@quotemedia.com/streamer 2.51.0 → 2.53.0

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Files changed (10) hide show
  1. package/README.md +47 -1
  2. package/examples/enduser-example.html +1 -1
  3. package/examples/enterprise-token-example.html +1 -1
  4. package/examples/reconnect-example.html +1 -1
  5. package/examples/stomp-3rd-party-library-example.html +1 -1
  6. package/examples/subscription-example.html +1 -1
  7. package/examples/wmid-example.html +1 -1
  8. package/package.json +1 -1
  9. package/{qmci-streamer-2.51.0.js → qmci-streamer-2.53.0.js} +74 -12
  10. package/{qmci-streamer-2.51.0.min.js → qmci-streamer-2.53.0.min.js} +3 -3
package/README.md CHANGED
@@ -1,3 +1,49 @@
1
+ # Overview
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2
  JavaScript streaming client that provides easy-to-use client APIs to connect and subscribe to QuoteMedia's market data streaming services.
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3
 
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- https://quotemedia.com/
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+ https://quotemedia.com/
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+ ## Getting Started
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+ The Javascript streaming client is a library that contains all the necessary dependencies to run not only in the `browser`, but also in `Node.js` environments.
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+
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+ ### Browser Usage
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+ To use the library in your browser project simply include the library file in your HTML page as a script.
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+
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+ ### Node.js Usage
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+ Since the `window` object is not available in `Node.js`, it will need to be mocked before we import the library.
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+ 1. Mock the window object before importing the library:
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+ ```javascript
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+ if (typeof global.window === 'undefined') {
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+ var window = {
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+ navigator: { userAgent: "atmosphere.js" },
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+ document: {},
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+ location: {
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+ protocol: 'https:'},
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+ JSON: JSON
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+ };
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+
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+ window.WebSocket = require("ws");
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+ window.EventSource = require("eventsource");
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+ window.XMLHttpRequest = require("xmlhttprequest").XMLHttpRequest;
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+
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+ global.window = window;
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+ global.location = window.location;
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+ global.WebSocket = window.WebSocket;
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+ global.EventSource = window.EventSource;
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+ global.navigator = window.navigator;
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+ global.document = window.document;
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+ }
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+
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+ 2. Then import the library with require syntax:
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+ ```javascript
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+ var Streamer = require("<path to the library>");
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+ ```
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+ 3. The library is ready for use in your `Node.js` project.
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+
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+ ## Examples
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+
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+ - [Enterprise Example](./enterprise-example.html) <br> An example showing how to configure, create a stream, and subscribe to market data with tokens. <br>
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+ - [Enduser Example](./enduser-example.html): <br> An example showing how to configure, create a stream, and subscribe to market data with enduser credentials.
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+ - [WMID Example](./wmid-example.html): <br> An example showing how to configure, create a stream, and subscribe to market data with a webmaster ID. <br>
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+ - [Stomp Example](./stomp-example.html): <br> An example showing how to subscribe and unsubscribe to market data using the Stomp protocol. <br>
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+ - [Reconnect Example](./reconnect-example.html): <br> An example showing how configure and setup automatic reconnection.
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+ - [Subscription Example](./subscription-example.html): <br> An example showing how to subscribe to the trade data market type.
package/examples/enduser-example.html CHANGED
@@ -1,7 +1,7 @@
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  <html>
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  <head>
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- <script src="qmci-streamer-2.51.0.min.js"></script>
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+ <script src="qmci-streamer-2.53.0.min.js"></script>
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  </head>
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  <body>
package/examples/enterprise-token-example.html CHANGED
@@ -1,7 +1,7 @@
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  <html>
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  <head>
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- <script src="qmci-streamer-2.51.0.min.js"></script>
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+ <script src="qmci-streamer-2.53.0.min.js"></script>
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  </head>
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  <body>
package/examples/reconnect-example.html CHANGED
@@ -1,7 +1,7 @@
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  <html>
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  <head>
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- <script src="qmci-streamer-2.51.0.min.js"></script>
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+ <script src="qmci-streamer-2.53.0.min.js"></script>
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  </head>
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  <body>
package/examples/stomp-3rd-party-library-example.html CHANGED
@@ -2,7 +2,7 @@
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  <html lang="en">
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3
 
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  <head>
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- <script src="qmci-streamer-2.51.0.min.js"></script>
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+ <script src="qmci-streamer-2.53.0.min.js"></script>
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  <script src="https://cdnjs.cloudflare.com/ajax/libs/stomp.js/2.3.3/stomp.min.js"></script>
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  </head>
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package/examples/subscription-example.html CHANGED
@@ -1,7 +1,7 @@
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  <html>
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  <head>
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- <script src="qmci-streamer-2.51.0.min.js"></script>
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+ <script src="qmci-streamer-2.53.0.min.js"></script>
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5
  </head>
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  <body>
package/examples/wmid-example.html CHANGED
@@ -1,7 +1,7 @@
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1
  <html>
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2
 
