hedgequantx 2.9.53 → 2.9.55

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.9.53",
+  "version": "2.9.55",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/lib/data.js

@@ -209,30 +209,36 @@ class MarketDataFeed extends EventEmitter {
   _handleLastTrade(data) {
     try {
       const trade = proto.decode('LastTrade', data);
+      const tradeObj = trade.toJSON ? trade.toJSON() : trade;
       
-      // Debug: log first trade to see structure
-      if (!this._loggedFirstTrade) {
-        this._loggedFirstTrade = true;
-        this.emit('debug', `Trade fields: ${Object.keys(trade).join(', ')}`);
-        this.emit('debug', `Trade price: ${trade.tradePrice || trade.trade_price || trade.price}`);
-      }
+      // protobufjs converts to camelCase and enums to strings
+      const price = tradeObj.tradePrice;
+      const size = Number(tradeObj.tradeSize) || 1;
+      const volume = Number(tradeObj.volume) || size;
+      
+      // aggressor can be 1, 2, "BUY", "SELL"
+      const agg = tradeObj.aggressor;
+      const side = (agg === 1 || agg === 'BUY') ? 'buy' : 
+                   (agg === 2 || agg === 'SELL') ? 'sell' : 'unknown';
+      
+      if (price === undefined || price === null) return;
       
       const tick = {
         type: 'trade',
-        symbol: trade.symbol,
-        exchange: trade.exchange,
-        price: trade.tradePrice || trade.trade_price || trade.price,
-        size: trade.tradeSize || trade.trade_size || trade.size || 1,
-        volume: trade.volume || 1,
-        side: trade.aggressor === 1 ? 'buy' : trade.aggressor === 2 ? 'sell' : 'unknown',
+        symbol: tradeObj.symbol,
+        exchange: tradeObj.exchange,
+        price: Number(price),
+        size: size,
+        volume: volume,
+        side: side,
         timestamp: Date.now(),
-        ssboe: trade.ssboe,
-        usecs: trade.usecs,
+        ssboe: tradeObj.ssboe,
+        usecs: tradeObj.usecs,
       };
 
       this.emit('tick', tick);
     } catch (e) {
-      // Ignore decode errors
+      // Silent - don't spam errors
     }
   }
 
@@ -242,19 +248,31 @@ class MarketDataFeed extends EventEmitter {
   _handleBBO(data) {
     try {
       const bbo = proto.decode('BestBidOffer', data);
+      const bboObj = bbo.toJSON ? bbo.toJSON() : bbo;
+      
+      // protobufjs converts to camelCase
+      const bid = bboObj.bidPrice;
+      const ask = bboObj.askPrice;
+      const bidSize = Number(bboObj.bidSize) || 0;
+      const askSize = Number(bboObj.askSize) || 0;
+      
+      // Calculate mid price
+      const price = (bid && ask) ? (Number(bid) + Number(ask)) / 2 : (bid || ask || null);
+      
+      if (price === null) return;
       
       const tick = {
         type: 'quote',
-        symbol: bbo.symbol,
-        exchange: bbo.exchange,
-        bid: bbo.bidPrice,
-        bidSize: bbo.bidSize,
-        ask: bbo.askPrice,
-        askSize: bbo.askSize,
-        price: bbo.bidPrice && bbo.askPrice ? (bbo.bidPrice + bbo.askPrice) / 2 : null,
+        symbol: bboObj.symbol,
+        exchange: bboObj.exchange,
+        bid: bid ? Number(bid) : null,
+        bidSize: bidSize,
+        ask: ask ? Number(ask) : null,
+        askSize: askSize,
+        price: Number(price),
         timestamp: Date.now(),
-        ssboe: bbo.ssboe,
-        usecs: bbo.usecs,
+        ssboe: bboObj.ssboe,
+        usecs: bboObj.usecs,
       };
 
       this.emit('tick', tick);

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

@@ -234,12 +234,12 @@ const executeAlgo = async ({ service, account, contract, config, strategy: strat
     aiContext.recentTicks.push(tick);
     if (aiContext.recentTicks.length > aiContext.maxTicks) aiContext.recentTicks.shift();
     
-    const price = tick.price || tick.tradePrice;
-    const bid = tick.bid || tick.bidPrice;
-    const ask = tick.ask || tick.askPrice;
-    const volume = tick.volume || tick.size || 1;
+    const price = Number(tick.price) || Number(tick.tradePrice) || null;
+    const bid = Number(tick.bid) || Number(tick.bidPrice) || null;
+    const ask = Number(tick.ask) || Number(tick.askPrice) || null;
+    const volume = Number(tick.volume) || Number(tick.size) || 1;
     
-    // Track buy/sell volume
+    // Track buy/sell volume (ensure numeric addition)
     if (tick.side === 'buy' || tick.aggressor === 1) buyVolume += volume;
     else if (tick.side === 'sell' || tick.aggressor === 2) sellVolume += volume;
     else if (price && lastPrice) {