hedgequantx 2.7.99 → 2.8.1

package/src/services/ai-supervision/symbols.js

@@ -0,0 +1,259 @@
+/**
+ * Symbol Data for AI Supervision
+ * 
+ * Contains detailed information about tradeable symbols
+ * including tick sizes, sessions, correlations, and characteristics.
+ */
+
+const SYMBOLS = {
+  NQ: {
+    id: 'NQ',
+    name: 'E-mini Nasdaq 100',
+    exchange: 'CME',
+    tickSize: 0.25,
+    tickValue: 5.00,
+    pointValue: 20.00,
+    margin: 15000,
+    characteristics: {
+      volatility: 'high',
+      sector: 'technology',
+      behavior: 'momentum-driven, gap-prone',
+      avgRange: '150-300 points'
+    },
+    correlations: {
+      positive: ['ES', 'YM'],
+      negative: ['VIX'],
+      related: ['QQQ', 'AAPL', 'MSFT', 'NVDA']
+    },
+    sessions: {
+      most_active: ['us_open', 'us_close'],
+      avoid: ['asia_lunch', 'low_volume']
+    }
+  },
+
+  ES: {
+    id: 'ES',
+    name: 'E-mini S&P 500',
+    exchange: 'CME',
+    tickSize: 0.25,
+    tickValue: 12.50,
+    pointValue: 50.00,
+    margin: 12000,
+    characteristics: {
+      volatility: 'medium',
+      sector: 'broad_market',
+      behavior: 'reference index, institutional flow',
+      avgRange: '30-60 points'
+    },
+    correlations: {
+      positive: ['NQ', 'YM', 'RTY'],
+      negative: ['VIX', 'ZB'],
+      related: ['SPY', 'SPX']
+    },
+    sessions: {
+      most_active: ['us_open', 'us_close', 'london_us_overlap'],
+      avoid: ['asia_session']
+    }
+  },
+
+  YM: {
+    id: 'YM',
+    name: 'E-mini Dow',
+    exchange: 'CME',
+    tickSize: 1.00,
+    tickValue: 5.00,
+    pointValue: 5.00,
+    margin: 10000,
+    characteristics: {
+      volatility: 'medium-low',
+      sector: 'value_stocks',
+      behavior: 'slower than ES/NQ, less spiky',
+      avgRange: '200-400 points'
+    },
+    correlations: {
+      positive: ['ES', 'NQ'],
+      negative: ['VIX'],
+      related: ['DIA', 'DJIA']
+    },
+    sessions: {
+      most_active: ['us_open', 'us_close'],
+      avoid: ['overnight']
+    }
+  },
+
+  RTY: {
+    id: 'RTY',
+    name: 'E-mini Russell 2000',
+    exchange: 'CME',
+    tickSize: 0.10,
+    tickValue: 5.00,
+    pointValue: 50.00,
+    margin: 8000,
+    characteristics: {
+      volatility: 'high',
+      sector: 'small_caps',
+      behavior: 'more volatile than ES, liquidity gaps',
+      avgRange: '20-40 points'
+    },
+    correlations: {
+      positive: ['ES', 'NQ'],
+      negative: ['VIX'],
+      related: ['IWM', 'RUT']
+    },
+    sessions: {
+      most_active: ['us_open'],
+      avoid: ['overnight', 'low_volume']
+    }
+  },
+
+  GC: {
+    id: 'GC',
+    name: 'Gold Futures',
+    exchange: 'COMEX',
+    tickSize: 0.10,
+    tickValue: 10.00,
+    pointValue: 100.00,
+    margin: 11000,
+    characteristics: {
+      volatility: 'medium',
+      sector: 'precious_metals',
+      behavior: 'safe haven, inverse USD, central bank sensitive',
+      avgRange: '15-30 points'
+    },
+    correlations: {
+      positive: ['SI', 'EURUSD'],
+      negative: ['DXY', 'US10Y'],
+      related: ['GLD', 'XAUUSD']
+    },
+    sessions: {
+      most_active: ['london', 'us_open', 'asia_open'],
+      avoid: ['us_afternoon']
+    }
+  },
+
+  SI: {
+    id: 'SI',
+    name: 'Silver Futures',
+    exchange: 'COMEX',
+    tickSize: 0.005,
+    tickValue: 25.00,
+    pointValue: 5000.00,
+    margin: 9000,
+    characteristics: {
+      volatility: 'high',
+      sector: 'precious_metals',
+      behavior: 'follows gold with more volatility, industrial demand',
+      avgRange: '0.30-0.60 points'
+    },
+    correlations: {
+      positive: ['GC'],
+      negative: ['DXY'],
+      related: ['SLV', 'XAGUSD']
+    },
+    sessions: {
+      most_active: ['london', 'us_open'],
+      avoid: ['asia_lunch']
+    }
+  },
+
+  CL: {
+    id: 'CL',
+    name: 'Crude Oil Futures',
+    exchange: 'NYMEX',
+    tickSize: 0.01,
+    tickValue: 10.00,
+    pointValue: 1000.00,
+    margin: 7000,
+    characteristics: {
+      volatility: 'high',
+      sector: 'energy',
+      behavior: 'news-driven, inventories, geopolitical, OPEC',
+      avgRange: '1.50-3.00 points'
+    },
+    correlations: {
+      positive: ['BZ', 'XLE'],
+      negative: [],
+      related: ['USO', 'WTI']
+    },
+    sessions: {
+      most_active: ['us_open', 'inventory_report'],
+      avoid: ['overnight_thin']
+    }
+  }
+};
+
+/**
+ * Trading sessions with times (Eastern Time)
+ */
+const SESSIONS = {
+  asia_open: { start: '18:00', end: '20:00', description: 'Asia market open' },
+  asia_session: { start: '20:00', end: '03:00', description: 'Asia main session' },
+  asia_lunch: { start: '00:00', end: '01:00', description: 'Asia lunch (low volume)' },
+  london: { start: '03:00', end: '08:00', description: 'London session' },
+  london_us_overlap: { start: '08:00', end: '11:30', description: 'London/US overlap' },
+  us_open: { start: '09:30', end: '11:30', description: 'US market open (high volume)' },
+  us_midday: { start: '11:30', end: '14:00', description: 'US midday (lower volume)' },
+  us_afternoon: { start: '14:00', end: '15:00', description: 'US afternoon' },
+  us_close: { start: '15:00', end: '16:00', description: 'US close (rebalancing)' },
+  overnight: { start: '16:00', end: '18:00', description: 'Overnight transition' }
+};
+
+/**
+ * Get symbol data by ID
+ */
+const getSymbol = (symbolId) => {
+  const key = symbolId?.toUpperCase?.()?.replace(/[0-9]/g, '') || '';
+  return SYMBOLS[key] || null;
+};
+
+/**
+ * Get current session based on time
+ */
+const getCurrentSession = (date = new Date()) => {
+  const et = new Date(date.toLocaleString('en-US', { timeZone: 'America/New_York' }));
+  const hours = et.getHours();
+  const minutes = et.getMinutes();
+  const time = hours * 60 + minutes;
+
+  for (const [name, session] of Object.entries(SESSIONS)) {
+    const [startH, startM] = session.start.split(':').map(Number);
+    const [endH, endM] = session.end.split(':').map(Number);
+    const start = startH * 60 + startM;
+    const end = endH * 60 + endM;
+
+    if (start <= end) {
+      if (time >= start && time < end) return { name, ...session };
+    } else {
+      if (time >= start || time < end) return { name, ...session };
+    }
+  }
+  return { name: 'unknown', description: 'Unknown session' };
+};
+
+/**
+ * Check if current time is good for trading a symbol
+ */
+const isGoodSessionForSymbol = (symbolId, date = new Date()) => {
+  const symbol = getSymbol(symbolId);
+  if (!symbol) return { good: true, reason: 'Unknown symbol' };
+
+  const session = getCurrentSession(date);
+  
+  if (symbol.sessions.avoid?.includes(session.name)) {
+    return { good: false, reason: `${session.description} - typically low volume for ${symbolId}` };
+  }
+  
+  if (symbol.sessions.most_active?.includes(session.name)) {
+    return { good: true, reason: `${session.description} - optimal for ${symbolId}` };
+  }
+
+  return { good: true, reason: session.description };
+};
+
+module.exports = {
+  SYMBOLS,
+  SESSIONS,
+  getSymbol,
+  getCurrentSession,
+  isGoodSessionForSymbol
+};

