@ariva-mds/mds 2.60.0 → 2.62.0

package/lib/cjs/api/MdsConnection.js

@@ -16,9 +16,9 @@ class MdsConnection {
      * construct an MdsConnection
      */
     constructor(websocketUrl, authdataCallback, options = { debug: false }) {
+        this.waitingForReconnect = [];
         this.state = new MdsConnectionState_1.MdsConnectionState();
         this.waitingForAuthentification = [];
-        this.waitingForReconnect = [];
         this.nextGeneratedRequestId = 0;
         this.runningRequests = new Map();
         this.isDebug = false;
@@ -33,7 +33,7 @@ class MdsConnection {
          */
         this.sourceCache = undefined;
         /**
-         * gets the tradingtime for a source
+         * gets the trading time for a source
          * */
         this.tradingtimeCache = undefined;
         /**
@@ -54,7 +54,7 @@ class MdsConnection {
         this.websocket = new reconnecting_websocket_1.default(websocketUrl, [], options.wsOptions);
         const outer = this;
         // open-handler -> resend open requests from previous connection
-        this.websocket.onopen = function () {
+        this.websocket.onopen = () => {
             outer.debug(`websocket open, resending ${outer.waitingForReconnect.length} items`);
             outer.state.connectionOpened();
             for (const request of outer.waitingForReconnect) {
@@ -62,7 +62,7 @@ class MdsConnection {
             }
         };
         // close handler -> store open requests for resending on reconnect
-        this.websocket.onclose = function () {
+        this.websocket.onclose = () => {
             outer.debug(`websocket closed, queuing ${outer.waitingForReconnect.length} items`);
             outer.state.connectionClosed();
             outer.waitingForReconnect = Array.from(outer.runningRequests.values());
@@ -73,7 +73,7 @@ class MdsConnection {
         this.stayAuthenticated();
         this.reconnectTimer = setInterval(() => {
             if (!outer.state.isTimedOut()) {
-                outer.debug("websocket timed out, calling reconnect");
+                outer.debug('websocket timed out, calling reconnect');
                 outer.state.forcedDisconnect();
                 outer.websocket.reconnect();
             }
@@ -89,8 +89,7 @@ class MdsConnection {
      * create a hearbeat observable that can be subscribed to
      */
     heartbeat() {
-        return this.observable({ heartbeat: {} })
-            .pipe((0, rxjs_1.map)((x) => x.dataHeartbeat));
+        return this.observable({ heartbeat: {} }).pipe((0, rxjs_1.map)((x) => x.dataHeartbeat));
     }
     /**
      * sets the priority for sources
@@ -171,8 +170,7 @@ class MdsConnection {
      */
     marketstates(marketstateQueries, quality) {
         const full = new Map();
-        return this.marketstateUpdates(marketstateQueries, quality)
-            .pipe((0, rxjs_1.map)((update) => {
+        return this.marketstateUpdates(marketstateQueries, quality).pipe((0, rxjs_1.map)((update) => {
             let existingEntry = update.marketstateId ? full.get(update.marketstateId) : undefined;
             if (update.marketstateId) {
                 if (existingEntry) {
@@ -190,18 +188,26 @@ class MdsConnection {
      * create a Marketstate for a snapshot request
      */
     marketstateSnapshot(marketstateQueries, quality) {
-        return this.observable({ listMarketstates: { marketstateQueries: marketstateQueries, quality: quality } })
-            .pipe((0, rxjs_1.map)((x) => (0, models_1.MarketstateResponseSearchFromJSON)(x.dataMarketstate)));
+        return this.observable({
+            listMarketstates: {
+                marketstateQueries: marketstateQueries,
+                quality: quality
+            }
+        }).pipe((0, rxjs_1.map)((x) => (0, models_1.MarketstateResponseSearchFromJSON)(x.dataMarketstate)));
     }
     /**
-     * create a Marketstate observable that can be subscribed to, contains only delta for every marketstate
+     * create a market state observable that can be subscribed to, contains only delta for every marketstate
      */
     marketstateUpdates(marketstateQueries, quality) {
-        return this.observable({ subscribeMarketstates: { marketstateQueries: marketstateQueries, quality: quality } })
-            .pipe((0, rxjs_1.map)((x) => (0, models_1.MarketstateResponseSearchFromJSON)(x.dataMarketstate)));
+        return this.observable({
+            subscribeMarketstates: {
+                marketstateQueries: marketstateQueries,
+                quality: quality
+            }
+        }).pipe((0, rxjs_1.map)((x) => (0, models_1.MarketstateResponseSearchFromJSON)(x.dataMarketstate)));
     }
     /**
-     * create a Marketstate observable that can be subscribed to, contains only full state for every marketstate
+     * create a market state observable that can be subscribed to, contains only full state for every marketstate
      */
     marketstatesStates(marketstateQueries, quality) {
         return this.marketstates(marketstateQueries, quality).pipe((0, rxjs_1.map)((x) => x.state));
@@ -243,8 +249,8 @@ class MdsConnection {
         }).pipe((0, rxjs_1.map)(state => (0, models_1.TimeseriesDataFromJSON)(state.dataTimeseries)));
     }
     /**
-    * Returns the Orderbook for the specified Marketstate.
