@stoqey/ib 1.2.11 → 1.2.15

package/dist/api-next/api-next.d.ts

@@ -1,12 +1,9 @@
 import { Observable, Subject } from "rxjs";
-import { Bar, CommissionReport, Contract, DepthMktDataDescription, DurationUnit, ExecutionFilter, HistogramEntry, HistoricalTick, HistoricalTickBidAsk, HistoricalTickLast, Order } from "../";
+import { Bar, CommissionReport, Contract, DepthMktDataDescription, DurationUnit, ExecutionFilter, HistogramEntry, HistoricalTick, HistoricalTickBidAsk, HistoricalTickLast, TagValue, OrderBookUpdate, Order, OpenOrder, BarSizeSetting, ExecutionDetail, ContractDescription } from "../";
 import LogLevel from "../api/data/enum/log-level";
-import { ConnectionState, IBApiNextError, MarketDataType, PnL, PnLSingle, AccountSummariesUpdate, AccountPositionsUpdate, ContractDetailsUpdate, MarketDataUpdate } from "./";
-import { Logger } from "./common/logger";
 import { IBApiNextLogger } from "../core/api-next/logger";
-import { BarSizeSetting } from "../api/historical/bar-size-setting";
-import { OpenOrder } from "./order/open-order";
-import { ExecutionDetail } from "./order/execution-detail";
+import { AccountPositionsUpdate, AccountSummariesUpdate, ConnectionState, ContractDetailsUpdate, IBApiNextError, MarketDataType, MarketDataUpdate, PnL, PnLSingle } from "./";
+import { Logger } from "./common/logger";
 /**
  * Input arguments on the [[IBApiNext]] constructor.
  */
@@ -439,6 +436,25 @@ export declare class IBApiNext {
      * Get venues for which market data is returned on getMarketDepthL2 (those with market makers).
      */
     getMarketDepthExchanges(): Promise<DepthMktDataDescription[]>;
+    /** updateMktDepth event handler */
+    private readonly onUpdateMktDepth;
+    /** marketDepthL2 event handler */
+    private readonly onUpdateMktDepthL2;
+    /**
+     * Requests the contract's market depth (order book).
+     *
+     * This request must be direct-routed to an exchange and not smart-routed.
+     *
+     * The number of simultaneous market depth requests allowed in an account is calculated based on a formula
+     * that looks at an accounts equity, commissions, and quote booster packs.
+     *
+     * @param tickerId The request's identifier.
+     * @param contract The [[Contract]] for which the depth is being requested.
+     * @param numRows The number of rows on each side of the order book.
+     * @param isSmartDepth Flag indicates that this is smart depth request.
+     * @param mktDepthOptions TODO document
+     */
+    getMarketDepth(contract: Contract, numRows: number, isSmartDepth: boolean, mktDepthOptions?: TagValue[]): Observable<OrderBookUpdate>;
     /** histogramData event handler */
     private readonly onHistogramData;
     /**
@@ -545,19 +561,24 @@ export declare class IBApiNext {
      *  @param subscriptions
      */
     private readonly onExecDetailsEnd;
-    /**
-     *  Commision report of all the clients
-     *  @param subscriptions
-     *  @param commissionReport commissionReport details
-     */
+    /** comissionReport event handler. */
     private readonly onComissionReport;
     /**
-     *  Ends the subscrition once all executed trades are recieved
-     *  @param filter  filter trade data on [[ExecutionFilter]]
-     *  @see [[onExecDetails]]
-     *  @see [[onExecDetailsEnd]]
-     *  Executed trades only
+     * Get execution details of all executed trades.
+     * @param filter  filter trade data on [[ExecutionFilter]]
      */
     getExecutionDetails(filter: ExecutionFilter): Promise<ExecutionDetail[]>;
+    /**
+     * Get commication reports details of all executed trades.
+     * @param filter  filter trade data on [[ExecutionFilter]]
+     */
     getCommissionReport(filter: ExecutionFilter): Promise<CommissionReport[]>;
+    /** symbolSamples event handler. */
+    private readonly onSymbolSamples;
+    /**
+     * Search contracts where name or symbol matches the given text pattern.
+     *
+     * @param pattern Either start of ticker symbol or (for larger strings) company name.
+     */
+    searchContracts(pattern: string): Promise<ContractDescription[]>;
 }

