@huskly/ibkr-client 1.3.1 → 1.5.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +88 -0
- package/dist/ibkr/ibkrApiTypes.d.ts +2 -0
- package/dist/ibkr/ibkrApiTypes.d.ts.map +1 -1
- package/dist/ibkr/ibkrClient.d.ts +35 -2
- package/dist/ibkr/ibkrClient.d.ts.map +1 -1
- package/dist/ibkr/ibkrClient.js +281 -32
- package/dist/ibkr/ibkrClient.js.map +1 -1
- package/dist/ibkr/optionContract.d.ts +13 -1
- package/dist/ibkr/optionContract.d.ts.map +1 -1
- package/dist/ibkr/optionContract.js +15 -3
- package/dist/ibkr/optionContract.js.map +1 -1
- package/dist/index.d.ts +1 -1
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js.map +1 -1
- package/dist/types.d.ts +77 -1
- package/dist/types.d.ts.map +1 -1
- package/package.json +1 -1
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@@ -1,6 +1,13 @@
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import type { OptionContract, OptionRight } from "../types.js";
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export interface ParsedOsiOptionSymbol {
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/**
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* The OSI root, which names the option listing class and not always the underlying.
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*
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* `SPXW 260917P07000000` has the root `SPXW` and the underlying `SPX`. An OSI symbol carries no
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* underlying of its own, so a caller that needs one must keep it beside the symbol, or quote the
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* contract by its broker conid.
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*/
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root: string;
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expiry: string;
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strike: number;
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right: OptionRight;
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@@ -15,6 +22,11 @@ export declare function parseOsiOptionSymbol(symbol: string): ParsedOsiOptionSym
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export declare function normalizeOptionContract(input: {
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conid?: number | undefined;
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symbol?: string | undefined;
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/**
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* The IBKR listing class, for example `SPX` or `SPXW`. It names the deliverable, and two classes
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* of one underlying quote the same expiry, strike, and right as different products.
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*/
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tradingClass?: string | undefined;
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maturityDate?: string | undefined;
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right?: string | undefined;
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strike?: string | number | undefined;
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@@ -1 +1 @@
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-
{"version":3,"file":"optionContract.d.ts","sourceRoot":"","sources":["../../src/ibkr/optionContract.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAI/D,MAAM,WAAW,qBAAqB;IACpC,
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{"version":3,"file":"optionContract.d.ts","sourceRoot":"","sources":["../../src/ibkr/optionContract.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAI/D,MAAM,WAAW,qBAAqB;IACpC;;;;;;OAMG;IACH,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,WAAW,CAAC;CACpB;AAmBD,wBAAgB,qBAAqB,CAAC,KAAK,EAAE;IAC3C,UAAU,EAAE,MAAM,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,WAAW,CAAC;CACpB,GAAG,MAAM,CAWT;AAED,wBAAgB,oBAAoB,CAAC,MAAM,EAAE,MAAM,GAAG,qBAAqB,GAAG,IAAI,CAkBjF;AAED,wBAAgB,uBAAuB,CAAC,KAAK,EAAE;IAC7C,KAAK,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAC3B,MAAM,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAC5B;;;OAGG;IACH,YAAY,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAClC,YAAY,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAClC,KAAK,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAC3B,MAAM,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC;CACtC,GAAG,cAAc,GAAG,IAAI,CAyCxB"}
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@@ -38,7 +38,7 @@ export function parseOsiOptionSymbol(symbol) {
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return null;
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try {
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return {
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-
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root: root.trim(),
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expiry: calendarDate(`20${date}`),
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right,
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strike: Number(strike) / 1000,
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@@ -62,14 +62,26 @@ export function normalizeOptionContract(input) {
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return null;
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}
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const expiry = calendarDate(input.maturityDate);
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// The OSI root is the listing class, not the underlying. `SPX` and `SPXW` are two deliverables
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// with different settlement, and a root of `SPX` for both makes one identity out of two
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// contracts.
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//
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// A definition that states no class is not given one. `tradingClass` stays `null`, which says
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// the broker did not report it, and the root falls back to the underlying so the contract stays
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// usable. Discovery then refuses any month in which two conids reach the same symbol, so an
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// unstated class can never hide a collision behind a plausible identity.
