hedgequantx 2.7.15 → 2.7.17

package/src/lib/n/r7.js

@@ -1,530 +0,0 @@
-/**
- * Rithmic Constants
- * All PropFirms, Gateways, Template IDs, and Configuration
- */
-
-// =============================================================================
-// RITHMIC GATEWAYS
-// =============================================================================
-const RITHMIC_GATEWAYS = {
-  // Production Gateways
-  CHICAGO: 'wss://rprotocol.rithmic.com:443',
-  EUROPE: 'wss://rprotocol-ie.rithmic.com:443',
-  FRANKFURT: 'wss://rprotocol-de.rithmic.com:443',
-  SINGAPORE: 'wss://rprotocol-sg.rithmic.com:443',
-  SYDNEY: 'wss://rprotocol-au.rithmic.com:443',
-  TOKYO: 'wss://rprotocol-jp.rithmic.com:443',
-  
-  // Test/Paper Gateways
-  TEST: 'wss://rituz00100.rithmic.com:443',
-  PAPER: 'wss://ritpa00100.rithmic.com:443',  // Main paper gateway
-  PAPER_ALT: 'wss://ritpa11120.11.rithmic.com:443'
-};
-
-// =============================================================================
-// PROPFIRM CONFIGURATIONS
-// =============================================================================
-const RITHMIC_PROPFIRMS = {
-  // Apex Trader Funding
-  'apex': {
-    systemName: 'Apex',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Apex Trader Funding',
-    isPaper: true
-  },
-  'apex_rithmic': {
-    systemName: 'Apex',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Apex Trader Funding',
-    isPaper: true
-  },
-  
-  // TopstepTrader (Rithmic version)
-  'topsteptrader': {
-    systemName: 'TopstepTrader',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'TopstepTrader (Rithmic)',
-    isPaper: true
-  },
-  'topstep_r': {
-    systemName: 'TopstepTrader',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'TopstepTrader (Rithmic)',
-    isPaper: true
-  },
-  
-  // Bulenox (Rithmic version)
-  'bulenox_r': {
-    systemName: 'Bulenox',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Bulenox (Rithmic)',
-    isPaper: true
-  },
-  'rithmic-bulenox': {
-    systemName: 'Bulenox',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Bulenox (Rithmic)',
-    isPaper: true
-  },
-  
-  // MES Capital
-  'mescapital': {
-    systemName: 'MES Capital',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'MES Capital',
-    isPaper: true
-  },
-  'mes-capital': {
-    systemName: 'MES Capital',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'MES Capital',
-    isPaper: true
-  },
-  
-  // Earn2Trade
-  'earn2trade': {
-    systemName: 'Earn2Trade',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Earn2Trade',
-    isPaper: true
-  },
-  
-  // TradeFundrr
-  'tradefundrr': {
-    systemName: 'TradeFundrr',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'TradeFundrr',
-    isPaper: true
-  },
-  
-  // The Trading Pit
-  'thetradingpit': {
-    systemName: 'TheTradingPit',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'The Trading Pit',
-    isPaper: true
-  },
-  
-  // Funded Futures Network
-  'fundedfutures': {
-    systemName: 'FundedFuturesNetwork',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Funded Futures Network',
-    isPaper: true
-  },
-  'fundedfuturesnetwork': {
-    systemName: 'FundedFuturesNetwork',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Funded Futures Network',
-    isPaper: true
-  },
-  
-  // PropShop Trader
-  'propshop': {
-    systemName: 'PropShopTrader',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'PropShop Trader',
-    isPaper: true
-  },
-  'propshoptrader': {
-    systemName: 'PropShopTrader',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'PropShop Trader',
-    isPaper: true
-  },
-  
-  // 4PropTrader
-  '4proptrader': {
-    systemName: '4PropTrader',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: '4PropTrader',
-    isPaper: true
-  },
-  
-  // DayTraders.com