package/dist/api-next/api-next.js

@@ -4,14 +4,14 @@ exports.IBApiNext = void 0;
 const rxjs_1 = require("rxjs");
 const operators_1 = require("rxjs/operators");
 const __1 = require("../");
-const _1 = require("./");
-const console_logger_1 = require("../core/api-next/console-logger");
-const subscription_registry_1 = require("../core/api-next/subscription-registry");
 const mutable_account_summary_1 = require("../core/api-next/api/account/mutable-account-summary");
-const mutable_account_positions_update_1 = require("../core/api-next/api/position/mutable-account-positions-update");
 const mutable_market_data_1 = require("../core/api-next/api/market/mutable-market-data");
-const logger_1 = require("../core/api-next/logger");
+const mutable_account_positions_update_1 = require("../core/api-next/api/position/mutable-account-positions-update");
 const auto_connection_1 = require("../core/api-next/auto-connection");
+const console_logger_1 = require("../core/api-next/console-logger");
+const logger_1 = require("../core/api-next/logger");
+const subscription_registry_1 = require("../core/api-next/subscription-registry");
+const _1 = require("./");
 /**
  * @internal
  *
@@ -598,6 +598,89 @@ class IBApiNext {
                 sub.complete();
             });
         };
+        /** updateMktDepth event handler */
+        this.onUpdateMktDepth = (subscriptions, tickerId, position, operation, side, price, size) => {
+            // forward to L2 handler, but w/o market maker and smart depth set to false
+            this.onUpdateMktDepthL2(subscriptions, tickerId, position, undefined, operation, side, price, size, false);
+        };
+        /** marketDepthL2 event handler */
+        this.onUpdateMktDepthL2 = (subscriptions, tickerId, position, marketMaker, operation, side, price, size, isSmartDepth) => {
+            var _a;
+            // get subscription
+            const subscription = subscriptions.get(tickerId);
+            if (!subscription) {
+                return;
+            }
+            // update cached
+            const cached = (_a = subscription.lastAllValue) !== null && _a !== void 0 ? _a : {
+                bids: new Map(),
+                asks: new Map(),
+            };
+            const changed = {
+                bids: new Map(),
+                asks: new Map(),
+            };
+            let cachedRows = undefined;
+            let changedRows = undefined;
+            if (side == 0) {
+                // ask side
+                cachedRows = cached.asks;
+                changedRows = changed.asks;
+            }
+            else if (side == 1) {
+                // bid side
+                cachedRows = cached.bids;
+                changedRows = changed.bids;
+            }
+            if (cachedRows === undefined || changedRows === undefined) {
+                this.logger.error(LOG_TAG, `onUpdateMktDepthL2: unknown side value ${side} received from TWS`);
+                return;
+            }
+            switch (operation) {
+                case 0:
+                case 1:
+                    // it's an insert or update
+                    const isUpdate = cachedRows.has(position);
+                    cachedRows.set(position, {
+                        price: price,
+                        marketMaker: marketMaker,
+                        size: size,
+                        isSmartDepth: isSmartDepth,
+                    });
+                    changedRows.set(position, {
+                        marketMaker: marketMaker,
+                        price: price,
+                        size: size,
+                        isSmartDepth: isSmartDepth,
+                    });
+                    if (isUpdate) {
+                        subscription.next({
+                            all: cached,
+                            changed: changed,
+                        });
+                    }
+                    else {
+                        subscription.next({
+                            all: cached,
+                            added: changed,
+                        });
+                    }
+                    break;
+                case 2:
+                    // it's a delete
+                    const deletedRow = cachedRows.get(position);
+                    cachedRows.delete(position);
+                    changedRows.set(position, deletedRow);
+                    subscription.next({
+                        all: cached,
+                        removed: changed,
+                    });
+                    break;
+                default:
+                    this.logger.error(LOG_TAG, `onUpdateMktDepthL2: unknown operation value ${operation} received from TWS`);
+                    break;
+            }
+        };
         /** histogramData event handler */
         this.onHistogramData = (subscriptions, reqId, data) => {
             // get the subscription
@@ -700,11 +783,7 @@ class IBApiNext {
             }
             sub.complete();
         };
-        /**
-         *  Commision report of all the clients
-         *  @param subscriptions
-         *  @param commissionReport commissionReport details
-         */
+        /** comissionReport event handler. */
         this.onComissionReport = (subscriptions, commissionReport) => {
             subscriptions.forEach((sub) => {
                 var _a;
@@ -715,6 +794,15 @@ class IBApiNext {
                 });
             });
         };
+        /** symbolSamples event handler. */
+        this.onSymbolSamples = (subscriptions, reqId, contractDescriptions) => {
+            const sub = subscriptions.get(reqId);
+            subscriptions.delete(reqId);
+            sub === null || sub === void 0 ? void 0 : sub.next({
+                all: contractDescriptions,
+            });
+            sub === null || sub === void 0 ? void 0 : sub.complete();
+        };
         this.logger = new logger_1.IBApiNextLogger((_a = options === null || options === void 0 ? void 0 : options.logger) !== null && _a !== void 0 ? _a : new console_logger_1.ConsoleLogger());
         // create the IBApiAutoConnection and subscription registry
         this.api = new auto_connection_1.IBApiAutoConnection((_b = options === null || options === void 0 ? void 0 : options.reconnectInterval) !== null && _b !== void 0 ? _b : 0, ((_c = options === null || options === void 0 ? void 0 : options.connectionWatchdogInterval) !== null && _c !== void 0 ? _c : 0) * 1000, this.logger, options);
@@ -814,7 +902,9 @@ class IBApiNext {
             this.api.reqCurrentTime();
         }, undefined, [[__1.EventName.currentTime, this.onCurrentTime]], "reqCurrentTime" // use same instance id each time, to make sure there is only 1 pending request at time
         )
-            .pipe((0, operators_1.map)((v) => v.all)));