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  <head>
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- <script src="qmci-streamer-2.51.0.min.js"></script>
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+ <script src="qmci-streamer-2.53.0.min.js"></script>
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  </head>
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  <body>
package/package.json CHANGED
@@ -1,6 +1,6 @@
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1
  {
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  "name": "@quotemedia.com/streamer",
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- "version": "2.51.0",
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+ "version": "2.53.0",
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  "description": "A JavaScript client for QuoteMedia's streaming data service.",
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  "main": "lib/index.js",
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  "author": "QuoteMedia",
package/{qmci-streamer-2.51.0.js → qmci-streamer-2.53.0.js} RENAMED
@@ -2273,6 +2273,15 @@ var StreamingService = function () {
2273
2273
  headers['X-Stream-connectionFrom'] = _connectionFrom;
2274
2274
  }
2275
2275
 
2276
+ var _userSymbology = this.config.userSymbology;
2277
+ if (_userSymbology != null && _userSymbology !== '') {
2278
+ headers['X-Stream-User-Symbology'] = _userSymbology;
2279
+ }
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+
2281
+ if (this.config.entMax != null && this.config.entMax != '') {
2282
+ headers['X-Stream-EntMax'] = this.config.entMax;
2283
+ }
2284
+
2276
2285
  Object.assign(headers, this.config.credentials.getHeaders());
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2286
 
2278
2287
  var request = {
@@ -6143,6 +6152,7 @@ fmt.Formatter = function () {
6143
6152
  this.formatters[_streamerApi.messages.MessageTypeNames.data.MMQUOTE] = this._fmtmmquote;
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6153
  this.formatters[_streamerApi.messages.MessageTypeNames.data.BOOKORDER] = this._fmtbookorder;
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  this.formatters[_streamerApi.messages.MessageTypeNames.data.PRICELEVEL] = this._fmtpricelevel;
6155
+ this.formatters[_streamerApi.messages.MessageTypeNames.data.MMPRICELEVEL] = this._fmtmmpricelevel;
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  this.formatters[_streamerApi.messages.MessageTypeNames.data.PURGEBOOK] = this._fmtpurgebook;
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6157
  this.formatters[_streamerApi.messages.MessageTypeNames.data.BOOKDELETE] = this._fmtbookdelete;
6148
6158
  this.formatters[_streamerApi.messages.MessageTypeNames.data.SYMBOLINFO] = this._fmtsymbolinfo;
@@ -6569,6 +6579,34 @@ fmt.Formatter.prototype._fmtpricelevel = function (val) {
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6579
  return s.toString();
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6580
  };
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6581
 
6582
+ fmt.Formatter.prototype._fmtmmpricelevel = function (val) {
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+ var s = new fmt.StringBuilder();
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+ s.append('MMPL');
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+ s.sep();
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+ s.datetime(val.timestamp);
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+ s.sep();
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+ s.append(val.symbol);
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+ s.sep();
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+ s.append(val.locateCode);
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+ s.sep();
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+ s.append(val.marketMakerID);
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+ s.sep();
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+ s.append(val.excode);
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+ s.sep();
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+ s.append(val.orderSide);
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+ s.sep();
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+ s.append(val.price);
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+ s.sep();
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+ s.append(val.size);
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+ s.sep();
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+ s.append(val.count);
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+ s.sep();
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+ s.append(val.bookType);
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+ s.sep();
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+ s.append(val.changeType);
6607
+ return s.toString();
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+ };
6609
+
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6610
  fmt.Formatter.prototype._fmtbookorder = function (val) {
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6611
  var s = new fmt.StringBuilder();
6574
6612
  s.append('BO');
@@ -13719,8 +13757,6 @@ var StompStream = function () {
13719
13757
  };
13720
13758
 
13721
13759
  StompStream.prototype.SCFSendMessage = function SCFSendMessage(destination, frame, headers, message, callbackOrNothing) {
13722
- var jsonMessage = JSON.parse(message);
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-
13724
13760
  var callback = callbackOrNothing ? callbackOrNothing : optsOrCallback && typeof optsOrCallback === "function" ? optsOrCallback : null;
13725
13761
 
13726
13762
  if (this.isClosed()) {
@@ -13737,21 +13773,27 @@ var StompStream = function () {
13737
13773
 
