@quotemedia.com/streamer 2.60.0 → 2.62.0
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/examples/enduser-example.html +1 -1
- package/examples/enterprise-token-example.html +1 -1
- package/examples/oauth-token-example.html +231 -0
- package/examples/reconnect-example.html +3 -3
- package/examples/stomp-3rd-party-library-example.html +1 -1
- package/examples/streaming-news-example.html +1 -1
- package/examples/subscription-example.html +3 -3
- package/examples/wmid-example.html +1 -1
- package/package.json +1 -1
- package/{qmci-streamer-2.60.0.js → qmci-streamer-2.62.0.js} +62 -6
- package/{qmci-streamer-2.60.0.min.js → qmci-streamer-2.62.0.min.js} +3 -3
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<html>
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<head>
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<script src="qmci-streamer-2.62.0.min.js"></script>
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</head>
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<body>
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<script type="text/javascript">
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/**
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* Demonstrates how to:
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* - Configure and creating stream
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* - Configure and opening connection
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* - Set up callback to handle messages
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* - Subscribe for symbols with different type of messages
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* - Unsubscribe for the symbols and the messages type
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* - Close the connection and stream
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*/
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window.onload = function() {
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var Streamer = qmci.Streamer;
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/**
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* Step 1: Configure your login credentials inside the login method to get an SID
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* Step 2: Open the streaming connection
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* Step 3: Add the event listeners and the handlers for the messages
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* Step 4: Make a subscription
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* Step 5: Make unsubscribe
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* Step 6: Close stream
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*/
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Streamer.open({
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host: 'https://app.quotemedia.com/cache',
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cors: true,
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rejectExcessiveConnection: false,
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conflation: null,
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format: 'application/json',
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credentials: {
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oauth_token: "YourOAuthToken"
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}
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}, then(function(stream) {
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// After successfully opening the stream,
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// listen for its events.
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stream
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// The stream will asynchronously callback with
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// incoming market data messages.
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.on("message", function(message) {
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switch (Streamer.marketDataTypes.get(message)) {
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case Streamer.marketDataTypes.PRICEDATA:
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print("Price data: " + message.symbol, "blue");
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break;
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// For checking all the available marketDataTypes, go to the README.md file or check Object.keys(Streamer.marketDataTypes)
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case Streamer.marketDataTypes.QUOTE:
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print("Quote :" + message.symbol, "blue");
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break;
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case Streamer.marketDataTypes.MMQUOTE:
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print("MMQuote :" + message.symbol, "blue");
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break;
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case Streamer.marketDataTypes.ORDERBOOK:
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print("Orderbook :" + message.symbol, "blue");
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break;
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case Streamer.marketDataTypes.INTERVAL:
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print("Interval :" + message.symbol, "blue");
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break;
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case Streamer.marketDataTypes.NETHOUSEPOSITION:
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print("Nethouse Position :" + message.symbol, "blue");
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break;
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case Streamer.marketDataTypes.LASTSALE:
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print("Last Sale :" + message.symbol, "blue");
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break;
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case Streamer.marketDataTypes.LIMITUPLIMITDOWN:
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print("LULD :" + message.symbol, "blue");
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break;
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case Streamer.marketDataTypes.IVGREEKS:
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print("IVGreeks :" + message.symbol, "blue");
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break;
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case Streamer.marketDataTypes.IMBALANCESTATUS:
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print("Imbalance status :" + message.symbol, "blue");
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break;
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case Streamer.marketDataTypes.TRADE:
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print("Trade :" + message.symbol + " " + message.price, "blue");
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break;
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}
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})
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// It's recommended to attach an error handler
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// to help diagnose unexpected errors.
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.on("error", function(err) {
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print(err, "red");
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})
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.on("stats", function(msg) {
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print("STATS. Number of l1 symbols available: " + msg.numberOfAvailableSymbolsL1 +
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", number of l2 symbols available " + msg.numberOfAvailableSymbolsL2 +
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", number of subscribed exchanges: " + msg.numberOfSubscribedExchanges +
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", number of available connections: " + msg.numberOfAvailableConnections, "green");
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})
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.on("slow", function(msg) {
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print("Slow -> TimesExceeded: " + msg.timesExceeded + " MaxExceed: " + msg.maxExceed);
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})
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.on("initialDataSent", function(msg) {
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print("Initial data sent. Timestamp: " + msg.timestamp);
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})
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.on("resubscribeMessage", function(msg) {
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print("Resubscription has been triggered. Timestamp: " + msg.timestamp);
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})
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// Due to network hiccups or other unexepected errors,
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// the stream may be unexpectedly closed.