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: 0,
+        });
     }
     /**
      * Get the accounts to which the logged user has access to.
@@ -825,7 +915,9 @@ class IBApiNext {
             this.api.reqManagedAccts();
         }, undefined, [[__1.EventName.managedAccounts, this.onManagedAccts]], "getManagedAccounts" // use same instance id each time, to make sure there is only 1 pending request at time
         )
-            .pipe((0, operators_1.map)((v) => v.all)));
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: [],
+        });
     }
     /**
      * Create subscription to receive the account summaries of all linked accounts as presented in the TWS' Account Summary tab.
@@ -1018,7 +1110,9 @@ class IBApiNext {
         }, (reqId) => {
             this.api.cancelHeadTimestamp(reqId);
         }, [[__1.EventName.headTimestamp, this.onHeadTimestamp]], `${JSON.stringify(contract)}:${whatToShow}:${useRTH}:${formatDate}`)
-            .pipe((0, operators_1.map)((v) => v.all)));
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: "",
+        });
     }
     /**
      * Get a contracts historical data.
@@ -1073,7 +1167,9 @@ class IBApiNext {
             .register((reqId) => {
             this.api.reqHistoricalData(reqId, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, false);
         }, undefined, [[__1.EventName.historicalData, this.onHistoricalData]], undefined)
-            .pipe((0, operators_1.map)((v) => v.all)));
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: [],
+        });
     }
     /**
      * Create a subscription to receive update on the most recent historical data bar of a contract.
@@ -1185,7 +1281,33 @@ class IBApiNext {
             this.api.reqMktDepthExchanges();
         }, undefined, [[__1.EventName.mktDepthExchanges, this.onMktDepthExchanges]], "reqMktDepthExchanges" // use same instance id each time, to make sure there is only 1 pending request at time
         )
-            .pipe((0, operators_1.map)((v) => v.all)));
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: [],
+        });
+    }
+    /**
+     * Requests the contract's market depth (order book).
+     *
+     * This request must be direct-routed to an exchange and not smart-routed.
+     *
+     * The number of simultaneous market depth requests allowed in an account is calculated based on a formula
+     * that looks at an accounts equity, commissions, and quote booster packs.
+     *
+     * @param tickerId The request's identifier.
+     * @param contract The [[Contract]] for which the depth is being requested.
+     * @param numRows The number of rows on each side of the order book.
+     * @param isSmartDepth Flag indicates that this is smart depth request.
+     * @param mktDepthOptions TODO document
+     */
+    getMarketDepth(contract, numRows, isSmartDepth, mktDepthOptions) {
+        return this.subscriptions.register((reqId) => {
+            this.api.reqMktDepth(reqId, contract, numRows, isSmartDepth, mktDepthOptions);
+        }, (reqId) => {
+            this.api.cancelMktDepth(reqId, isSmartDepth);
+        }, [
+            [__1.EventName.updateMktDepth, this.onUpdateMktDepth],
+            [__1.EventName.updateMktDepthL2, this.onUpdateMktDepthL2],
+        ], `${JSON.stringify(contract)}:${numRows}:${isSmartDepth}:${mktDepthOptions}`);
     }
     /**
      * Get data histogram of specified contract.
@@ -1202,7 +1324,9 @@ class IBApiNext {
         }, (reqId) => {
             this.api.cancelHistogramData(reqId);
         }, [[__1.EventName.histogramData, this.onHistogramData]], `${JSON.stringify(contract)}:${useRTH}:${duration}:${durationUnit}`)
-            .pipe((0, operators_1.map)((v) => v.all)));
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: [],
+        });
     }
     /**
      * Requests all current open orders in associated accounts at the current moment.
@@ -1216,7 +1340,9 @@ class IBApiNext {
             [__1.EventName.orderStatus, this.onOrderBound],
             [__1.EventName.openOrderEnd, this.onOpenOrderEnd],
         ])
-            .pipe((0, operators_1.map)((v) => v.all)));
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: [],
+        });
     }
     /**
      * Requests the next valid order ID at the current moment.
@@ -1226,7 +1352,9 @@ class IBApiNext {
             .register(() => {
             this.api.reqIds();
         }, undefined, [[__1.EventName.nextValidId, this.onNextValidId]])
-            .pipe((0, operators_1.map)((v) => v.all)));
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: -1,
+        });
     }
     /**
      * Places or modifies an order.
@@ -1283,11 +1411,8 @@ class IBApiNext {
         this.api.reqGlobalCancel();
     }
     /**
-     *  Ends the subscrition once all executed trades are recieved
-     *  @param filter  filter trade data on [[ExecutionFilter]]
-     *  @see [[onExecDetails]]
-     *  @see [[onExecDetailsEnd]]
-     *  Executed trades only
+     * Get execution details of all executed trades.
+     * @param filter  filter trade data on [[ExecutionFilter]]
      */
     getExecutionDetails(filter) {
         return (0, rxjs_1.lastValueFrom)(this.subscriptions
@@ -1296,19 +1421,37 @@ class IBApiNext {
         }, undefined, [
             [__1.EventName.execDetails, this.onExecDetails],
             [__1.EventName.execDetailsEnd, this.onExecDetailsEnd],
-            // [EventName.commissionReport, this.onComissionReport],
         ])
-            .pipe((0, operators_1.map)((v) => v.all)));
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: [],
+        });
     }
+    /**
+     * Get commication reports details of all executed trades.
+     * @param filter  filter trade data on [[ExecutionFilter]]
+     */
     getCommissionReport(filter) {
         return (0, rxjs_1.lastValueFrom)(this.subscriptions
             .register((reqId) => {
             this.api.reqExecutions(reqId, filter);
         }, undefined, [
-            //[EventName.execDetails, this.onExecDetails],
             [__1.EventName.execDetailsEnd, this.onExecDetailsEnd],
             [__1.EventName.commissionReport, this.onComissionReport],
         ])
+            .pipe((0, operators_1.map)((v) => v.all)), {
+            defaultValue: [],
+        });
+    }
+    /**
+     * Search contracts where name or symbol matches the given text pattern.
+     *
+     * @param pattern Either start of ticker symbol or (for larger strings) company name.
+     */
+    searchContracts(pattern) {
+        return (0, rxjs_1.lastValueFrom)(this.subscriptions
+            .register((reqId) => {
+            this.api.reqMatchingSymbols(reqId, pattern);
+        }, undefined, [[__1.EventName.symbolSamples, this.onSymbolSamples]])
             .pipe((0, operators_1.map)((v) => v.all)));
     }
 }