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const tradingClass = input.tradingClass?.trim().toUpperCase();
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const underlying = input.symbol.trim().toUpperCase();
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const stated = tradingClass !== undefined && tradingClass.length > 0 ? tradingClass : null;
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return {
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conid: input.conid,
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underlying
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underlying,
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tradingClass: stated,
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expiry,
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strike,
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right,
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symbol: formatOsiOptionSymbol({
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underlying:
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underlying: stated ?? underlying,
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expiry,
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strike,
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right,
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@@ -1 +1 @@
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{"version":3,"file":"optionContract.js","sourceRoot":"","sources":["../../src/ibkr/optionContract.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,GAAG,8BAA8B,CAAC;
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{"version":3,"file":"optionContract.js","sourceRoot":"","sources":["../../src/ibkr/optionContract.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,GAAG,8BAA8B,CAAC;AAgBnD,SAAS,YAAY,CAAC,GAAW;IAC/B,MAAM,MAAM,GAAG,GAAG,CAAC,OAAO,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;IACrC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC;QAAE,MAAM,IAAI,KAAK,CAAC,0BAA0B,GAAG,EAAE,CAAC,CAAC;IAC9E,MAAM,IAAI,GAAG,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACxC,MAAM,KAAK,GAAG,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACzC,MAAM,GAAG,GAAG,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACvC,MAAM,IAAI,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,KAAK,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC;IACtD,IACE,IAAI,CAAC,cAAc,EAAE,KAAK,IAAI;QAC9B,IAAI,CAAC,WAAW,EAAE,KAAK,KAAK,GAAG,CAAC;QAChC,IAAI,CAAC,UAAU,EAAE,KAAK,GAAG,EACzB,CAAC;QACD,MAAM,IAAI,KAAK,CAAC,0BAA0B,GAAG,EAAE,CAAC,CAAC;IACnD,CAAC;IACD,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC;AAC7E,CAAC;AAED,MAAM,UAAU,qBAAqB,CAAC,KAKrC;IACC,MAAM,UAAU,GAAG,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,CAAC,WAAW,EAAE,CAAC;IACzD,IAAI,CAAC,UAAU,IAAI,UAAU,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACzC,MAAM,IAAI,KAAK,CAAC,+CAA+C,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