13738
13774
  var subscription = {
13739
13775
  ids: [],
13740
- dataTypes: jsonMessage["@T"],
13741
- action: jsonMessage["action"],
13742
13776
  callback: callback
13743
13777
  };
13744
13778
 
13745
- if (jsonMessage === undefined || jsonMessage === null) {
13746
- callback(null, null);
13747
- return;
13779
+ var id = this.requestid.next();
13780
+
13781
+ var jsonMessage = void 0;
13782
+ if (message && message !== "") {
13783
+ try {
13784
+ jsonMessage = JSON.parse(message);
13785
+ } catch (err) {
13786
+ this.log.info("Error parsing message content: " + err.message);
13787
+ callback(null, null);
13788
+ return;
13789
+ }
13790
+ subscription.dataTypes = jsonMessage["@T"];
13791
+ subscription.action = jsonMessage["action"];
13792
+ jsonMessage.id = id;
13748
13793
  }
13749
13794
 
13750
- var id = this.requestid.next();
13751
13795
  subscription.ids.push(id);
13752
13796
  this.pendingSCFMessages[id] = subscription;
13753
- jsonMessage.id = id;
13754
-
13755
13797
  this.sendCustomFrame(destination, frame, headers, jsonMessage);
13756
13798
  };
13757
13799
 
@@ -15320,6 +15362,12 @@ var StompStreamingService = function () {
15320
15362
  this.addToHeaderParams('wmid', _stompWmid);
15321
15363
  }
15322
15364
 
15365
+ var _userSymbology = this.config.userSymbology;
15366
+ if (_userSymbology != null && _userSymbology !== '') {
15367
+ headers['X-Stream-User-Symbology'] = _userSymbology;
15368
+ this.addToHeaderParams('X-Stream-User-Symbology', _userSymbology);
15369
+ }
15370
+
15323
15371
  Object.assign(headers, this.config.credentials.getHeaders());
15324
15372
 
15325
15373
  var url = this.config.url + STREAMURLS.streamStomp + HEADERPARAMS;
@@ -15438,7 +15486,7 @@ exports.__esModule = true;
15438
15486
  */
15439
15487
 
15440
15488
  var LIBRARY_NAME = exports.LIBRARY_NAME = "JavaScript";
15441
- var VERSION = exports.VERSION = "2.51.0";
15489
+ var VERSION = exports.VERSION = "2.53.0";
15442
15490
 
15443
15491
  /**
15444
15492
  * Streamer message api namespace.
@@ -15541,7 +15589,8 @@ messages.MessageTypeNames = {
15541
15589
  EARNINGS: 'D23',
15542
15590
  SPLIT: 'D24',
15543
15591
  SYMBOLCHANGED: 'D25',
15544
- PRICELEVEL: 'D26'
15592
+ PRICELEVEL: 'D26',
15593
+ MMPRICELEVEL: 'D27'
15545
15594
  }
15546
15595
  };
15547
15596
 
@@ -16320,6 +16369,7 @@ messages.control.MarketdataType = {
16320
16369
  BOOKORDER: "BOOKORDER",
16321
16370
  BOOKDELETE: "BOOKDELETE",
16322
16371
  PRICELEVEL: "PRICELEVEL",
16372
+ MMPRICELEVEL: "MMPRICELEVEL",
16323
16373
  PURGEBOOK: "PURGEBOOK",
16324
16374
  LIMITUPLIMITDOWN: "LIMITUPLIMITDOWN",
16325
16375
  IVGREEKS: "IVGREEKS",
@@ -16368,6 +16418,7 @@ messages.market.SubscriptionTypes = {
16368
16418
  NETHOUSEPOSITION: "NETHOUSEPOSITION",
16369
16419
  MMQUOTE: "MMQUOTE",
16370
16420
  PRICELEVEL: "PRICELEVEL",
16421
+ MMPRICELEVEL: "MMPRICELEVEL",
16371
16422
  BOOKORDER: "BOOKORDER",
16372
16423
  PURGEBOOK: "PURGEBOOK",
16373
16424
  BOOKDELETE: "BOOKDELETE",
@@ -16518,6 +16569,17 @@ messages.market.PriceLevel = function () {
16518
16569
  };
16519
16570
  messages.market.PriceLevel.prototype = new messages.market.DataMessage();
16520
16571
 
16572
+ /**
16573
+ *
16574
+ * @constructor
16575
+ */
16576
+ messages.market.MMPriceLevel = function () {
16577
+ this.init(messages.MessageTypeNames.data.MMPRICELEVEL);
16578
+
16579
+ // TODO properties
16580
+ };
16581
+ messages.market.MMPriceLevel.prototype = new messages.market.DataMessage();
16582
+
16521
16583
  /**
16522
16584
  *
16523
16585
  * @constructor