hedgequantx 2.7.15 → 2.7.17

package/src/lib/o/l2.js

@@ -1,427 +0,0 @@
-/**
- * =============================================================================
- * HQX Algo Trading System - Logger (HQX CLI)
- * =============================================================================
- * Intelligent logging that only logs on STATE CHANGES
- * No spam, no repetitive messages - ultra fluid
- *
- * Philosophy:
- * - Only log when something CHANGES
- * - Track state internally
- * - Aggregate similar events
- * - Show clear progression of algo activity
- * 
- * COPIED FROM hqx_tg for consistency across platforms
- */
-
-const EventEmitter = require('events');
-
-// =============================================================================
-// STATE TRACKING
-// =============================================================================
-
-const defaultState = {
-  // Algo status
-  status: 'STOPPED', // 'STARTING' | 'SCANNING' | 'APPROACHING' | 'AT_ZONE' | 'TRADING' | 'IN_POSITION' | 'STOPPING' | 'STOPPED'
-
-  // Market direction
-  direction: 'NEUTRAL', // 'LONG' | 'SHORT' | 'NEUTRAL'
-
-  // Pressure category
-  pressure: 'NEUTRAL', // 'STRONG_BUY' | 'BUY' | 'NEUTRAL' | 'SELL' | 'STRONG_SELL'
-
-  // Zone info
-  nearZone: null,  // e.g., "POC", "VAH", "VAL"
-  zoneDistance: 999,     // ticks from zone
-
-  // Price tracking (rounded)
-  lastPriceLevel: 0,
-
-  // Market regime
-  regime: 'RANGING', // 'TRENDING' | 'RANGING' | 'VOLATILE' | 'QUIET'
-
-  // Session
-  session: '',
-
-  // Spread status
-  spreadOk: true,
-};
-
-// =============================================================================
-// SMART LOGGER CLASS
-// =============================================================================
-
-class SmartLogger extends EventEmitter {
-  constructor() {
-    super();
-    this.state = { ...defaultState };
-    this.lastLogTime = new Map();
-    this.MIN_LOG_INTERVAL = 3000; // Min 3s between same log type
-  }
-
-  /**
-   * Reset state (when algo starts/stops)
-   */
-  reset() {
-    this.state = { ...defaultState };
-    this.lastLogTime.clear();
-  }
-
-  /**
-   * Core log function - emits log events
-   */
-  log(type, message, details) {
-    const logData = {
-      type,
-      message,
-      details,
-      timestamp: Date.now(),
-    };
-    
-    this.emit('log', logData);
-    
-    // Also print to console for CLI
-    this.printToConsole(logData);
-  }
-
-  /**
-   * Print formatted log to console
-   */
-  printToConsole(logData) {
-    const { type, message, details, timestamp } = logData;
-    const time = new Date(timestamp).toLocaleTimeString();
-    
-    // Color codes for terminal
-    const colors = {
-      info: '\x1b[36m',      // Cyan
-      signal: '\x1b[33m',    // Yellow
-      trade: '\x1b[32m',     // Green
-      warning: '\x1b[33m',   // Yellow
-      error: '\x1b[31m',     // Red
-      analysis: '\x1b[35m',  // Magenta
-      reset: '\x1b[0m',
-    };
-
-    const color = colors[type] || colors.info;
-    const icon = this.getIcon(type);
-    
-    let output = `${color}[${time}] ${icon} ${message}${colors.reset}`;
-    if (details) {
-      output += ` | ${details}`;
-    }
-    
-    console.log(output);
-  }
-
-  getIcon(type) {
-    switch (type) {
-      case 'info': return 'ℹ️ ';
-      case 'signal': return '🎯';
-      case 'trade': return '💰';
-      case 'warning': return '⚠️ ';
-      case 'error': return '❌';
-      case 'analysis': return '📊';
-      default: return '•';
-    }
-  }
-
-  /**
-   * Check if we should throttle this log
-   */
-  shouldThrottle(key) {
-    const now = Date.now();
-    const last = this.lastLogTime.get(key) || 0;
-    if (now - last < this.MIN_LOG_INTERVAL) {
-      return true;
-    }
-    this.lastLogTime.set(key, now);