IACrF,CAAC;IACD,MAAM,MAAM,GAAG,YAAY,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;IACrE,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,IAAI,CAAC,CAAC;IACrD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,IAAI,YAAY,GAAG,UAAU,EAAE,CAAC;QACrF,MAAM,IAAI,KAAK,CAAC,0BAA0B,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;IACpE,CAAC;IACD,OAAO,GAAG,UAAU,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,GAAG,KAAK,CAAC,KAAK,GAAG,MAAM,CAAC,YAAY,CAAC,CAAC,QAAQ,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC;AAClG,CAAC;AAED,MAAM,UAAU,oBAAoB,CAAC,MAAc;IACjD,MAAM,KAAK,GAAG,WAAW,CAAC,IAAI,CAAC,MAAM,CAAC,WAAW,EAAE,CAAC,CAAC;IACrD,IAAI,CAAC,KAAK;QAAE,OAAO,IAAI,CAAC;IACxB,MAAM,CAAC,EAAE,IAAI,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,CAAC,GAAG,KAAK,CAAC;IAC5C,IAAI,KAAK,KAAK,SAAS,IAAI,MAAM,KAAK,SAAS,IAAI,IAAI,KAAK,SAAS,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QAC5F,OAAO,IAAI,CAAC;IACd,CAAC;IACD,IAAI,KAAK,KAAK,GAAG,IAAI,KAAK,KAAK,GAAG;QAAE,OAAO,IAAI,CAAC;IAChD,IAAI,CAAC;QACH,OAAO;YACL,IAAI,EAAE,IAAI,CAAC,IAAI,EAAE;YACjB,MAAM,EAAE,YAAY,CAAC,KAAK,IAAI,EAAE,CAAC;YACjC,KAAK;YACL,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC,GAAG,IAAI;SAC9B,CAAC;IACJ,CAAC;IAAC,MAAM,CAAC;QACP,OAAO,IAAI,CAAC;IACd,CAAC;AACH,CAAC;AAED,MAAM,UAAU,uBAAuB,CAAC,KAWvC;IACC,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,EAAE,WAAW,EAAE,CAAC;IACzC,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IACpC,IACE,KAAK,CAAC,KAAK,KAAK,SAAS;QACzB,CAAC,MAAM,CAAC,aAAa,CAAC,KAAK,CAAC,KAAK,CAAC;QAClC,KAAK,CAAC,KAAK,IAAI,CAAC;QAChB,CAAC,KAAK,CAAC,MAAM;QACb,CAAC,KAAK,CAAC,YAAY;QACnB,CAAC,KAAK,KAAK,GAAG,IAAI,KAAK,KAAK,GAAG,CAAC;QAChC,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC;QACxB,MAAM,IAAI,CAAC,EACX,CAAC;QACD,OAAO,IAAI,CAAC;IACd,CAAC;IACD,MAAM,MAAM,GAAG,YAAY,CAAC,KAAK,CAAC,YAAY,CAAC,CAAC;IAChD,+FAA+F;IAC/F,wFAAwF;IACxF,aAAa;IACb,EAAE;IACF,8FAA8F;IAC9F,gGAAgG;IAChG,4FAA4F;IAC5F,yEAAyE;IACzE,MAAM,YAAY,GAAG,KAAK,CAAC,YAAY,EAAE,IAAI,EAAE,CAAC,WAAW,EAAE,CAAC;IAC9D,MAAM,UAAU,GAAG,KAAK,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,WAAW,EAAE,CAAC;IACrD,MAAM,MAAM,GAAG,YAAY,KAAK,SAAS,IAAI,YAAY,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,IAAI,CAAC;IAC3F,OAAO;QACL,KAAK,EAAE,KAAK,CAAC,KAAK;QAClB,UAAU;QACV,YAAY,EAAE,MAAM;QACpB,MAAM;QACN,MAAM;QACN,KAAK;QACL,MAAM,EAAE,qBAAqB,CAAC;YAC5B,UAAU,EAAE,MAAM,IAAI,UAAU;YAChC,MAAM;YACN,MAAM;YACN,KAAK;SACN,CAAC;KACH,CAAC;AACJ,CAAC"}
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package/dist/index.d.ts
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export { IbkrRequestSchedulerError } from "./ibkr/requestScheduler.js";
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export type { IbkrRequestPriority, IbkrRequestErrorClassification, IbkrRequestTelemetry, IbkrRequestSchedulerOptions, } from "./ibkr/requestScheduler.js";
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export { buildOauthConfig } from "./ibkr/oauthConfig.js";