package/src/services/cliproxy/index.js

@@ -197,6 +197,36 @@ const chatCompletion = async (model, messages, options = {}) => {
   return { success: true, response: result.data, error: null };
 };
 
+/**
+ * Simple chat function for AI supervision
+ * @param {string} providerId - Provider ID (anthropic, openai, google, etc.)
+ * @param {string} modelId - Model ID
+ * @param {string} prompt - User prompt
+ * @param {number} timeout - Timeout in ms
+ * @returns {Promise<Object>} { success, content, error }
+ */
+const chat = async (providerId, modelId, prompt, timeout = 30000) => {
+  const messages = [{ role: 'user', content: prompt }];
+  
+  const result = await fetchLocal('/v1/chat/completions', 'POST', {
+    model: modelId,
+    messages,
+    stream: false
+  }, timeout);
+  
+  if (!result.success) {
+    return { success: false, content: null, error: result.error };
+  }
+  
+  // Extract content from response
+  const data = result.data;
+  if (data?.choices?.[0]?.message?.content) {
+    return { success: true, content: data.choices[0].message.content, error: null };
+  }
+  
+  return { success: false, content: null, error: 'No content in response' };
+};
+
 module.exports = {
   // Manager
   CLIPROXY_VERSION,
@@ -221,5 +251,6 @@ module.exports = {
   fetchModels,
   fetchProviderModels,
   getConnectedProviders,
-  chatCompletion
+  chatCompletion,
+  chat
 };

package/src/services/index.js

@@ -2,12 +2,13 @@
  * @fileoverview Services module exports
  * @module services
  * 
- * Rithmic-only service hub
+ * Rithmic-only service hub + AI Supervision
  */
 
 const { RithmicService } = require('./rithmic/index');
 const { HQXServerService } = require('./hqx-server/index');
 const { storage, connections } = require('./session');
+const aiSupervision = require('./ai-supervision');
 
 module.exports = {
   // Platform Service (Rithmic only)
@@ -19,4 +20,7 @@ module.exports = {
   // Session Management
   storage,
   connections,
+  
+  // AI Supervision
+  aiSupervision,
 };