package/dist/api-next/api-next.js.map

@@ -1 +1 @@
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package/dist/api-next/index.d.ts

@@ -14,6 +14,8 @@ export { IBApiNextTickType };
 export { PnL } from "./pnl/pnl";
 export { PnLSingle } from "./pnl/pnl-single";
 export { Position, AccountPositions, AccountPositionsUpdate, } from "./position/position";
+export { OrderBookRow, OrderBookRowPosition, OrderBookRows, OrderBook, OrderBookUpdate, } from "./market-depth/order-book";
 export { OpenOrder } from "./order/open-order";
 export { OpenOrdersUpdate } from "./order/open-order-update";
+export { ExecutionDetail } from "./order/execution-detail";
 export { IBApiNext, IBApiNextCreationOptions } from "./api-next";

package/dist/api-next/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/api-next/index.ts"],"names":[],"mappings":";AAAA,UAAU;;;AAiBV,8DAA4D;AAAnD,mHAAA,eAAe,OAAA;AAMxB,SAAS;AAET,8DAA2D;AAAlD,kHAAA,cAAc,OAAA;AAMvB,qDAAmE;AAC1D,8FADY,mBAAa,OACZ;AACtB,kDAAmE;AAC1D,kGADY,oBAAiB,OACZ;AAmB1B,YAAY;AAEZ,uCAAiE;AAAxD,qGAAA,SAAS,OAAA"}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/api-next/index.ts"],"names":[],"mappings":";AAAA,UAAU;;;AAiBV,8DAA4D;AAAnD,mHAAA,eAAe,OAAA;AAMxB,SAAS;AAET,8DAA2D;AAAlD,kHAAA,cAAc,OAAA;AAMvB,qDAAmE;AAC1D,8FADY,mBAAa,OACZ;AACtB,kDAAmE;AAC1D,kGADY,oBAAiB,OACZ;AA+B1B,YAAY;AAEZ,uCAAiE;AAAxD,qGAAA,SAAS,OAAA"}

