hedgequantx 2.7.15 → 2.7.17

package/src/lib/n/r1.js

@@ -1,454 +0,0 @@
-/**
- * Rithmic Adapter - Main Entry Point
- * Complete Rithmic integration for CLI
- * 
- * Features:
- * - Market Data (TICKER_PLANT): Real-time quotes and trades
- * - Trading (ORDER_PLANT): Full order management
- * - P&L (PNL_PLANT): Real-time account and position P&L
- * - Connection Pool: Optimized connection reuse
- * 
- * Supported PropFirms:
- * - Apex Trader Funding
- * - TopstepTrader (Rithmic)
- * - Bulenox (Rithmic)
- * - MES Capital
- * - Earn2Trade
- * - TradeFundrr
- * - The Trading Pit
- * - Funded Futures Network
- * - PropShop Trader
- * - 4PropTrader
- * - DayTraders.com
- * - 10X Futures
- * - Lucid Trading
- * - Thrive Trading
- * - Legends Trading
- * - TradeSea
- * - UProfit
- * - FastTrack Trading
- * - My Funded Futures
- */
-
-const EventEmitter = require('events');
-
-// Core modules
-const { RithmicConnection } = require('./r2');
-const { RithmicMarketData } = require('./r4');
-const { RithmicTrading } = require('./r3');
-const { RithmicPnL } = require('./r5');
-const { RithmicConnectionPool, rithmicPool } = require('./r6');
-
-// Constants
-const constants = require('./r7');
-const {
-  RITHMIC_GATEWAYS,
-  RITHMIC_PROPFIRMS,
-  TEMPLATE_IDS,
-  INFRA_TYPES,
-  ORDER_TYPES,
-  NOTIFY_TYPES,
-  EXCHANGES,
-  getPropFirmConfig,
-  isRithmicPropFirm,
-  getSupportedPropFirms,
-  buildRithmicSymbol,
-  getCurrentFrontMonth
-} = constants;
-
-/**
- * RithmicAdapter - High-level adapter that manages all connections
- */
-class RithmicAdapter extends EventEmitter {
-  constructor(options = {}) {
-    super();
-    
-    this.marketData = null;
-    this.trading = null;
-    this.pnl = null;
-    
-    this.credentials = null;
-    this.propfirmConfig = null;
-    
-    this.debug = options.debug || false;
-    this.usePool = options.usePool !== false; // Default true
-  }
-
-  /**
-   * Connect to all Rithmic plants
-   * @param {Object} credentials
-   * @param {string} credentials.userId - Rithmic username
-   * @param {string} credentials.password - Rithmic password
-   * @param {string} credentials.propfirm - PropFirm name (e.g., 'apex', 'topsteptrader')
-   * @param {Object} options
-   * @param {boolean} options.marketData - Connect to market data (default: true)
-   * @param {boolean} options.trading - Connect to trading (default: true)
-   * @param {boolean} options.pnl - Connect to P&L (default: true)
-   */
-  async connect(credentials, options = {}) {
-    const {
-      marketData = true,
-      trading = true,
-      pnl = true
-    } = options;
-    
-    this.credentials = credentials;
-    this.propfirmConfig = getPropFirmConfig(credentials.propfirm);
-    
-    if (!this.propfirmConfig) {
-      throw new Error(`Unknown PropFirm: ${credentials.propfirm}. Use getSupportedPropFirms() to see available options.`);
-    }
-    
-    const fullCredentials = {
-      userId: credentials.userId,
-      password: credentials.password,
-      propfirm: credentials.propfirm,
-      systemName: this.propfirmConfig.systemName,
-      gateway: this.propfirmConfig.gateway
-    };
-    
-    const connectPromises = [];
-    
-    // Connect to market data
-    if (marketData) {
-      if (this.usePool) {
-        connectPromises.push(
-          rithmicPool.getMarketData(fullCredentials).then(client => {
-            this.marketData = client;
-            this._forwardEvents(client, 'marketData');
-          })
-        );
-      } else {
-        this.marketData = new RithmicMarketData({ debug: this.debug });
-        connectPromises.push(
-          this.marketData.connect(fullCredentials).then(() => {
-            this._forwardEvents(this.marketData, 'marketData');
-          })
-        );
-      }
-    }
-    
-    // Connect to trading
-    if (trading) {
-      if (this.usePool) {
-        connectPromises.push(
-          rithmicPool.getTrading(fullCredentials).then(client => {
-            this.trading = client;
-            this._forwardEvents(client, 'trading');
-          })
-        );
-      } else {
-        this.trading = new RithmicTrading({ debug: this.debug });
