hedgequantx 2.9.166 → 2.9.168
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
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@@ -85,17 +85,23 @@ const fetchAllFrontMonths = (service) => {
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const tickerState = service.tickerConn.connectionState;
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const tickerConnected = service.tickerConn.isConnected;
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88
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-
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+
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89
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// Direct console.log for daemon broker.log (always visible)
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const brokerLog = (msg, data) => console.log(`[CONTRACTS] ${msg}`, JSON.stringify(data));
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+
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brokerLog('fetchAllFrontMonths starting', { tickerState, tickerConnected });
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return new Promise((resolve) => {
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const contracts = new Map();
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const productsToCheck = new Map();
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let msgCount = 0;
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let productMsgCount = 0;
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// Handler for ProductCodes responses
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const productHandler = (msg) => {
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msgCount++;
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if (msg.templateId !== 112) return;
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productMsgCount++;
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const decoded = decodeProductCodes(msg.data);
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if (!decoded.productCode || !decoded.exchange) return;
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@@ -135,23 +141,28 @@ const fetchAllFrontMonths = (service) => {
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service.tickerConn.on('message', frontMonthHandler);
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// Request all product codes
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-
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brokerLog('Sending RequestProductCodes', { templateId: 111 });
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try {
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service.tickerConn.send('RequestProductCodes', {
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templateId: 111,
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userMsg: ['get-products'],
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});
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brokerLog('RequestProductCodes sent OK', {});
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} catch (err) {
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-
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brokerLog('FAILED to send RequestProductCodes', { error: err.message });
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}
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// After timeout, request front months
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setTimeout(() => {
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service.tickerConn.removeListener('message', productHandler);
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-
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brokerLog('ProductCodes phase complete', {
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productsFound: productsToCheck.size,
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totalMsgs: msgCount,
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productMsgs: productMsgCount
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});
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if (productsToCheck.size === 0) {
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-
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brokerLog('WARNING: No products collected - TICKER may not be responding', {});
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}
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for (const product of productsToCheck.values()) {
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@@ -163,7 +174,7 @@ const fetchAllFrontMonths = (service) => {
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exchange: product.exchange,
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});
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} catch (err) {
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166
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-
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brokerLog('Failed to send RequestFrontMonthContract', { product: product.productCode, error: err.message });
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}
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}
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@@ -191,7 +202,7 @@ const fetchAllFrontMonths = (service) => {
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// Sort alphabetically by base symbol
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results.sort((a, b) => a.baseSymbol.localeCompare(b.baseSymbol));
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-
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brokerLog('FrontMonth phase complete', { contractsFound: results.length, totalMsgs: msgCount });
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resolve(results);
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}, TIMEOUTS.RITHMIC_PRODUCTS);
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}, TIMEOUTS.RITHMIC_CONTRACTS);
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@@ -359,53 +359,12 @@ class RithmicBrokerDaemon {
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error: result.error
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});
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-
// If no contracts found, return fallback list for common futures
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if (!result.success || result.contracts?.length === 0) {
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364
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log('WARN', 'Using fallback contracts list');
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365
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const fallbackContracts = this._getFallbackContracts();
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return { type: 'contracts', payload: { success: true, contracts: fallbackContracts, source: 'fallback' }, requestId };
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}
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-
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return { type: 'contracts', payload: result, requestId };
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} catch (err) {
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log('ERROR', 'getContracts exception', { propfirm: payload.propfirmKey, error: err.message, stack: err.stack?.split('\n')[1] });
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-
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log('WARN', 'Using fallback contracts due to error');
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const fallbackContracts = this._getFallbackContracts();
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return { type: 'contracts', payload: { success: true, contracts: fallbackContracts, source: 'fallback' }, requestId };
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return { type: 'contracts', payload: { success: false, error: err.message, contracts: [] }, requestId };
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}
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}
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-
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/**
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* Get fallback contracts list when TICKER_PLANT fails
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* These are common futures that most prop firms support
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*/
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_getFallbackContracts() {
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const now = new Date();
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const month = now.getMonth();
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const year = now.getFullYear();
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-
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// Determine front month code (H=Mar, M=Jun, U=Sep, Z=Dec for indices)
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const monthCodes = ['H', 'H', 'H', 'M', 'M', 'M', 'U', 'U', 'U', 'Z', 'Z', 'Z'];
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const frontMonth = monthCodes[month];
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const yearCode = String(year).slice(-1);
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const suffix = frontMonth + yearCode;
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-
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return [
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{ symbol: `MNQ${suffix}`, baseSymbol: 'MNQ', name: 'Micro E-mini Nasdaq-100', exchange: 'CME', tickSize: 0.25 },
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{ symbol: `MES${suffix}`, baseSymbol: 'MES', name: 'Micro E-mini S&P 500', exchange: 'CME', tickSize: 0.25 },
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{ symbol: `NQ${suffix}`, baseSymbol: 'NQ', name: 'E-mini Nasdaq-100', exchange: 'CME', tickSize: 0.25 },
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{ symbol: `ES${suffix}`, baseSymbol: 'ES', name: 'E-mini S&P 500', exchange: 'CME', tickSize: 0.25 },
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{ symbol: `MCL${suffix}`, baseSymbol: 'MCL', name: 'Micro WTI Crude Oil', exchange: 'NYMEX', tickSize: 0.01 },
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{ symbol: `MGC${suffix}`, baseSymbol: 'MGC', name: 'Micro Gold', exchange: 'COMEX', tickSize: 0.10 },
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{ symbol: `M2K${suffix}`, baseSymbol: 'M2K', name: 'Micro E-mini Russell 2000', exchange: 'CME', tickSize: 0.10 },
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{ symbol: `MYM${suffix}`, baseSymbol: 'MYM', name: 'Micro E-mini Dow', exchange: 'CBOT', tickSize: 0.50 },
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{ symbol: `RTY${suffix}`, baseSymbol: 'RTY', name: 'E-mini Russell 2000', exchange: 'CME', tickSize: 0.10 },
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{ symbol: `YM${suffix}`, baseSymbol: 'YM', name: 'E-mini Dow', exchange: 'CBOT', tickSize: 1.00 },
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{ symbol: `CL${suffix}`, baseSymbol: 'CL', name: 'Crude Oil', exchange: 'NYMEX', tickSize: 0.01 },
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{ symbol: `GC${suffix}`, baseSymbol: 'GC', name: 'Gold', exchange: 'COMEX', tickSize: 0.10 },
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];
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}
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async _handleSearchContracts(payload, requestId) {
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const conn = this.connections.get(payload.propfirmKey);
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