package/dist/api-next/market-depth/order-book.d.ts

@@ -0,0 +1,33 @@
+import { ItemListUpdate } from "..";
+/** A row on the order book. */
+export interface OrderBookRow {
+    /** The order's price. */
+    price: number;
+    /** The order's size. */
+    size: number;
+    /**
+     * The market maker if there are multiple market makers (e.g on ISLAND / NASDAQ ECN),
+     * or undefined if its the exchange (no market makers, such as on ARCA).
+     */
+    marketMaker?: string;
+    /**
+     * A flag indicating if this is smart depth response
+     * (aggregate data from multiple exchanges, v974+).
+     */
+    isSmartDepth: boolean;
+}
+/** A row position index on the order book. */
+export declare type OrderBookRowPosition = number;
+/** Rows on the order-book (either ask or bid side) */
+export declare type OrderBookRows = ReadonlyMap<OrderBookRowPosition, OrderBookRow>;
+/**
+ * The order book.
+ */
+export interface OrderBook {
+    /** Rows on the bid-side. */
+    bids: OrderBookRows;
+    /** Rows on the ask-side. */
+    asks: OrderBookRows;
+}
+/** An update on the order book. */
+export declare type OrderBookUpdate = ItemListUpdate<OrderBook>;

package/dist/api-next/market-depth/order-book.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=order-book.js.map

package/dist/api-next/market-depth/order-book.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"order-book.js","sourceRoot":"","sources":["../../../src/api-next/market-depth/order-book.ts"],"names":[],"mappings":""}

package/dist/tests/unit/api-next/get-market-depth-l2.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/tests/unit/api-next/get-market-depth-l2.test.js

@@ -0,0 +1,162 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+/**
+ * This file implements tests for the [[IBApiNext.getMarketDepthExchanges]] function.
+ */
+const __1 = require("../../..");
+describe("RxJS Wrapper: getMarketDepthL2()", () => {
+    test("Insert rows", (done) => {
+        // create IBApiNext
+        const apiNext = new __1.IBApiNext();
+        const api = apiNext.api;
+        let eventCount = 0;
+        apiNext
+            .getMarketDepth({}, 100, false)
+            // eslint-disable-next-line rxjs/no-ignored-subscription
+            .subscribe({
+            next: (update) => {
+                switch (eventCount) {
+                    case 0:
+                        expect(update.all.asks.size).toEqual(1);
+                        expect(update.all.asks.get(0).price).toEqual(1);
+                        expect(update.all.asks.get(0).size).toEqual(2);
+                        break;
+                    case 1:
+                        expect(update.all.asks.size).toEqual(1);
+                        expect(update.all.asks.get(0).price).toEqual(1);
+                        expect(update.all.asks.get(0).size).toEqual(2);
+                        expect(update.all.bids.size).toEqual(1);
+                        expect(update.all.bids.get(0).price).toEqual(11);
+                        expect(update.all.bids.get(0).size).toEqual(12);
+                        break;
+                    case 2:
+                        expect(update.all.asks.size).toEqual(2);
+                        expect(update.all.asks.get(0).price).toEqual(1);
+                        expect(update.all.asks.get(0).size).toEqual(2);
+                        expect(update.all.asks.get(1).price).toEqual(21);
+                        expect(update.all.asks.get(1).size).toEqual(22);
+                        expect(update.all.bids.size).toEqual(1);
+                        expect(update.all.bids.get(0).price).toEqual(11);
+                        expect(update.all.bids.get(0).size).toEqual(12);
+                        break;
+                    case 3:
+                        expect(update.all.asks.size).toEqual(2);
+                        expect(update.all.asks.get(0).price).toEqual(1);
+                        expect(update.all.asks.get(0).size).toEqual(2);
+                        expect(update.all.asks.get(1).price).toEqual(21);
+                        expect(update.all.asks.get(1).size).toEqual(22);
+                        expect(update.all.bids.size).toEqual(2);
+                        expect(update.all.bids.get(0).price).toEqual(11);
+                        expect(update.all.bids.get(0).size).toEqual(12);
+                        expect(update.all.bids.get(1).price).toEqual(31);
+                        expect(update.all.bids.get(1).size).toEqual(32);
+                        done();
+                        break;
+                    default:
+                        fail();
+                }
+            },
+            error: (error) => {
+                fail(error.error.message);
+            },
+        });
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 0 /* position */, 0 /* insert */, 0 /* ask */, 1 /* price */, 2 /* size */);
+        eventCount++;
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 0 /* position */, 0 /* insert */, 1 /* bid */, 11 /* price */, 12 /* size */);
+        eventCount++;
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 1 /* position */, 0 /* insert */, 0 /* ask */, 21 /* price */, 22 /* size */);
+        eventCount++;
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 1 /* position */, 0 /* insert */, 1 /* bid */, 31 /* price */, 32 /* size */);
+        eventCount++;
+    });
+    test("Update rows", (done) => {
+        // create IBApiNext
+        const apiNext = new __1.IBApiNext();
+        const api = apiNext.api;
+        let eventCount = 0;
+        apiNext
+            .getMarketDepth({}, 100, false)
+            // eslint-disable-next-line rxjs/no-ignored-subscription
+            .subscribe({
+            next: (update) => {
+                switch (eventCount) {
+                    case 0:
+                        expect(update.all.asks.size).toEqual(1);
+                        expect(update.all.asks.get(0).price).toEqual(1);
+                        expect(update.all.asks.get(0).size).toEqual(2);
+                        break;
+                    case 1:
+                        expect(update.all.asks.size).toEqual(1);
+                        expect(update.all.asks.get(0).price).toEqual(11);
+                        expect(update.all.asks.get(0).size).toEqual(12);
+                        break;
+                    case 2:
+                        expect(update.all.asks.size).toEqual(1);
+                        expect(update.all.asks.get(0).price).toEqual(11);
+                        expect(update.all.asks.get(0).size).toEqual(12);
+                        expect(update.all.bids.size).toEqual(1);
+                        expect(update.all.bids.get(0).price).toEqual(1);
+                        expect(update.all.bids.get(0).size).toEqual(2);
+                        break;
+                    case 3:
+                        expect(update.all.asks.size).toEqual(1);
+                        expect(update.all.asks.get(0).price).toEqual(11);
+                        expect(update.all.asks.get(0).size).toEqual(12);
+                        expect(update.all.bids.size).toEqual(1);
+                        expect(update.all.bids.get(0).price).toEqual(11);
+                        expect(update.all.bids.get(0).size).toEqual(12);
+                        done();
+                        break;
+                    default:
+                        fail();
+                }
+            },
+            error: (error) => {
+                fail(error.error.message);
+            },
+        });
+        // TODO emit insert events
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 0 /* position */, 0 /* insert */, 0 /* ask */, 1 /* price */, 2 /* size */);
+        eventCount++;
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 0 /* position */, 1 /* update */, 0 /* ask */, 11 /* price */, 12 /* size */);
+        eventCount++;
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 0 /* position */, 0 /* insert */, 1 /* bid */, 1 /* price */, 2 /* size */);
+        eventCount++;
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 0 /* position */, 1 /* update */, 1 /* bid */, 11 /* price */, 12 /* size */);
+        eventCount++;
+    });
+    test("Delete rows", (done) => {
+        // create IBApiNext
+        const apiNext = new __1.IBApiNext();
+        const api = apiNext.api;
+        let eventCount = 0;
+        apiNext
+            .getMarketDepth({}, 100, false)
+            // eslint-disable-next-line rxjs/no-ignored-subscription
+            .subscribe({
+            next: (update) => {
+                switch (eventCount) {
+                    case 0:
+                        expect(update.all.asks.size).toEqual(1);
+                        expect(update.all.asks.get(0).price).toEqual(1);
+                        expect(update.all.asks.get(0).size).toEqual(2);
+                        break;
+                    case 1:
+                        expect(update.all.asks.size).toEqual(0);
+                        done();
+                        break;
+                    default:
+                        fail();
+                }
+            },
+            error: (error) => {
+                fail(error.error.message);
+            },
+        });
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 0 /* position */, 0 /* insert */, 0 /* ask */, 1 /* price */, 2 /* size */);
+        eventCount++;
+        api.emit(__1.EventName.updateMktDepth, 1 /* ticker id */, 0 /* position */, 2 /* delete */, 0 /* ask */, 11 /* price */, 12 /* size */);
+        eventCount++;
+    });
+});
+//# sourceMappingURL=get-market-depth-l2.test.js.map