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// For robustness, it's recommended to add reconnection logic.
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.on("close", function(msg) {
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print("Closed: " + msg);
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});
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// Subscribe for symbols and subscription types.
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// These can be either single strings or arrays of strings.
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// See Object.keys(Streamer.subscriptionTypes) for available types.
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// An optional options object can also be passed in. Current available options include:
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// - skipHeavyInitialLoad: whether to skip initial heavy loads (e.g., previous trades and intervals), defaults to false.
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// - conflation: Override default connection conflation, default to null. A matching conflation must be supplied when unsubscribing.
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stream.subscribe(["GOOG"], [Streamer.subscriptionTypes.PRICEDATA], { skipHeavyInitialLoad: false }, then(function(result) {
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// The subscription result will include the successful subscriptions
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// as well as the unentitled and rejected subscriptions and invalid symbols.
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var subscribed = result.subscribed;
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for (var i = 0; i < subscribed.length; ++i) {
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print("Subscribed: " + subscribed[i].symbol + " - " + subscribed[i].type + " (" + subscribed[i].entitlement + ")");
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}
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// Retrieve available number of symbols and connections, number of currently open connections and subscribed symbols.
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stream.getSessionStats();
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setTimeout(function() {
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// Unsubscribe for symbols and data types.
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// These can be either single strings or arrays of strings.
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// An optional options object can also be passed in. Current available options include:
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// - conflation: Override default connection conflation, default to null. Should match a subscribe conflation.
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stream.unsubscribe(["GOOG"], [Streamer.subscriptionTypes.PRICEDATA], {}, then(function(result) {
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// The unsubscription result will include the unsubscriptions.
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var unsubscribed = result.unsubscribed;
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for (var i = 0; i < unsubscribed.length; ++i) {
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print("Unsubscribed: " + unsubscribed[i].symbol + " - " + unsubscribed[i].type);
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}
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// Finally, close the stream.
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//stream.close(then(function(){
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//
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//}));
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}));
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}, 5000);
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}));
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//Another example for a subscription for the Trade datatype
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stream.subscribe(["MSFT", "AAPL"], [Streamer.subscriptionTypes.QUOTE, Streamer.subscriptionTypes.TRADE], { skipHeavyInitialLoad: false }, then(function(result) {
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var subscribed = result.subscribed;
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for (var i = 0; i < subscribed.length; ++i) {
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print("Subscribed: " + subscribed[i].symbol + " - " + subscribed[i].type + " (" + subscribed[i].entitlement + ")");
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}
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stream.getSessionStats();
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setTimeout(function() {
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stream.unsubscribe(["MSFT", "AAPL"], [Streamer.subscriptionTypes.QUOTE, Streamer.subscriptionTypes.TRADE], {}, then(function(result) {
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var unsubscribed = result.unsubscribed;
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for (var i = 0; i < unsubscribed.length; ++i) {
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print("Unsubscribed: " + unsubscribed[i].symbol + " - " + unsubscribed[i].type);
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}
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// Finally, close the stream.
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stream.close(then(function() {
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print("Streamer connection closed", "red");
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}));
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}));
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}, 5000);
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}));
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/**
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* Subscription to an exchange to receive stock status messages containing data such as halt,
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* resume, regSHO.
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* ************** NOTE: **************
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* The stock status by exchange feature in the streaming datafeed api is considered a premium service
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* that requires additional entitlements for clients to have access to the service and helps active traders
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* to monitor the market. If you are entitled to this premium service and you want exchange data,
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* you can uncomment the code below.
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*
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* Please inquire about your account if you need further information in this regard.
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* @see https://quotemediasupport.freshdesk.com/support/solutions/articles/13000088921-exchange-level-subscriptions-only-stock-status-halt-regsho-is-supported
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* ***********************************
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*
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* An optional options object can also be passed in. Current available options include:
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* - conflation: Override default connection conflation, default to null.
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*/
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// stream.subscribeExchange("NYE", then(function(result) {
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// print("Subscribed Exchange: " + result.exchange);
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// setTimeout(function() {
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// // Unsubscribe from the exchange.
