hedgequantx 2.9.57 → 2.9.59

package/src/services/rithmic/protobuf.js

@@ -1,316 +1,23 @@
 /**
  * Rithmic Protobuf Handler
- * Handles encoding/decoding of Rithmic protobuf messages
+ * Main interface for encoding/decoding Rithmic protobuf messages
+ * @module services/rithmic/protobuf
  */
 
 const protobuf = require('protobufjs');
 const path = require('path');
 const { PROTO_FILES } = require('./constants');
-
-// PnL field IDs (Rithmic uses very large field IDs)
-const PNL_FIELDS = {
-  TEMPLATE_ID: 154467,
-  IS_SNAPSHOT: 110121,
-  FCM_ID: 154013,
-  IB_ID: 154014,
-  ACCOUNT_ID: 154008,
-  ACCOUNT_BALANCE: 156970,
-  CASH_ON_HAND: 156971,
-  MARGIN_BALANCE: 156977,
-  MIN_ACCOUNT_BALANCE: 156968,
-  OPEN_POSITION_PNL: 156961,
-  CLOSED_POSITION_PNL: 156963,
-  DAY_PNL: 157956,
-  DAY_OPEN_PNL: 157954,
-  DAY_CLOSED_PNL: 157955,
-  AVAILABLE_BUYING_POWER: 157015,
-  SSBOE: 150100,
-  USECS: 150101,
-};
-
-// Symbol/Contract field IDs (ResponseProductCodes, ResponseFrontMonthContract)
-const SYMBOL_FIELDS = {
-  TEMPLATE_ID: 154467,
-  RP_CODE: 132766,
-  EXCHANGE: 110101,
-  PRODUCT_CODE: 110102,   // Base symbol (ES, NQ, MNQ)
-  PRODUCT_NAME: 110103,   // Product name
-  SYMBOL: 110100,         // Full contract symbol (ESH26)
-  TRADING_SYMBOL: 157095, // Trading symbol
-  DESCRIPTION: 110114,    // Contract description
-  USER_MSG: 132760,
-};
-
-// Instrument PnL Position Update field IDs
-const INSTRUMENT_PNL_FIELDS = {
-  TEMPLATE_ID: 154467,
-  IS_SNAPSHOT: 110121,
-  FCM_ID: 154013,
-  IB_ID: 154014,
-  ACCOUNT_ID: 154008,
-  SYMBOL: 110100,
-  EXCHANGE: 110101,
-  PRODUCT_CODE: 100749,
-  INSTRUMENT_TYPE: 110116,
-  FILL_BUY_QTY: 154041,
-  FILL_SELL_QTY: 154042,
-  ORDER_BUY_QTY: 154037,
-  ORDER_SELL_QTY: 154038,
-  BUY_QTY: 154260,
-  SELL_QTY: 154261,
-  AVG_OPEN_FILL_PRICE: 154434,
-  DAY_OPEN_PNL: 157954,
-  DAY_CLOSED_PNL: 157955,
-  DAY_PNL: 157956,
-  OPEN_POSITION_PNL: 156961,
-  OPEN_POSITION_QUANTITY: 156962,
-  CLOSED_POSITION_PNL: 156963,
-  CLOSED_POSITION_QUANTITY: 156964,
-  NET_QUANTITY: 156967,
-  SSBOE: 150100,
-  USECS: 150101,
-};
-
-/**
- * Read a varint from buffer
- */
-function readVarint(buffer, offset) {
-  let result = BigInt(0);
-  let shift = BigInt(0);
-  let pos = offset;
-
-  while (pos < buffer.length) {
-    const byte = buffer[pos++];
-    result |= BigInt(byte & 0x7f) << shift;
-    if ((byte & 0x80) === 0) {
-      return [Number(result), pos];
-    }
-    shift += BigInt(7);
-    if (shift > BigInt(63)) {
-      throw new Error('Varint too large');
-    }
-  }
-  throw new Error('Incomplete varint');
-}
-
-/**
- * Read a length-delimited field (string/bytes)
- */
-function readLengthDelimited(buffer, offset) {
-  const [length, newOffset] = readVarint(buffer, offset);
-  const value = buffer.slice(newOffset, newOffset + length).toString('utf8');
-  return [value, newOffset + length];
-}
-
-/**
- * Skip a field based on wire type
- */
-function skipField(buffer, offset, wireType) {
-  switch (wireType) {
-    case 0: // Varint
-      const [, newOffset] = readVarint(buffer, offset);
-      return newOffset;
-    case 1: // 64-bit
-      return offset + 8;
-    case 2: // Length-delimited
-      const [length, lenOffset] = readVarint(buffer, offset);
-      return lenOffset + length;
-    case 5: // 32-bit
-      return offset + 4;
-    default:
-      throw new Error(`Unknown wire type: ${wireType}`);
-  }
-}
-
-/**
- * Manually decode AccountPnL from raw bytes
- * Skips 4-byte length prefix if present
- */
-function decodeAccountPnL(buffer) {
-  // Skip 4-byte length prefix
-  const data = buffer.length > 4 ? buffer.slice(4) : buffer;
-  
-  const result = {};
-  let offset = 0;
-
-  while (offset < data.length) {
-    try {
-      const [tag, tagOffset] = readVarint(data, offset);
-      const wireType = tag & 0x7;
-      const fieldNumber = tag >>> 3;
-      offset = tagOffset;
-
-      switch (fieldNumber) {
-        case PNL_FIELDS.TEMPLATE_ID:
-          [result.templateId, offset] = readVarint(data, offset);
-          break;
-        case PNL_FIELDS.IS_SNAPSHOT:
-          const [isSnap, snapOffset] = readVarint(data, offset);
-          result.isSnapshot = isSnap !== 0;
-          offset = snapOffset;
-          break;
-        case PNL_FIELDS.FCM_ID:
-          [result.fcmId, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.IB_ID:
-          [result.ibId, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.ACCOUNT_ID:
-          [result.accountId, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.ACCOUNT_BALANCE:
-          [result.accountBalance, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.CASH_ON_HAND:
-          [result.cashOnHand, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.MARGIN_BALANCE:
-          [result.marginBalance, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.MIN_ACCOUNT_BALANCE:
-          [result.minAccountBalance, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.OPEN_POSITION_PNL:
-          [result.openPositionPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.CLOSED_POSITION_PNL:
-          [result.closedPositionPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.DAY_PNL:
-          [result.dayPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.DAY_OPEN_PNL:
-          [result.dayOpenPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.DAY_CLOSED_PNL:
-          [result.dayClosedPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.AVAILABLE_BUYING_POWER:
-          [result.availableBuyingPower, offset] = readLengthDelimited(data, offset);
-          break;
-        case PNL_FIELDS.SSBOE:
-          [result.ssboe, offset] = readVarint(data, offset);
-          break;
-        case PNL_FIELDS.USECS:
-          [result.usecs, offset] = readVarint(data, offset);
-          break;
-        default:
-          offset = skipField(data, offset, wireType);
-      }
-    } catch (error) {
-      break;
-    }
-  }
-
-  return result;
-}
-
-/**
- * Manually decode InstrumentPnLPositionUpdate from raw bytes
- * Skips 4-byte length prefix if present
- */
-function decodeInstrumentPnL(buffer) {
-  // Skip 4-byte length prefix
-  const data = buffer.length > 4 ? buffer.slice(4) : buffer;
-  
-  const result = {};
-  let offset = 0;
-
-  while (offset < data.length) {
-    try {
-      const [tag, tagOffset] = readVarint(data, offset);
-      const wireType = tag & 0x7;
-      const fieldNumber = tag >>> 3;
-      offset = tagOffset;
-
-      switch (fieldNumber) {
-        case INSTRUMENT_PNL_FIELDS.TEMPLATE_ID:
-          [result.templateId, offset] = readVarint(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.IS_SNAPSHOT:
-          const [isSnap, snapOffset] = readVarint(data, offset);
-          result.isSnapshot = isSnap !== 0;
-          offset = snapOffset;
-          break;
-        case INSTRUMENT_PNL_FIELDS.FCM_ID:
-          [result.fcmId, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.IB_ID:
-          [result.ibId, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.ACCOUNT_ID:
-          [result.accountId, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.SYMBOL:
-          [result.symbol, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.EXCHANGE:
-          [result.exchange, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.PRODUCT_CODE:
-          [result.productCode, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.BUY_QTY:
-          [result.buyQty, offset] = readVarint(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.SELL_QTY:
-          [result.sellQty, offset] = readVarint(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.FILL_BUY_QTY:
-          [result.fillBuyQty, offset] = readVarint(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.FILL_SELL_QTY:
-          [result.fillSellQty, offset] = readVarint(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.NET_QUANTITY:
-          [result.netQuantity, offset] = readVarint(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.OPEN_POSITION_QUANTITY:
-          [result.openPositionQuantity, offset] = readVarint(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.AVG_OPEN_FILL_PRICE:
-          // Double is 64-bit fixed
-          if (wireType === 1) {
-            result.avgOpenFillPrice = data.readDoubleLE(offset);
-            offset += 8;
-          } else {
-            offset = skipField(data, offset, wireType);
-          }
-          break;
-        case INSTRUMENT_PNL_FIELDS.OPEN_POSITION_PNL:
-          [result.openPositionPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.CLOSED_POSITION_PNL:
-          [result.closedPositionPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.DAY_PNL:
-          [result.dayPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.DAY_OPEN_PNL:
-          [result.dayOpenPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.DAY_CLOSED_PNL:
-          [result.dayClosedPnl, offset] = readLengthDelimited(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.SSBOE:
-          [result.ssboe, offset] = readVarint(data, offset);
-          break;
-        case INSTRUMENT_PNL_FIELDS.USECS:
-          [result.usecs, offset] = readVarint(data, offset);
-          break;
-        default:
-          offset = skipField(data, offset, wireType);
-      }
-    } catch (error) {
-      break;
-    }
-  }
-
-  return result;
-}
+const { readVarint, readLengthDelimited, skipField } = require('./protobuf-utils');
+const {
+  decodeAccountPnL,
+  decodeInstrumentPnL,
+  decodeProductCodes,
+  decodeFrontMonthContract,
+} = require('./protobuf-decoders');
 