-    return false;
-  }
-
-  // ===========================================================================
-  // STATUS CHANGES (always log)
-  // ===========================================================================
-
-  algoStarting(platform, symbol) {
-    this.state.status = 'STARTING';
-    this.log('info', 'ALGO STARTING...', `${platform} | ${symbol}`);
-  }
-
-  algoRunning() {
-    if (this.state.status !== 'SCANNING') {
-      this.state.status = 'SCANNING';
-      this.log('info', 'ALGO RUNNING', 'Scanning for alpha...');
-    }
-  }
-
-  algoStopping() {
-    if (this.state.status !== 'STOPPING') {
-      this.state.status = 'STOPPING';
-      this.log('warning', 'STOPPING ALGO...', 'Closing positions...');
-    }
-  }
-
-  algoStopped() {
-    this.state.status = 'STOPPED';
-    this.log('info', 'ALGO STOPPED', 'All positions flat');
-    this.reset();
-  }
-
-  // ===========================================================================
-  // MARKET SESSION (log on change)
-  // ===========================================================================
-
-  sessionChange(session, etTime) {
-    if (this.state.session !== session) {
-      this.state.session = session;
-      this.log('info', `MARKET OPEN`, `${session} SESSION | ${etTime} ET`);
-    }
-  }
-
-  marketClosed() {
-    if (this.state.session !== 'CLOSED') {
-      this.state.session = 'CLOSED';
-      this.log('warning', 'MARKET CLOSED', 'Trading paused');
-    }
-  }
-
-  // ===========================================================================
-  // DIRECTION & PRESSURE (log on significant change)
-  // ===========================================================================
-
-  updateMarketContext(direction, buyPressure, delta, bid, ask) {
-    // Determine pressure category
-    let newPressure;
-    if (buyPressure >= 70) newPressure = 'STRONG_BUY';
-    else if (buyPressure >= 55) newPressure = 'BUY';
-    else if (buyPressure <= 30) newPressure = 'STRONG_SELL';
-    else if (buyPressure <= 45) newPressure = 'SELL';
-    else newPressure = 'NEUTRAL';
-
-    // Only log if direction OR pressure category changed
-    const dirChanged = this.state.direction !== direction;
-    const pressureChanged = this.state.pressure !== newPressure;
-
-    if (dirChanged || pressureChanged) {
-      this.state.direction = direction;
-      this.state.pressure = newPressure;
-
-      const arrow = direction === 'LONG' ? '▲' : direction === 'SHORT' ? '▼' : '●';
-      const deltaStr = delta >= 0 ? `+${delta}` : `${delta}`;
-      const pressureIcon = this.getPressureIcon(newPressure);
-
-      this.log('analysis',
-        `${arrow} ${direction} ${pressureIcon}`,
-        `delta: ${deltaStr} | buy: ${buyPressure.toFixed(0)}% | bid: ${bid.toFixed(2)}`
-      );
-    }
-  }
-
-  getPressureIcon(pressure) {
-    switch (pressure) {
-      case 'STRONG_BUY': return '🟢🟢';
-      case 'BUY': return '🟢';
-      case 'STRONG_SELL': return '🔴🔴';
-      case 'SELL': return '🔴';
-      default: return '⚪';
-    }
-  }
-
-  // ===========================================================================
-  // ZONE PROXIMITY (log on state change)
-  // ===========================================================================
-
-  approachingZone(zoneType, distance, entryDistance, price) {
-    const wasApproaching = this.state.status === 'APPROACHING';
-    const sameZone = this.state.nearZone === zoneType;
-
-    if (!wasApproaching || !sameZone) {
-      this.state.status = 'APPROACHING';
-      this.state.nearZone = zoneType;
-      this.state.zoneDistance = distance;
-      this.log('analysis',
-        `APPROACHING ${zoneType}`,
-        `${distance}/${entryDistance} ticks to ${price.toFixed(2)}`
-      );
-    }
-    this.state.zoneDistance = distance;
