@stoqey/ib 1.3.10 → 1.3.12
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/dist/api/api.d.ts +10 -7
- package/dist/api/api.js +8 -5
- package/dist/api/api.js.map +1 -1
- package/dist/api/contract/future.d.ts +2 -2
- package/dist/api/contract/future.js +1 -0
- package/dist/api/contract/future.js.map +1 -1
- package/dist/api/contract/ind.d.ts +1 -3
- package/dist/api/contract/ind.js +2 -4
- package/dist/api/contract/ind.js.map +1 -1
- package/dist/api/historical/bar-size-setting.d.ts +2 -2
- package/dist/api/historical/bar-size-setting.js +2 -2
- package/dist/api/historical/bar-size-setting.js.map +1 -1
- package/dist/api/market-scanner/market-scanner.d.ts +206 -0
- package/dist/api/market-scanner/market-scanner.js +218 -0
- package/dist/api/market-scanner/market-scanner.js.map +1 -0
- package/dist/api-next/api-next.d.ts +2 -2
- package/dist/api-next/api-next.js +2 -2
- package/dist/api-next/index.d.ts +10 -9
- package/dist/api-next/index.js +0 -1
- package/dist/api-next/index.js.map +1 -1
- package/dist/api-next/market-scanner/market-scanner.d.ts +1 -206
- package/dist/api-next/market-scanner/market-scanner.js +6 -215
- package/dist/api-next/market-scanner/market-scanner.js.map +1 -1
- package/dist/common/errorCode.d.ts +2 -0
- package/dist/common/errorCode.js +2 -0
- package/dist/common/errorCode.js.map +1 -1
- package/dist/core/io/controller.js +1 -1
- package/dist/core/io/controller.js.map +1 -1
- package/dist/core/io/encoder.d.ts +2 -2
- package/dist/core/io/encoder.js.map +1 -1
- package/dist/core/io/socket.d.ts +11 -2
- package/dist/core/io/socket.js +22 -7
- package/dist/core/io/socket.js.map +1 -1
- package/dist/index.d.ts +4 -2
- package/dist/index.js +10 -5
- package/dist/index.js.map +1 -1
- package/dist/tests/unit/api/api.test.js +7 -29
- package/dist/tests/unit/api/api.test.js.map +1 -1
- package/dist/tests/unit/api/connect.test.js +1 -1
- package/dist/tests/unit/api/connect.test.js.map +1 -1
- package/dist/tests/unit/api/contract-details.test.js +58 -29
- package/dist/tests/unit/api/contract-details.test.js.map +1 -1
- package/dist/tests/unit/api/historical-data.test.d.ts +1 -0
- package/dist/tests/unit/api/historical-data.test.js +215 -0
- package/dist/tests/unit/api/historical-data.test.js.map +1 -0
- package/dist/tests/unit/api/market-data.test.js +111 -10
- package/dist/tests/unit/api/market-data.test.js.map +1 -1
- package/dist/tests/unit/api/market-scanner.test.js +13 -15
- package/dist/tests/unit/api/market-scanner.test.js.map +1 -1
- package/dist/tests/unit/api/matching-symbols.test.js +14 -15
- package/dist/tests/unit/api/matching-symbols.test.js.map +1 -1
- package/dist/tests/unit/api/order/cancelOrder.test.js +1 -6
- package/dist/tests/unit/api/order/cancelOrder.test.js.map +1 -1
- package/dist/tests/unit/api/order/placeOrder.test.js +8 -22
- package/dist/tests/unit/api/order/placeOrder.test.js.map +1 -1
- package/dist/tests/unit/api/wsh-event-data.test.js +20 -23
- package/dist/tests/unit/api/wsh-event-data.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-matching-symbols.test.d.ts +4 -0
- package/dist/tests/unit/api-next/{get-matching-symbols.js → get-matching-symbols.test.js} +2 -2
- package/dist/tests/unit/api-next/get-matching-symbols.test.js.map +1 -0
- package/dist/tests/unit/api-next/place-order.test.js +1 -6
- package/dist/tests/unit/api-next/place-order.test.js.map +1 -1
- package/dist/tests/unit/api-next/subscription-registry.test.d.ts +1 -0
- package/dist/tests/unit/api-next/subscription-registry.test.js +67 -0
- package/dist/tests/unit/api-next/subscription-registry.test.js.map +1 -0
- package/dist/tools/open-orders-all.d.ts +4 -0
- package/dist/tools/open-orders-all.js +45 -0
- package/dist/tools/open-orders-all.js.map +1 -0
- package/dist/tools/open-orders-auto.js +2 -2
- package/dist/tools/open-orders-auto.js.map +1 -1
- package/dist/tools/open-orders.d.ts +1 -1
- package/dist/tools/open-orders.js +16 -12
- package/dist/tools/open-orders.js.map +1 -1
- package/package.json +7 -7