 /**
  * Protobuf Handler class
+ * Handles loading proto files and encoding/decoding messages
  */
 class ProtobufHandler {
   constructor() {
@@ -340,6 +47,9 @@ class ProtobufHandler {
 
   /**
    * Encode a message to Buffer with 4-byte length prefix
+   * @param {string} typeName - Protobuf type name
+   * @param {Object} data - Data to encode
+   * @returns {Buffer} Encoded buffer with length prefix
    */
   encode(typeName, data) {
     if (!this.root) throw new Error('Proto not loaded');
@@ -357,6 +67,9 @@ class ProtobufHandler {
 
   /**
    * Decode a Buffer to object (skip 4-byte length prefix)
+   * @param {string} typeName - Protobuf type name
+   * @param {Buffer} buffer - Buffer to decode
+   * @returns {Object} Decoded message
    */
   decode(typeName, buffer) {
     if (!this.root) throw new Error('Proto not loaded');
@@ -371,6 +84,8 @@ class ProtobufHandler {
   /**
    * Get template ID from buffer (manual decode for large field IDs)
    * Skips 4-byte length prefix if present
+   * @param {Buffer} buffer - Buffer to parse
+   * @returns {number} Template ID or -1 if not found
    */
   getTemplateId(buffer) {
     const TEMPLATE_ID_FIELD = 154467;
@@ -411,106 +126,7 @@ class ProtobufHandler {
   }
 }
 