-  }
-
-  enteredZone(zoneType, price) {
-    if (this.state.status !== 'AT_ZONE' || this.state.nearZone !== zoneType) {
-      this.state.status = 'AT_ZONE';
-      this.state.nearZone = zoneType;
-      this.log('signal', `AT ${zoneType} ZONE`, `@ ${price.toFixed(2)} - checking confirmations...`);
-    }
-  }
-
-  leftZone() {
-    if (this.state.nearZone) {
-      const oldZone = this.state.nearZone;
-      this.state.nearZone = null;
-      this.state.status = 'SCANNING';
-      this.log('info', `LEFT ${oldZone} ZONE`, 'Back to scanning...');
-    }
-  }
-
-  noZonesNearby() {
-    if (this.state.nearZone) {
-      this.state.nearZone = null;
-      this.state.status = 'SCANNING';
-    }
-  }
-
-  // ===========================================================================
-  // ZONE REJECTION REASONS (log with throttle)
-  // ===========================================================================
-
-  zoneNoDirection(zoneType) {
-    if (!this.shouldThrottle('nodir')) {
-      this.log('analysis', `${zoneType} - WAITING`, 'No clear direction yet');
-    }
-  }
-
-  zoneMissingConfirmations(zoneType, have, need, confirmations) {
-    if (!this.shouldThrottle('confirmations')) {
-      const confStr = confirmations.length > 0 ? confirmations.join(', ') : 'none';
-      this.log('analysis', `${zoneType} - ${have}/${need} CONF`, confStr);
-    }
-  }
-
-  zoneLowConfidence(zoneType, confidence, required) {
-    if (!this.shouldThrottle('confidence')) {
-      this.log('analysis', `${zoneType} - LOW CONF`, `${confidence.toFixed(0)}% < ${required.toFixed(0)}%`);
-    }
-  }
-
-  // ===========================================================================
-  // SIGNAL & TRADE EVENTS (always log)
-  // ===========================================================================
-
-  signalGenerated(direction, zoneType, confidence, orderType) {
-    const arrow = direction === 'LONG' ? '▲' : '▼';
-    this.log('signal',
-      `✓ SIGNAL ${arrow} ${direction}`,
-      `${zoneType} @ ${confidence.toFixed(0)}% conf | ${orderType}`
-    );
-  }
-
-  orderPlaced(side, size, symbol, price, type) {
-    this.state.status = 'TRADING';
-    this.log('trade',
-      `ORDER ${type.toUpperCase()}`,
-      `${side} ${size} ${symbol} @ ${price.toFixed(2)}`
-    );
-  }
-
-  orderFilled(side, size, symbol, price) {
-    this.state.status = 'IN_POSITION';
-    this.log('trade',
-      `✓ FILLED`,
-      `${side} ${size} ${symbol} @ ${price.toFixed(2)}`
-    );
-  }
-
-  orderRejected(reason) {
-    this.state.status = 'SCANNING';
-    this.log('error', 'ORDER REJECTED', reason);
-  }
-
-  positionClosed(side, pnl) {
-    this.state.status = 'SCANNING';
-    const pnlStr = pnl >= 0 ? `+$${pnl.toFixed(2)}` : `-$${Math.abs(pnl).toFixed(2)}`;
-    const type = pnl >= 0 ? 'trade' : 'warning';
-    this.log(type, 'POSITION CLOSED', `${side} | P&L: ${pnlStr}`);
-  }
-
-  // ===========================================================================
-  // VWAP & STRATEGY SPECIFIC (for Ultra Scalping V2)
-  // ===========================================================================
-
-  vwapUpdate(zScore, regime, confidence) {
-    if (!this.shouldThrottle('vwap')) {
-      const deviationStr = zScore >= 0 ? `+${zScore.toFixed(2)}σ` : `${zScore.toFixed(2)}σ`;
-      this.log('analysis', `VWAP: ${deviationStr}`, `Regime: ${regime} | Conf: ${(confidence * 100).toFixed(0)}%`);
-    }
-  }
-
-  strategySignal(direction, vwapZ, confidence, stopTicks, targetTicks) {
-    const arrow = direction === 'long' ? '▲' : '▼';
-    this.log('signal',
-      `${arrow} SIGNAL ${direction.toUpperCase()}`,
-      `VWAP: ${vwapZ.toFixed(2)}σ | Conf: ${(confidence * 100).toFixed(0)}% | SL: ${stopTicks}t TP: ${targetTicks}t`
-    );
-  }
-