- package/dist/tests/unit/api-next/get-matching-symbols.d.ts +0 -4
- package/dist/tests/unit/api-next/get-matching-symbols.js.map +0 -1
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@@ -61,16 +61,19 @@ describe("IBApi Tests", () => {
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it("Test reqPnL / cancelPnL", (done) => {
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const refId = 43;
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let received = false;
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-
ib.on(__1.EventName.pnl, (reqId,
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ib.on(__1.EventName.pnl, (reqId, _pnl) => {
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expect(reqId).toEqual(refId);
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expect(pnl).toBeTruthy();
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// expect(pnl).toBeTruthy();
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if (!received) {
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ib.cancelPnL(reqId);
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ib.disconnect();
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done();
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}
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received = true;
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})
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})
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.on(__1.EventName.disconnected, () => {
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done();
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})
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.on(__1.EventName.error, (err, code, reqId) => {
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if (reqId == refId)
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done(`[${reqId}] ${err.message} (#${code})`);
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});
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@@ -98,30 +101,5 @@ describe("IBApi Tests", () => {
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});
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ib.connect().reqPnLSingle(refId, _account, null, _conId);
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});
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it("Test request tick history", (done) => {
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const refId = 45;
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let isConnected = false;
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ib.on(__1.EventName.connected, () => {
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isConnected = true;
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})
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.on(__1.EventName.historicalTicksLast, (reqId, ticks) => {
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expect(ticks.length).toBeGreaterThan(0);
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if (isConnected) {
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ib.disconnect();
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}
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done();
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})
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.on(__1.EventName.error, (err, code, reqId) => {
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if (reqId == refId)
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done(`[${reqId}] ${err.message} (#${code})`);
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});
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const contract = {
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symbol: "SPY",
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exchange: "SMART",
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currency: "USD",
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secType: __1.SecType.STK,
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};
