hedgequantx 2.7.15 → 2.7.17

package/src/lib/n/r6.js

@@ -1,425 +0,0 @@
-/**
- * Rithmic Connection Pool
- * Manages reusable connections for optimal performance
- * Prevents creating new connections for every request
- */
-
-const { RithmicMarketData } = require('./r4');
-const { RithmicTrading } = require('./r3');
-const { RithmicPnL } = require('./r5');
-const { getPropFirmConfig, RITHMIC_GATEWAYS } = require('./r7');
-
-class RithmicConnectionPool {
-  constructor(options = {}) {
-    // Pools for each plant type
-    this.marketDataPool = new Map(); // key -> RithmicMarketData
-    this.tradingPool = new Map();    // key -> RithmicTrading
-    this.pnlPool = new Map();        // key -> RithmicPnL
-    
-    // Pending connections (mutex for concurrent requests)
-    this.pendingMarketData = new Map();
-    this.pendingTrading = new Map();
-    this.pendingPnL = new Map();
-    
-    // Configuration
-    this.idleTimeout = options.idleTimeout || 30 * 60 * 1000; // 30 minutes
-    this.cleanupInterval = options.cleanupInterval || 60 * 1000; // 1 minute
-    this.debug = options.debug || false;
-    
-    // Stats
-    this.stats = {
-      marketDataHits: 0,
-      marketDataMisses: 0,
-      tradingHits: 0,
-      tradingMisses: 0,
-      pnlHits: 0,
-      pnlMisses: 0
-    };
-    
-    // Start cleanup timer
-    this._cleanupTimer = setInterval(() => this._cleanup(), this.cleanupInterval);
-  }
-
-  /**
-   * Generate pool key from credentials
-   */
-  _getKey(userId, systemName) {
-    return `${userId}:${systemName}`;
-  }
-
-  /**
-   * Get or create Market Data connection
-   */
-  async getMarketData(credentials) {
-    const { userId, password, systemName, gateway } = credentials;
-    const key = this._getKey(userId, systemName);
-    
-    // Check if pending
-    if (this.pendingMarketData.has(key)) {
-      return this.pendingMarketData.get(key);
-    }
-    
-    // Check pool
-    let pooled = this.marketDataPool.get(key);
-    if (pooled && pooled.client.isConnected) {
-      pooled.lastUsed = Date.now();
-      this.stats.marketDataHits++;
-      return pooled.client;
-    }
-    
-    // Create new connection
-    this.stats.marketDataMisses++;
-    
-    const connectPromise = this._createMarketData(credentials);
-    this.pendingMarketData.set(key, connectPromise);
-    
-    try {
-      const client = await connectPromise;
-      this.marketDataPool.set(key, {
-        client,
-        userId,
-        systemName,
-        lastUsed: Date.now()
-      });
-      return client;
-    } finally {
-      this.pendingMarketData.delete(key);
-    }
-  }
-
-  /**
-   * Create new Market Data connection
-   */
-  async _createMarketData(credentials) {
-    const propfirmConfig = getPropFirmConfig(credentials.propfirm);
-    const systemName = credentials.systemName || propfirmConfig?.systemName || 'Apex';
-    const gateway = credentials.gateway || propfirmConfig?.gateway || RITHMIC_GATEWAYS.CHICAGO;
-    
-    const client = new RithmicMarketData({ debug: this.debug });
-    
-    await client.connect({
-      userId: credentials.userId,
-      password: credentials.password,
-      systemName,
-      gateway
-    });
-    
-    return client;
-  }
-
-  /**
-   * Get or create Trading connection
-   */
-  async getTrading(credentials) {
-    const { userId, password, systemName, gateway } = credentials;
-    const key = this._getKey(userId, systemName);
-    
-    // Check if pending
-    if (this.pendingTrading.has(key)) {
-      return this.pendingTrading.get(key);
-    }
-    
-    // Check pool
-    let pooled = this.tradingPool.get(key);
-    if (pooled && pooled.client.isConnected) {
-      pooled.lastUsed = Date.now();
-      this.stats.tradingHits++;
-      return pooled.client;
-    }
-    
-    // Create new connection
