-        profitAndLoss,
-        startingBalance: null,
-        status: acc.active ? 0 : 3,
-        platform: 'Tradovate',
-        propfirm: this.propfirm.name,
-        accountType: acc.accountType,
-      };
-    });
-
-    return { success: true, accounts: tradingAccounts };
-  }
-
-  // ==================== POSITIONS ====================
-
-  /**
-   * Get positions for an account
-   * @param {number} accountId - Account ID
-   * @returns {Promise<Array>}
-   */
-  async getPositions(accountId) {
-    try {
-      const result = await this._request(API_PATHS.POSITION_DEPS, 'GET', null, { masterid: accountId });
-      return result.data.filter(p => p.netPos !== 0);
-    } catch {
-      return [];
-    }
-  }
-
-  // ==================== ORDERS ====================
-
-  async getOrders(accountId) { return getOrders(this, accountId); }
-  async placeOrder(orderData) { return placeOrder(this, orderData); }
-  async cancelOrder(orderId) { return cancelOrder(this, orderId); }
-  async closePosition(accountId, contractId) { return closePosition(this, accountId, contractId); }
-
-  // ==================== TRADES ====================
-
-  /**
-   * Get fills/trades
-   * @returns {Promise<Array>}
-   */
-  async getFills() {
-    try {
-      const result = await this._request(API_PATHS.FILL_LIST, 'GET');
-      return result.data || [];
-    } catch {
-      return [];
-    }
-  }
-
-  /**
-   * Get trade history
-   * @param {number} [accountId] - Account filter
-   * @param {number} [days=30] - Days of history
-   * @returns {Promise<{success: boolean, trades: Array, error?: string}>}
-   */
-  async getTradeHistory(accountId, days = 30) {
-    try {
-      const fills = await this.getFills();
-      const filtered = accountId
-        ? fills.filter(f => f.accountId === accountId)
-        : fills;
-
-      return {
-        success: true,
-        trades: filtered.map(f => ({
-          tradeId: f.id,
-          accountId: f.accountId,
-          symbol: f.contractId,
-          side: f.action === 'Buy' ? 0 : 1,
-          quantity: f.qty,
-          price: f.price,
-          timestamp: f.timestamp,
-        })),
-      };
-    } catch (err) {
-      return { success: false, error: err.message, trades: [] };
-    }
-  }
-
-  async getOrderHistory(days = 30) { return getOrderHistory(this, days); }
-
-  // ==================== CONTRACTS ====================
-
-  /**
-   * Search contracts
-   * @param {string} text - Search text
-   * @param {number} [limit=10] - Result limit
-   * @returns {Promise<Array>}
-   */
-  async searchContracts(text, limit = 10) {
-    try {
-      const result = await this._request(API_PATHS.CONTRACT_SUGGEST, 'GET', null, { t: text, l: limit });
-      return result.data || [];
-    } catch {
-      return [];
-    }
-  }
-
-  // ==================== STUBS ====================
-
-  async getUser() { return this.user; }
-  async getLifetimeStats() { return { success: true, stats: null }; }
-  async getDailyStats() { return { success: true, stats: [] }; }
-
-  getToken() { return this.accessToken; }
-
-  async getMarketStatus() {
-    const hours = checkMarketHours();
-    return { success: true, isOpen: hours.isOpen, message: hours.message };
-  }
-
-  // ==================== WEBSOCKET ====================
-
-  async connectWebSocket() { return connectWebSocket(this); }
-  
-  wsSend(url, query = '', body = null) {
-    return wsSend(this, url, query, body);
-  }
-
-  // ==================== HTTP ====================
-
-  /**
-   * Make an HTTP request
-   * @private
-   */
-  async _request(path, method = 'GET', body = null, queryParams = null) {
-    const baseUrl = getBaseUrl(this.isDemo);
-    let url = `${baseUrl}${path}`;
-
-    if (queryParams) {
-      const params = new URLSearchParams(queryParams).toString();
-      url += `?${params}`;
-    }
-
-    return request(url, {
-      method,
-      body,
-      token: this.accessToken,
-      timeout: TIMEOUTS.API_REQUEST,
-    });
-  }
-
-  // ==================== CLEANUP ====================
-
-  /**
-   * Disconnect and cleanup
-   */
-  async disconnect() {
-    if (this.renewalTimer) {
-      clearTimeout(this.renewalTimer);
-      this.renewalTimer = null;
-    }
-
-    disconnectWebSocket(this);
-
-    this.accessToken = null;
-    this.mdAccessToken = null;
-    this.accounts = [];
-    this.user = null;
-    this.credentials = null;
-
-    log.info('Disconnected');
-  }
-}
-
-module.exports = { TradovateService };