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ib.connect().reqHistoricalTicks(refId, contract, "20210101-16:00:00", null, 1000, __1.WhatToShow.TRADES, 0, true);
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});
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});
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//# sourceMappingURL=api.test.js.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"api.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/api.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,
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1
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+
{"version":3,"file":"api.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/api.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCAAiE;AACjE,kFAA0D;AAC1D,oEAA4C;AAE5C,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;IAEvB,IAAI,EAAS,CAAC;IACd,MAAM,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,uBAAuB;IAE/E,UAAU,CAAC,GAAG,EAAE;QACd,EAAE,GAAG,IAAI,SAAK,CAAC;YACb,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,QAAQ;SACT,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE;YACN,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;SAChB;IACH,CAAC,CAAC,CAAC;IAEH,IAAI,QAAgB,CAAC,CAAC,0CAA0C;IAChE,IAAI,MAAc,CAAC,CAAC,wCAAwC;IAE5D,EAAE,CAAC,qCAAqC,EAAE,CAAC,IAAI,EAAE,EAAE;QACjD,IAAI,cAAc,GAAG,CAAC,CAAC;QAEvB,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAU,EAAE,IAAe,EAAE,EAAU,EAAE,EAAE;YACjE,MAAM,CAAC,GAAG,GAAG,CAAC,OAAO,YAAY,IAAI,UAAU,EAAE,EAAE,CAAC,CAAC,SAAS,EAAE,CAAC;QACnE,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,QAAQ,EAClB,CAAC,OAAe,EAAE,QAAkB,EAAE,GAAW,EAAE,OAAe,EAAE,EAAE;YACpE,IAAI,QAAQ,KAAK,SAAS,EAAE;gBAC1B,QAAQ,GAAG,OAAO,CAAC;aACpB;YACD,IAAI,MAAM,KAAK,SAAS,IAAI,GAAG,EAAE;gBAC/B,MAAM,GAAG,QAAQ,CAAC,KAAK,CAAC;aACzB;YACD,MAAM,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,CAAC;YAC7B,MAAM,CAAC,QAAQ,CAAC,CAAC,UAAU,EAAE,CAAC;YAC9B,wEAAwE;YACxE,IAAI,GAAG;gBAAE,MAAM,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,CAAC;YACtC,cAAc,EAAE,CAAC;QACnB,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,WAAW,EAAE,GAAG,EAAE;YAC9B,IAAI,cAAc,EAAE;gBAClB,EAAE,CAAC,UAAU,EAAE,CAAC;gBAChB,IAAI,EAAE,CAAC;aACR;iBAAM;gBACL,gBAAM,CAAC,KAAK,CAAC,uBAAuB,CAAC,CAAC;aACvC;QACH,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,YAAY,EAAE,CAAC;IAC9B,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,yBAAyB,EAAE,CAAC,IAAI,EAAE,EAAE;QACrC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,GAAG,EAAE,CAAC,KAAa,EAAE,IAAY,EAAE,EAAE;YACnD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,4BAA4B;YAC5B,IAAI,CAAC,QAAQ,EAAE;gBACb,EAAE,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC;gBACpB,EAAE,CAAC,UAAU,EAAE,CAAC;aACjB;YACD,QAAQ,GAAG,IAAI,CAAC;QAClB,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,CAAC,YAAY,EAAE,GAAG,EAAE;YAC/B,IAAI,EAAE,CAAC;QACT,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,KAAK,IAAI,KAAK;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QACnE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,MAAM,CAAC,KAAK,EAAE,QAAQ,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,qCAAqC,EAAE,CAAC,IAAI,EAAE,EAAE;QACjD,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,EAAE,CACH,aAAS,CAAC,SAAS,EACnB,CACE,KAAa,EACb,GAAW,EACX,QAAgB,EAChB,aAAqB,EACrB,WAAmB,EACnB,KAAa,EACb,EAAE;YACF,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,MAAM,CAAC,GAAG,CAAC,CAAC,UAAU,EAAE,CAAC;YACzB,MAAM,CAAC,QAAQ,CAAC,CAAC,UAAU,EAAE,CAAC;YAC9B,MAAM,CAAC,aAAa,CAAC,CAAC,UAAU,EAAE,CAAC;YACnC,uEAAuE;YACvE,MAAM,CAAC,KAAK,CAAC,CAAC,UAAU,EAAE,CAAC;YAC3B,IAAI,CAAC,QAAQ,EAAE;gBACb,EAAE,CAAC,eAAe,CAAC,KAAK,CAAC,CAAC;gBAC1B,EAAE,CAAC,UAAU,EAAE,CAAC;gBAChB,IAAI,EAAE,CAAC;aACR;YACD,QAAQ,GAAG,IAAI,CAAC;QAClB,CAAC,CACF,CAAC,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACzC,IAAI,KAAK,IAAI,KAAK;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QACnE,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,OAAO,EAAE,CAAC,YAAY,CAAC,KAAK,EAAE,QAAQ,EAAE,IAAI,EAAE,MAAM,CAAC,CAAC;IAC3D,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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@@ -7,7 +7,7 @@ const api_1 = require("../../../api/api");
