hedgequantx 2.9.119 → 2.9.121
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
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@@ -85,6 +85,29 @@ const CONTRACT_DESCRIPTIONS = {
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const getContractDescription = (baseSymbol) => CONTRACT_DESCRIPTIONS[baseSymbol] || baseSymbol;
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88
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+
// Tick sizes for common contracts (used when API doesn't provide)
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89
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const CONTRACT_TICK_SIZES = {
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90
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// Equity Index
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91
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ES: 0.25, MES: 0.25, NQ: 0.25, MNQ: 0.25,
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92
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RTY: 0.10, M2K: 0.10, YM: 1.00, MYM: 1.00,
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// Metals
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GC: 0.10, MGC: 0.10, '1OZ': 0.10, SI: 0.005, SIL: 0.001,
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HG: 0.0005, MHG: 0.0005, PL: 0.10, PA: 0.10,
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// Energy
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CL: 0.01, MCL: 0.01, NG: 0.001, BZ: 0.01,
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// Currencies
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'6E': 0.00005, M6E: 0.0001, '6B': 0.0001, '6J': 0.0000005,
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'6A': 0.0001, '6C': 0.00005, '6S': 0.0001,
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// Crypto
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BTC: 5.00, MBT: 5.00, ETH: 0.50, MET: 0.50,
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// Treasuries
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ZB: 0.03125, ZN: 0.015625, ZF: 0.0078125, ZT: 0.0078125,
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// Grains
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ZC: 0.25, ZS: 0.25, ZW: 0.25,
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};
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const getTickSize = (baseSymbol) => CONTRACT_TICK_SIZES[baseSymbol] || 0.25;
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module.exports = {
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ACCOUNT_STATUS,
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ACCOUNT_TYPE,
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@@ -92,5 +115,7 @@ module.exports = {
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ORDER_TYPE,
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ORDER_SIDE,
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CONTRACT_DESCRIPTIONS,
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CONTRACT_TICK_SIZES,
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getContractDescription,
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getTickSize,
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};
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@@ -233,7 +233,7 @@ const executeAlgo = async ({ service, account, contract, config, strategy: strat
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let lastLogSecond = 0;
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let buyVolume = 0;
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let sellVolume = 0;
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-
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+
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let lastTickTime = 0;
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let tickLatencies = [];
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@@ -293,9 +293,10 @@ const executeAlgo = async ({ service, account, contract, config, strategy: strat
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if (currentSecond % 30 === 0) {
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const state = strategy.getAnalysisState?.(contractId, price);
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if (state) {
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-
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const bars = state.barsProcessed || 0;
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sessionLogger.state(state.activeZones || 0, state.swingsDetected || 0, bars, lastBias);
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if (!state.ready) {
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-
ui.addLog('system', state.message);
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ui.addLog('system', `${state.message} (${bars} bars)`);
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} else {
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const resStr = state.nearestResistance ? state.nearestResistance.toFixed(2) : '--';
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const supStr = state.nearestSupport ? state.nearestSupport.toFixed(2) : '--';
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@@ -8,6 +8,7 @@
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const { decodeFrontMonthContract } = require('./protobuf');
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const { TIMEOUTS, CACHE } = require('../../config/settings');
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const { logger } = require('../../utils/logger');
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const { getContractDescription, getTickSize } = require('../../config/constants');
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const log = logger.scope('Rithmic:Contracts');
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@@ -155,12 +156,15 @@ const fetchAllFrontMonths = (service) => {
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const productKey = `${baseSymbol}:${contract.exchange}`;
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const product = productsToCheck.get(productKey);
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-
//
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// Use our descriptions for better display names
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const apiName = product?.productName || baseSymbol;
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const displayName = getContractDescription(baseSymbol) || apiName;
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results.push({
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symbol: contract.symbol,
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baseSymbol,
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name:
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name: displayName,
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exchange: contract.exchange,
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tickSize: getTickSize(baseSymbol),
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});
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}
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