@stoqey/ib 1.2.34 → 1.2.36

package/dist/core/io/decoder.js

@@ -242,6 +242,14 @@ class Decoder {
                 return this.decodeMsg_COMPLETED_ORDER();
             case in_msg_id_1.IN_MSG_ID.COMPLETED_ORDERS_END:
                 return this.decodeMsg_COMPLETED_ORDERS_END();
+            case in_msg_id_1.IN_MSG_ID.REPLACE_FA_END:
+                return this.decodeMsg_REPLACE_FA_END();
+            case in_msg_id_1.IN_MSG_ID.WSH_META_DATA:
+                return this.decodeMsg_WSH_META_DATA();
+            case in_msg_id_1.IN_MSG_ID.WSH_EVENT_DATA:
+                return this.decodeMsg_WSH_EVENT_DATA();
+            case in_msg_id_1.IN_MSG_ID.HISTORICAL_SCHEDULE:
+                return this.decodeMsg_HISTORICAL_SCHEDULE();
             default:
                 this.callback.emitError(`No parser implementation found for token: ${in_msg_id_1.IN_MSG_ID[msgId]} (${msgId}).`, errorCode_1.ErrorCode.UNKNOWN_ID, -1);
         }
@@ -297,6 +305,23 @@ class Decoder {
     get serverVersion() {
         return this.callback.serverVersion;
     }
+    decodeUnicodeEscapedString(str) {
+        let v = str;
+        try {
+            while (true) {
+                const escapeIndex = v.indexOf("\\u");
+                if (escapeIndex == -1
+                    || v.length - escapeIndex < 6) {
+                    break;
+                }
+                const escapeString = v.substring(escapeIndex, escapeIndex + 6);
+                const hexVal = parseInt(escapeString.replace("\\u", ""), 16);
+                v = v.replace(escapeString, String.fromCharCode(hexVal));
+            }
+        }
+        catch (e) { }
+        return v;
+    }
     /**
      * Read a string token from queue.
      */
@@ -357,6 +382,18 @@ class Decoder {
         const val = parseInt(token, 10);
         return val === Number.MAX_VALUE ? undefined : val;
     }
+    /**
+   * Read a token from queue and return it as integer value.
+   *
+   * Returns Number.MAX_VALUE if the token is empty.
+   */
+    readIntMax() {
+        const token = this.readStr();
+        if (!token || token === "") {
+            return Number.MAX_VALUE;
+        }
+        return parseInt(token, 10);
+    }
     /**
      * Read a token from queue and return it as integer value.
      *
@@ -495,7 +532,10 @@ class Decoder {
         else {
             const id = this.readInt();
             const code = this.readInt();
-            const msg = this.readStr();
+            let msg = this.readStr();
+            if (this.serverVersion >= min_server_version_1.default.ENCODE_MSG_ASCII7) {
+                msg = this.decodeUnicodeEscapedString(msg);
+            }
             if (id === -1) {
                 this.callback.emitInfo(msg);
             }
@@ -585,6 +625,9 @@ class Decoder {
         orderDecoder.readIsOmsContainer();
         orderDecoder.readDiscretionaryUpToLimitPrice();
         orderDecoder.readUsePriceMgmtAlgo();
+        orderDecoder.readDuration();
+        orderDecoder.readPostToAts();
+        orderDecoder.readAutoCancelParent(min_server_version_1.default.AUTO_CANCEL_PARENT);
         this.emit(event_name_1.EventName.openOrder, order.orderId, contract, order, orderState);
     }
     /**
@@ -669,7 +712,10 @@ class Decoder {
      * Decode a CONTRACT_DATA message from data queue and emit a contractDetails event.