-    this.stats.tradingMisses++;
-    
-    const connectPromise = this._createTrading(credentials);
-    this.pendingTrading.set(key, connectPromise);
-    
-    try {
-      const client = await connectPromise;
-      this.tradingPool.set(key, {
-        client,
-        userId,
-        systemName,
-        lastUsed: Date.now()
-      });
-      return client;
-    } finally {
-      this.pendingTrading.delete(key);
-    }
-  }
-
-  /**
-   * Create new Trading connection
-   */
-  async _createTrading(credentials) {
-    const propfirmConfig = getPropFirmConfig(credentials.propfirm);
-    const systemName = credentials.systemName || propfirmConfig?.systemName || 'Apex';
-    const gateway = credentials.gateway || propfirmConfig?.gateway || RITHMIC_GATEWAYS.CHICAGO;
-    
-    const client = new RithmicTrading({ debug: this.debug });
-    
-    await client.connect({
-      userId: credentials.userId,
-      password: credentials.password,
-      systemName,
-      gateway
-    });
-    
-    return client;
-  }
-
-  /**
-   * Get or create P&L connection
-   */
-  async getPnL(credentials) {
-    const { userId, password, systemName, gateway } = credentials;
-    const key = this._getKey(userId, systemName);
-    
-    // Check if pending
-    if (this.pendingPnL.has(key)) {
-      return this.pendingPnL.get(key);
-    }
-    
-    // Check pool
-    let pooled = this.pnlPool.get(key);
-    if (pooled && pooled.client.isConnected) {
-      pooled.lastUsed = Date.now();
-      this.stats.pnlHits++;
-      return pooled.client;
-    }
-    
-    // Create new connection
-    this.stats.pnlMisses++;
-    
-    const connectPromise = this._createPnL(credentials);
-    this.pendingPnL.set(key, connectPromise);
-    
-    try {
-      const client = await connectPromise;
-      this.pnlPool.set(key, {
-        client,
-        userId,
-        systemName,
-        lastUsed: Date.now()
-      });
-      return client;
-    } finally {
-      this.pendingPnL.delete(key);
-    }
-  }
-
-  /**
-   * Create new P&L connection
-   */
-  async _createPnL(credentials) {
-    const propfirmConfig = getPropFirmConfig(credentials.propfirm);
-    const systemName = credentials.systemName || propfirmConfig?.systemName || 'Apex';
-    const gateway = credentials.gateway || propfirmConfig?.gateway || RITHMIC_GATEWAYS.CHICAGO;
-    
-    const client = new RithmicPnL({ debug: this.debug });
-    
-    await client.connect({
-      userId: credentials.userId,
-      password: credentials.password,
-      systemName,
-      gateway
-    });
-    
-    return client;
-  }
-
-  /**
-   * Release a connection (mark as available)
-   */
-  release(userId, systemName) {
-    const key = this._getKey(userId, systemName);
-    
-    for (const pool of [this.marketDataPool, this.tradingPool, this.pnlPool]) {
-      const pooled = pool.get(key);
-      if (pooled) {
-        pooled.lastUsed = Date.now();
-      }
-    }
-    
-  }
-
-  /**
-   * Remove a connection from pool and disconnect
-   */
-  async remove(userId, systemName) {
-    const key = this._getKey(userId, systemName);
-    
-    const pools = [
-      { pool: this.marketDataPool, name: 'MarketData' },
-      { pool: this.tradingPool, name: 'Trading' },
-      { pool: this.pnlPool, name: 'PnL' }
-    ];
-    
-    for (const { pool, name } of pools) {
-      const pooled = pool.get(key);
-      if (pooled) {
-        try {
-          await pooled.client.disconnect();
-        } catch (e) {
-          // Ignore disconnect errors
-        }
-        pool.delete(key);
-      }
-    }
-  }
-
-  /**
-   * Cleanup idle connections
-   */
-  async _cleanup() {
-    const now = Date.now();
-    const toRemove = [];
-    
-    const pools = [
-      { pool: this.marketDataPool, name: 'MarketData' },
-      { pool: this.tradingPool, name: 'Trading' },