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const event_name_1 = require("../../../api/data/enum/event-name");
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const configuration_1 = __importDefault(require("../../../common/configuration"));
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describe("IBApi connection Tests", () => {
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jest.setTimeout(
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jest.setTimeout(5 * 1000);
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let ib;
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const clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
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beforeEach(() => {
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@@ -1 +1 @@
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{"version":3,"file":"connect.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/connect.test.ts"],"names":[],"mappings":";;;;;AAAA,0CAAyC;AACzC,kEAA8D;AAC9D,kFAA0D;AAE1D,QAAQ,CAAC,wBAAwB,EAAE,GAAG,EAAE;IACtC,IAAI,CAAC,UAAU,CAAC,
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{"version":3,"file":"connect.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/connect.test.ts"],"names":[],"mappings":";;;;;AAAA,0CAAyC;AACzC,kEAA8D;AAC9D,kFAA0D;AAE1D,QAAQ,CAAC,wBAAwB,EAAE,GAAG,EAAE;IACtC,IAAI,CAAC,UAAU,CAAC,CAAC,GAAG,IAAI,CAAC,CAAC;IAE1B,IAAI,EAAS,CAAC;IACd,MAAM,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,uBAAuB;IAE/E,UAAU,CAAC,GAAG,EAAE;QACd,EAAE,GAAG,IAAI,WAAK,CAAC;YACb,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,QAAQ;SACT,CAAC,CAAC;QACH,gCAAgC;IAClC,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE;YACN,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;SAChB;QACD,qCAAqC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,SAAS,EAAE,CAAC,IAAI,EAAE,EAAE;QACvB,mCAAmC;QACnC,EAAE,CAAC,EAAE,CAAC,sBAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAC9B,IAAI,EAAE,CAAC;QACT,CAAC,CAAC,CAAC,EAAE,CAAC,sBAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YAC1C,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAC/C,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,YAAY,EAAE,CAAC,IAAI,EAAE,EAAE;QAC1B,sCAAsC;QACtC,EAAE,CAAC,EAAE,CAAC,sBAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAC9B,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;QACjB,CAAC,CAAC;aACC,EAAE,CAAC,sBAAS,CAAC,YAAY,EAAE,GAAG,EAAE;YAC/B,IAAI,EAAE,CAAC;QACT,CAAC,CAAC;aACD,EAAE,CAAC,sBAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAC/C,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,sBAAsB,EAAE,CAAC,IAAI,EAAE,EAAE;QACpC,wCAAwC;QACxC,EAAE,CAAC,EAAE,CAAC,sBAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAC9B,EAAE,CAAC,cAAc,EAAE,CAAC;QACtB,CAAC,CAAC;aACC,EAAE,CAAC,sBAAS,CAAC,WAAW,EAAE,CAAC,IAAI,EAAE,EAAE;YAClC,MAAM,CAAC,IAAI,CAAC,CAAC,UAAU,EAAE,CAAC;YAC1B,IAAI,EAAE;gBAAE,EAAE,CAAC,UAAU,EAAE,CAAC;QAC1B,CAAC,CAAC;aACD,EAAE,CAAC,sBAAS,CAAC,YAAY,EAAE,GAAG,EAAE;YAC/B,IAAI,EAAE,CAAC;QACT,CAAC,CAAC;aACD,EAAE,CAAC,sBAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAC/C,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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@@ -3,20 +3,17 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
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const
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const event_name_1 = require("../../../api/data/enum/event-name");
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const option_type_1 = __importDefault(require("../../../api/data/enum/option-type"));
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const sec_type_1 = __importDefault(require("../../../api/data/enum/sec-type"));
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/**
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* This file implements tests for the [[reqContractDetails]] API entry point.
