hedgequantx 2.7.15 → 2.7.16

package/src/lib/core2.js

@@ -1,341 +0,0 @@
-/**
- * Copy Trading Engine - Lightweight
- * Trades on Lead account, mirrors to Follower
- */
-
-const EventEmitter = require('events');
-const { A1 } = require('./api');
-const { D1 } = require('./data');
-const { M2 } = require('./m/s2');
-
-// Core module
-const {
-  RithmicAdapter: N1,
-  isRithmicPropFirm: isN,
-  getPropFirmConfig: getPC,
-  buildRithmicSymbol: buildS,
-  getCurrentFrontMonth: getFM
-} = require('./n/r1');
-
-class C2 extends EventEmitter {
-  constructor(sessionId, config, callbacks) {
-    super();
-    this.sessionId = sessionId;
-    this.config = config;
-    this.callbacks = callbacks;
-    this.running = false;
-    
-    // APIs
-    this.leadApi = null;
-    this.followerApi = null;
-    this.marketData = null;
-    this.strategy = null;
-    
-    // Rithmic adapters (new unified module)
-    this.leadN1 = null;
-    this.followerN1 = null;
-    
-    // State
-    this.position = null;
-    this.lastPrice = 0;
-    this.stats = { trades: 0, wins: 0, losses: 0, pnl: 0 };
-    
-    // P&L from API - NO local calculations
-    this.apiPnL = { lead: 0, follower: 0, lastClosedPnL: 0 };
-  }
-
-  async start() {
-    this.running = true;
-    this._log('info', '=== COPY TRADING ENGINE ===');
-    
-    // Init Lead API
-    if (isN(this.config.leadPropfirm)) {
-      const creds = this.config.leadRithmicCredentials;
-      const propfirmConfig = getPC(this.config.leadPropfirm);
-      
-      this.leadN1 = new N1({ debug: false, usePool: true });
-      await this.leadN1.connect({
-        userId: creds.userId,
-        password: creds.password,
-        propfirm: this.config.leadPropfirm
-      }, { marketData: true, trading: true, pnl: true });
-      
-      // Listen for P&L updates from API
-      this.leadN1.on('accountPnL', (p) => {
-        this.apiPnL.lead = p.closedPnL || p.totalPnL || 0;
-      });
-      
-      this.leadApi = this._createRithmicTradingWrapper(this.leadN1, this.config.leadSymbol);
-      this._log('info', `Lead: Rithmic connected (${propfirmConfig?.displayName || this.config.leadPropfirm})`);
-    } else {
-      this.leadApi = new A1(this.config.leadToken, this.config.leadPropfirm);
-      this._log('info', 'Lead: ProjectX ready');
-    }
-    
-    // Init Follower API
-    if (isN(this.config.followerPropfirm)) {
-      const creds = this.config.followerRithmicCredentials;
-      const propfirmConfig = getPC(this.config.followerPropfirm);
-      
-      this.followerN1 = new N1({ debug: false, usePool: true });
-      await this.followerN1.connect({
-        userId: creds.userId,
-        password: creds.password,
-        propfirm: this.config.followerPropfirm
-      }, { marketData: false, trading: true, pnl: false });
-      
-      this.followerApi = this._createRithmicTradingWrapper(this.followerN1, this.config.followerSymbol || this.config.leadSymbol);
-      this._log('info', `Follower: Rithmic connected (${propfirmConfig?.displayName || this.config.followerPropfirm})`);
-    } else {
-      this.followerApi = new A1(this.config.followerToken, this.config.followerPropfirm);
-      this._log('info', 'Follower: ProjectX ready');
-    }
-    
-    // Init market data from Lead
-    await this._initMarketData();
-    
-    // Init strategy
-    this.strategy = new M2({
-      dailyTarget: this.config.dailyTarget,
-      maxRisk: this.config.maxRisk,
-      contracts: this.config.leadContracts || 1
-    });
-    
-    this.strategy.on('signal', (s) => this._onSignal(s));
-    this.strategy.on('log', (l) => this._log(l.type, l.message));
-    
-    this._log('info', 'Monitoring market...');
-  }
-
-  async _initMarketData() {
-    if (isN(this.config.leadPropfirm)) {
-      // Use the lead Rithmic adapter for market data (already connected with marketData: true)