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// // An optional options object can also be passed in. Current available options include:
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// // - conflation: Override default connection conflation, default to null. Should match a subscribe conflation.
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// stream.unsubscribeExchange("NYE", then(function(result) {
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// print("Unsubscribed Exchange: " + result.exchange);
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// // Finally, close the stream.
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// stream.close(then(function() {
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// }));
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// }));
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// }, 5000);
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// }));
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}));
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function print(msg, color) {
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var el = document.createElement("div");
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el.innerText = msg;
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if (color) {
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el.style.color = color;
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}
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document.body.appendChild(el);
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}
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function then(onSuccess) {
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return function(err, result) {
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if (err) {
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print(err, "red");
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} else {
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onSuccess(result);
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}
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}
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}
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};
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</script>
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</body>
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</html>
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<head>
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<script src="qmci-streamer-2.
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<script src="qmci-streamer-2.62.0.min.js"></script>
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</head>
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<body>
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}));
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//Another example for a subscription for the Trade datatype
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stream.subscribe(["MSFT"], [Streamer.subscriptionTypes.TRADE], { skipHeavyInitialLoad: false }, then(function(result) {
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stream.subscribe(["MSFT", "AAPL"], [Streamer.subscriptionTypes.QUOTE, Streamer.subscriptionTypes.TRADE], { skipHeavyInitialLoad: false }, then(function(result) {
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var subscribed = result.subscribed;
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for (var i = 0; i < subscribed.length; ++i) {
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print("Subscribed: " + subscribed[i].symbol + " - " + subscribed[i].type + " (" + subscribed[i].entitlement + ")");
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setTimeout(function() {
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stream.unsubscribe(["MSFT"], [Streamer.subscriptionTypes.TRADE], {}, then(function(result) {
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stream.unsubscribe(["MSFT", "AAPL"], [Streamer.subscriptionTypes.QUOTE, Streamer.subscriptionTypes.TRADE], {}, then(function(result) {
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var unsubscribed = result.unsubscribed;
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for (var i = 0; i < unsubscribed.length; ++i) {
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<script src="qmci-streamer-2.
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//Another example for a subscription for the Trade datatype
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stream.subscribe(["MSFT"], [Streamer.subscriptionTypes.TRADE], { skipHeavyInitialLoad: false }, then(function(result) {
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stream.subscribe(["MSFT", "AAPL"], [Streamer.subscriptionTypes.QUOTE, Streamer.subscriptionTypes.TRADE], { skipHeavyInitialLoad: false }, then(function(result) {
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var subscribed = result.subscribed;
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for (var i = 0; i < subscribed.length; ++i) {
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print("Subscribed: " + subscribed[i].symbol + " - " + subscribed[i].type + " (" + subscribed[i].entitlement + ")");
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setTimeout(function() {
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stream.unsubscribe(["MSFT"], [Streamer.subscriptionTypes.TRADE], {}, then(function(result) {
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stream.unsubscribe(["MSFT", "AAPL"], [Streamer.subscriptionTypes.QUOTE, Streamer.subscriptionTypes.TRADE], {}, then(function(result) {
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var unsubscribed = result.unsubscribed;
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for (var i = 0; i < unsubscribed.length; ++i) {
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package/package.json
CHANGED
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}
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};
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Stream.prototype.onHeartbeat = function onHeartbeat(msg) {
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Stream.prototype.onHeartbeat = function onHeartbeat(msg) {
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this.log.debug(_formatting.msgfmt.fmt(msg));
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this.events.fire("heartbeat", msg);
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};
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1501
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Stream.prototype.onSubscribeResponse = function onSubscribeResponse(msg) {
|
|
1499
1502
|
var subscription = this.pendingsubscriptions[msg.__id];
|
|
@@ -6717,6 +6720,8 @@ fmt.Formatter.prototype._fmttrade = function (val) {
|
|
|
6717
6720
|
s.append(val.accumulatedVolume);
|
|
6718
6721
|
s.sep();
|
|
6719
6722
|
s.append(val.vwap);
|
|
6723
|
+
s.sep();
|
|
6724
|
+
s.append(val.orderExecutions);
|
|
6720
6725
|
// TODO flags
|
|
6721
6726
|
return s.toString();
|
|
6722
6727
|
};
|
|
@@ -7212,6 +7217,8 @@ fmt.Formatter.prototype._fmtorderexecuted = function (val) {
|
|
|
7212
7217
|
s.append(val.marketMakerID);
|
|
7213
7218
|
s.sep();
|
|
7214
7219
|
s.append(val.orderID);
|
|
7220
|
+
s.sep();
|
|
7221
|
+
s.append(val.aggressorSide);
|
|
7215
7222
|
|
|
7216
7223
|
return s.toString();
|
|
7217
7224
|
};
|
|
@@ -7267,7 +7274,7 @@ fmt.Formatter.prototype._fmtauthtokenresponse = function (val) {
|
|
|
7267
7274
|
|
|
7268
7275
|
fmt.Formatter.prototype._fmtheartbeat = function (val) {
|
|
7269
7276
|
var s = new fmt.StringBuilder();
|
|
7270
|
-
s.append("
|
|
7277
|
+
s.append("HEARTBEAT");
|
|
7271
7278
|
s.sep();
|
|
7272
7279
|
s.datetime(val.timestamp);
|
|
7273
7280
|
return s.toString();
|
|
@@ -8501,7 +8508,7 @@ var EnumValueTranslator = function () {
|
|
|
8501
8508
|
case 8:
|
|
8502
8509
|
return "DLN";
|
|
8503
8510
|
case 9:
|
|
8504
|
-
return "
|
|
8511
|
+
return "RTQ";
|
|
8505
8512
|
default:
|
|
8506
8513
|
return "NA";
|
|
8507
8514
|
}
|
|
@@ -14384,6 +14391,30 @@ var StompStream = function () {
|
|
|
14384
14391
|
this.send(msg);
|
|
14385
14392
|
};
|
|
14386
14393
|
|
|
14394
|
+
StompStream.prototype.updateOAuthToken = function updateOAuthToken(token, previousToken, callbackOrNothing) {
|
|
14395
|
+
var callback = callbackOrNothing ? callbackOrNothing : optsOrCallback && typeof optsOrCallback === "function" ? optsOrCallback : null;
|
|
14396
|
+
|
|
14397
|
+
if (this.isClosed()) {
|
|
14398
|
+
var event = events.error("Stream is disconnected", {
|
|
14399
|
+
code: -1,
|
|
14400
|
+
reason: "Already disconnected"
|
|
14401
|
+
});
|
|
14402
|
+
this.events.fire("error", event);
|
|
14403
|
+
return;
|
|
14404
|
+
}
|
|
14405
|
+
|
|
14406
