hedgequantx 2.6.32 → 2.6.34

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.6.32",
+  "version": "2.6.34",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

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

@@ -581,8 +581,8 @@ const launchAlgo = async (service, account, contract, config) => {
       });
       
       // Get momentum data from strategy if available
-      const modelValues = strategy.getModelValues?.(contractId);
-      if (modelValues) {
+      const modelValues = strategy.getModelValues?.() || strategy.getModelValues?.(contractId);
+      if (modelValues && typeof positionManager.updateMomentum === 'function') {
         positionManager.updateMomentum(symbolName, {
           ofi: modelValues.ofi || 0,
           zscore: modelValues.zscore || 0,

package/src/services/rithmic/handlers.js

@@ -523,6 +523,8 @@ const handleOrderNotification = (service, data) => {
 
     // Emit fill event if this is a fill
     if (isFill) {
+      console.log(`[FILL] Received: ${orderTag} | ${fillInfo.transactionType === 1 ? 'BUY' : 'SELL'} ${fillQty}x @ ${fillInfo.avgFillPrice} | latency=${roundTripLatency}ms`);
+      
       debug('ORDER FILLED:', {
         orderTag,
         side: fillInfo.transactionType === 1 ? 'BUY' : 'SELL',
@@ -533,6 +535,8 @@ const handleOrderNotification = (service, data) => {
       
       // Clone for fill event (async handlers may need to keep the data)
       service.emit('orderFilled', FillInfoPool.clone(fillInfo));
+    } else {
+      console.log(`[ORDER STATUS] ${orderTag} | status=${fillInfo.status} text=${fillInfo.text || 'N/A'}`);
     }
   } catch (e) {
     debug('Error decoding order notification:', e.message);

package/src/services/rithmic/index.js

@@ -25,60 +25,64 @@ const { logger } = require('../../utils/logger');
 const log = logger.scope('Rithmic');
 
 /**
- * CME Contract Specifications - Official exchange tick sizes and values
+ * 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 },    // E-mini S&P 500
-  NQ: { tickSize: 0.25, tickValue: 5.00 },     // E-mini NASDAQ-100
-  RTY: { tickSize: 0.10, tickValue: 5.00 },    // E-mini Russell 2000
-  YM: { tickSize: 1.00, tickValue: 5.00 },     // E-mini Dow ($5)
+  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 },    // Micro E-mini S&P 500
-  MNQ: { tickSize: 0.25, tickValue: 0.50 },    // Micro E-mini NASDAQ-100
-  M2K: { tickSize: 0.10, tickValue: 0.50 },    // Micro E-mini Russell 2000
-  MYM: { tickSize: 1.00, tickValue: 0.50 },    // Micro E-mini Dow
+  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 },    // Crude Oil
-  QM: { tickSize: 0.025, tickValue: 12.50 },   // E-mini Crude Oil
-  MCL: { tickSize: 0.01, tickValue: 1.00 },    // Micro Crude Oil
-  NG: { tickSize: 0.001, tickValue: 10.00 },   // Natural Gas
-  QG: { tickSize: 0.005, tickValue: 12.50 },   // E-mini Natural Gas
+  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 },    // Gold
-  MGC: { tickSize: 0.10, tickValue: 1.00 },    // Micro Gold
-  SI: { tickSize: 0.005, tickValue: 25.00 },   // Silver
-  SIL: { tickSize: 0.005, tickValue: 2.50 },   // Micro Silver (1000oz)
-  HG: { tickSize: 0.0005, tickValue: 12.50 },  // Copper
-  MHG: { tickSize: 0.0005, tickValue: 1.25 },  // Micro Copper
+  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 }, // 30-Year T-Bond
-  ZN: { tickSize: 0.015625, tickValue: 15.625 }, // 10-Year T-Note
-  ZF: { tickSize: 0.0078125, tickValue: 7.8125 }, // 5-Year T-Note
-  ZT: { tickSize: 0.0078125, tickValue: 15.625 }, // 2-Year T-Note
+  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 },    // Corn
-  ZS: { tickSize: 0.25, tickValue: 12.50 },    // Soybeans
-  ZW: { tickSize: 0.25, tickValue: 12.50 },    // Wheat
-  ZL: { tickSize: 0.01, tickValue: 6.00 },     // Soybean Oil
-  ZM: { tickSize: 0.10, tickValue: 10.00 },    // Soybean Meal
+  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 }, // Euro FX
-  '6J': { tickSize: 0.0000005, tickValue: 6.25 }, // Japanese Yen
-  '6B': { tickSize: 0.0001, tickValue: 6.25 }, // British Pound
-  '6A': { tickSize: 0.0001, tickValue: 10.00 }, // Australian Dollar
-  '6C': { tickSize: 0.00005, tickValue: 5.00 }, // Canadian Dollar
+  '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 },    // VIX Futures
+  VX: { tickSize: 0.05, tickValue: 50.00, name: 'VIX Futures' },
 };
 
 /** PropFirm configurations */
@@ -825,14 +829,15 @@ class RithmicService extends EventEmitter {
             const product = productsToCheck.get(productKey);
 
             // API data + CME contract specs (technical constants)
-            const productName = product?.productName || baseSymbol;
             const specs = CME_CONTRACT_SPECS[baseSymbol] || null;
+            // Use CME spec name first, then API productName, then baseSymbol as fallback
+            const productName = specs?.name || product?.productName || baseSymbol;
             
             results.push({
               symbol: contract.symbol,
               baseSymbol,
               name: contract.symbol, // Use trading symbol as name
-              description: productName, // Product name as description (like ProjectX)
+              description: productName, // Product name as description
               exchange: contract.exchange,
               // CME contract specifications (official exchange constants)
               tickSize: specs?.tickSize ?? null,

package/src/services/rithmic/orders.js

@@ -105,6 +105,9 @@ const fastEntry = (service, orderData) => {
     // OPTIMIZED: Use pre-allocated order object
     const order = OrderPool.fill(orderTag, service.loginInfo, orderData);
     
+    // DEBUG: Log order details
+    console.log(`[ORDER] Sending: ${orderTag} | ${orderData.side === 0 ? 'BUY' : 'SELL'} ${orderData.size}x ${orderData.symbol} | acct=${orderData.accountId}`);
+    
     // OPTIMIZED: Use fastEncode with cached type
     const buffer = proto.fastEncode('RequestNewOrder', order);
     
@@ -117,6 +120,8 @@ const fastEntry = (service, orderData) => {
       service.orderConn.fastSend(buffer);
     }
     
+    console.log(`[ORDER] Sent to Rithmic: ${orderTag} | buffer=${buffer.length} bytes`);
+    
     // Track for round-trip latency measurement
     LatencyTracker.recordEntry(orderTag, entryTime);