-  // ===========================================================================
-  // RISK EVENTS (always log)
-  // ===========================================================================
-
-  riskPassed() {
-    // Don't log every risk check - too noisy
-  }
-
-  riskBlocked(reason) {
-    if (!this.shouldThrottle('risk_blocked')) {
-      this.log('warning', 'RISK BLOCKED', reason);
-    }
-  }
-
-  spreadWarning(spread) {
-    if (this.state.spreadOk) {
-      this.state.spreadOk = false;
-      this.log('warning', 'WIDE SPREAD', `${spread.toFixed(2)} pts - waiting...`);
-    }
-  }
-
-  spreadOk() {
-    if (!this.state.spreadOk) {
-      this.state.spreadOk = true;
-    }
-  }
-
-  // ===========================================================================
-  // PRICE MOVEMENTS (only significant)
-  // ===========================================================================
-
-  significantMove(direction, ticks, from, to) {
-    if (Math.abs(ticks) >= 3) {
-      const arrow = direction === 'up' ? '▲' : '▼';
-      this.log('info',
-        `PRICE ${arrow} ${Math.abs(ticks)} ticks`,
-        `${from.toFixed(2)} → ${to.toFixed(2)}`
-      );
-    }
-  }
-
-  // ===========================================================================
-  // CONNECTION EVENTS (always log)
-  // ===========================================================================
-
-  connected(source) {
-    this.log('info', 'CONNECTED', source);
-  }
-
-  disconnected(source) {
-    this.log('error', 'DISCONNECTED', source);
-  }
-
-  reconnecting(source) {
-    if (!this.shouldThrottle('reconnect')) {
-      this.log('warning', 'RECONNECTING...', source);
-    }
-  }
-
-  // ===========================================================================
-  // UTILITY
-  // ===========================================================================
-
-  getState() {
-    return { ...this.state };
-  }
-}
-
-// Singleton instance
-const smartLogger = new SmartLogger();
-
-module.exports = { SmartLogger, smartLogger };

package/src/lib/python-bridge.js

@@ -1,206 +0,0 @@
-/**
- * X Algo - Python Bridge
- * Wrapper to call Cython-compiled algo-core from Node.js
- */
-
-const { spawn } = require('child_process');
-const path = require('path');
-const EventEmitter = require('events');
-
-// Path to algo-core Python module
-const ALGO_CORE_PATH = path.join(__dirname, '../../algo-core');
-
-class PythonBridge extends EventEmitter {
-  constructor() {
-    super();
-    this.process = null;
-    this.ready = false;
-    this.pendingCallbacks = new Map();
-    this.callId = 0;
-  }
-
-  /**
-   * Start the Python process
-   */
-  async start() {
-    return new Promise((resolve, reject) => {
-      // Spawn Python process running the bridge server
-      this.process = spawn('python3', [
-        '-u',  // Unbuffered output
-        path.join(ALGO_CORE_PATH, 'bridge_server.py')
-      ], {
-        cwd: ALGO_CORE_PATH,
-        env: { ...process.env, PYTHONPATH: ALGO_CORE_PATH }
-      });
-
-      let startupOutput = '';
-
-      this.process.stdout.on('data', (data) => {
-        const lines = data.toString().split('\n').filter(l => l.trim());
-        
-        for (const line of lines) {
-          try {
-            const msg = JSON.parse(line);
-            
-            if (msg.type === 'ready') {
-              this.ready = true;
-              resolve();
-            } else if (msg.type === 'response') {
-              const callback = this.pendingCallbacks.get(msg.id);
-              if (callback) {
-                this.pendingCallbacks.delete(msg.id);
-                if (msg.error) {
-                  callback.reject(new Error(msg.error));
-                } else {
-                  callback.resolve(msg.result);
-                }