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export type { AccountMargin, AccountMarginSnapshot, AccountBalances, ActiveDerivativeOptionIdentity, ActiveDerivativeOrder, ActiveDerivativeOrderLeg, ActiveDerivativeOrderUncertainty, AuthStatus, BrokerClient, BrokerAccountOrders, BrokerInstrument, BrokerInstrumentSearchProjection, BrokerOrder, BrokerOrderLeg, BrokerOrdersOptions, BrokerPosition, BrokerQuote, BrokerQuoteData, BrokerQuoteOptions, BrokerQuoteRequest, BrokerQuoteReference, BrokerTransaction, BrokerTransactionHistory, BrokerTransferItem, DerivativeAssetClass, DerivativeContract, DerivativeContractQuery, DerivativeDataAvailability, MarketDataAvailability, DerivativeDiscoveryClient, DerivativeExpiry, DerivativeExpiryQuery, DerivativeQuote, DerivativeReferenceQuote, BrokerEnvironment, BrokerErrorDetail, DerivativeComboLeg, DerivativeComboPreviewRequest, DerivativeComboPreviewResult, DerivativeComboExecutionRequest, DerivativeContingentChildOrderRequest, DerivativeContingentOrderEvidence, DerivativeContingentParentOrderRequest, DerivativeContingentWarningContinuation, DerivativeMultiOrderResult, DerivativeOrderCancelRequest, DerivativeExecutionClient, DerivativeExecution, DerivativeExecutionQuery, DerivativeOrderCancellationResult, DerivativeOrderGraphLookup, DerivativeOrderGraphMemberEvidence, DerivativeOrderGraphNode, DerivativeOrderGraphOrderType, DerivativeOrderGraphRequest, DerivativeOrderGraphResult, DerivativeOrderGraphWarningContinuation, DerivativeOrderLegStatus, DerivativeOrderLifecycle, DerivativeOrderLookup, DerivativeOrderSide, DerivativeSingleOrderRequest, DerivativeSingleOrderType, DerivativeSubmittedOrder, DerivativeOrderStatus, DerivativeOrderSubmissionResult, DerivativeExecutionSide, DerivativeComboReconciliationRequest, DerivativeLegExecutionSummary, DerivativeComboReconciliation, DerivativePreviewClient, MarginImpact, OrderWarning, TradingDiagnostics, CmeOperatorMetadata, OptionChainSnapshot, OptionChainSnapshotDiagnostics, OptionChainSnapshotField, OptionChainSnapshotQuote, OptionContract, OptionDiscoveryTelemetry, OptionMarketQuote, OptionQuoteRequest, OptionRight, PriceHistoryBar, PriceHistoryContract, PriceHistoryContractCandidate, PriceHistoryContractSelector, PriceHistorySecurityType, PriceHistoryRequest, PriceHistoryResult, PriceHistoryTelemetry, } from "./types.js";
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export type { AccountMargin, AccountMarginSnapshot, AccountBalances, ActiveDerivativeOptionIdentity, ActiveDerivativeOrder, ActiveDerivativeOrderLeg, ActiveDerivativeOrderUncertainty, AuthStatus, BrokerClient, BrokerAccountOrders, BrokerInstrument, BrokerInstrumentSearchProjection, BrokerOrder, BrokerOrderLeg, BrokerOrdersOptions, BrokerPosition, BrokerQuote, BrokerQuoteData, BrokerQuoteOptions, BrokerQuoteRequest, BrokerQuoteReference, BrokerTransaction, BrokerTransactionHistory, BrokerTransferItem, DerivativeAssetClass, DerivativeContract, DerivativeContractQuery, DerivativeDataAvailability, MarketDataAvailability, DerivativeDiscoveryClient, DerivativeExpiry, DerivativeExpiryQuery, DerivativeQuote, DerivativeReferenceQuote, BrokerEnvironment, BrokerErrorDetail, DerivativeComboLeg, DerivativeComboPreviewRequest, DerivativeComboPreviewResult, DerivativeComboExecutionRequest, DerivativeContingentChildOrderRequest, DerivativeContingentOrderEvidence, DerivativeContingentParentOrderRequest, DerivativeContingentWarningContinuation, DerivativeMultiOrderResult, DerivativeOrderCancelRequest, DerivativeExecutionClient, DerivativeExecution, DerivativeExecutionQuery, DerivativeOrderCancellationResult, DerivativeOrderGraphLookup, DerivativeOrderGraphMemberEvidence, DerivativeOrderGraphNode, DerivativeOrderGraphOrderType, DerivativeOrderGraphRequest, DerivativeOrderGraphResult, DerivativeOrderGraphWarningContinuation, DerivativeOrderLegStatus, DerivativeOrderLifecycle, DerivativeOrderLookup, DerivativeOrderSide, DerivativeSingleOrderRequest, DerivativeSingleOrderType, DerivativeSubmittedOrder, DerivativeOrderStatus, DerivativeOrderSubmissionResult, DerivativeExecutionSide, DerivativeComboReconciliationRequest, DerivativeLegExecutionSummary, DerivativeComboReconciliation, DerivativePreviewClient, MarginImpact, OrderWarning, TradingDiagnostics, CmeOperatorMetadata, OptionChainSnapshot, OptionChainSnapshotDiagnostics, OptionChainSnapshotField, OptionChainSnapshotQuote, OptionContract, OptionDefinitionCache, OptionDefinitionCacheEntry, OptionDefinitionCacheKey, OptionDiscoveryTelemetry, OptionMarketQuote, OptionQuoteRequest, OptionRight, OptionStrikeRange, PriceHistoryBar, PriceHistoryContract, PriceHistoryContractCandidate, PriceHistoryContractSelector, PriceHistorySecurityType, PriceHistoryRequest, PriceHistoryResult, PriceHistoryTelemetry, } from "./types.js";
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export { formatOsiOptionSymbol, parseOsiOptionSymbol } from "./ibkr/optionContract.js";
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export { normalizeDerivativeDataAvailability } from "./ibkr/derivativeContract.js";
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//# sourceMappingURL=index.d.ts.map
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package/dist/index.d.ts.map
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-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,0EAA0E;AAC1E,OAAO,EACL,UAAU,EACV,uBAAuB,EACvB,aAAa,EACb,6BAA6B,EAC7B,4BAA4B,GAC7B,MAAM,sBAAsB,CAAC;AAC9B,YAAY,EACV,iBAAiB,EACjB,qBAAqB,EACrB,sBAAsB,GACvB,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EAAE,yBAAyB,EAAE,MAAM,4BAA4B,CAAC;AACvE,YAAY,EACV,mBAAmB,EACnB,8BAA8B,EAC9B,oBAAoB,EACpB,2BAA2B,GAC5B,MAAM,4BAA4B,CAAC;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;AACzD,YAAY,EACV,aAAa,EACb,qBAAqB,EACrB,eAAe,EACf,8BAA8B,EAC9B,qBAAqB,EACrB,wBAAwB,EACxB,gCAAgC,EAChC,UAAU,EACV,YAAY,EACZ,mBAAmB,EACnB,gBAAgB,EAChB,gCAAgC,EAChC,WAAW,EACX,cAAc,EACd,mBAAmB,EACnB,cAAc,EACd,WAAW,EACX,eAAe,EACf,kBAAkB,EAClB,kBAAkB,EAClB,oBAAoB,EACpB,iBAAiB,EACjB,wBAAwB,EACxB,kBAAkB,EAClB,oBAAoB,EACpB,kBAAkB,EAClB,uBAAuB,EACvB,0BAA0B,EAC1B,sBAAsB,EACtB,yBAAyB,EACzB,gBAAgB,EAChB,qBAAqB,EACrB,eAAe,EACf,wBAAwB,EACxB,iBAAiB,EACjB,iBAAiB,EACjB,kBAAkB,EAClB,6BAA6B,EAC7B,4BAA4B,EAC5B,+BAA+B,EAC/B,qCAAqC,EACrC,iCAAiC,EACjC,sCAAsC,EACtC,uCAAuC,EACvC,0BAA0B,EAC1B,4BAA4B,EAC5B,yBAAyB,EACzB,mBAAmB,EACnB,wBAAwB,EACxB,iCAAiC,EACjC,0BAA0B,EAC1B,kCAAkC,EAClC,wBAAwB,EACxB,6BAA6B,EAC7B,2BAA2B,EAC3B,0BAA0B,EAC1B,uCAAuC,EACvC,wBAAwB,EACxB,wBAAwB,EACxB,qBAAqB,EACrB,mBAAmB,EACnB,4BAA4B,EAC5B,yBAAyB,EACzB,wBAAwB,EACxB,qBAAqB,EACrB,+BAA+B,EAC/B,uBAAuB,EACvB,oCAAoC,EACpC,6BAA6B,EAC7B,6BAA6B,EAC7B,uBAAuB,EACvB,YAAY,EACZ,YAAY,EACZ,kBAAkB,EAClB,mBAAmB,EACnB,mBAAmB,EACnB,8BAA8B,EAC9B,wBAAwB,EACxB,wBAAwB,EACxB,cAAc,EACd,wBAAwB,EACxB,iBAAiB,EACjB,kBAAkB,EAClB,WAAW,EACX,eAAe,EACf,oBAAoB,EACpB,6BAA6B,EAC7B,4BAA4B,EAC5B,wBAAwB,EACxB,mBAAmB,EACnB,kBAAkB,EAClB,qBAAqB,GACtB,MAAM,YAAY,CAAC;AACpB,OAAO,EAAE,qBAAqB,EAAE,oBAAoB,EAAE,MAAM,0BAA0B,CAAC;AACvF,OAAO,EAAE,mCAAmC,EAAE,MAAM,8BAA8B,CAAC"}
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,0EAA0E;AAC1E,OAAO,EACL,UAAU,EACV,uBAAuB,EACvB,aAAa,EACb,6BAA6B,EAC7B,4BAA4B,GAC7B,MAAM,sBAAsB,CAAC;AAC9B,YAAY,EACV,iBAAiB,EACjB,qBAAqB,EACrB,sBAAsB,GACvB,MAAM,sBAAsB,CAAC;AAC9B,OAAO,EAAE,yBAAyB,EAAE,MAAM,4BAA4B,CAAC;AACvE,YAAY,EACV,mBAAmB,EACnB,8BAA8B,EAC9B,oBAAoB,EACpB,2BAA2B,GAC5B,MAAM,4BAA4B,CAAC;AACpC,OAAO,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;AACzD,YAAY,EACV,aAAa,EACb,qBAAqB,EACrB,eAAe,EACf,8BAA8B,EAC9B,qBAAqB,EACrB,wBAAwB,EACxB,gCAAgC,EAChC,UAAU,EACV,YAAY,EACZ,mBAAmB,EACnB,gBAAgB,EAChB,gCAAgC,EAChC,WAAW,EACX,cAAc,EACd,mBAAmB,EACnB,cAAc,EACd,WAAW,EACX,eAAe,EACf,kBAAkB,EAClB,kBAAkB,EAClB,oBAAoB,EACpB,iBAAiB,EACjB,wBAAwB,EACxB,kBAAkB,EAClB,oBAAoB,EACpB,kBAAkB,EAClB,uBAAuB,EACvB,0BAA0B,EAC1B,sBAAsB,EACtB,yBAAyB,EACzB,gBAAgB,EAChB,qBAAqB,EACrB,eAAe,EACf,wBAAwB,EACxB,iBAAiB,EACjB,iBAAiB,EACjB,kBAAkB,EAClB,6BAA6B,EAC7B,4BAA4B,EAC5B,+BAA+B,EAC/B,qCAAqC,EACrC,iCAAiC,EACjC,sCAAsC,EACtC,uCAAuC,EACvC,0BAA0B,EAC1B,4BAA4B,EAC5B,yBAAyB,EACzB,mBAAmB,EACnB,wBAAwB,EACxB,iCAAiC,EACjC,0BAA0B,EAC1B,kCAAkC,EAClC,wBAAwB,EACxB,6BAA6B,EAC7B,2BAA2B,EAC3B,0BAA0B,EAC1B,uCAAuC,EACvC,wBAAwB,EACxB,wBAAwB,EACxB,qBAAqB,EACrB,mBAAmB,EACnB,4BAA4B,EAC5B,yBAAyB,EACzB,wBAAwB,EACxB,qBAAqB,EACrB,+BAA+B,EAC/B,uBAAuB,EACvB,oCAAoC,EACpC,6BAA6B,EAC7B,6BAA6B,EAC7B,uBAAuB,EACvB,YAAY,EACZ,YAAY,EACZ,kBAAkB,EAClB,mBAAmB,EACnB,mBAAmB,EACnB,8BAA8B,EAC9B,wBAAwB,EACxB,wBAAwB,EACxB,cAAc,EACd,qBAAqB,EACrB,0BAA0B,EAC1B,wBAAwB,EACxB,wBAAwB,EACxB,iBAAiB,EACjB,kBAAkB,EAClB,WAAW,EACX,iBAAiB,EACjB,eAAe,EACf,oBAAoB,EACpB,6BAA6B,EAC7B,4BAA4B,EAC5B,wBAAwB,EACxB,mBAAmB,EACnB,kBAAkB,EAClB,qBAAqB,GACtB,MAAM,YAAY,CAAC;AACpB,OAAO,EAAE,qBAAqB,EAAE,oBAAoB,EAAE,MAAM,0BAA0B,CAAC;AACvF,OAAO,EAAE,mCAAmC,EAAE,MAAM,8BAA8B,CAAC"}
|