-/**
- * Decode ResponseProductCodes (template 112) - list of available symbols
- */
-function decodeProductCodes(buffer) {
-  const result = { rpCode: [] };
-  let offset = 0;
-
-  while (offset < buffer.length) {
-    try {
-      const [tag, tagOffset] = readVarint(buffer, offset);
-      const wireType = tag & 0x7;
-      const fieldNumber = tag >>> 3;
-      offset = tagOffset;
-
-      switch (fieldNumber) {
-        case SYMBOL_FIELDS.TEMPLATE_ID:
-          [result.templateId, offset] = readVarint(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.RP_CODE:
-          let rpCode;
-          [rpCode, offset] = readLengthDelimited(buffer, offset);
-          result.rpCode.push(rpCode);
-          break;
-        case SYMBOL_FIELDS.EXCHANGE:
-          [result.exchange, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.PRODUCT_CODE:
-          [result.productCode, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.PRODUCT_NAME:
-          [result.productName, offset] = readLengthDelimited(buffer, offset);
-          break;
-        case SYMBOL_FIELDS.USER_MSG:
-          [result.userMsg, offset] = readLengthDelimited(buffer, offset);
-          break;
-        default:
-          offset = skipField(buffer, offset, wireType);
-      }
-    } catch (error) {
-      break;
-    }
-  }
-
-  return result;
-}
-
-/**
- * Decode ResponseFrontMonthContract (template 114) - current tradeable contract
- * Skips 4-byte length prefix if present
- */
-function decodeFrontMonthContract(buffer) {
-  // Skip 4-byte length prefix
-  const data = buffer.length > 4 ? buffer.slice(4) : buffer;
-  
-  const result = { rpCode: [] };
-  let offset = 0;
-
-  while (offset < data.length) {
-    try {
-      const [tag, tagOffset] = readVarint(data, offset);
-      const wireType = tag & 0x7;
-      const fieldNumber = tag >>> 3;
-      offset = tagOffset;
-
-      switch (fieldNumber) {
-        case SYMBOL_FIELDS.TEMPLATE_ID:
-          [result.templateId, offset] = readVarint(data, offset);
-          break;
-        case SYMBOL_FIELDS.RP_CODE:
-          let rpCode;
-          [rpCode, offset] = readLengthDelimited(data, offset);
-          result.rpCode.push(rpCode);
-          break;
-        case SYMBOL_FIELDS.SYMBOL:
-          [result.symbol, offset] = readLengthDelimited(data, offset);
-          break;
-        case SYMBOL_FIELDS.EXCHANGE:
-          [result.exchange, offset] = readLengthDelimited(data, offset);
-          break;
-        case SYMBOL_FIELDS.TRADING_SYMBOL:
-          [result.tradingSymbol, offset] = readLengthDelimited(data, offset);
-          break;
-        case SYMBOL_FIELDS.DESCRIPTION:
-          [result.description, offset] = readLengthDelimited(data, offset);
-          break;
-        case SYMBOL_FIELDS.USER_MSG:
-          [result.userMsg, offset] = readLengthDelimited(data, offset);
-          break;
-        default:
-          offset = skipField(data, offset, wireType);
-      }
-    } catch (error) {
-      break;
-    }
-  }
-
-  return result;
-}
-
-// Singleton
+// Singleton instance
 const proto = new ProtobufHandler();
 
 module.exports = {

package/src/ui/menu.js

@@ -48,7 +48,12 @@ const createBoxMenu = async (title, items, options = {}) => {
     });
     
     console.log(chalk.cyan('╠' + '═'.repeat(innerWidth) + '╣'));
-    console.log(chalk.cyan('║') + chalk.yellow(centerText(`PROP FUTURES ALGO TRADING  V${version}`, innerWidth)) + chalk.cyan('║'));
+    const taglineBase = 'PROP FUTURES ALGO TRADING  ';
+    const taglineVersion = `V${version}`;
+    const totalLen = taglineBase.length + taglineVersion.length;
+    const padLeft = Math.floor((innerWidth - totalLen) / 2);
+    const padRight = innerWidth - totalLen - padLeft;
+    console.log(chalk.cyan('║') + ' '.repeat(padLeft) + chalk.yellow(taglineBase) + chalk.magenta(taglineVersion) + ' '.repeat(padRight) + chalk.cyan('║'));
     
     // Stats bar if provided
     if (options.statsLine) {