package/dist/tests/unit/api-next/get-market-depth-l2.test.js.map

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package/dist/tests/unit/api-next/search-contracts.test.d.ts

@@ -0,0 +1,4 @@
+/**
+ * This file implements tests for the [[IBApiNext.getContractDetails]] function.
+ */
+export {};

package/dist/tests/unit/api-next/search-contracts.test.js

@@ -0,0 +1,53 @@
+"use strict";
+/**
+ * This file implements tests for the [[IBApiNext.getContractDetails]] function.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+const assert_1 = require("assert");
+const __1 = require("../../..");
+describe("RxJS Wrapper: searchContracts()", () => {
+    test("Error Event", (done) => {
+        const apiNext = new __1.IBApiNext();
+        const api = apiNext.api;
+        // emit a error event and verify RxJS result
+        const testValue = "We want this error";
+        apiNext
+            .searchContracts("AAPL")
+            .then(() => {
+            (0, assert_1.fail)();
+        })
+            .catch((e) => {
+            expect(e.error.message).toEqual(testValue);
+            done();
+        });
+        api.emit(__1.EventName.error, new Error(testValue), -1, 1);
+    });
+    test("Result Event", (done) => {
+        const apiNext = new __1.IBApiNext();
+        const api = apiNext.api;
+        // emit a result event and verify RxJS result
+        const testValues = [
+            {
+                contract: {
+                    conId: Math.random(),
+                },
+            },
+            {
+                contract: {
+                    conId: Math.random(),
+                },
+            },
+        ];
+        apiNext
+            .searchContracts("AAPL")
+            .then((result) => {
+            expect(result).toEqual(testValues);
+            done();
+        })
+            .catch((e) => {
+            (0, assert_1.fail)(e.error.message);
+        });
+        api.emit(__1.EventName.symbolSamples, 1, testValues);
+    });
+});
+//# sourceMappingURL=search-contracts.test.js.map