      */
     decodeMsg_CONTRACT_DATA() {
-        const version = this.readInt();
+        let version = 8;
+        if (this.serverVersion < min_server_version_1.default.SIZE_RULES) {
+            version = this.readInt();
+        }
         let reqId = -1;
         if (version >= 3) {
             reqId = this.readInt();
@@ -689,8 +735,8 @@ class Decoder {
         contract.contract.tradingClass = this.readStr();
         contract.contract.conId = this.readInt();
         contract.minTick = this.readDouble();
-        if (this.serverVersion >= min_server_version_1.default.MD_SIZE_MULTIPLIER) {
-            contract.mdSizeMultiplier = this.readInt();
+        if ((this.serverVersion >= min_server_version_1.default.MD_SIZE_MULTIPLIER) && (this.serverVersion < min_server_version_1.default.SIZE_RULES)) {
+            this.readInt(); // mdSizeMultiplier - not used anymore
         }
         contract.contract.multiplier = this.readInt();
         contract.orderTypes = this.readStr();
@@ -704,6 +750,9 @@ class Decoder {
         if (version >= 5) {
             contract.longName = this.readStr();
             contract.contract.primaryExch = this.readStr();
+            if (this.serverVersion >= min_server_version_1.default.ENCODE_MSG_ASCII7) {
+                contract.longName = this.decodeUnicodeEscapedString(contract.longName);
+            }
         }
         if (version >= 6) {
             contract.contractMonth = this.readStr();
@@ -743,6 +792,17 @@ class Decoder {
             if (this.serverVersion >= min_server_version_1.default.REAL_EXPIRATION_DATE) {
                 contract.realExpirationDate = this.readStr();
             }
+            if (this.serverVersion >= min_server_version_1.default.STOCK_TYPE) {
+                contract.stockType = this.readStr();
+            }
+            if (this.serverVersion >= min_server_version_1.default.FRACTIONAL_SIZE_SUPPORT && this.serverVersion < min_server_version_1.default.SIZE_RULES) {
+                this.readDouble(); // sizeMinTick - not used anymore
+            }
+            if (this.serverVersion >= min_server_version_1.default.SIZE_RULES) {
+                contract.minSize = this.readDouble();
+                contract.sizeIncrement = this.readDouble();
+                contract.suggestedSizeIncrement = this.readDouble();
+            }
         }
         this.emit(event_name_1.EventName.contractDetails, reqId, contract);
     }
@@ -965,7 +1025,10 @@ class Decoder {
      * Decode a BOND_CONTRACT_DATA message from data queue and emit a bondContractDetails event.
      */
     decodeMsg_BOND_CONTRACT_DATA() {
-        const version = this.readInt();
+        let version = 6;
+        if (this.serverVersion < min_server_version_1.default.SIZE_RULES) {
+            version = this.readInt();
+        }
         let reqId = -1;
         if (version >= 3) {
             reqId = this.readInt();
@@ -992,8 +1055,8 @@ class Decoder {
         contract.contract.tradingClass = this.readStr();
         contract.contract.conId = this.readInt();
         contract.minTick = this.readDouble();
-        if (this.serverVersion >= min_server_version_1.default.MD_SIZE_MULTIPLIER) {
-            contract.mdSizeMultiplier = this.readInt();
+        if ((this.serverVersion >= min_server_version_1.default.MD_SIZE_MULTIPLIER) && (this.serverVersion < min_server_version_1.default.SIZE_RULES)) {
+            this.readInt(); // mdSizeMultiplier - not used anymore
         }
         contract.orderTypes = this.readStr();
         contract.validExchanges = this.readStr();
@@ -1029,6 +1092,11 @@ class Decoder {
         if (this.serverVersion >= min_server_version_1.default.MARKET_RULES) {
             contract.marketRuleIds = this.readStr();
         }
+        if (this.serverVersion >= min_server_version_1.default.SIZE_RULES) {
+            contract.minSize = this.readDouble();
+            contract.sizeIncrement = this.readDouble();
+            contract.suggestedSizeIncrement = this.readDouble();
+        }
         this.emit(event_name_1.EventName.bondContractDetails, reqId, contract);
     }
     /**
@@ -1079,9 +1147,17 @@ class Decoder {
      * Decode a TICK_OPTION_COMPUTATION message from data queue and emit a tickOptionComputation event.