-    * */
+     * Returns the Orderbook for the specified Marketstate.
+     * */
     marketdepth(marketstateId, quality, orderBookVariant) {
         return this.observable({
             subscribeMarketdepth: {
@@ -305,6 +311,45 @@ class MdsConnection {
             return tickHistory;
         }));
     }
+    timeseriesBidAsk(marketstateId, resolution, start, end, quality) {
+        return this.observable({
+            subscribeTimeseriesBidAsk: {
+                resolution: resolution,
+                marketstateId: marketstateId,
+                start: start instanceof Date ? start?.toISOString() : start,
+                end: end instanceof Date ? end?.toISOString() : end,
+                quality: quality
+            }
+        }).pipe((0, rxjs_1.map)(state => (0, models_1.TimeseriesBidAskDataFromJSON)(state.dataTimeseriesBidAsk)));
+    }
+    /**
+     * Returns the Open-High-Low-Close Timeseries for the specified Instrument on the Source.
+     * */
+    timeseriesBidAskSnapshot(marketstateId, resolution, start, end, quality) {
+        return this.observable({
+            listTimeseriesBidAsk: {
+                resolution: resolution,
+                marketstateId: marketstateId,
+                start: start instanceof Date ? start?.toISOString() : start,
+                end: end instanceof Date ? end?.toISOString() : end,
+                quality: quality
+            }
+        }).pipe((0, rxjs_1.map)(state => (0, models_1.TimeseriesBidAskDataFromJSON)(state.dataTimeseriesBidAsk)));
+    }
+    /**
+     * Returns the Orderbook for the specified Marketstate.
+     * */
+    topflop(listId, sourcePriorities, quality, topSize, flopSize) {
+        return this.observable({
+            subscribeListTopflop: {
+                listId: listId,
+                sourcePriorities: sourcePriorities,
+                topSize: topSize,
+                flopSize: flopSize,
+                quality: quality
+            }
+        }).pipe((0, rxjs_1.map)(state => (0, models_1.TopflopListFromJSON)(state.dataTopflopList)));
+    }
     // #############################################################################################
     updateExistingMarketstateWithDeltaUpdate(existingEntry, update) {
         const existingJson = (0, models_1.MarketstateResponseSearchToJSON)(existingEntry);
@@ -353,15 +398,20 @@ class MdsConnection {
                 outer.state.authenticationEnded();
                 subscriber.error(error);
             });
-        }).pipe((0, rxjs_1.retry)({ delay: 2000 }), (0, rxjs_1.repeat)({ delay: 2000 }))
-            .subscribe({
-            next(n) { outer.debug(`auth outer ${JSON.stringify(n)}`); },
-            error(e) { outer.error(`auth error ${JSON.stringify(e)}`); },
-            complete() { outer.debug("auth completed"); }
+        }).pipe((0, rxjs_1.retry)({ delay: 2000 }), (0, rxjs_1.repeat)({ delay: 2000 })).subscribe({
+            next(n) {
+                outer.debug(`auth outer ${JSON.stringify(n)}`);
+            },
+            error(e) {
+                outer.error(`auth error ${JSON.stringify(e)}`);
+            },
+            complete() {
+                outer.debug('auth completed');
+            }
         });
     }
     generateNextRequestId() {
-        return "request-" + this.nextGeneratedRequestId++;
+        return 'request-' + this.nextGeneratedRequestId++;
     }
     observable(req) {
         const requestId = this.generateNextRequestId();
@@ -394,7 +444,7 @@ class MdsConnection {
     processWebsocketMessageEvent(e) {
         if (e?.data) {
             const msg = JSON.parse(e.data);
-            this.debug("we received " + JSON.stringify(msg));
+            this.debug('we received ' + JSON.stringify(msg));
             this.state.messageReceived();
             if (msg.requestId) {
                 const request = this.runningRequests.get(msg.requestId);
@@ -402,16 +452,14 @@ class MdsConnection {
                     if (request.promiseResolve && request.promiseReject) {