-      const sym = this._rithmicSymbol(this.config.leadSymbol);
-      await this.leadN1.subscribe(sym, 'CME');
-      this._log('info', `Subscribed: ${sym}`);
-      
-      // Create a market data wrapper for event forwarding
-      const EventEmitter = require('events');
-      this.marketData = new EventEmitter();
-      
-      this.leadN1.on('tick', (d) => {
-        this.marketData.emit('tick', d);
-      });
-      this.leadN1.on('trade', (d) => {
-        this.marketData.emit('trade', d);
-      });
-      this.leadN1.on('quote', (d) => {
-        this.marketData.emit('tick', {
-          price: d.price || (d.bid + d.ask) / 2,
-          bid: d.bid,
-          ask: d.ask,
-          spread: d.spread,
-          timestamp: d.timestamp
-        });
-      });
-      
-      this.marketData.disconnect = async () => {
-        // Disconnection handled by adapter cleanup
-      };
-    } else {
-      this.marketData = new D1({
-        symbol: this.config.leadSymbol,
-        contractId: this.config.leadContractId
-      });
-      await this.marketData.connect(
-        this.config.leadToken,
-        this.config.leadPropfirm,
-        this.config.leadContractId
-      );
-      this._log('info', `Subscribed: ${this.config.leadSymbol}`);
-    }
-    
-    this.marketData.on('tick', (d) => {
-      this.lastPrice = d.price;
-      if (this.strategy) this.strategy.onTick(d);
-    });
-    
-    this.marketData.on('trade', (d) => {
-      if (this.strategy) this.strategy.onTrade(d);
-    });
-  }
-
-  async _onSignal(signal) {
-    if (!this.running) return;
-    
-    const { side, action, reason } = signal;
-    
-    if (action === 'open') {
-      this._log('signal', `${side.toUpperCase()} @ ${this.lastPrice.toFixed(2)}`);
-      await this._openBoth(side);
-    } else if (action === 'close') {
-      this._log('signal', `CLOSE - ${reason}`);
-      await this._closeBoth(reason);
-    }
-  }
-
-  async _openBoth(side) {
-    const lQty = this.config.leadContracts || 1;
-    const fQty = this.config.followerContracts || lQty;
-    
-    // Open Lead
-    const leadRes = await this._order(this.leadApi, this.config.leadAccountId, this.config.leadContractId, side, lQty);
-    if (!leadRes.success) {
-      this._log('error', `Lead order failed: ${leadRes.error}`);
-      return;
-    }
-    this._log('trade', `Lead: ${side.toUpperCase()} ${lQty}`);
-    
-    // Copy to Follower
-    const followerRes = await this._order(this.followerApi, this.config.followerAccountId, this.config.followerContractId, side, fQty);
-    if (followerRes.success) {
-      this._log('trade', `Follower: ${side.toUpperCase()} ${fQty}`);
-      this.callbacks.onCopy?.({ side, quantity: fQty });
-    } else {
-      this._log('error', `Follower failed - closing Lead`);
-      await this._close(this.leadApi, this.config.leadAccountId, this.config.leadContractId);
-      return;
-    }
-    
-    this.position = { side, leadQty: lQty, followerQty: fQty, entry: this.lastPrice };
-    this.stats.trades++;
-  }
-
-  async _closeBoth(reason) {
-    if (!this.position) return;
-    
-    // Close both in parallel
-    await Promise.all([
-      this._close(this.leadApi, this.config.leadAccountId, this.config.leadContractId),
-      this._close(this.followerApi, this.config.followerAccountId, this.config.followerContractId)
-    ]);
-    
-    // P&L comes from API - NO local calculation
-    // Use delta from last closed P&L
-    const currentClosedPnL = this.apiPnL.lead;
-    const pnl = currentClosedPnL - this.apiPnL.lastClosedPnL;
-    this.apiPnL.lastClosedPnL = currentClosedPnL;
-    this.stats.pnl = currentClosedPnL; // Total P&L from API
-    pnl >= 0 ? this.stats.wins++ : this.stats.losses++;
-    