      */
     decodeMsg_TICK_OPTION_COMPUTATION() {
-        const version = this.readInt();
+        let version;
+        if (this.serverVersion >= min_server_version_1.default.PRICE_BASED_VOLATILITY)
+            version = Number.MAX_VALUE;
+        else
+            version = this.readInt();
         const tickerId = this.readInt();
         const tickType = this.readInt();
+        let tickAttrib = Number.MAX_VALUE;
+        if (this.serverVersion >= min_server_version_1.default.PRICE_BASED_VOLATILITY) {
+            tickAttrib = this.readInt();
+        }
         let impliedVol = this.readDouble();
         if (impliedVol == -1) {
             // -1 is the "not yet computed" indicator
@@ -1134,7 +1210,7 @@ class Decoder {
                 undPrice = undefined;
             }
         }
-        this.emit(event_name_1.EventName.tickOptionComputation, tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice);
+        this.emit(event_name_1.EventName.tickOptionComputation, tickerId, tickType, tickAttrib, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice);
     }
     /**
      * Decode a TICK_GENERIC message from data queue and emit a tickGeneric event.
@@ -2127,6 +2203,52 @@ class Decoder {
     decodeMsg_COMPLETED_ORDERS_END() {
         this.emit(event_name_1.EventName.completedOrdersEnd);
     }
+    /**
+     * Decode a REPLACE_FA_END message from data queue and a emit replaceFAEnd event.
+     */
+    decodeMsg_REPLACE_FA_END() {
+        const reqId = this.readInt();
+        const text = this.readStr();
+        this.emit(event_name_1.EventName.replaceFAEnd, reqId, text);
+    }
+    /**
+     * Decode a WSH_META_DATA message from data queue and a emit wshMetaData event.
+     */
+    decodeMsg_WSH_META_DATA() {
+        const reqId = this.readInt();
+        const dataJson = this.readStr();
+        this.emit(event_name_1.EventName.wshMetaData, reqId, dataJson);
+    }
+    /**
+     * Decode a WSH_EVENT_DATA message from data queue and a emit wshEventData event.
+     */
+    decodeMsg_WSH_EVENT_DATA() {
+        const reqId = this.readInt();
+        const dataJson = this.readStr();
+        this.emit(event_name_1.EventName.wshEventData, reqId, dataJson);
+    }
+    /**
+     * Decode a HISTORICAL_SCHEDULE message from data queue and a emit historicalSchedule event.
+     */
+    decodeMsg_HISTORICAL_SCHEDULE() {
+        const reqId = this.readInt();
+        const startDateTime = this.readStr();
+        const endDateTime = this.readStr();
+        const timeZone = this.readStr();
+        const sessionsCount = this.readInt();
+        const sessions = new Array(sessionsCount);
+        for (let i = 0; i < sessionsCount; i++) {
+            const sessionStartDateTime = this.readStr();
+            const sessionEndDateTime = this.readStr();
+            const sessionRefDate = this.readStr();
+            sessions[i] = {
+                startDateTime: sessionStartDateTime,
+                endDateTime: sessionEndDateTime,
+                refDate: sessionRefDate
+            };
+        }
+        this.emit(event_name_1.EventName.historicalSchedule, reqId, startDateTime, endDateTime, timeZone, sessions);
+    }
     /**
      * Decode a [[Contract]] object from data queue.
      */
@@ -2914,8 +3036,10 @@ class OrderDecoder {
     readRefFuturesConId() {
         this.order.refFuturesConId = this.decoder.readInt();
     }
-    readAutoCancelParent() {
-        this.order.autoCancelParent = this.decoder.readBool();
+    readAutoCancelParent(minVersionAutoCancelParent) {
+        if ((minVersionAutoCancelParent === undefined) || (this.serverVersion >= minVersionAutoCancelParent)) {
+            this.order.autoCancelParent = this.decoder.readBool();
+        }
     }
     readShareholder() {
         this.order.shareholder = this.decoder.readStr();
@@ -2940,5 +3064,15 @@ class OrderDecoder {
             this.order.usePriceMgmtAlgo = this.decoder.readBool();
         }
     }
+    readDuration() {
+        if (this.serverVersion >= min_server_version_1.default.DURATION) {
+            this.order.duration = this.decoder.readInt();
+        }
+    }
+    readPostToAts() {
+        if (this.serverVersion >= min_server_version_1.default.POST_TO_ATS) {
+            this.order.postToAts = this.decoder.readIntMax();
+        }
+    }
 }
 //# sourceMappingURL=decoder.js.map