-        connectPromises.push(
-          this.trading.connect(fullCredentials).then(() => {
-            this._forwardEvents(this.trading, 'trading');
-          })
-        );
-      }
-    }
-    
-    // Connect to P&L
-    if (pnl) {
-      if (this.usePool) {
-        connectPromises.push(
-          rithmicPool.getPnL(fullCredentials).then(client => {
-            this.pnl = client;
-            this._forwardEvents(client, 'pnl');
-          })
-        );
-      } else {
-        this.pnl = new RithmicPnL({ debug: this.debug });
-        connectPromises.push(
-          this.pnl.connect(fullCredentials).then(() => {
-            this._forwardEvents(this.pnl, 'pnl');
-          })
-        );
-      }
-    }
-    
-    // Wait for all connections
-    await Promise.all(connectPromises);
-    
-    this.emit('connected', {
-      propfirm: this.propfirmConfig.displayName,
-      marketData: !!this.marketData,
-      trading: !!this.trading,
-      pnl: !!this.pnl
-    });
-    
-    return true;
-  }
-
-  /**
-   * Forward events from sub-modules
-   */
-  _forwardEvents(module, prefix) {
-    const events = ['tick', 'quote', 'trade', 'order', 'fill', 'reject', 'cancel', 'position', 'accountPnL', 'instrumentPnL', 'error'];
-    
-    for (const event of events) {
-      module.on(event, (data) => {
-        this.emit(`${prefix}:${event}`, data);
-        this.emit(event, data); // Also emit without prefix
-      });
-    }
-  }
-
-  // ===========================================================================
-  // MARKET DATA
-  // ===========================================================================
-
-  /**
-   * Subscribe to market data
-   * @param {string} symbol - Rithmic symbol (e.g., 'MNQH5')
-   * @param {string} exchange - Exchange (default: 'CME')
-   */
-  async subscribe(symbol, exchange = 'CME') {
-    if (!this.marketData) {
-      throw new Error('Market data not connected');
-    }
-    return this.marketData.subscribe(symbol, exchange);
-  }
-
-  /**
-   * Unsubscribe from market data
-   */
-  async unsubscribe(symbol, exchange = 'CME') {
-    if (!this.marketData) return false;
-    return this.marketData.unsubscribe(symbol, exchange);
-  }
-
-  /**
-   * Get last price
-   */
-  getLastPrice(symbol) {
-    if (!this.marketData) return 0;
-    return this.marketData.getLastPrice(symbol);
-  }
-
-  /**
-   * Get current quote
-   */
-  getQuote(symbol) {
-    if (!this.marketData) return null;
-    return this.marketData.getQuote(symbol);
-  }
-
-  // ===========================================================================
-  // TRADING
-  // ===========================================================================
-
-  /**
-   * Place a market order
-   * @param {string} accountId - Account ID
-   * @param {string} symbol - Symbol (e.g., 'MNQH6')
-   * @param {string} side - 'buy' or 'sell'
-   * @param {number} quantity - Number of contracts
-   * @param {string} exchange - Exchange (default: 'CME')
-   */
-  async placeMarketOrder(accountId, symbol, side, quantity, exchange = 'CME') {
-    if (!this.trading) {
-      throw new Error('Trading not connected');
-    }
-    // trading.placeMarketOrder expects: (accountId, symbol, exchange, side, quantity)
-    return this.trading.placeMarketOrder(accountId, symbol, exchange, side, quantity);
-  }
-
-  /**
-   * Place a limit order
-   */
-  async placeLimitOrder(accountId, symbol, side, quantity, price, exchange = 'CME') {
-    if (!this.trading) {
-      throw new Error('Trading not connected');
-    }
-    // trading.placeLimitOrder expects: (accountId, symbol, exchange, side, quantity, price)
-    return this.trading.placeLimitOrder(accountId, symbol, exchange, side, quantity, price);
-  }
-
-  /**
-   * Place a stop market order
-   */
-  async placeStopMarketOrder(accountId, symbol, side, quantity, stopPrice, exchange = 'CME') {
-    if (!this.trading) {
-      throw new Error('Trading not connected');
-    }
-    return this.trading.placeStopMarketOrder(accountId, symbol, exchange, side, quantity, stopPrice);
-  }
-
