hedgequantx 2.9.91 → 2.9.93

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.9.91",
+  "version": "2.9.93",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/lib/data.js

@@ -171,11 +171,11 @@ class MarketDataFeed extends EventEmitter {
   }
 
   /**
-   * Get historical bars from HISTORY_PLANT
-   * @param {string} symbol - Symbol (e.g., 'MNQH5')
+   * Get historical tick bars from HISTORY_PLANT
+   * @param {string} symbol - Symbol (e.g., 'MNQH6')
    * @param {string} exchange - Exchange (default: 'CME')
    * @param {number} barCount - Number of bars to fetch (default: 30)
-   * @returns {Promise<Array>} Array of bar objects {timestamp, open, high, low, close, volume}
+   * @returns {Promise<Array>} Array of tick bar objects {timestamp, open, high, low, close, volume}
    */
   async getHistoricalBars(symbol, exchange = 'CME', barCount = 30) {
     if (!this.credentials) {
@@ -194,36 +194,48 @@ class MarketDataFeed extends EventEmitter {
       
       return new Promise((resolve, reject) => {
         const bars = [];
+        let isComplete = false;
+        
         const timeout = setTimeout(() => {
-          historyConn.disconnect();
-          if (bars.length > 0) {
+          if (!isComplete) {
+            historyConn.disconnect();
+            // Return what we have even on timeout
             resolve(bars);
-          } else {
-            reject(new Error('History request timeout'));
           }
-        }, 10000);
+        }, 15000);
 
-        // Listen for bar data
+        // Listen for bar data (template 207)
         historyConn.on('message', (msg) => {
           if (msg.templateId === RES.TICK_BAR_REPLAY) {
             try {
               const data = proto.decode('ResponseTickBarReplay', msg.data);
               const barObj = data.toJSON ? data.toJSON() : data;
               
-              if (barObj.openPrice !== undefined) {
+              // Check for error response
+              if (barObj.rpCode && barObj.rpCode[0] !== '0') {
+                clearTimeout(timeout);
+                isComplete = true;
+                historyConn.disconnect();
+                reject(new Error(`History request failed: ${barObj.rpCode.join(' - ')}`));
+                return;
+              }
+              
+              // Add bar if it has price data (OHLCV format)
+              if (barObj.closePrice !== undefined) {
                 bars.push({
-                  timestamp: barObj.dataBarSsboe ? barObj.dataBarSsboe[0] * 1000 : Date.now(),
-                  open: Number(barObj.openPrice),
-                  high: Number(barObj.highPrice),
-                  low: Number(barObj.lowPrice),
+                  timestamp: barObj.ssboe ? barObj.ssboe * 1000 : Date.now(),
+                  open: Number(barObj.openPrice) || Number(barObj.closePrice),
+                  high: Number(barObj.highPrice) || Number(barObj.closePrice),
+                  low: Number(barObj.lowPrice) || Number(barObj.closePrice),
                   close: Number(barObj.closePrice),
-                  volume: Number(barObj.volume) || 0,
+                  volume: Number(barObj.volume) || 1,
                 });
               }
               
-              // Check if this is the last bar (rpCode contains "end" or empty)
-              if (barObj.rpCode && barObj.rpCode.includes('0')) {
+              // Check if this is the final response (rpCode = ['0'])
+              if (barObj.rpCode && barObj.rpCode[0] === '0' && barObj.closePrice === undefined) {
                 clearTimeout(timeout);
+                isComplete = true;
                 historyConn.disconnect();
                 resolve(bars);
               }
@@ -235,17 +247,25 @@ class MarketDataFeed extends EventEmitter {
 