package/src/services/tradovate/market.js

@@ -1,47 +0,0 @@
-/**
- * Tradovate Market Hours
- * CME Futures trading hours
- */
-
-/**
- * Check if currently in DST
- */
-const isDST = (date) => {
-  const jan = new Date(date.getFullYear(), 0, 1);
-  const jul = new Date(date.getFullYear(), 6, 1);
-  const stdOffset = Math.max(jan.getTimezoneOffset(), jul.getTimezoneOffset());
-  return date.getTimezoneOffset() < stdOffset;
-};
-
-/**
- * Check market hours (CME Futures)
- */
-const checkMarketHours = () => {
-  const now = new Date();
-  const utcDay = now.getUTCDay();
-  const utcHour = now.getUTCHours();
-
-  const ctOffset = isDST(now) ? 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 = { checkMarketHours, isDST };

package/src/services/tradovate/orders.js

@@ -1,145 +0,0 @@
-/**
- * Tradovate Orders Module
- * @module services/tradovate/orders
- * 
- * Order placement, cancellation, and queries
- */
-
-const { API_PATHS } = require('./constants');
-const { logger } = require('../../utils/logger');
-
-const log = logger.scope('TradovateOrders');
-
-/**
- * Get orders
- * @param {TradovateService} service
- * @param {number} [accountId]
- * @returns {Promise<{success: boolean, orders: Array, error?: string}>}
- */
-async function getOrders(service, accountId) {
-  try {
-    const result = await service._request(API_PATHS.ORDER_LIST, 'GET');
-    const orders = Array.isArray(result.data) ? result.data : [];
-    
-    const filtered = accountId
-      ? orders.filter(o => o.accountId === accountId)
-      : orders;
-
-    return {
-      success: true,
-      orders: filtered.map(o => ({
-        orderId: o.id,
-        accountId: o.accountId,
-        symbol: o.contractId,
-        side: o.action === 'Buy' ? 0 : 1,
-        quantity: o.orderQty,
-        filledQuantity: o.filledQty || 0,
-        price: o.price,
-        status: o.ordStatus === 'Working' ? 1 : (o.ordStatus === 'Filled' ? 2 : 0),
-        orderType: o.orderType,
-      })),
-    };
-  } catch (err) {
-    return { success: false, error: err.message, orders: [] };
-  }
-}
-
-/**
- * Place an order
- * @param {TradovateService} service
- * @param {Object} orderData
- * @returns {Promise<{success: boolean, orderId?: number, error?: string}>}
- */
-async function placeOrder(service, orderData) {
-  try {
-    const result = await service._request(API_PATHS.ORDER_PLACE, 'POST', {
-      accountId: orderData.accountId,
-      action: orderData.side === 0 ? 'Buy' : 'Sell',
-      symbol: orderData.symbol,
-      orderQty: orderData.size,
-      orderType: orderData.type === 2 ? 'Market' : 'Limit',
-      price: orderData.price,
-      isAutomated: true,
-    });
-
-    if (result.data.errorText || result.data.failureReason) {
-      return { success: false, error: result.data.errorText || result.data.failureText };
-    }
-
-    log.info('Order placed', { orderId: result.data.orderId });
-    return { success: true, orderId: result.data.orderId };
-  } catch (err) {
-    return { success: false, error: err.message };
-  }
-}
-
-/**
- * Cancel an order
- * @param {TradovateService} service
- * @param {number} orderId
- * @returns {Promise<{success: boolean, error?: string}>}
- */
-async function cancelOrder(service, orderId) {
-  try {
-    const result = await service._request(API_PATHS.ORDER_CANCEL, 'POST', {
-      orderId,
-      isAutomated: true,
-    });
-
-    if (result.data.errorText) {
-      return { success: false, error: result.data.errorText };
-    }
-
-    return { success: true };
-  } catch (err) {
-    return { success: false, error: err.message };
-  }
-}
-
-/**
- * Close a position
- * @param {TradovateService} service
- * @param {number} accountId
- * @param {number} contractId
- * @returns {Promise<{success: boolean, error?: string}>}
- */
-async function closePosition(service, accountId, contractId) {
-  try {
-    const result = await service._request(API_PATHS.ORDER_LIQUIDATE_POSITION, 'POST', {
-      accountId,
-      contractId,
-      isAutomated: true,
-    });
-
-    if (result.data.errorText) {
-      return { success: false, error: result.data.errorText };
-    }
-
-    return { success: true };
-  } catch (err) {
-    return { success: false, error: err.message };
-  }
-}
-
-/**
- * Get order history
- * @param {TradovateService} service
- * @param {number} [days=30]
- * @returns {Promise<{success: boolean, orders: Array, error?: string}>}
- */
-async function getOrderHistory(service, days = 30) {
-  try {
-    const result = await service._request(API_PATHS.ORDER_LIST, 'GET');
-    return { success: true, orders: result.data || [] };
-  } catch (err) {
-    return { success: false, error: err.message, orders: [] };
-  }
-}
-
-module.exports = {
-  getOrders,
-  placeOrder,
-  cancelOrder,
-  closePosition,
-  getOrderHistory,
-};