package/dist/tests/unit/api-next/search-contracts.test.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"search-contracts.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api-next/search-contracts.test.ts"],"names":[],"mappings":";AAAA;;GAEG;;AAEH,mCAA8B;AAC9B,gCAMkB;AAElB,QAAQ,CAAC,iCAAiC,EAAE,GAAG,EAAE;IAC/C,IAAI,CAAC,aAAa,EAAE,CAAC,IAAI,EAAE,EAAE;QAC3B,MAAM,OAAO,GAAG,IAAI,aAAS,EAAE,CAAC;QAChC,MAAM,GAAG,GAAI,OAA8C,CAAC,GAAY,CAAC;QAEzE,4CAA4C;QAE5C,MAAM,SAAS,GAAG,oBAAoB,CAAC;QAEvC,OAAO;aACJ,eAAe,CAAC,MAAM,CAAC;aACvB,IAAI,CAAC,GAAG,EAAE;YACT,IAAA,aAAI,GAAE,CAAC;QACT,CAAC,CAAC;aACD,KAAK,CAAC,CAAC,CAAiB,EAAE,EAAE;YAC3B,MAAM,CAAC,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;YAC3C,IAAI,EAAE,CAAC;QACT,CAAC,CAAC,CAAC;QAEL,GAAG,CAAC,IAAI,CAAC,aAAS,CAAC,KAAK,EAAE,IAAI,KAAK,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IACzD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,cAAc,EAAE,CAAC,IAAI,EAAE,EAAE;QAC5B,MAAM,OAAO,GAAG,IAAI,aAAS,EAAE,CAAC;QAChC,MAAM,GAAG,GAAI,OAA8C,CAAC,GAAY,CAAC;QAEzE,6CAA6C;QAE7C,MAAM,UAAU,GAAsB;YACpC;gBACE,QAAQ,EAAE;oBACR,KAAK,EAAE,IAAI,CAAC,MAAM,EAAE;iBACrB;aACF;YACD;gBACE,QAAQ,EAAE;oBACR,KAAK,EAAE,IAAI,CAAC,MAAM,EAAE;iBACrB;aACF;SACF,CAAC;QAEF,OAAO;aACJ,eAAe,CAAC,MAAM,CAAC;aACvB,IAAI,CAAC,CAAC,MAAM,EAAE,EAAE;YACf,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;YACnC,IAAI,EAAE,CAAC;QACT,CAAC,CAAC;aACD,KAAK,CAAC,CAAC,CAAiB,EAAE,EAAE;YAC3B,IAAA,aAAI,EAAC,CAAC,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;QACxB,CAAC,CAAC,CAAC;QAEL,GAAG,CAAC,IAAI,CAAC,aAAS,CAAC,aAAa,EAAE,CAAC,EAAE,UAAU,CAAC,CAAC;IACnD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/tools/common/ib-api-next-app.js

@@ -85,7 +85,13 @@ class IBApiNextApp {
                 }
             });
         }
-        this.api.connect(clientId);
+        try {
+            this.api.connect(clientId);
+        }
+        catch (error) {
+            logger_1.default.error("Connection error", error.message);
+            logger_1.default.debug(`IB host: ${host} - IB port: ${port}`);
+        }
     }
     /**
      * Print text to console.

package/dist/tools/common/ib-api-next-app.js.map

@@ -1 +1 @@
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package/dist/tools/market-depth.d.ts

@@ -0,0 +1,4 @@
+/**
+ * This App will print a contract's market depth (order book).
+ */
+export {};

