hedgequantx 2.6.38 → 2.6.40

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.6.38",
+  "version": "2.6.40",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/services/rithmic/handlers.js

@@ -449,20 +449,21 @@ const FillInfoPool = {
    */
   fill(notif, receiveTime, latency) {
     const o = this._template;
-    o.orderTag = notif.userMsg?.[0] || null;
+    o.orderTag = notif.userTag || null; // userTag contains our order tag
     o.basketId = notif.basketId;
-    o.orderId = notif.orderId;
+    o.orderId = notif.exchangeOrderId || notif.orderId;
     o.status = notif.status;
     o.symbol = notif.symbol;
     o.exchange = notif.exchange;
     o.accountId = notif.accountId;
-    o.fillQuantity = notif.fillQuantity || 0;
-    o.totalFillQuantity = notif.totalFillQuantity || 0;
-    o.remainingQuantity = notif.remainingQuantity || 0;
+    // Proto uses totalFillSize, not fillQuantity
+    o.fillQuantity = notif.totalFillSize || notif.fillQuantity || 0;
+    o.totalFillQuantity = notif.totalFillSize || notif.totalFillQuantity || 0;
+    o.remainingQuantity = notif.totalUnfilledSize || notif.remainingQuantity || 0;
     o.avgFillPrice = parseFloat(notif.avgFillPrice || 0);
-    o.lastFillPrice = parseFloat(notif.fillPrice || 0);
+    o.lastFillPrice = parseFloat(notif.price || notif.fillPrice || 0);
     o.transactionType = notif.transactionType;
-    o.orderType = notif.orderType;
+    o.orderType = notif.priceType || notif.orderType;
     o.quantity = notif.quantity;
     o.ssboe = notif.ssboe;
     o.usecs = notif.usecs;
@@ -495,11 +496,13 @@ const handleOrderNotification = (service, data) => {
   
   try {
     const notif = proto.decode('RithmicOrderNotification', data);
-    const orderTag = notif.userMsg?.[0] || null;
+    // userTag contains our order tag (userMsg is not in this proto)
+    const orderTag = notif.userTag || null;
     
     // FAST PATH: Check for fill immediately
-    const fillQty = notif.fillQuantity || notif.totalFillQuantity || 0;
-    const isFill = fillQty > 0;
+    // Proto uses total_fill_size (camelCase: totalFillSize), not fillQuantity
+    const fillQty = notif.totalFillSize || notif.totalFillQuantity || notif.fillQuantity || 0;
+    const isFill = fillQty > 0 || notif.status === 'complete';
     
     // Calculate round-trip latency if this is a fill we're tracking
     let roundTripLatency = null;
@@ -521,15 +524,18 @@ const handleOrderNotification = (service, data) => {
     // Emit raw notification
     service.emit('orderNotification', fillInfo);
 
-    // Emit fill event if this is a fill
+    // Emit fill event if this is a fill (status=complete means order is fully filled)
     if (isFill) {
-      console.log(`[FILL] Received: ${orderTag} | ${fillInfo.transactionType === 1 ? 'BUY' : 'SELL'} ${fillQty}x @ ${fillInfo.avgFillPrice} | latency=${roundTripLatency}ms`);
+      const actualFillQty = fillInfo.totalFillQuantity || fillInfo.fillQuantity || notif.quantity || 0;
+      const fillPrice = fillInfo.avgFillPrice || fillInfo.lastFillPrice || 0;
+      
+      console.log(`[FILL] Received: ${orderTag} | ${fillInfo.transactionType === 1 ? 'BUY' : 'SELL'} ${actualFillQty}x @ ${fillPrice} | latency=${roundTripLatency}ms`);
       
       debug('ORDER FILLED:', {
         orderTag,
         side: fillInfo.transactionType === 1 ? 'BUY' : 'SELL',
-        qty: fillQty,
-        avgPrice: fillInfo.avgFillPrice,
+        qty: actualFillQty,
+        avgPrice: fillPrice,
         latencyMs: roundTripLatency,
       });
       

package/src/services/rithmic/index.js

@@ -7,7 +7,7 @@
 
 const EventEmitter = require('events');
 const { RithmicConnection } = require('./connection');
-const { RITHMIC_ENDPOINTS, RITHMIC_SYSTEMS } = require('./constants');
+const { RITHMIC_ENDPOINTS, RITHMIC_SYSTEMS, REQ } = require('./constants');
 const { createOrderHandler, createPnLHandler, LatencyTracker } = require('./handlers');
 const {
   fetchAccounts,
@@ -192,15 +192,18 @@ class RithmicService extends EventEmitter {
             log.warn('Failed to fetch accounts', { error: err.message });
           }
           
-          // Subscribe to order updates (required to receive fill notifications)
+          // Subscribe to order updates for each account (required to receive fill notifications)
           try {
-            this.orderConn.send('RequestSubscribeForOrderUpdates', {
-              templateId: REQ.ORDER_UPDATES,
-              userMsg: ['HQX'],
-              fcmId: data.fcmId,
-              ibId: data.ibId,
-            });
-            log.debug('Subscribed to order updates');
+            for (const acc of this.accounts) {
+              this.orderConn.send('RequestSubscribeForOrderUpdates', {
+                templateId: REQ.ORDER_UPDATES,
+                userMsg: ['HQX'],
+                fcmId: acc.fcmId || data.fcmId,
+                ibId: acc.ibId || data.ibId,
+                accountId: acc.accountId,
+              });
+              log.debug('Subscribed to order updates for account', { accountId: acc.accountId });
+            }
           } catch (err) {
             log.warn('Failed to subscribe to order updates', { error: err.message });
           }

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

@@ -331,16 +331,37 @@ class RithmicMarketDataFeed extends EventEmitter {
 
   /**
    * 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 || !this.service.tickerConn) {
-      throw new Error('RithmicService or tickerConn not available');
+    if (!this.service) {
+      throw new Error('RithmicService not available');
     }
 
-    // Check if ticker connection is ready
-    if (!this.service.tickerConn.isConnected) {
-      throw new Error('Ticker connection not established');
+    // 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

package/src/services/rithmic/orders.js

@@ -40,6 +40,7 @@ const OrderPool = {
   _template: {
     templateId: REQ.NEW_ORDER,
     userMsg: [''],
+    userTag: '',        // Our order tag - returned in RithmicOrderNotification
     fcmId: '',
     ibId: '',
     accountId: '',
@@ -63,6 +64,7 @@ const OrderPool = {
   fill(orderTag, loginInfo, orderData) {
     const o = this._template;
     o.userMsg[0] = orderTag;
+    o.userTag = orderTag; // Set userTag for notification tracking
     o.fcmId = loginInfo.fcmId;
     o.ibId = loginInfo.ibId;
     o.accountId = orderData.accountId;