package/src/services/tradovate/websocket.js

@@ -1,97 +0,0 @@
-/**
- * Tradovate WebSocket Module
- * Real-time updates via WebSocket
- */
-
-const WebSocket = require('ws');
-const { getTradingWebSocketUrl, WS_EVENTS } = require('./constants');
-
-/**
- * Create WebSocket connection
- * @param {TradovateService} service - The Tradovate service instance
- */
-const connectWebSocket = async (service) => {
-  return new Promise((resolve, reject) => {
-    const wsUrl = getTradingWebSocketUrl(service.isDemo);
-    service.ws = new WebSocket(wsUrl);
-    service.wsRequestId = 1;
-
-    service.ws.on('open', () => {
-      wsSend(service, 'authorize', '', { token: service.accessToken });
-      resolve(true);
-    });
-
-    service.ws.on('message', (data) => {
-      handleWsMessage(service, data);
-    });
-
-    service.ws.on('error', (err) => {
-      service.emit('error', err);
-      reject(err);
-    });
-
-    service.ws.on('close', () => {
-      service.emit('disconnected');
-    });
-
-    setTimeout(() => reject(new Error('WebSocket timeout')), 10000);
-  });
-};
-
-/**
- * Send WebSocket message
- */
-const wsSend = (service, url, query = '', body = null) => {
-  if (!service.ws || service.ws.readyState !== WebSocket.OPEN) return;
-
-  const msg = body
-    ? `${url}\n${service.wsRequestId++}\n${query}\n${JSON.stringify(body)}`
-    : `${url}\n${service.wsRequestId++}\n${query}\n`;
-
-  service.ws.send(msg);
-};
-
-/**
- * Handle WebSocket message
- */
-const handleWsMessage = (service, data) => {
-  try {
-    const str = data.toString();
-    
-    if (str.startsWith('a')) {
-      const json = JSON.parse(str.slice(1));
-      if (Array.isArray(json)) {
-        json.forEach(msg => processWsEvent(service, msg));
-      }
-    }
-  } catch (e) {
-    // Ignore parse errors
-  }
-};
-
-/**
- * Process WebSocket event
- */
-const processWsEvent = (service, msg) => {
-  if (msg.e === 'props') {
-    if (msg.d?.orders) service.emit(WS_EVENTS.ORDER, msg.d.orders);
-    if (msg.d?.positions) service.emit(WS_EVENTS.POSITION, msg.d.positions);
-    if (msg.d?.cashBalances) service.emit(WS_EVENTS.CASH_BALANCE, msg.d.cashBalances);
-  }
-};
-
-/**
- * Disconnect WebSocket
- */
-const disconnectWebSocket = (service) => {
-  if (service.ws) {
-    service.ws.close();
-    service.ws = null;
-  }
-};
-
-module.exports = {
-  connectWebSocket,
-  wsSend,
-  disconnectWebSocket
-};