package/dist/tools/market-depth.js

@@ -0,0 +1,79 @@
+"use strict";
+/**
+ * This App will print a contract's market depth (order book).
+ */
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const path_1 = __importDefault(require("path"));
+const logger_1 = __importDefault(require("../common/logger"));
+const ib_api_next_app_1 = require("./common/ib-api-next-app");
+/////////////////////////////////////////////////////////////////////////////////
+// Help text and command line parsing                                          //
+/////////////////////////////////////////////////////////////////////////////////
+const DESCRIPTION_TEXT = "Prints a contract's market depth (order book).";
+const USAGE_TEXT = "Usage: market-depth.js <options>";
+const OPTION_ARGUMENTS = [
+    ["conid=<number>", "Contract ID (conId) of the contract."],
+    ["exchange=<name>", "The destination exchange name."],
+    ["rows=<number>", "The number of rows on each side of the order book."],
+    [
+        "smart=<0/1>",
+        "Enable/Disable smart depth request (aggregate from multiple exchanges). Default is 1 (smart)",
+    ],
+];
+const EXAMPLE_TEXT = "market-depth.js -conid=385666824 -exchange=NYSELIFFE -rows=200 -smart=0 -port=4002";
+//////////////////////////////////////////////////////////////////////////////
+// The App code                                                             //
+//////////////////////////////////////////////////////////////////////////////
+class PrintMarketDepthExchangesApp extends ib_api_next_app_1.IBApiNextApp {
+    constructor() {
+        super(DESCRIPTION_TEXT, USAGE_TEXT, OPTION_ARGUMENTS, EXAMPLE_TEXT);
+    }
+    /**
+     * Start the the app.
+     */
+    start() {
+        const scriptName = path_1.default.basename(__filename);
+        logger_1.default.debug(`Starting ${scriptName} script`);
+        this.connect(0);
+        if (!this.cmdLineArgs.conid) {
+            this.error("-conid argument missing.");
+        }
+        if (!this.cmdLineArgs.exchange) {
+            this.error("-exchange argument missing.");
+        }
+        // print order book updates
+        this.subscription$ = this.api
+            .getMarketDepth({
+            conId: this.cmdLineArgs.conid,
+            exchange: this.cmdLineArgs.exchange,
+        }, this.cmdLineArgs.rows !== undefined
+            ? this.cmdLineArgs.rows
+            : 100, this.cmdLineArgs.smart !== undefined
+            ? this.cmdLineArgs.smart === "1"
+            : true)
+            .subscribe({
+            next: (orderBookUpdate) => {
+                this.printObject(orderBookUpdate);
+            },
+            error: (err) => {
+                var _a;
+                (_a = this.subscription$) === null || _a === void 0 ? void 0 : _a.unsubscribe();
+                this.error(`getMarketData failed with '${err.error.message}'`);
+            },
+        });
+    }
+    /**
+     * Stop the the app with success code.
+     */
+    stop() {
+        var _a;
+        (_a = this.subscription$) === null || _a === void 0 ? void 0 : _a.unsubscribe();
+        this.exit();
+    }
+}
+// run the app
+new PrintMarketDepthExchangesApp().start();
+//# sourceMappingURL=market-depth.js.map

package/dist/tools/market-depth.js.map

@@ -0,0 +1 @@
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package/dist/tools/search-contracts.d.ts

@@ -0,0 +1,5 @@
+/**
+ * This App will search contracts matching a given text pattern and print it
+ * to console.
+ */
+export {};

package/dist/tools/search-contracts.js

@@ -0,0 +1,58 @@
+"use strict";
+/**
+ * This App will search contracts matching a given text pattern and print it
+ * to console.
+ */
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const path_1 = __importDefault(require("path"));
+const logger_1 = __importDefault(require("../common/logger"));
+const ib_api_next_app_1 = require("./common/ib-api-next-app");
+///////////////////////////////////////////////////////////////////////////////
+// The help text                                                             //
+///////////////////////////////////////////////////////////////////////////////
+const DESCRIPTION_TEXT = "Search contracts matching a given text pattern.";
+const USAGE_TEXT = "Usage: search-contract.js <options>";
+const OPTION_ARGUMENTS = [
+    ["pattern=<text>", "The name or symbol to search."],
+];
+const EXAMPLE_TEXT = "search-contract.ts -text=Apple";
+//////////////////////////////////////////////////////////////////////////////
+// The App code                                                             //
+//////////////////////////////////////////////////////////////////////////////
+class PrintContractSearchApp extends ib_api_next_app_1.IBApiNextApp {
+    constructor() {
+        super(DESCRIPTION_TEXT, USAGE_TEXT, OPTION_ARGUMENTS, EXAMPLE_TEXT);
+    }
+    /**
+     * Start the the app.
+     */
+    start() {
+        const scriptName = path_1.default.basename(__filename);
+        logger_1.default.debug(`Starting ${scriptName} script`);
+        if (!this.cmdLineArgs.pattern) {
+            this.error("-pattern argument missing.");
+        }
+        this.connect();
+        this.api
+            .searchContracts(this.cmdLineArgs.pattern)
+            .then((searchResult) => {
+            this.printObject(searchResult);
+            this.stop();
+        })
+            .catch((err) => {
+            this.error(`searchContracts failed with '${err.error.message}'`);
+        });
+    }
+    /**
+     * Stop the the app with success code.
+     */
+    stop() {
+        this.exit();
+    }
+}
+// run the app
+new PrintContractSearchApp().start();
+//# sourceMappingURL=search-contracts.js.map

package/dist/tools/search-contracts.js.map

@@ -0,0 +1 @@
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package/package.json

@@ -1,7 +1,7 @@
 {
   "name": "@stoqey/ib",
   "private": false,
-  "version": "1.2.11",
+  "version": "1.2.15",
   "description": "Interactive Brokers TWS/IB Gateway API client library for Node.js (TS)",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",