-              }
-            } else if (msg.type === 'signal') {
-              this.emit('signal', msg.data);
-            } else if (msg.type === 'log') {
-              this.emit('log', msg.data);
-            }
-          } catch (e) {
-            // Not JSON, just log output
-            startupOutput += line + '\n';
-          }
-        }
-      });
-
-      this.process.stderr.on('data', (data) => {
-        console.error('[Python Bridge Error]', data.toString());
-      });
-
-      this.process.on('error', (err) => {
-        this.ready = false;
-        reject(err);
-      });
-
-      this.process.on('close', (code) => {
-        this.ready = false;
-        if (code !== 0) {
-          console.error(`[Python Bridge] Process exited with code ${code}`);
-        }
-        this.emit('close', code);
-      });
-
-      // Timeout for startup
-      setTimeout(() => {
-        if (!this.ready) {
-          reject(new Error('Python bridge startup timeout'));
-        }
-      }, 10000);
-    });
-  }
-
-  /**
-   * Stop the Python process
-   */
-  stop() {
-    if (this.process) {
-      this.process.kill();
-      this.process = null;
-      this.ready = false;
-    }
-  }
-
-  /**
-   * Call a method on the Python side
-   */
-  async call(method, args = {}) {
-    if (!this.ready || !this.process) {
-      throw new Error('Python bridge not ready');
-    }
-
-    const id = ++this.callId;
-    
-    return new Promise((resolve, reject) => {
-      this.pendingCallbacks.set(id, { resolve, reject });
-
-      const message = JSON.stringify({
-        id,
-        method,
-        args
-      }) + '\n';
-
-      this.process.stdin.write(message);
-
-      // Timeout for call
-      setTimeout(() => {
-        if (this.pendingCallbacks.has(id)) {
-          this.pendingCallbacks.delete(id);
-          reject(new Error(`Call timeout: ${method}`));
-        }
-      }, 30000);
-    });
-  }
-
-  // =========================================================================
-  // Strategy Methods
-  // =========================================================================
-
-  // tickSize for tick calculations, P&L comes from API
-  async initialize(contractId, tickSize = 0.25) {
-    return this.call('initialize', { contractId, tickSize });
-  }
-
-  async processBar(contractId, bar) {
-    return this.call('process_bar', { contractId, bar });
-  }
-
-  async processTick(tick) {
-    return this.call('process_tick', { tick });
-  }
-
-  async recordTradeResult(pnl) {
-    return this.call('record_trade_result', { pnl });
-  }
-
-  async getStats() {
-    return this.call('get_stats', {});
-  }
-
-  async getAnalysisState(contractId, currentPrice) {
-    return this.call('get_analysis_state', { contractId, currentPrice });
-  }
-
-  async reset(contractId) {
-    return this.call('reset', { contractId });
-  }
-
-  // =========================================================================
-  // Smart Logs Methods
-  // =========================================================================
-
-  async getSmartLog(condition, data) {
-    return this.call('get_smart_log', { condition, data });
-  }
-
-  async getMarketCondition(delta, buyPressure, sellPressure, deltaChange) {
-    return this.call('get_market_condition', { delta, buyPressure, sellPressure, deltaChange });
-  }
-}
-
-// Singleton instance
-let bridgeInstance = null;
-
-async function getPythonBridge() {
-  if (!bridgeInstance) {
-    bridgeInstance = new PythonBridge();
-    await bridgeInstance.start();
-  }
-  return bridgeInstance;
-}
-
-function closePythonBridge() {
-  if (bridgeInstance) {
-    bridgeInstance.stop();
-    bridgeInstance = null;
-  }
-}
-
-module.exports = {
-  PythonBridge,
-  getPythonBridge,
-  closePythonBridge
-};