                         if (msg.isError) {
                             request.promiseReject(msg.errorMessage);
-                            this.runningRequests.delete(msg.requestId);
                         }
                         else if (msg.isComplete) {
                             request.promiseResolve(msg);
-                            this.runningRequests.delete(msg.requestId);
                         }
                         else {
                             request.promiseReject(msg.errorMessage);
-                            this.runningRequests.delete(msg.requestId);
                         }
+                        this.runningRequests.delete(msg.requestId);
                     }
                     else if (request.observableSubscriber) {
                         if (msg.isError) {

package/lib/esm/api/MdsConnection.js

@@ -3,16 +3,16 @@ import { MdsConnectionState } from './MdsConnectionState';
 import { RunningRequest } from './RunningRequest';
 import { Observable, map, retry, repeat } from 'rxjs';
 import { MarketstateUpdate } from './MarketstateUpdate';
-import { AfuCompanyProfileFromJSON, BidAskHistoryDataFromJSON, ListingdataWithIdAndQualityFromJSON, MarketdepthWithIdFromJSON, MarketstateResponseSearchFromJSON, MarketstateResponseSearchToJSON, MasterdataMergedSummaryWithIdFromJSON, PerformanceDataForTimeRangeFromJSON, SourcedataFromJSON, TickHistoryDataFromJSON, TimeseriesDataFromJSON, TradetickerEventFromJSON, TradingtimeFromJSON, TradingtimeInfoReplyFromJSON } from '../models';
+import { AfuCompanyProfileFromJSON, BidAskHistoryDataFromJSON, ListingdataWithIdAndQualityFromJSON, MarketdepthWithIdFromJSON, MarketstateResponseSearchFromJSON, MarketstateResponseSearchToJSON, MasterdataMergedSummaryWithIdFromJSON, PerformanceDataForTimeRangeFromJSON, SourcedataFromJSON, TickHistoryDataFromJSON, TimeseriesBidAskDataFromJSON, TimeseriesDataFromJSON, TopflopListFromJSON, TradetickerEventFromJSON, TradingtimeFromJSON, TradingtimeInfoReplyFromJSON } from '../models';
 import { LruCache } from '../lrucache';
 export class MdsConnection {
     /**
      * construct an MdsConnection
      */
     constructor(websocketUrl, authdataCallback, options = { debug: false }) {
+        this.waitingForReconnect = [];
         this.state = new MdsConnectionState();
         this.waitingForAuthentification = [];
-        this.waitingForReconnect = [];
         this.nextGeneratedRequestId = 0;
         this.runningRequests = new Map();
         this.isDebug = false;
@@ -27,7 +27,7 @@ export class MdsConnection {
          */
         this.sourceCache = undefined;
         /**
-         * gets the tradingtime for a source
+         * gets the trading time for a source
          * */
         this.tradingtimeCache = undefined;
         /**
@@ -48,7 +48,7 @@ export class MdsConnection {
         this.websocket = new ReconnectingWebSocket(websocketUrl, [], options.wsOptions);
         const outer = this;
         // open-handler -> resend open requests from previous connection
-        this.websocket.onopen = function () {
+        this.websocket.onopen = () => {
             outer.debug(`websocket open, resending ${outer.waitingForReconnect.length} items`);
             outer.state.connectionOpened();
             for (const request of outer.waitingForReconnect) {
@@ -56,7 +56,7 @@ export class MdsConnection {
             }
         };
         // close handler -> store open requests for resending on reconnect
-        this.websocket.onclose = function () {
+        this.websocket.onclose = () => {
             outer.debug(`websocket closed, queuing ${outer.waitingForReconnect.length} items`);
             outer.state.connectionClosed();
             outer.waitingForReconnect = Array.from(outer.runningRequests.values());
@@ -67,7 +67,7 @@ export class MdsConnection {
         this.stayAuthenticated();
         this.reconnectTimer = setInterval(() => {
             if (!outer.state.isTimedOut()) {
-                outer.debug("websocket timed out, calling reconnect");