-  'daytraders': {
-    systemName: 'DayTraders',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'DayTraders.com',
-    isPaper: true
-  },
-  'rithmic-daytraders': {
-    systemName: 'DayTraders',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'DayTraders.com',
-    isPaper: true
-  },
-  
-  // 10X Futures
-  '10xfutures': {
-    systemName: '10XFutures',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: '10X Futures',
-    isPaper: true
-  },
-  
-  // Lucid Trading
-  'lucidtrading': {
-    systemName: 'LucidTrading',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Lucid Trading',
-    isPaper: true
-  },
-  'rithmic-lucidtrading': {
-    systemName: 'LucidTrading',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Lucid Trading',
-    isPaper: true
-  },
-  
-  // Thrive Trading
-  'thrivetrading': {
-    systemName: 'ThriveTrading',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Thrive Trading',
-    isPaper: true
-  },
-  
-  // Legends Trading
-  'legendstrading': {
-    systemName: 'LegendsTrading',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'Legends Trading',
-    isPaper: true
-  },
-  
-  // TradeSea
-  'tradesea': {
-    systemName: 'TradeSea',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'TradeSea',
-    isPaper: true
-  },
-  
-  // UProfit
-  'uprofit': {
-    systemName: 'UProfit',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'UProfit',
-    isPaper: true
-  },
-  
-  // FastTrack Trading
-  'fasttracktrading': {
-    systemName: 'FastTrackTrading',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'FastTrack Trading',
-    isPaper: true
-  },
-  
-  // My Funded Futures
-  'myfundedfutures': {
-    systemName: 'MyFundedFutures',
-    gateway: RITHMIC_GATEWAYS.CHICAGO,
-    displayName: 'My Funded Futures',
-    isPaper: true
-  },
-  
-  // Rithmic Test (for development)
-  'rithmic_test': {
-    systemName: 'Rithmic Test',
-    gateway: RITHMIC_GATEWAYS.TEST,
-    displayName: 'Rithmic Test',
-    isPaper: true
-  },
-  'rithmic-test': {
-    systemName: 'Rithmic Test',
-    gateway: RITHMIC_GATEWAYS.TEST,
-    displayName: 'Rithmic Test',
-    isPaper: true
-  }
-};
-
-// =============================================================================
-// TEMPLATE IDS (Protobuf message types)
-// =============================================================================
-const TEMPLATE_IDS = {
-  // Login/Logout
-  REQUEST_LOGIN: 10,
-  RESPONSE_LOGIN: 11,
-  REQUEST_LOGOUT: 12,
-  RESPONSE_LOGOUT: 13,
-  
-  // Heartbeat
-  REQUEST_HEARTBEAT: 18,
-  RESPONSE_HEARTBEAT: 19,
-  
-  // System Info
-  REQUEST_RITHMIC_SYSTEM_INFO: 16,
-  RESPONSE_RITHMIC_SYSTEM_INFO: 17,
-  
-  // Login Info
-  REQUEST_LOGIN_INFO: 300,
-  RESPONSE_LOGIN_INFO: 301,
-  
-  // Market Data
-  REQUEST_MARKET_DATA_UPDATE: 100,
-  RESPONSE_MARKET_DATA_UPDATE: 101,
-  LAST_TRADE: 150,
-  BEST_BID_OFFER: 151,
-  
-  // Orders
-  REQUEST_NEW_ORDER: 312,
-  RESPONSE_NEW_ORDER: 313,
-  REQUEST_MODIFY_ORDER: 314,
-  RESPONSE_MODIFY_ORDER: 315,
-  REQUEST_CANCEL_ORDER: 316,
-  RESPONSE_CANCEL_ORDER: 317,
-  REQUEST_CANCEL_ALL_ORDERS: 346,
-  RESPONSE_CANCEL_ALL_ORDERS: 347,
-  
-  // Order Notifications
-  // Note: 351 is RithmicOrderNotification (internal), 352 is ExchangeOrderNotification (from exchange)
-  RITHMIC_ORDER_NOTIFICATION: 351,
-  EXCHANGE_ORDER_NOTIFICATION: 352,
-  
-  // Order Updates Subscription
-  REQUEST_SUBSCRIBE_FOR_ORDER_UPDATES: 308,
-  RESPONSE_SUBSCRIBE_FOR_ORDER_UPDATES: 309,
-  
-  // Show Orders
-  REQUEST_SHOW_ORDERS: 320,
-  RESPONSE_SHOW_ORDERS: 321,
-  
-  // Trade Routes
-  REQUEST_TRADE_ROUTES: 310,
-  RESPONSE_TRADE_ROUTES: 311,
-  
-  // Accounts
-  REQUEST_ACCOUNT_LIST: 302,
-  RESPONSE_ACCOUNT_LIST: 303,
-  
-  // P&L
-  REQUEST_PNL_POSITION_SNAPSHOT: 400,
-  RESPONSE_PNL_POSITION_SNAPSHOT: 401,