package/dist/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,0EAA0E;AAC1E,OAAO,EACL,UAAU,EACV,uBAAuB,EACvB,aAAa,EACb,6BAA6B,EAC7B,4BAA4B,GAC7B,MAAM,sBAAsB,CAAC;AAM9B,OAAO,EAAE,yBAAyB,EAAE,MAAM,4BAA4B,CAAC;AAOvE,OAAO,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,0EAA0E;AAC1E,OAAO,EACL,UAAU,EACV,uBAAuB,EACvB,aAAa,EACb,6BAA6B,EAC7B,4BAA4B,GAC7B,MAAM,sBAAsB,CAAC;AAM9B,OAAO,EAAE,yBAAyB,EAAE,MAAM,4BAA4B,CAAC;AAOvE,OAAO,EAAE,gBAAgB,EAAE,MAAM,uBAAuB,CAAC;AAmGzD,OAAO,EAAE,qBAAqB,EAAE,oBAAoB,EAAE,MAAM,0BAA0B,CAAC;AACvF,OAAO,EAAE,mCAAmC,EAAE,MAAM,8BAA8B,CAAC"}
|
package/dist/types.d.ts
CHANGED
|
@@ -547,7 +547,12 @@ export interface DerivativeOrderLifecycle {
|
|
|
547
547
|
export type ActiveDerivativeOrderUncertainty = "UNKNOWN_STATUS" | "UNKNOWN_SIDE" | "MISSING_BROKER_ORDER_ID" | "MISSING_LEG_IDENTITY" | "MALFORMED_CONIDEX" | "AGGREGATE_ONLY" | "MISSING_PARENT" | "AMBIGUOUS_PARENT" | "DUPLICATE_MEMBER" | "INCOMPLETE_QUANTITIES" | "PARTIAL_GRAPH";
|
|
548
548
|
export interface ActiveDerivativeOptionIdentity {
|
|
549
549
|
symbol: string;
|
|
550
|
-
|
|
550
|
+
/**
|
|
551
|
+
* The OSI root read from the order description, which names the listing class rather than the
|
|
552
|
+
* underlying. `SPXW` is the root of an SPX weekly. The description carries no underlying, so
|
|
553
|
+
* none is reported rather than guessed.
|
|
554
|
+
*/
|
|
555
|
+
root: string;
|
|
551
556
|
expiry: string;
|
|
552
557
|
strike: number;
|
|
553
558
|
right: OptionRight;
|
|
@@ -698,6 +703,19 @@ export interface OptionContract {
|
|
|
698
703
|
conid: number;
|
|
699
704
|
symbol: string;
|
|
700
705
|
underlying: string;
|
|
706
|
+
/**
|
|
707
|
+
* The IBKR listing class of this contract, for example `SPX` or `SPXW`, or `null` when IBKR
|
|
708
|
+
* stated none.
|
|
709
|
+
*
|
|
710
|
+
* Two classes of one underlying list the same expiry, strike, and right as different products
|
|
711
|
+
* with different settlement, so the class is part of contract identity and is the root of
|
|
712
|
+
* {@link symbol}.
|
|
713
|
+
*
|
|
714
|
+
* `null` means the broker did not report a class, not that the contract has none. The root of
|
|
715
|
+
* {@link symbol} then falls back to {@link underlying}, and discovery refuses a month in which
|
|
716
|
+
* two conids reach one symbol, so an unstated class cannot hide a collision.
|
|
717
|
+
*/
|
|
718
|
+
tradingClass: string | null;
|
|
701
719
|
expiry: string;
|
|
702
720
|
strike: number;
|
|
703
721
|
right: OptionRight;
|
|
@@ -802,6 +820,14 @@ export interface OptionQuoteRequest {
|
|
|
802
820
|
expiry: string;
|
|
803
821
|
strike: number;
|
|
804
822
|
right: OptionRight;
|
|
823
|
+
/**
|
|
824
|
+
* The IBKR listing class to resolve, for example `SPXW`.
|
|
825
|
+
*
|
|
826
|
+
* Required only where one underlying lists the same expiry, strike, and right in more than one
|
|
827
|
+
* class. Omitted, the request accepts any class and refuses when more than one answers, because
|
|
828
|
+
* two classes are two products with different settlement.