+                outer.debug('websocket timed out, calling reconnect');
                 outer.state.forcedDisconnect();
                 outer.websocket.reconnect();
             }
@@ -83,8 +83,7 @@ export class MdsConnection {
      * create a hearbeat observable that can be subscribed to
      */
     heartbeat() {
-        return this.observable({ heartbeat: {} })
-            .pipe(map((x) => x.dataHeartbeat));
+        return this.observable({ heartbeat: {} }).pipe(map((x) => x.dataHeartbeat));
     }
     /**
      * sets the priority for sources
@@ -165,8 +164,7 @@ export class MdsConnection {
      */
     marketstates(marketstateQueries, quality) {
         const full = new Map();
-        return this.marketstateUpdates(marketstateQueries, quality)
-            .pipe(map((update) => {
+        return this.marketstateUpdates(marketstateQueries, quality).pipe(map((update) => {
             let existingEntry = update.marketstateId ? full.get(update.marketstateId) : undefined;
             if (update.marketstateId) {
                 if (existingEntry) {
@@ -184,18 +182,26 @@ export class MdsConnection {
      * create a Marketstate for a snapshot request
      */
     marketstateSnapshot(marketstateQueries, quality) {
-        return this.observable({ listMarketstates: { marketstateQueries: marketstateQueries, quality: quality } })
-            .pipe(map((x) => MarketstateResponseSearchFromJSON(x.dataMarketstate)));
+        return this.observable({
+            listMarketstates: {
+                marketstateQueries: marketstateQueries,
+                quality: quality
+            }
+        }).pipe(map((x) => MarketstateResponseSearchFromJSON(x.dataMarketstate)));
     }
     /**
-     * create a Marketstate observable that can be subscribed to, contains only delta for every marketstate
+     * create a market state observable that can be subscribed to, contains only delta for every marketstate
      */
     marketstateUpdates(marketstateQueries, quality) {
-        return this.observable({ subscribeMarketstates: { marketstateQueries: marketstateQueries, quality: quality } })
-            .pipe(map((x) => MarketstateResponseSearchFromJSON(x.dataMarketstate)));
+        return this.observable({
+            subscribeMarketstates: {
+                marketstateQueries: marketstateQueries,
+                quality: quality
+            }
+        }).pipe(map((x) => MarketstateResponseSearchFromJSON(x.dataMarketstate)));
     }
     /**
-     * create a Marketstate observable that can be subscribed to, contains only full state for every marketstate
+     * create a market state observable that can be subscribed to, contains only full state for every marketstate
      */
     marketstatesStates(marketstateQueries, quality) {
         return this.marketstates(marketstateQueries, quality).pipe(map((x) => x.state));
@@ -237,8 +243,8 @@ export class MdsConnection {
         }).pipe(map(state => TimeseriesDataFromJSON(state.dataTimeseries)));
     }
     /**
-    * Returns the Orderbook for the specified Marketstate.
-    * */
+     * Returns the Orderbook for the specified Marketstate.
+     * */
     marketdepth(marketstateId, quality, orderBookVariant) {
         return this.observable({
             subscribeMarketdepth: {
@@ -299,6 +305,45 @@ export class MdsConnection {
             return tickHistory;
         }));
     }
+    timeseriesBidAsk(marketstateId, resolution, start, end, quality) {
+        return this.observable({
+            subscribeTimeseriesBidAsk: {
+                resolution: resolution,
+                marketstateId: marketstateId,
+                start: start instanceof Date ? start?.toISOString() : start,
+                end: end instanceof Date ? end?.toISOString() : end,
+                quality: quality
+            }
+        }).pipe(map(state => TimeseriesBidAskDataFromJSON(state.dataTimeseriesBidAsk)));
+    }
+    /**
+     * Returns the Open-High-Low-Close Timeseries for the specified Instrument on the Source.
