hedgequantx 2.6.46 → 2.6.48

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.6.46",
+  "version": "2.6.48",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

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

@@ -438,11 +438,13 @@ const launchAlgo = async (service, account, contract, config) => {
     // pos.openPnl comes from INSTRUMENT_PNL_UPDATE (450) - this is the unrealized P&L
     if (pos.openPnl !== undefined && pos.openPnl !== null) {
       stats.openPnl = pos.openPnl;
-    }
-    // Update day P&L if available
-    if (pos.dayPnl !== undefined && pos.dayPnl !== null) {
+      // Recalculate total P&L whenever Open P&L changes
       // Total P&L = openPnl + closedPnl (same formula as R Trader)
       stats.pnl = (stats.openPnl || 0) + (stats.closedPnl || 0);
+      // Also update Net Liquidation (balance + openPnl)
+      if (stats.balance !== null) {
+        stats.netLiquidation = stats.balance + stats.openPnl;
+      }
     }
   });
   

package/src/services/rithmic/handlers.js

@@ -359,6 +359,8 @@ const handleAccountPnLUpdate = (service, data) => {
 
 /**
  * Handle instrument PnL update (positions)
+ * INSTRUMENT_PNL_UPDATE (450) - Real-time position and P&L per instrument
+ * This is the PRIMARY source for unrealized P&L (same as R Trader Positions panel)
  */
 const handleInstrumentPnLUpdate = (service, data) => {
   try {
@@ -367,26 +369,33 @@ const handleInstrumentPnLUpdate = (service, data) => {
       const key = `${pos.accountId}:${pos.symbol}:${pos.exchange}`;
       const netQty = pos.netQuantity || pos.openPositionQuantity || ((pos.buyQty || 0) - (pos.sellQty || 0));
       
+      // Build position data - ALWAYS emit, even when FLAT (netQty === 0)
+      // This ensures Open P&L resets to 0 when position closes (like R Trader)
+      const positionData = {
+        accountId: pos.accountId,
+        symbol: pos.symbol,
+        exchange: pos.exchange || 'CME',
+        quantity: netQty,
+        averagePrice: netQty !== 0 ? (pos.avgOpenFillPrice || 0) : 0,
+        // Open P&L from API - this is the real-time unrealized P&L (same as R Trader)
+        openPnl: parseFloat(pos.openPositionPnl || pos.dayOpenPnl || 0),
+        closedPnl: parseFloat(pos.closedPositionPnl || pos.dayClosedPnl || 0),
+        dayPnl: parseFloat(pos.dayPnl || 0),
+        isSnapshot: pos.isSnapshot || false,
+      };
+      
       if (netQty !== 0) {
-        service.positions.set(key, {
-          accountId: pos.accountId,
-          symbol: pos.symbol,
-          exchange: pos.exchange || 'CME',
-          quantity: netQty,
-          averagePrice: pos.avgOpenFillPrice || 0,
-          openPnl: parseFloat(pos.openPositionPnl || pos.dayOpenPnl || 0),
-          closedPnl: parseFloat(pos.closedPositionPnl || pos.dayClosedPnl || 0),
-          dayPnl: parseFloat(pos.dayPnl || 0),
-          isSnapshot: pos.isSnapshot || false,
-        });
+        service.positions.set(key, positionData);
       } else {
         service.positions.delete(key);
       }
       
-      service.emit('positionUpdate', service.positions.get(key));
+      // ALWAYS emit positionUpdate - even when FLAT
+      // This ensures UI updates Open P&L to 0 when position closes
+      service.emit('positionUpdate', positionData);
     }
   } catch (e) {
-    // Ignore decode errors
+    debug('Error decoding Instrument PNL:', e.message);
   }
 };
 

package/src/services/rithmic/orders.js

@@ -17,6 +17,10 @@ const { proto } = require('./protobuf');
 const { LatencyTracker } = require('./handlers');
 const { performance } = require('perf_hooks');
 
+// Debug mode - use no-op function when disabled for zero overhead
+const DEBUG = process.env.HQX_DEBUG === '1';
+const debug = DEBUG ? (...args) => console.log('[Rithmic:Orders]', ...args) : () => {};
+
 // ==================== FAST ORDER TAG ====================
 // Pre-generate prefix once at module load (not per-order)
 const ORDER_TAG_PREFIX = `HQX${process.pid}-`;