         // Login to HISTORY_PLANT
         historyConn.once('loggedIn', () => {
-          // Request tick bar replay (1-minute bars)
+          // Request tick bar replay - limited count, most recent bars
+          // startIndex/finishIndex are required, but userMaxCount + direction=LAST
+          // will return only the most recent barCount bars
+          const now = Math.floor(Date.now() / 1000);
+          const startTime = now - (24 * 60 * 60);  // 24 hours ago (wide range)
+          
           historyConn.send('RequestTickBarReplay', {
-            templateId: REQ.TICK_BAR_REPLAY,
+            templateId: REQ.TICK_BAR_REPLAY,  // 206
+            userMsg: ['hqx-history'],
             symbol: symbol,
             exchange: exchange,
-            barType: 1,           // TICK_BAR
-            barSubType: 1,        // REGULAR
-            barTypeSpecifier: '1', // 1-minute
-            userMaxCount: barCount,
-            direction: 2,         // LAST (most recent)
-            timeOrder: 2,         // BACKWARDS
+            barType: 1,              // TICK_BAR
+            barSubType: 1,           // REGULAR
+            barTypeSpecifier: '1',   // 1 tick per bar
+            startIndex: startTime,   // Required by Rithmic
+            finishIndex: now,        // Required by Rithmic
+            userMaxCount: barCount,  // Limit to barCount bars
+            direction: 2,            // LAST (most recent bars first)
+            timeOrder: 1,            // FORWARDS (return in chronological order)
           });
         });
 

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

@@ -413,6 +413,7 @@ const executeAlgo = async ({ service, account, contract, config, strategy: strat
     
     // Preload historical bars for HQX-2B strategy only (bar-based strategy)
     // Note: HISTORY_PLANT may not be available on all accounts (e.g., paper trading)
+    ui.addLog('debug', `Strategy: ${strategyId}, preloadBars: ${typeof strategy.preloadBars}`);
     if (strategyId === 'hqx-2b' && strategy.preloadBars) {
       try {
         ui.addLog('system', 'Loading historical bars...');
@@ -425,7 +426,7 @@ const executeAlgo = async ({ service, account, contract, config, strategy: strat
         }
       } catch (histErr) {
         // HISTORY_PLANT not available (common on paper accounts)
-        ui.addLog('system', 'Historical data not available - warming up with live bars...');
+        ui.addLog('system', `Historical data error: ${histErr.message}`);
       }
     }
   } catch (e) {

package/src/services/rithmic/constants.js

@@ -60,7 +60,7 @@ const REQ = {
   MARKET_DATA: 100,
   PRODUCT_CODES: 111,
   FRONT_MONTH_CONTRACT: 113,
-  TICK_BAR_REPLAY: 200,    // History plant - request bar data
+  TICK_BAR_REPLAY: 206,    // History plant - request tick bar replay
   LOGIN_INFO: 300,
   ACCOUNT_LIST: 302,
   ACCOUNT_RMS: 304,
@@ -89,7 +89,7 @@ const RES = {
   MARKET_DATA: 101,
   PRODUCT_CODES: 112,
   FRONT_MONTH_CONTRACT: 114,
-  TICK_BAR_REPLAY: 201,    // History plant - bar data response
+  TICK_BAR_REPLAY: 207,    // History plant - tick bar replay response
   LOGIN_INFO: 301,
   ACCOUNT_LIST: 303,
   ACCOUNT_RMS: 305,

package/src/services/rithmic/index.js

@@ -42,7 +42,7 @@ const PROPFIRM_CONFIGS = {
   lucidtrading: { name: 'Lucid Trading', systemName: RITHMIC_SYSTEMS.LUCID_TRADING, gateway: RITHMIC_ENDPOINTS.CHICAGO },
   thrivetrading: { name: 'Thrive Trading', systemName: RITHMIC_SYSTEMS.THRIVE_TRADING, gateway: RITHMIC_ENDPOINTS.CHICAGO },
   legendstrading: { name: 'Legends Trading', systemName: RITHMIC_SYSTEMS.LEGENDS_TRADING, gateway: RITHMIC_ENDPOINTS.CHICAGO },
-  // Rithmic Paper Trading - uses CHICAGO endpoint (PAPER endpoint deprecated)
+  // Rithmic Paper Trading - uses CHICAGO endpoint
   rithmic_paper: { name: 'Rithmic Paper Trading', systemName: RITHMIC_SYSTEMS.PAPER, gateway: RITHMIC_ENDPOINTS.CHICAGO },
 };