+     * */
+    timeseriesBidAskSnapshot(marketstateId, resolution, start, end, quality) {
+        return this.observable({
+            listTimeseriesBidAsk: {
+                resolution: resolution,
+                marketstateId: marketstateId,
+                start: start instanceof Date ? start?.toISOString() : start,
+                end: end instanceof Date ? end?.toISOString() : end,
+                quality: quality
+            }
+        }).pipe(map(state => TimeseriesBidAskDataFromJSON(state.dataTimeseriesBidAsk)));
+    }
+    /**
+     * Returns the Orderbook for the specified Marketstate.
+     * */
+    topflop(listId, sourcePriorities, quality, topSize, flopSize) {
+        return this.observable({
+            subscribeListTopflop: {
+                listId: listId,
+                sourcePriorities: sourcePriorities,
+                topSize: topSize,
+                flopSize: flopSize,
+                quality: quality
+            }
+        }).pipe(map(state => TopflopListFromJSON(state.dataTopflopList)));
+    }
     // #############################################################################################
     updateExistingMarketstateWithDeltaUpdate(existingEntry, update) {
         const existingJson = MarketstateResponseSearchToJSON(existingEntry);
@@ -347,15 +392,20 @@ export class MdsConnection {
                 outer.state.authenticationEnded();
                 subscriber.error(error);
             });
-        }).pipe(retry({ delay: 2000 }), repeat({ delay: 2000 }))
-            .subscribe({
-            next(n) { outer.debug(`auth outer ${JSON.stringify(n)}`); },
-            error(e) { outer.error(`auth error ${JSON.stringify(e)}`); },
-            complete() { outer.debug("auth completed"); }
+        }).pipe(retry({ delay: 2000 }), repeat({ delay: 2000 })).subscribe({
+            next(n) {
+                outer.debug(`auth outer ${JSON.stringify(n)}`);
+            },
+            error(e) {
+                outer.error(`auth error ${JSON.stringify(e)}`);
+            },
+            complete() {
+                outer.debug('auth completed');
+            }
         });
     }
     generateNextRequestId() {
-        return "request-" + this.nextGeneratedRequestId++;
+        return 'request-' + this.nextGeneratedRequestId++;
     }
     observable(req) {
         const requestId = this.generateNextRequestId();
@@ -388,7 +438,7 @@ export class MdsConnection {
     processWebsocketMessageEvent(e) {
         if (e?.data) {
             const msg = JSON.parse(e.data);
-            this.debug("we received " + JSON.stringify(msg));
+            this.debug('we received ' + JSON.stringify(msg));
             this.state.messageReceived();
             if (msg.requestId) {
                 const request = this.runningRequests.get(msg.requestId);
@@ -396,16 +446,14 @@ export class MdsConnection {
                     if (request.promiseResolve && request.promiseReject) {
                         if (msg.isError) {
                             request.promiseReject(msg.errorMessage);
-                            this.runningRequests.delete(msg.requestId);
                         }
                         else if (msg.isComplete) {
                             request.promiseResolve(msg);
-                            this.runningRequests.delete(msg.requestId);
                         }
                         else {
                             request.promiseReject(msg.errorMessage);
-                            this.runningRequests.delete(msg.requestId);
                         }
+                        this.runningRequests.delete(msg.requestId);
                     }
                     else if (request.observableSubscriber) {
                         if (msg.isError) {

package/lib/types/api/MdsConnection.d.ts

@@ -1,18 +1,19 @@
 import { MdsAuthdata } from './MdsAuthdata';
+import { RunningRequest } from './RunningRequest';
 import { MdsOptions } from './MdsOptions';
 import { Observable } from 'rxjs';
 import { MarketstateUpdate } from './MarketstateUpdate';
-import { AfuCompanyProfile, BidAskHistoryData, ListingdataWithIdAndQuality, MarketdepthWithId, MarketstateResponseSearch, MasterdataMergedSummaryWithId, OrderBookVariant, PerformanceDataForTimeRange, Quality, Resolution, Sourcedata, TickHistoryData, TimeRange, TimeseriesData, TradetickerEvent, Tradingtime, TradingtimeInfoReply, WebSocketMessage } from '../models';