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*/
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const __1 = require("../../..");
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const configuration_1 = __importDefault(require("../../../common/configuration"));
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describe("IBApi reqContractDetails Tests", () => {
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|
15
12
|
jest.setTimeout(5000);
|
|
16
13
|
let ib;
|
|
17
14
|
const clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
|
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18
15
|
beforeEach(() => {
|
|
19
|
-
ib = new
|
|
16
|
+
ib = new __1.IBApi({
|
|
20
17
|
host: configuration_1.default.ib_host,
|
|
21
18
|
port: configuration_1.default.ib_port,
|
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22
19
|
clientId,
|
|
@@ -30,26 +27,26 @@ describe("IBApi reqContractDetails Tests", () => {
|
|
|
30
27
|
});
|
|
31
28
|
test("Forex", (done) => {
|
|
32
29
|
const refId = 1;
|
|
33
|
-
ib.once(
|
|
34
|
-
const contract = new
|
|
30
|
+
ib.once(__1.EventName.nextValidId, (_reqId) => {
|
|
31
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+
const contract = new __1.Forex("USD", "EUR");
|
|
35
32
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ib.reqContractDetails(refId, contract);
|
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36
33
|
})
|
|
37
|
-
.on(
|
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34
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+
.on(__1.EventName.contractDetails, (reqId, details) => {
|
|
38
35
|
expect(reqId).toEqual(refId);
|
|
39
|
-
expect(details.contract.secType).toEqual(
|
|
36
|
+
expect(details.contract.secType).toEqual(__1.SecType.CASH);
|
|
40
37
|
expect(details.contract.symbol).toEqual("EUR");
|
|
41
38
|
expect(details.contract.currency).toEqual("USD");
|
|
42
39
|
expect(details.marketName).toEqual("EUR.USD");
|
|
43
40
|
})
|
|
44
|
-
.on(
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41
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+
.on(__1.EventName.contractDetailsEnd, (reqId) => {
|
|
45
42
|
expect(reqId).toEqual(refId);
|
|
46
43
|
if (ib)
|
|
47
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ib.disconnect();
|
|
48
45
|
})
|
|
49
|
-
.on(
|
|
46
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+
.on(__1.EventName.disconnected, () => {
|
|
50
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|
done();
|
|
51
48
|
})
|
|
52
|
-
.on(
|
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49
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
53
50
|
if (reqId == refId)
|
|
54
51
|
done(`[${reqId}] ${err.message} (#${code})`);
|
|
55
52
|
});
|
|
@@ -57,26 +54,26 @@ describe("IBApi reqContractDetails Tests", () => {
|
|
|
57
54
|
});
|
|
58
55
|
test("Stock", (done) => {
|
|
59
56
|
const refId = 2;
|
|
60
|
-
ib.once(
|
|
61
|
-
const contract = new
|
|
57
|
+
ib.once(__1.EventName.nextValidId, (_reqId) => {
|
|
58
|
+
const contract = new __1.Stock("SPY", "ARCA", "USD");
|
|
62
59
|
ib.reqContractDetails(refId, contract);
|
|
63
60
|
})
|
|
64
|
-
.on(
|
|
61
|
+
.on(__1.EventName.contractDetails, (reqId, details) => {
|
|
65
62
|
expect(reqId).toEqual(refId);
|
|
66
|
-
expect(details.contract.secType).toEqual(
|
|
63
|
+
expect(details.contract.secType).toEqual(__1.SecType.STK);
|
|
67
64
|
expect(details.contract.symbol).toEqual("SPY");
|
|
68
65
|
expect(details.contract.currency).toEqual("USD");
|
|
69
66
|
expect(details.marketName).toEqual("SPY");
|
|
70
67
|
})
|
|
71
|
-
.on(
|
|
68
|
+
.on(__1.EventName.contractDetailsEnd, (reqId) => {
|
|
72
69
|
expect(reqId).toEqual(refId);
|
|
73
70
|
if (ib)
|
|
74
71
|
ib.disconnect();
|
|
75
72
|
})
|
|
76
|
-
.on(
|
|
73
|
+
.on(__1.EventName.disconnected, () => {
|
|
77
74
|
done();
|
|
78
75
|
})
|
|
79
|
-
.on(
|
|
76
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
80
77
|
if (reqId == refId)
|
|
81
78
|
done(`[${reqId}] ${err.message} (#${code})`);
|
|
82
79
|
});
|
|
@@ -84,27 +81,59 @@ describe("IBApi reqContractDetails Tests", () => {
|
|
|
84
81
|
});
|
|
85
82
|