|
+
var updateToken = {
|
|
14407
|
+
mimetype: this.format,
|
|
14408
|
+
callback: callback
|
|
14409
|
+
};
|
|
14410
|
+
|
|
14411
|
+
var request = this.buildUpdateAuthTokenRequest("oauth", token, previousToken, updateToken);
|
|
14412
|
+
var id = this.requestid.next();
|
|
14413
|
+
request.id = id;
|
|
14414
|
+
|
|
14415
|
+
this.send(request);
|
|
14416
|
+
};
|
|
14417
|
+
|
|
14387
14418
|
StompStream.prototype.cmdFilterNews = function cmdFilterNews(callbackOrNothing) {
|
|
14388
14419
|
var callback = callbackOrNothing ? callbackOrNothing : optsOrCallback && typeof optsOrCallback === "function" ? optsOrCallback : null;
|
|
14389
14420
|
|
|
@@ -14733,6 +14764,17 @@ var StompStream = function () {
|
|
|
14733
14764
|
return msg;
|
|
14734
14765
|
};
|
|
14735
14766
|
|
|
14767
|
+
StompStream.prototype.buildUpdateAuthTokenRequest = function buildUpdateAuthTokenRequest(authMethod, token, previousToken, updateToken) {
|
|
14768
|
+
var msg = new _streamerApi.messages.control.AuthTokenMessage();
|
|
14769
|
+
msg.authMethod = authMethod;
|
|
14770
|
+
msg.authParams = {
|
|
14771
|
+
"oauthToken": token,
|
|
14772
|
+
"previousToken": previousToken
|
|
14773
|
+
};
|
|
14774
|
+
msg.mimetype = updateToken.mimetype;
|
|
14775
|
+
return msg;
|
|
14776
|
+
};
|
|
14777
|
+
|
|
14736
14778
|
StompStream.prototype.buildNewsCommandRequest = function buildNewsCommandRequest(sub, newsAction) {
|
|
14737
14779
|
var msg = new _streamerApi.messages.control.NewsCommandMessage();
|
|
14738
14780
|
msg.newsAction = newsAction;
|
|
@@ -14817,6 +14859,9 @@ var StompStream = function () {
|
|
|
14817
14859
|
case _streamerApi.messages.MessageTypeNames.ctrl.MISSED_DATA_SENT:
|
|
14818
14860
|
this.onMissedDataSent(msg);
|
|
14819
14861
|
break;
|
|
14862
|
+
case _streamerApi.messages.MessageTypeNames.ctrl.AUTH_TOKEN_RESPONSE:
|
|
14863
|
+
this.onAuthTokenResponse(msg);
|
|
14864
|
+
break;
|
|
14820
14865
|
}
|
|
14821
14866
|
};
|
|
14822
14867
|
|
|
@@ -14846,7 +14891,10 @@ var StompStream = function () {
|
|
|
14846
14891
|
}
|
|
14847
14892
|
};
|
|
14848
14893
|
|
|
14849
|
-
StompStream.prototype.onHeartbeat = function onHeartbeat(msg) {
|
|
14894
|
+
StompStream.prototype.onHeartbeat = function onHeartbeat(msg) {
|
|
14895
|
+
this.log.debug(_formatting.msgfmt.fmt(msg));
|
|
14896
|
+
this.events.fire("heartbeat", msg);
|
|
14897
|
+
};
|
|
14850
14898
|
|
|
14851
14899
|
StompStream.prototype.onSubscribeResponse = function onSubscribeResponse(msg) {
|
|
14852
14900
|
var subscription = this.pendingsubscriptions[msg.__id];
|
|
@@ -15435,6 +15483,11 @@ var StompStream = function () {
|
|
|
15435
15483
|
this.conn.send(msg);
|
|
15436
15484
|
};
|
|
15437
15485
|
|
|
15486
|
+
StompStream.prototype.onAuthTokenResponse = function onAuthTokenResponse(msg) {
|
|
15487
|
+
this.log.debug(_formatting.msgfmt.fmt(msg));
|
|
15488
|
+
this.events.fire("authTokenResponse", msg);
|
|
15489
|
+
};
|
|
15490
|
+
|
|
15438
15491
|
StompStream.prototype._handledatamsg = function _handledatamsg(msg) {
|
|
15439
15492
|
this.events.fire("message", msg);
|
|
15440
15493
|
};
|
|
@@ -15651,6 +15704,9 @@ var StompStreamingService = function () {
|
|
|
15651
15704
|
} else if (this.config.credentials.data_token !== undefined) {
|
|
15652
15705
|
authMessage.authenticationMethod = "datatool";
|
|
15653
15706
|
authMessage.authorization = this.config.credentials.data_token;
|
|
15707
|
+
} else if (this.config.credentials.oauth_token !== undefined) {
|
|
15708
|
+
authMessage.authenticationMethod = "oauth";
|
|
15709
|
+
authMessage.authorization = this.config.credentials.oauth_token;
|
|
15654
15710
|
}
|
|
15655
15711
|
|
|
15656
15712
|
if (this.config.conflation != null && this.config.conflation !== "") {
|
|
@@ -15754,7 +15810,7 @@ exports.__esModule = true;
|
|
|
15754
15810
|
*/
|
|
15755
15811
|
|
|
15756
15812
|
var LIBRARY_NAME = exports.LIBRARY_NAME = "JavaScript";
|
|
15757
|
-
var VERSION = exports.VERSION = "2.
|
|
15813
|
+
var VERSION = exports.VERSION = "2.62.0";
|
|
15758
15814
|
|
|
15759
15815
|
/**
|
|
15760
15816
|
* Streamer API namespace.
|
|
@@ -16663,7 +16719,7 @@ messages.control.StreamEntitlementType = {
|
|
|
16663
16719
|
DL: "Delayed",
|
|
16664
16720
|
DLO: "Delayed CBOE One",
|
|
16665
16721
|
DLN: "Delayed NASDAQ",
|
|
16666
|
-
|
|
16722
|
+
RTQ: "QM Zero",
|
|
16667
16723
|
NA: "Not Entitled"
|
|
16668
16724
|
};
|
|
16669
16725
|
|