hedgequantx 2.6.33 → 2.6.34
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package/package.json
CHANGED
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@@ -523,6 +523,8 @@ const handleOrderNotification = (service, data) => {
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523
523
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524
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// Emit fill event if this is a fill
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525
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if (isFill) {
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526
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+
console.log(`[FILL] Received: ${orderTag} | ${fillInfo.transactionType === 1 ? 'BUY' : 'SELL'} ${fillQty}x @ ${fillInfo.avgFillPrice} | latency=${roundTripLatency}ms`);
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527
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+
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debug('ORDER FILLED:', {
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orderTag,
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side: fillInfo.transactionType === 1 ? 'BUY' : 'SELL',
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@@ -533,6 +535,8 @@ const handleOrderNotification = (service, data) => {
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// Clone for fill event (async handlers may need to keep the data)
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service.emit('orderFilled', FillInfoPool.clone(fillInfo));
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538
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} else {
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539
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console.log(`[ORDER STATUS] ${orderTag} | status=${fillInfo.status} text=${fillInfo.text || 'N/A'}`);
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}
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} catch (e) {
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debug('Error decoding order notification:', e.message);
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@@ -105,6 +105,9 @@ const fastEntry = (service, orderData) => {
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// OPTIMIZED: Use pre-allocated order object
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const order = OrderPool.fill(orderTag, service.loginInfo, orderData);
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108
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// DEBUG: Log order details
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109
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console.log(`[ORDER] Sending: ${orderTag} | ${orderData.side === 0 ? 'BUY' : 'SELL'} ${orderData.size}x ${orderData.symbol} | acct=${orderData.accountId}`);
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110
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+
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// OPTIMIZED: Use fastEncode with cached type
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const buffer = proto.fastEncode('RequestNewOrder', order);
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@@ -117,6 +120,8 @@ const fastEntry = (service, orderData) => {
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service.orderConn.fastSend(buffer);
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}
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123
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console.log(`[ORDER] Sent to Rithmic: ${orderTag} | buffer=${buffer.length} bytes`);
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+
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// Track for round-trip latency measurement
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LatencyTracker.recordEntry(orderTag, entryTime);
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