hedgequantx 2.6.40 → 2.6.42

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.6.40",
+  "version": "2.6.42",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

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

@@ -362,6 +362,33 @@ const launchAlgo = async (service, account, contract, config) => {
     });
   }
   
+  // ═══════════════════════════════════════════════════════════════════════════
+  // REAL-TIME P&L VIA WEBSOCKET (like R Trader)
+  // Listen to pnlUpdate events from Rithmic PNL_PLANT WebSocket
+  // ═══════════════════════════════════════════════════════════════════════════
+  const rithmicAccountId = account.rithmicAccountId || account.accountId;
+  
+  service.on('pnlUpdate', (pnlData) => {
+    // Only update for our account
+    if (pnlData.accountId !== rithmicAccountId) return;
+    
+    // Calculate P&L exactly like R Trader: openPositionPnl + closedPositionPnl
+    const openPnl = parseFloat(pnlData.openPositionPnl || 0);
+    const closedPnl = parseFloat(pnlData.closedPositionPnl || 0);
+    
+    // R Trader "Today's P&L" = unrealized + realized
+    stats.pnl = openPnl + closedPnl;
+  });
+  
+  // Also listen to position updates for real-time position tracking
+  service.on('positionUpdate', (pos) => {
+    if (!pos || pos.accountId !== rithmicAccountId) return;
+    if (pos.symbol !== symbolName && !pos.symbol?.includes(symbolName.replace(/[A-Z]\d+$/, ''))) return;
+    
+    // Update current position from WebSocket
+    currentPosition = pos.quantity || 0;
+  });
+  
   // Initialize AI Strategy Supervisor - agents observe, learn & optimize
   // Only if user enabled AI in config
   let aiAgentCount = 0;
@@ -579,9 +606,11 @@ const launchAlgo = async (service, account, contract, config) => {
     tps++;
     const latencyStart = Date.now();
     
-    // Debug: log first tick to see structure
+    // Debug: log first tick and confirm data flow after 5s
     if (tickCount === 1) {
       algoLogger.info(ui, 'FIRST TICK', `price=${tick.price} bid=${tick.bid} ask=${tick.ask} vol=${tick.volume || tick.size || 0}`);
+    } else if (tickCount === 100) {
+      algoLogger.info(ui, 'DATA FLOWING', `100 ticks received - market data OK`);
     }
     
     // Feed tick to strategy
@@ -625,8 +654,8 @@ const launchAlgo = async (service, account, contract, config) => {
     
     stats.latency = Date.now() - latencyStart;
     
-    // Heartbeat every 30 seconds - show strategy model values
-    if (Date.now() - lastHeartbeat > 30000) {
+    // Heartbeat every 15 seconds - show strategy model values
+    if (Date.now() - lastHeartbeat > 15000) {
       // Try to get model values from strategy
       const modelValues = strategy.getModelValues?.() || strategy.getModelValues?.(contractId) || null;
       
@@ -638,10 +667,10 @@ const launchAlgo = async (service, account, contract, config) => {
         const mom = (modelValues.momentum || 0).toFixed(1);
         const signals = modelValues.signalCount || 0;
         const deltaStr = delta >= 0 ? `+${delta}` : `${delta}`;
-        algoLogger.info(ui, strategyName, `OFI=${ofi} Z=${zscore} Mom=${mom} Δ=${deltaStr} | ${signals} signals | ${tps} t/30s`);
+        algoLogger.info(ui, strategyName, `OFI=${ofi} Z=${zscore} Mom=${mom} Δ=${deltaStr} | ${tps} t/15s | ${tickCount} total`);
       } else {
         // Fallback
-        algoLogger.info(ui, 'SCANNING', `${tps} ticks/30s | ${tickCount} total | price=${tickData.price}`);
+        algoLogger.info(ui, 'SCANNING', `${tps} ticks/15s | ${tickCount} total | price=${tickData.price}`);
       }
       lastHeartbeat = Date.now();
       tps = 0;
@@ -714,16 +743,16 @@ const launchAlgo = async (service, account, contract, config) => {
     algoLogger.error(ui, 'CONNECTION ERROR', e.message.substring(0, 50));
   }
   
-  // Poll account P&L and sync with real trades from API
+  // Poll account P&L and sync with real trades from API (fallback, WebSocket is primary)
   const pollPnL = async () => {
     try {
-      // Get account P&L
+      // Get account P&L (fallback if WebSocket not updating)
       const accountResult = await service.getTradingAccounts();
       if (accountResult.success && accountResult.accounts) {
         const acc = accountResult.accounts.find(a => a.accountId === account.accountId);
-        if (acc && acc.profitAndLoss !== undefined) {
-          if (startingPnL === null) startingPnL = acc.profitAndLoss;
-          stats.pnl = acc.profitAndLoss - startingPnL;
+        if (acc && acc.profitAndLoss !== undefined && acc.profitAndLoss !== null) {
+          // Use day P&L directly (same as R Trader)
+          stats.pnl = acc.profitAndLoss;
         }
       }
       
@@ -826,8 +855,9 @@ const launchAlgo = async (service, account, contract, config) => {
   };
   
   // Start polling and UI refresh
+  // UI refreshes every 250ms, P&L polling every 10s (WebSocket is primary for P&L)
   const refreshInterval = setInterval(() => { if (running) ui.render(stats); }, 250);
-  const pnlInterval = setInterval(() => { if (running) pollPnL(); }, 2000);
+  const pnlInterval = setInterval(() => { if (running) pollPnL(); }, 10000);
   pollPnL(); // Initial poll
   
   // Keyboard handler

package/src/services/rithmic/accounts.js

@@ -115,15 +115,22 @@ const getTradingAccounts = async (service) => {
     const closedPnL = pnlData.closedPositionPnl ? parseFloat(pnlData.closedPositionPnl) : null;
     const dayPnL = pnlData.dayPnl ? parseFloat(pnlData.dayPnl) : null;
 
+    // Calculate P&L like R Trader: openPositionPnl + closedPositionPnl
+    // This matches what R Trader shows as "Today's P&L"
+    const totalPnL = (openPnL !== null || closedPnL !== null) 
+      ? (openPnL || 0) + (closedPnL || 0) 
+      : null;
+
     return {
       accountId: hashAccountId(acc.accountId),
       rithmicAccountId: acc.accountId,
       accountName: acc.accountId,  // Never expose real name - only account ID
       name: acc.accountId,         // Never expose real name - only account ID
       balance: accountBalance,
-      profitAndLoss: dayPnL !== null ? dayPnL : (openPnL !== null || closedPnL !== null ? (openPnL || 0) + (closedPnL || 0) : null),
+      profitAndLoss: totalPnL,  // Same as R Trader: open + closed
       openPnL: openPnL,
-      todayPnL: closedPnL,
+      closedPnL: closedPnL,
+      dayPnL: dayPnL,  // Keep for reference
       status: 0,
       platform: 'Rithmic',
       propfirm: service.propfirm.name,