test("Option", (done) => {
|
|
86
83
|
const refId = 3;
|
|
87
|
-
ib.once(
|
|
88
|
-
const contract = new
|
|
84
|
+
ib.once(__1.EventName.nextValidId, (_reqId) => {
|
|
85
|
+
const contract = new __1.Option("SPY", "20260116", 440, __1.OptionType.Call);
|
|
89
86
|
ib.reqContractDetails(refId, contract);
|
|
90
87
|
})
|
|
91
|
-
.on(
|
|
88
|
+
.on(__1.EventName.contractDetails, (reqId, details) => {
|
|
92
89
|
expect(reqId).toEqual(refId);
|
|
93
|
-
expect(details.contract.secType).toEqual(
|
|
90
|
+
expect(details.contract.secType).toEqual(__1.SecType.OPT);
|
|
94
91
|
expect(details.contract.symbol).toEqual("SPY");
|
|
95
92
|
expect(details.contract.currency).toEqual("USD");
|
|
96
93
|
expect(details.contract.conId).toEqual(653318228);
|
|
97
94
|
expect(details.marketName).toEqual("SPY");
|
|
98
95
|
})
|
|
99
|
-
.on(
|
|
96
|
+
.on(__1.EventName.contractDetailsEnd, (reqId) => {
|
|
100
97
|
expect(reqId).toEqual(refId);
|
|
101
98
|
if (ib)
|
|
102
99
|
ib.disconnect();
|
|
103
100
|
})
|
|
104
|
-
.on(
|
|
101
|
+
.on(__1.EventName.disconnected, () => {
|
|
105
102
|
done();
|
|
106
103
|
})
|
|
107
|
-
.on(
|
|
104
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
105
|
+
if (reqId == refId)
|
|
106
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
107
|
+
});
|
|
108
|
+
ib.connect();
|
|
109
|
+
});
|
|
110
|
+
test("Option chain", (done) => {
|
|
111
|
+
const refId = 4;
|
|
112
|
+
let count = 0;
|
|
113
|
+
ib.once(__1.EventName.nextValidId, (_reqId) => {
|
|
114
|
+
const contract = new __1.Option("SPY", "20260116", 0, __1.OptionType.Call);
|
|
115
|
+
ib.reqContractDetails(refId, contract);
|
|
116
|
+
})
|
|
117
|
+
.on(__1.EventName.contractDetails, (reqId, details) => {
|
|
118
|
+
expect(reqId).toEqual(refId);
|
|
119
|
+
expect(details.contract.secType).toEqual(__1.SecType.OPT);
|
|
120
|
+
expect(details.contract.symbol).toEqual("SPY");
|
|
121
|
+
expect(details.contract.currency).toEqual("USD");
|
|
122
|
+
expect(details.marketName).toEqual("SPY");
|
|
123
|
+
// console.log(details.contract);
|
|
124
|
+
count++;
|
|
125
|
+
})
|
|
126
|
+
.on(__1.EventName.contractDetailsEnd, (reqId) => {
|
|
127
|
+
expect(reqId).toEqual(refId);
|
|
128
|
+
expect(count).toBeGreaterThanOrEqual(92);
|
|
129
|
+
// console.log(count);
|
|
130
|
+
if (ib)
|
|
131
|
+
ib.disconnect();
|
|
132
|
+
})
|
|
133
|
+
.on(__1.EventName.disconnected, () => {
|
|
134
|
+
done();
|
|
135
|
+
})
|
|
136
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
108
137
|
if (reqId == refId)
|
|
109
138
|
done(`[${reqId}] ${err.message} (#${code})`);
|
|
110
139
|
});
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"contract-details.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/contract-details.test.ts"],"names":[],"mappings":";;;;;AAAA
|
|
1
|
+
{"version":3,"file":"contract-details.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/contract-details.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCASkB;AAClB,kFAA0D;AAE1D,QAAQ,CAAC,gCAAgC,EAAE,GAAG,EAAE;IAC9C,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC;IAEtB,IAAI,EAAS,CAAC;IACd,MAAM,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,uBAAuB;IAE/E,UAAU,CAAC,GAAG,EAAE;QACd,EAAE,GAAG,IAAI,SAAK,CAAC;YACb,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,QAAQ;SACT,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE;YACN,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;SAChB;IACH,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,OAAO,EAAE,CAAC,IAAI,EAAE,EAAE;QACrB,MAAM,KAAK,GAAG,CAAC,CAAC;QAChB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,MAAM,EAAE,EAAE;YACxC,MAAM,QAAQ,GAAG,IAAI,SAAK,CAAC,KAAK,EAAE,KAAK,CAAC,CAAC;YACzC,EAAE,CAAC,kBAAkB,CAAC,KAAK,EAAE,QAAQ,CAAC,CAAC;QACzC,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAK,EAAE,OAAwB,EAAE,EAAE;YACjE,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAO,CAAC,IAAI,CAAC,CAAC;YACvD,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC/C,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YACjD,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QAChD,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,kBAAkB,EAAE,CAAC,KAAK,EAAE,EAAE;YAC1C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,EAAE;gBAAE,EAAE,CAAC,UAAU,EAAE,CAAC;QAC1B,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,YAAY,EAAE,GAAG,EAAE;YAC/B,IAAI,EAAE,CAAC;QACT,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,KAAK,IAAI,KAAK;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QACnE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,OAAO,EAAE,CAAC,IAAI,EAAE,EAAE;QACrB,MAAM,KAAK,GAAG,CAAC,CAAC;QAChB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,MAAM,EAAE,EAAE;YACxC,MAAM,QAAQ,GAAG,IAAI,SAAK,CAAC,KAAK,EAAE,MAAM,EAAE,KAAK,CAAC,CAAC;YACjD,EAAE,CAAC,kBAAkB,CAAC,KAAK,EAAE,QAAQ,CAAC,CAAC;QACzC,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAK,EAAE,OAAwB,EAAE,EAAE;YACjE,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAO,CAAC,GAAG,CAAC,CAAC;YACtD,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC/C,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YACjD,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC5C,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,kBAAkB,EAAE,CAAC,KAAK,EAAE,EAAE;YAC1C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,EAAE;gBAAE,EAAE,CAAC,UAAU,EAAE,CAAC;QAC1B,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,YAAY,EAAE,GAAG,EAAE;YAC/B,IAAI,EAAE,CAAC;QACT,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,KAAK,IAAI,KAAK;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QACnE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,QAAQ,EAAE,CAAC,IAAI,EAAE,EAAE;QACtB,MAAM,KAAK,GAAG,CAAC,CAAC;QAChB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,MAAM,EAAE,EAAE;YACxC,MAAM,QAAQ,GAAG,IAAI,UAAM,CAAC,KAAK,EAAE,UAAU,EAAE,GAAG,EAAE,cAAU,CAAC,IAAI,CAAC,CAAC;YACrE,EAAE,CAAC,kBAAkB,CAAC,KAAK,EAAE,QAAQ,CAAC,CAAC;QACzC,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAK,EAAE,OAAwB,EAAE,EAAE;YACjE,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAO,CAAC,GAAG,CAAC,CAAC;YACtD,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC/C,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YACjD,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;YAClD,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC5C,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,kBAAkB,EAAE,CAAC,KAAK,EAAE,EAAE;YAC1C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,EAAE;gBAAE,EAAE,CAAC,UAAU,EAAE,CAAC;QAC1B,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,YAAY,EAAE,GAAG,EAAE;YAC/B,IAAI,EAAE,CAAC;QACT,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,KAAK,IAAI,KAAK;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QACnE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,cAAc,EAAE,CAAC,IAAI,EAAE,EAAE;QAC5B,MAAM,KAAK,GAAG,CAAC,CAAC;QAChB,IAAI,KAAK,GAAG,CAAC,CAAC;QAEd,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,MAAM,EAAE,EAAE;YACxC,MAAM,QAAQ,GAAG,IAAI,UAAM,CAAC,KAAK,EAAE,UAAU,EAAE,CAAC,EAAE,cAAU,CAAC,IAAI,CAAC,CAAC;YACnE,EAAE,CAAC,kBAAkB,CAAC,KAAK,EAAE,QAAQ,CAAC,CAAC;QACzC,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAK,EAAE,OAAwB,EAAE,EAAE;YACjE,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,WAAO,CAAC,GAAG,CAAC,CAAC;YACtD,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC/C,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YACjD,MAAM,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC1C,iCAAiC;YACjC,KAAK,EAAE,CAAC;QACV,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,kBAAkB,EAAE,CAAC,KAAK,EAAE,EAAE;YAC1C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,MAAM,CAAC,KAAK,CAAC,CAAC,sBAAsB,CAAC,EAAE,CAAC,CAAC;YACzC,sBAAsB;YACtB,IAAI,EAAE;gBAAE,EAAE,CAAC,UAAU,EAAE,CAAC;QAC1B,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,YAAY,EAAE,GAAG,EAAE;YAC/B,IAAI,EAAE,CAAC;QACT,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,KAAK,IAAI,KAAK;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QACnE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
export {};
|
|
@@ -0,0 +1,215 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
+
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
+
};
|
|
5
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
+
/**
|
|
7
|
+
* This file implement test code for the public API interfaces.
