hedgequantx 2.9.252 → 2.9.254

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.9.252",
+  "version": "2.9.254",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/pages/algo/algo-executor.js

@@ -60,6 +60,11 @@ const executeAlgo = async ({ service, account, contract, config, strategy: strat
   let running = true, stopReason = null, startingPnL = null;
   let currentPosition = 0, pendingOrder = false, tickCount = 0, lastBias = 'FLAT';
   
+  // Clear any stale position data at startup
+  if (service.positions) {
+    service.positions.clear();
+  }
+  
   // HFT: Use CircularBuffer for O(1) tick storage (replaces O(n) shift())
   const recentTicksBuffer = new CircularBuffer(100);
   const recentSignalsBuffer = new CircularBuffer(10);

package/src/services/rithmic/handlers.js

@@ -215,40 +215,53 @@ const handleShowOrdersResponse = (service, data) => {
 
 /**
  * Handle new order response (template 313)
- * rpCode[0] = '0' means accepted, anything else = rejected by gateway
+ * 
+ * Rithmic sends TWO ResponseNewOrder messages:
+ * 1. First with basketId + rqHandlerRpCode: ["0"] = request handler accepted
+ * 2. Second with rpCode: ["0"] = gateway accepted
+ * 
+ * We only care about messages with rpCode (gateway response)
+ * If rpCode is missing, it's just an ACK from request handler - ignore rejection logic
  */
 const handleNewOrderResponse = (service, data) => {
   try {
     const res = proto.decode('ResponseNewOrder', data);
     
-    // Log full response for debugging
-    console.log('[Rithmic] ResponseNewOrder:', JSON.stringify(res));
+    // If no rpCode, this is just a request handler ACK - emit but don't judge
+    if (!res.rpCode || res.rpCode.length === 0) {
+      // First message with basketId - just store it
+      if (res.basketId) {
+        const order = {
+          basketId: res.basketId,
+          symbol: res.symbol,
+          exchange: res.exchange || 'CME',
+          notifyType: 1, // STATUS - order acknowledged
+          status: 1, // Pending
+          text: null,
+          rpCode: res.rqHandlerRpCode,
+          userMsg: res.userMsg,
+        };
+        service.emit('orderNotification', order);
+      }
+      service.emit('newOrderResponse', res);
+      return;
+    }
     
-    const isAccepted = res.rpCode?.[0] === '0';
+    // Second message with rpCode - this is the real gateway response
+    const isAccepted = res.rpCode[0] === '0';
     
-    // Build rejection reason from rpCode array
     let rejectReason = null;
-    if (!isAccepted && res.rpCode) {
-      // rpCode can be ['0'] for success or ['code', 'message', ...] for errors
-      // Join all parts after the code for the full message
+    if (!isAccepted) {
       const allCodes = Array.isArray(res.rpCode) ? res.rpCode : [res.rpCode];
-      const rqCodes = Array.isArray(res.rqHandlerRpCode) ? res.rqHandlerRpCode : [];
-      
-      // Get message from rpCode (skip first element which is the code)
       const rpMsg = allCodes.slice(1).join(' ').trim();
-      const rqMsg = rqCodes.slice(1).join(' ').trim();
       
-      // Use the message if available
       if (rpMsg) {
         rejectReason = rpMsg;
-      } else if (rqMsg) {
-        rejectReason = rqMsg;
       } else {
-        // Map numeric codes to messages
         const code = allCodes[0];
         const codeMap = {
           '1': 'Invalid request',
-          '2': 'Invalid account',
+          '2': 'Invalid account', 
           '3': 'Invalid symbol',
           '4': 'Invalid quantity',
           '5': 'Insufficient buying power',
@@ -259,8 +272,7 @@ const handleNewOrderResponse = (service, data) => {
         };
         rejectReason = codeMap[code] || `Gateway rejected (code: ${code})`;
       }
-      
-      console.log('[Rithmic] Order REJECTED:', rejectReason);
+      console.log('[Rithmic] Order REJECTED by gateway:', rejectReason);
     }
     
     const order = {

package/src/services/rithmic/orders.js

@@ -125,8 +125,12 @@ const placeOrder = async (service, orderData) => {
     }, ORDER_TIMEOUTS.PLACE);
 
     const onNotification = (order) => {
-      // Match by symbol
-      if (order.symbol !== orderData.symbol) return;
+      // Match by orderTag (userMsg) or symbol
+      const orderUserMsg = order.userMsg?.[0] || '';
+      const matchesTag = orderUserMsg === orderTag;
+      const matchesSymbol = order.symbol === orderData.symbol;
+      
+      if (!matchesTag && !matchesSymbol) return;
       
       const notifyType = order.notifyType;
       
@@ -158,26 +162,28 @@ const placeOrder = async (service, orderData) => {
         return;
       }
       
-      // STATUS (notifyType 1) with basketId - Order accepted by gateway
-      if (notifyType === 1 && order.basketId) {
-        // For market orders, wait a bit more for fill notification
-        // For limit orders, this is success (working)
-        if (orderData.type === 2) {
-          // Market order - don't resolve yet, wait for fill
-          return;
-        }
+      // STATUS (notifyType 1) with rpCode=['0'] - Order accepted by gateway
+      // For market orders on Apex/Rithmic, the fill notification may not arrive
+      // via ORDER connection, so we consider gateway acceptance as success
+      if (notifyType === 1 && order.rpCode?.[0] === '0') {
         clearTimeout(timeout);
         service.removeListener('orderNotification', onNotification);
         resolve({
           success: true,
           orderId: order.basketId,
-          status: 2,
-          fillPrice: orderData.price,
-          filledQty: 0,
+          status: orderData.type === 2 ? 3 : 2, // 3=filled for market, 2=working for limit
+          fillPrice: orderData.price || 0,
+          filledQty: orderData.type === 2 ? orderData.size : 0,
           orderTag,
         });
         return;
       }
+      
+      // STATUS (notifyType 1) with basketId but no rpCode - order acknowledged, wait for more
+      if (notifyType === 1 && order.basketId && !order.rpCode) {
+        // Just an ACK, continue waiting
+        return;
+      }
     };
 
     service.on('orderNotification', onNotification);