|
|
829
|
+
*/
|
|
830
|
+
tradingClass?: string;
|
|
805
831
|
}
|
|
806
832
|
/** Safe phase timing for option discovery. It never contains account or credential data. */
|
|
807
833
|
export interface OptionDiscoveryTelemetry {
|
|
@@ -813,6 +839,56 @@ export interface OptionDiscoveryTelemetry {
|
|
|
813
839
|
durationMs: number;
|
|
814
840
|
definitionRequestCount: number;
|
|
815
841
|
snapshotBatchCount: number;
|
|
842
|
+
/** Strikes the month lists, before {@link OptionStrikeRange} removes any. */
|
|
843
|
+
listedStrikeCount: number;
|
|
844
|
+
/** Strikes kept after {@link OptionStrikeRange}. Equal to the listed count when no range applies. */
|
|
845
|
+
selectedStrikeCount: number;
|
|
846
|
+
/** Definitions an {@link OptionDefinitionCache} supplied, so no request was made for them. */
|
|
847
|
+
cachedDefinitionCount: number;
|
|
848
|
+
}
|
|
849
|
+
/**
|
|
850
|
+
* An inclusive strike band for one discovery operation. A caller that knows which strikes it can
|
|
851
|
+
* use supplies this band, because a security definition costs one paced `secdef/info` request for
|
|
852
|
+
* each strike, and a broad-index month lists thousands of strikes.
|
|
853
|
+
*
|
|
854
|
+
* A bound that is not a finite number is refused. An empty object selects every listed strike.
|
|
855
|
+
*/
|
|
856
|
+
export interface OptionStrikeRange {
|
|
857
|
+
/** Lowest strike to resolve, inclusive. */
|
|
858
|
+
min?: number;
|
|
859
|
+
/** Highest strike to resolve, inclusive. */
|
|
860
|
+
max?: number;
|
|
861
|
+
}
|
|
862
|
+
/** The identity of one security definition. It holds no price and no greek. */
|
|
863
|
+
export interface OptionDefinitionCacheKey {
|
|
864
|
+
underlyingConid: number;
|
|
865
|
+
/** IBKR month token, for example `AUG26`. */
|
|
866
|
+
month: string;
|
|
867
|
+
right: OptionRight;
|
|
868
|
+
strike: number;
|
|
869
|
+
}
|
|
870
|
+
/** One cache record: the contracts IBKR returned for one {@link OptionDefinitionCacheKey}. */
|
|
871
|
+
export interface OptionDefinitionCacheEntry {
|
|
872
|
+
key: OptionDefinitionCacheKey;
|
|
873
|
+
contracts: readonly OptionContract[];
|
|
874
|
+
}
|
|
875
|
+
/**
|
|
876
|
+
* A store for resolved option security definitions.
|
|
877
|
+
*
|
|
878
|
+
* A definition is identity only: conid, symbol, underlying, expiry, strike, and right. It holds no
|
|
879
|
+
* price, no greek, and no availability, so a cached record can never reach a pricing decision.
|
|
880
|
+
*
|
|
881
|
+
* The cache is an accelerator, never an authority. The client treats a rejected promise, a
|
|
882
|
+
* malformed record, and a length mismatch the same as a miss, and it then asks the broker.
|
|
883
|
+
*/
|
|
884
|
+
export interface OptionDefinitionCache {
|
|
885
|
+
/**
|
|
886
|
+
* Read the cached contracts for each key. The result is aligned to `keys` by index. `null` at one
|
|
887
|
+
* index is a miss; an empty array is a hit that records a strike IBKR does not list.
|
|
888
|
+
*/
|
|
889
|
+
get(keys: readonly OptionDefinitionCacheKey[]): Promise<readonly (readonly OptionContract[] | null)[]>;
|
|
890
|
+
/** Store the contracts the broker resolved. A rejected promise is logged by the caller, not fatal. */
|
|
891
|
+
set(entries: readonly OptionDefinitionCacheEntry[]): Promise<void>;
|
|
816
892
|
}
|
|
817
893
|
/**
|
|
818
894
|
* The broker-neutral contract implemented by {@link IbkrClient}. Kept
|
package/dist/types.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
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1
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+
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