-      { pool: this.pnlPool, name: 'PnL' }
-    ];
-    
-    for (const { pool, name } of pools) {
-      for (const [key, pooled] of pool) {
-        const idle = now - pooled.lastUsed;
-        if (idle > this.idleTimeout) {
-          toRemove.push({ pool, key, name, client: pooled.client });
-        }
-      }
-    }
-    
-    if (toRemove.length > 0) {
-      for (const { pool, key, name, client } of toRemove) {
-        try {
-          await client.disconnect();
-        } catch (e) {
-          // Ignore
-        }
-        pool.delete(key);
-      }
-    }
-  }
-
-  /**
-   * Get pool statistics
-   */
-  getStats() {
-    return {
-      marketData: {
-        active: this.marketDataPool.size,
-        pending: this.pendingMarketData.size,
-        hits: this.stats.marketDataHits,
-        misses: this.stats.marketDataMisses
-      },
-      trading: {
-        active: this.tradingPool.size,
-        pending: this.pendingTrading.size,
-        hits: this.stats.tradingHits,
-        misses: this.stats.tradingMisses
-      },
-      pnl: {
-        active: this.pnlPool.size,
-        pending: this.pendingPnL.size,
-        hits: this.stats.pnlHits,
-        misses: this.stats.pnlMisses
-      },
-      total: {
-        active: this.marketDataPool.size + this.tradingPool.size + this.pnlPool.size,
-        hitRate: this._calculateHitRate()
-      }
-    };
-  }
-
-  /**
-   * Calculate overall hit rate
-   */
-  _calculateHitRate() {
-    const hits = this.stats.marketDataHits + this.stats.tradingHits + this.stats.pnlHits;
-    const misses = this.stats.marketDataMisses + this.stats.tradingMisses + this.stats.pnlMisses;
-    const total = hits + misses;
-    return total > 0 ? ((hits / total) * 100).toFixed(1) + '%' : '0%';
-  }
-
-  /**
-   * Get all active connections info
-   */
-  getConnections() {
-    const connections = [];
-    const now = Date.now();
-    
-    for (const [key, pooled] of this.marketDataPool) {
-      connections.push({
-        type: 'MarketData',
-        key,
-        userId: pooled.userId,
-        systemName: pooled.systemName,
-        connected: pooled.client.isConnected,
-        idleSeconds: Math.floor((now - pooled.lastUsed) / 1000)
-      });
-    }
-    
-    for (const [key, pooled] of this.tradingPool) {
-      connections.push({
-        type: 'Trading',
-        key,
-        userId: pooled.userId,
-        systemName: pooled.systemName,
-        connected: pooled.client.isConnected,
-        idleSeconds: Math.floor((now - pooled.lastUsed) / 1000)
-      });
-    }
-    
-    for (const [key, pooled] of this.pnlPool) {
-      connections.push({
-        type: 'PnL',
-        key,
-        userId: pooled.userId,
-        systemName: pooled.systemName,
-        connected: pooled.client.isConnected,
-        idleSeconds: Math.floor((now - pooled.lastUsed) / 1000)
-      });
-    }
-    
-    return connections;
-  }
-
-  /**
-   * Shutdown pool and disconnect all
-   */
-  async shutdown() {
-    // Clear cleanup timer
-    if (this._cleanupTimer) {
-      clearInterval(this._cleanupTimer);
-      this._cleanupTimer = null;
-    }
-    
-    // Disconnect all
-    const pools = [this.marketDataPool, this.tradingPool, this.pnlPool];
-    
-    for (const pool of pools) {
-      for (const [, pooled] of pool) {
-        try {
-          await pooled.client.disconnect();
-        } catch (e) {
-          // Ignore
-        }
-      }
-      pool.clear();
-    }
-  }
-}
-
-// Singleton instance
-const rithmicPool = new RithmicConnectionPool();
-
-// Graceful shutdown on process exit
-process.on('SIGINT', async () => {
-  await rithmicPool.shutdown();
-});
-
-process.on('SIGTERM', async () => {
-  await rithmicPool.shutdown();
-});
-
-module.exports = { RithmicConnectionPool, rithmicPool };