-  REQUEST_PNL_POSITION_UPDATES: 402,
-  RESPONSE_PNL_POSITION_UPDATES: 403,
-  ACCOUNT_PNL_POSITION_UPDATE: 450,
-  INSTRUMENT_PNL_POSITION_UPDATE: 451,
-  
-  // History
-  REQUEST_SHOW_ORDER_HISTORY: 220,
-  RESPONSE_SHOW_ORDER_HISTORY: 221,
-  REQUEST_SHOW_ORDER_HISTORY_DATES: 222,
-  RESPONSE_SHOW_ORDER_HISTORY_DATES: 223,
-  REQUEST_SHOW_ORDER_HISTORY_SUMMARY: 224,
-  RESPONSE_SHOW_ORDER_HISTORY_SUMMARY: 225,
-  
-  // Tick Bar Replay
-  REQUEST_TICK_BAR_REPLAY: 206,
-  RESPONSE_TICK_BAR_REPLAY: 207
-};
-
-// =============================================================================
-// INFRA TYPES (Plant types)
-// =============================================================================
-const INFRA_TYPES = {
-  TICKER_PLANT: 1,     // Market data
-  ORDER_PLANT: 2,      // Orders and accounts
-  HISTORY_PLANT: 3,    // Historical data
-  PNL_PLANT: 4,        // P&L and positions
-  REPOSITORY_PLANT: 5  // Symbol search
-};
-
-// =============================================================================
-// ORDER TYPES
-// =============================================================================
-const ORDER_TYPES = {
-  TRANSACTION_TYPE: {
-    BUY: 1,
-    SELL: 2
-  },
-  
-  DURATION: {
-    DAY: 1,
-    GTC: 2,
-    IOC: 3,
-    FOK: 4
-  },
-  
-  PRICE_TYPE: {
-    LIMIT: 1,
-    MARKET: 2,
-    STOP_LIMIT: 3,
-    STOP_MARKET: 4,
-    MARKET_IF_TOUCHED: 5,
-    LIMIT_IF_TOUCHED: 6
-  },
-  
-  ORDER_PLACEMENT: {
-    MANUAL: 1,
-    AUTO: 2
-  }
-};
-
-// =============================================================================
-// NOTIFICATION TYPES (ExchangeOrderNotification)
-// =============================================================================
-const NOTIFY_TYPES = {
-  STATUS: 1,
-  MODIFY: 2,
-  CANCEL: 3,
-  TRIGGER: 4,
-  FILL: 5,
-  REJECT: 6,
-  NOT_MODIFIED: 7,
-  NOT_CANCELLED: 8,
-  GENERIC: 9
-};
-
-// =============================================================================
-// RITHMIC NOTIFICATION TYPES (RithmicOrderNotification - template 351)
-// =============================================================================
-const RITHMIC_NOTIFY_TYPES = {
-  ORDER_RCVD_FROM_CLNT: 1,
-  MODIFY_RCVD_FROM_CLNT: 2,
-  CANCEL_RCVD_FROM_CLNT: 3,
-  OPEN_PENDING: 4,
-  MODIFY_PENDING: 5,
-  CANCEL_PENDING: 6,
-  ORDER_RCVD_BY_EXCH_GTWY: 7,
-  MODIFY_RCVD_BY_EXCH_GTWY: 8,
-  CANCEL_RCVD_BY_EXCH_GTWY: 9,
-  ORDER_SENT_TO_EXCH: 10,
-  MODIFY_SENT_TO_EXCH: 11,
-  CANCEL_SENT_TO_EXCH: 12,
-  OPEN: 13,
-  MODIFIED: 14,
-  COMPLETE: 15,  // Order completed/filled
-  MODIFICATION_FAILED: 16,
-  CANCELLATION_FAILED: 17,
-  TRIGGER_PENDING: 18,
-  GENERIC: 19,
-  LINK_ORDERS_FAILED: 20
-};
-
-// =============================================================================
-// EXCHANGES
-// =============================================================================
-const EXCHANGES = {
-  CME: 'CME',
-  CBOT: 'CBOT',
-  NYMEX: 'NYMEX',
-  COMEX: 'COMEX',
-  EUREX: 'EUREX',
-  ICE: 'ICE'
-};
-
-// =============================================================================
-// HELPER FUNCTIONS
-// =============================================================================
-// NO STATIC SYMBOL DATA - All contract info comes from Rithmic API
-// P&L comes from PNL_PLANT - no local tick calculations needed
-
-/**
- * Get PropFirm configuration by name
- */
-function getPropFirmConfig(propfirmName) {
-  if (!propfirmName) return null;
-  
-  const normalized = propfirmName.toLowerCase().replace(/[^a-z0-9]/g, '');
-  
-  // Direct key match
-  if (RITHMIC_PROPFIRMS[normalized]) {
-    return RITHMIC_PROPFIRMS[normalized];
-  }
-  
-  // Check all keys for partial match
-  for (const [key, config] of Object.entries(RITHMIC_PROPFIRMS)) {
-    const keyNorm = key.replace(/[^a-z0-9]/g, '');