-  /**
-   * Place a stop limit order
-   */
-  async placeStopLimitOrder(accountId, symbol, side, quantity, stopPrice, limitPrice, exchange = 'CME') {
-    if (!this.trading) {
-      throw new Error('Trading not connected');
-    }
-    return this.trading.placeStopLimitOrder(accountId, symbol, exchange, side, quantity, stopPrice, limitPrice);
-  }
-
-  /**
-   * Cancel an order
-   */
-  async cancelOrder(basketId) {
-    if (!this.trading) {
-      throw new Error('Trading not connected');
-    }
-    return this.trading.cancelOrder(basketId);
-  }
-
-  /**
-   * Cancel all orders
-   */
-  async cancelAllOrders(accountId) {
-    if (!this.trading) {
-      throw new Error('Trading not connected');
-    }
-    return this.trading.cancelAllOrders(accountId);
-  }
-
-  /**
-   * Close a position
-   */
-  async closePosition(accountId, symbol, exchange = 'CME') {
-    if (!this.trading) {
-      throw new Error('Trading not connected');
-    }
-    return this.trading.closePosition(accountId, symbol, exchange);
-  }
-
-  /**
-   * Get open orders
-   */
-  getOpenOrders() {
-    if (!this.trading) return [];
-    return this.trading.getOpenOrders();
-  }
-
-  /**
-   * Get accounts
-   */
-  getAccounts() {
-    if (!this.trading) return [];
-    return this.trading.getAccounts();
-  }
-
-  // ===========================================================================
-  // P&L
-  // ===========================================================================
-
-  /**
-   * Subscribe to P&L updates
-   */
-  async subscribePnL(accountId) {
-    if (!this.pnl) {
-      throw new Error('P&L not connected');
-    }
-    return this.pnl.subscribe(accountId);
-  }
-
-  /**
-   * Get account P&L
-   */
-  getAccountPnL(accountId) {
-    if (!this.pnl) return null;
-    return this.pnl.getAccountPnL(accountId);
-  }
-
-  /**
-   * Get instrument P&L
-   */
-  getInstrumentPnL(accountId, symbol) {
-    if (!this.pnl) return null;
-    return this.pnl.getInstrumentPnL(accountId, symbol);
-  }
-
-  /**
-   * Get all positions
-   */
-  getPositions(accountId) {
-    if (!this.pnl) return [];
-    return this.pnl.getPositions(accountId);
-  }
-
-  // ===========================================================================
-  // STATUS
-  // ===========================================================================
-
-  /**
-   * Check if fully connected
-   */
-  get isConnected() {
-    return (
-      (!this.marketData || this.marketData.isConnected) &&
-      (!this.trading || this.trading.isConnected) &&
-      (!this.pnl || this.pnl.isConnected)
-    );
-  }
-
-  /**
-   * Get connection status
-   */
-  getStatus() {
-    return {
-      propfirm: this.propfirmConfig?.displayName || 'Not connected',
-      marketData: this.marketData?.isConnected || false,
-      trading: this.trading?.isConnected || false,
-      pnl: this.pnl?.isConnected || false,
-      pool: this.usePool ? rithmicPool.getStats() : null
-    };
-  }
-
-  /**
-   * Disconnect all
-   */
-  async disconnect() {
-    if (this.usePool && this.credentials) {
-      // Release to pool
-      rithmicPool.release(
-        this.credentials.userId,
-        this.propfirmConfig?.systemName || 'unknown'
-      );
-    } else {
-      // Disconnect directly
-      if (this.marketData) await this.marketData.disconnect();
-      if (this.trading) await this.trading.disconnect();
-      if (this.pnl) await this.pnl.disconnect();
-    }
-    
-    this.marketData = null;
-    this.trading = null;
-    this.pnl = null;
-    
-    this.emit('disconnected');
-  }
-}
-
-// Export everything
-module.exports = {
-  // Main adapter
-  RithmicAdapter,
-  
-  // Individual modules
-  RithmicConnection,
-  RithmicMarketData,
-  RithmicTrading,
-  RithmicPnL,
-  RithmicConnectionPool,
-  
-  // Singleton pool
-  rithmicPool,
-  
-  // Constants
-  RITHMIC_GATEWAYS,
-  RITHMIC_PROPFIRMS,
-  TEMPLATE_IDS,
-  INFRA_TYPES,
-  ORDER_TYPES,
-  NOTIFY_TYPES,
-  EXCHANGES,
-  
-  // Helpers
-  getPropFirmConfig,
-  isRithmicPropFirm,
-  getSupportedPropFirms,
-  buildRithmicSymbol,
-  getCurrentFrontMonth
-};