hedgequantx 2.9.119 → 2.9.120
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
package/package.json
CHANGED
package/src/config/constants.js
CHANGED
|
@@ -85,6 +85,29 @@ const CONTRACT_DESCRIPTIONS = {
|
|
|
85
85
|
|
|
86
86
|
const getContractDescription = (baseSymbol) => CONTRACT_DESCRIPTIONS[baseSymbol] || baseSymbol;
|
|
87
87
|
|
|
88
|
+
// Tick sizes for common contracts (used when API doesn't provide)
|
|
89
|
+
const CONTRACT_TICK_SIZES = {
|
|
90
|
+
// Equity Index
|
|
91
|
+
ES: 0.25, MES: 0.25, NQ: 0.25, MNQ: 0.25,
|
|
92
|
+
RTY: 0.10, M2K: 0.10, YM: 1.00, MYM: 1.00,
|
|
93
|
+
// Metals
|
|
94
|
+
GC: 0.10, MGC: 0.10, '1OZ': 0.10, SI: 0.005, SIL: 0.001,
|
|
95
|
+
HG: 0.0005, MHG: 0.0005, PL: 0.10, PA: 0.10,
|
|
96
|
+
// Energy
|
|
97
|
+
CL: 0.01, MCL: 0.01, NG: 0.001, BZ: 0.01,
|
|
98
|
+
// Currencies
|
|
99
|
+
'6E': 0.00005, M6E: 0.0001, '6B': 0.0001, '6J': 0.0000005,
|
|
100
|
+
'6A': 0.0001, '6C': 0.00005, '6S': 0.0001,
|
|
101
|
+
// Crypto
|
|
102
|
+
BTC: 5.00, MBT: 5.00, ETH: 0.50, MET: 0.50,
|
|
103
|
+
// Treasuries
|
|
104
|
+
ZB: 0.03125, ZN: 0.015625, ZF: 0.0078125, ZT: 0.0078125,
|
|
105
|
+
// Grains
|
|
106
|
+
ZC: 0.25, ZS: 0.25, ZW: 0.25,
|
|
107
|
+
};
|
|
108
|
+
|
|
109
|
+
const getTickSize = (baseSymbol) => CONTRACT_TICK_SIZES[baseSymbol] || 0.25;
|
|
110
|
+
|
|
88
111
|
module.exports = {
|
|
89
112
|
ACCOUNT_STATUS,
|
|
90
113
|
ACCOUNT_TYPE,
|
|
@@ -92,5 +115,7 @@ module.exports = {
|
|
|
92
115
|
ORDER_TYPE,
|
|
93
116
|
ORDER_SIDE,
|
|
94
117
|
CONTRACT_DESCRIPTIONS,
|
|
118
|
+
CONTRACT_TICK_SIZES,
|
|
95
119
|
getContractDescription,
|
|
120
|
+
getTickSize,
|
|
96
121
|
};
|
|
@@ -8,6 +8,7 @@
|
|
|
8
8
|
const { decodeFrontMonthContract } = require('./protobuf');
|
|
9
9
|
const { TIMEOUTS, CACHE } = require('../../config/settings');
|
|
10
10
|
const { logger } = require('../../utils/logger');
|
|
11
|
+
const { getContractDescription, getTickSize } = require('../../config/constants');
|
|
11
12
|
|
|
12
13
|
const log = logger.scope('Rithmic:Contracts');
|
|
13
14
|
|
|
@@ -155,12 +156,15 @@ const fetchAllFrontMonths = (service) => {
|
|
|
155
156
|
const productKey = `${baseSymbol}:${contract.exchange}`;
|
|
156
157
|
const product = productsToCheck.get(productKey);
|
|
157
158
|
|
|
158
|
-
//
|
|
159
|
+
// Use our descriptions for better display names
|
|
160
|
+
const apiName = product?.productName || baseSymbol;
|
|
161
|
+
const displayName = getContractDescription(baseSymbol) || apiName;
|
|
159
162
|
results.push({
|
|
160
163
|
symbol: contract.symbol,
|
|
161
164
|
baseSymbol,
|
|
162
|
-
name:
|
|
165
|
+
name: displayName,
|
|
163
166
|
exchange: contract.exchange,
|
|
167
|
+
tickSize: getTickSize(baseSymbol),
|
|
164
168
|
});
|
|
165
169
|
}
|
|
166
170
|
|