+import { AfuCompanyProfile, BidAskHistoryData, ListingdataWithIdAndQuality, MarketdepthWithId, MarketstateResponseSearch, MasterdataMergedSummaryWithId, OrderBookVariant, PerformanceDataForTimeRange, Quality, Resolution, Sourcedata, TickHistoryData, TimeRange, TimeseriesBidAskData, TimeseriesData, TopflopList, TradetickerEvent, Tradingtime, TradingtimeInfoReply, WebSocketMessage } from '../models';
 export declare class MdsConnection {
-    private websocket;
+    protected waitingForReconnect: RunningRequest[];
+    private readonly websocket;
     private readonly authdataCallback;
-    private state;
+    private readonly state;
     private waitingForAuthentification;
-    private waitingForReconnect;
     private nextGeneratedRequestId;
     private readonly runningRequests;
-    private isDebug;
-    private reconnectTimer;
+    private readonly isDebug;
+    private readonly reconnectTimer;
     /**
      * construct an MdsConnection
      */
@@ -36,7 +37,7 @@ export declare class MdsConnection {
     private sourceCache;
     source(sourceId: string): Promise<Sourcedata>;
     /**
-     * gets the tradingtime for a source
+     * gets the trading time for a source
      * */
     private tradingtimeCache;
     tradingtime(sourceId: string): Promise<Tradingtime>;
@@ -79,11 +80,11 @@ export declare class MdsConnection {
      */
     marketstateSnapshot(marketstateQueries: string[], quality?: Quality): Observable<MarketstateResponseSearch>;
     /**
-     * create a Marketstate observable that can be subscribed to, contains only delta for every marketstate
+     * create a market state observable that can be subscribed to, contains only delta for every marketstate
      */
     marketstateUpdates(marketstateQueries: string[], quality?: Quality): Observable<MarketstateResponseSearch>;
     /**
-     * create a Marketstate observable that can be subscribed to, contains only full state for every marketstate
+     * create a market state observable that can be subscribed to, contains only full state for every marketstate
      */
     marketstatesStates(marketstateQueries: string[], quality?: Quality): Observable<MarketstateResponseSearch | undefined>;
     /**
@@ -95,8 +96,8 @@ export declare class MdsConnection {
      * */
     timeseriesSnapshot(marketstateId: string, resolution: Resolution, start?: Date | string, end?: Date | string, cleanSplits?: boolean, cleanDividends?: boolean, cleanDistributions?: boolean, cleanSubscriptions?: boolean, quality?: Quality): Observable<TimeseriesData>;
     /**
-    * Returns the Orderbook for the specified Marketstate.
-    * */
+     * Returns the Orderbook for the specified Marketstate.
+     * */
     marketdepth(marketstateId: string, quality?: Quality, orderBookVariant?: OrderBookVariant): Observable<MarketdepthWithId>;
     /**
      * Returns the performance for a specified listing of an instrument.
@@ -110,6 +111,15 @@ export declare class MdsConnection {
      * Returns the tick history for the specified Instrument on the Source.
      */
     tickHistory(marketstateId: string, start?: Date | string, end?: Date | string, filterByVolume?: boolean, quality?: Quality, offset?: number, limit?: number): Observable<TickHistoryData>;
+    timeseriesBidAsk(marketstateId: string, resolution: Resolution, start?: Date | string, end?: Date | string, quality?: Quality): Observable<TimeseriesBidAskData>;
+    /**
+     * Returns the Open-High-Low-Close Timeseries for the specified Instrument on the Source.
+     * */
+    timeseriesBidAskSnapshot(marketstateId: string, resolution: Resolution, start?: Date | string, end?: Date | string, quality?: Quality): Observable<TimeseriesBidAskData>;
+    /**
+     * Returns the Orderbook for the specified Marketstate.
+     * */
+    topflop(listId: string, sourcePriorities: string[], quality: Quality, topSize?: number, flopSize?: number): Observable<TopflopList>;
     private updateExistingMarketstateWithDeltaUpdate;
     private sendAsSoonAsAuthenticationPermits;
     private stayAuthenticated;

package/lib/types/api/MdsConnection.d.ts.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@ariva-mds/mds",
-  "version": "2.60.0",
+  "version": "2.62.0",
   "description": "Stock market data",
   "license": "Commercial, contact sales@ariva.de",
   "keywords": [