-    // Check if input contains key or key contains input
-    if (normalized.includes(keyNorm) || keyNorm.includes(normalized)) {
-      return config;
-    }
-    // Also check displayName
-    if (config.displayName) {
-      const displayNorm = config.displayName.toLowerCase().replace(/[^a-z0-9]/g, '');
-      if (normalized.includes(displayNorm) || displayNorm.includes(normalized)) {
-        return config;
-      }
-    }
-  }
-  
-  return null;
-}
-
-/**
- * Check if a propfirm is Rithmic-based
- */
-function isRithmicPropFirm(propfirmName) {
-  return getPropFirmConfig(propfirmName) !== null;
-}
-
-/**
- * Get all supported Rithmic PropFirms
- */
-function getSupportedPropFirms() {
-  const unique = new Map();
-  for (const [key, config] of Object.entries(RITHMIC_PROPFIRMS)) {
-    if (!unique.has(config.systemName)) {
-      unique.set(config.systemName, {
-        id: key,
-        ...config
-      });
-    }
-  }
-  return Array.from(unique.values());
-}
-
-/**
- * Build Rithmic symbol from base + expiration
- * @param {string} base - Base symbol (e.g., 'MNQ')
- * @param {string} month - Month code (e.g., 'H' for March)
- * @param {string} year - Year (e.g., '5' for 2025)
- */
-function buildRithmicSymbol(base, month, year) {
-  // Rithmic uses single digit year (e.g., MNQH6 for March 2026)
-  const y = String(year).slice(-1);
-  return `${base.toUpperCase()}${month.toUpperCase()}${y}`;
-}
-
-/**
- * Get current front month symbol
- */
-function getCurrentFrontMonth(baseSymbol) {
-  const now = new Date();
-  const month = now.getMonth();
-  const year = now.getFullYear() % 100;
-  
-  // Quarterly expiration months for index futures
-  const quarterlyMonths = ['H', 'M', 'U', 'Z']; // Mar, Jun, Sep, Dec
-  const quarterIndex = Math.floor(month / 3);
-  let frontMonth = quarterlyMonths[quarterIndex];
-  let frontYear = year;
-  
-  // If we're past expiration (3rd Friday), use next quarter
-  const dayOfMonth = now.getDate();
-  if (dayOfMonth > 15 && [2, 5, 8, 11].includes(month)) {
-    const nextIdx = (quarterIndex + 1) % 4;
-    frontMonth = quarterlyMonths[nextIdx];
-    if (nextIdx === 0) frontYear++;
-  }
-  
-  return buildRithmicSymbol(baseSymbol, frontMonth, frontYear);
-}
-
-module.exports = {
-  RITHMIC_GATEWAYS,
-  RITHMIC_PROPFIRMS,
-  TEMPLATE_IDS,
-  INFRA_TYPES,
-  ORDER_TYPES,
-  NOTIFY_TYPES,
-  RITHMIC_NOTIFY_TYPES,
-  EXCHANGES,
-  getPropFirmConfig,
-  isRithmicPropFirm,
-  getSupportedPropFirms,
-  buildRithmicSymbol,
-  getCurrentFrontMonth
-};

package/src/lib/o/l1.js

@@ -1,44 +0,0 @@
-/**
- * L1 - Logging utilities
- */
-
-const MSGS = {
-  info: ['Processing', 'Analyzing', 'Checking', 'Monitoring', 'Updating'],
-  signal: ['Signal detected', 'Entry point found', 'Condition met', 'Trigger active'],
-  trade: ['Order placed', 'Position opened', 'Trade executed', 'Entry confirmed'],
-  close: ['Position closed', 'Exit complete', 'Trade finished', 'Order filled']
-};
-
-function getLog(type, data = {}) {
-  const msgs = MSGS[type] || MSGS.info;
-  const msg = msgs[Math.floor(Math.random() * msgs.length)];
-  return { type, message: msg, data, timestamp: Date.now() };
-}
-
-function getSignalLog(dir, sym, conf, strat) {
-  return { 
-    type: 'signal', 
-    message: `${dir.toUpperCase()} ${sym}`, 
-    details: `${conf.toFixed(0)}% | ${strat}`,
-    timestamp: Date.now() 
-  };
-}
-
-function getTradeLog(dir, sym, price, size) {
-  return { 
-    type: 'trade', 
-    message: `${dir.toUpperCase()} ${size} ${sym} @ ${price}`,
-    timestamp: Date.now() 
-  };
-}
-
-function getCloseLog(pnl, sym) {
-  const type = pnl >= 0 ? 'win' : 'loss';
-  return { 
-    type, 
-    message: `Closed ${sym}: ${pnl >= 0 ? '+' : ''}$${pnl.toFixed(2)}`,
-    timestamp: Date.now() 
-  };
-}
-
-module.exports = { getLog, getSignalLog, getTradeLog, getCloseLog, MSGS };