-    this._log(pnl >= 0 ? 'trade' : 'loss', `Closed: ${pnl >= 0 ? '+' : ''}$${pnl.toFixed(2)}`);
-    
-    this.callbacks.onTrade?.({ pnl, reason });
-    this.position = null;
-    
-    // Check targets
-    if (this.stats.pnl >= this.config.dailyTarget) {
-      this._log('success', `TARGET! +$${this.stats.pnl.toFixed(2)}`);
-      await this.stop('target');
-    } else if (this.stats.pnl <= -this.config.maxRisk) {
-      this._log('error', `MAX RISK! -$${Math.abs(this.stats.pnl).toFixed(2)}`);
-      await this.stop('risk');
-    }
-  }
-
-  async _order(api, accountId, contractId, side, qty) {
-    try {
-      return await api.placeMarketOrder(accountId, contractId, side, qty, this.lastPrice);
-    } catch (e) {
-      return { success: false, error: e.message };
-    }
-  }
-
-  async _close(api, accountId, contractId) {
-    try {
-      if (api.closePosition) {
-        return await api.closePosition(accountId, contractId);
-      }
-      // Rithmic: place opposite order
-      const closeSide = this.position.side === 'long' ? 'sell' : 'buy';
-      const qty = api === this.leadApi ? this.position.leadQty : this.position.followerQty;
-      return await api.placeMarketOrder(accountId, contractId, closeSide, qty);
-    } catch (e) {
-      return { success: false, error: e.message };
-    }
-  }
-
-  // NO LOCAL P&L CALCULATION
-  // P&L comes from API: PNL_PLANT (Rithmic) or /api/Position (ProjectX)
-
-  _rithmicSymbol(sym) {
-    if (/^[A-Z]{2,4}[FGHJKMNQUVXZ]\d{1,2}$/.test(sym)) return sym;
-    const bases = ['MNQ', 'NQ', 'MES', 'ES', 'MYM', 'YM'];
-    let base = 'MNQ';
-    for (const b of bases) {
-      if (sym.toUpperCase().includes(b)) { base = b; break; }
-    }
-    // Use new module to get front month - returns full symbol directly
-    return getFM(base);
-  }
-  
-  /**
-   * Create a trading API wrapper for Rithmic adapter
-   */
-  _createRithmicTradingWrapper(adapter, symbolInput) {
-    const symbol = this._rithmicSymbol(symbolInput);
-    
-    return {
-      async placeMarketOrder(accountId, contractId, side, quantity) {
-        try {
-          const result = await adapter.placeMarketOrder(accountId, symbol, side, quantity, 'CME');
-          return { success: true, orderId: result.orderId };
-        } catch (error) {
-          return { success: false, error: error.message };
-        }
-      },
-      
-      async closePosition(accountId, contractId) {
-        try {
-          await adapter.closePosition(accountId, symbol, 'CME');
-          return { success: true };
-        } catch (error) {
-          return { success: false, error: error.message };
-        }
-      },
-      
-      disconnect() {
-        // Handled by adapter cleanup in stop()
-      }
-    };
-  }
-
-  async stop(reason = 'manual') {
-    if (!this.running) return;
-    this.running = false;
-    
-    this._log('info', `Stopping: ${reason}`);
-    
-    // Close positions
-    if (this.position) {
-      await this._closeBoth(reason);
-    }
-    
-    // Cleanup market data
-    if (this.marketData?.disconnect) await this.marketData.disconnect();
-    
-    // Cleanup Rithmic adapters
-    if (this.leadN1) {
-      await this.leadN1.disconnect();
-      this.leadN1 = null;
-    }
-    if (this.followerN1) {
-      await this.followerN1.disconnect();
-      this.followerN1 = null;
-    }
-    
-    // Cleanup ProjectX APIs
-    if (this.leadApi?.disconnect && !this.leadN1) this.leadApi.disconnect();
-    if (this.followerApi?.disconnect && !this.followerN1) this.followerApi.disconnect();
-    
-    this._log('info', `Final P&L: $${this.stats.pnl.toFixed(2)}`);
-    this.emit('stopped', { reason, stats: this.stats });
-  }
-
-  _log(type, message) {
-    console.log(`[COPY] [${type.toUpperCase()}] ${message}`);
-    this.callbacks.onLog?.({ type, message });
-  }
-}
-
-module.exports = { C2 };