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8
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+
*/
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|
9
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+
const __1 = require("../../..");
|
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10
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+
const configuration_1 = __importDefault(require("../../../common/configuration"));
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11
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+
describe("IBApi Historical data Tests", () => {
|
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12
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+
jest.setTimeout(10 * 1000);
|
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13
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+
let ib;
|
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14
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+
const clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
|
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15
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+
beforeEach(() => {
|
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16
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+
ib = new __1.IBApi({
|
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17
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+
host: configuration_1.default.ib_host,
|
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18
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+
port: configuration_1.default.ib_port,
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19
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+
clientId,
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20
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+
});
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21
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+
// logger.info("IBApi created");
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|
22
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+
});
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|
23
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+
afterEach(() => {
|
|
24
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+
if (ib) {
|
|
25
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+
ib.disconnect();
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26
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+
ib = undefined;
|
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27
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+
}
|
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28
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+
// logger.info("IBApi disconnected");
|
|
29
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+
});
|
|
30
|
+
it("Stock market data", (done) => {
|
|
31
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+
const refId = 46;
|
|
32
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+
let counter = 0;
|
|
33
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+
ib.once(__1.EventName.connected, () => {
|
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34
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+
const contract = new __1.Stock("SPY");
|
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35
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+
ib.reqHistoricalData(refId, contract, "20231006-20:00:00", "30 S", __1.BarSizeSetting.SECONDS_ONE, __1.WhatToShow.TRADES, 0, 2, false);
|
|
36
|
+
})
|
|
37
|
+
.on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
|
|
38
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+
// console.log(
|
|
39
|
+
// counter,
|
|
40
|
+
// time,
|
|
41
|
+
// open,
|
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42
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+
// high,
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43
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+
// low,
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44
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+
// close,
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45
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+
// volume,
|
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46
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+
// count,
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47
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+
// WAP,
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48
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+
// );
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49
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+
expect(reqId).toEqual(refId);
|
|
50
|
+
if (time.startsWith("finished")) {
|
|
51
|
+
expect(counter).toEqual(30);
|
|
52
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+
done();
|
|
53
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+
}
|
|
54
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+
else if (counter++ == 29) {
|
|
55
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+
expect(time).toEqual("1696622399");
|
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56
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+
expect(open).toEqual(429.5);
|
|
57
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+
expect(high).toEqual(429.6);
|
|
58
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+
expect(low).toEqual(429.47);
|
|
59
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+
expect(close).toEqual(429.52);
|
|
60
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+
expect(volume).toEqual(345338);
|
|
61
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+
expect(count).toEqual(1076);
|
|
62
|
+
expect(WAP).toEqual(429.532);
|
|
63
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+
}
|
|
64
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+
})
|
|
65
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
66
|
+
if (reqId == refId)
|
|
67
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
68
|
+
});
|
|
69
|
+
ib.connect();
|
|
70
|
+
});
|
|
71
|
+
test("Option market data", (done) => {
|
|
72
|
+
const refId = 47;
|
|
73
|
+
let counter = 0;
|
|
74
|
+
ib.once(__1.EventName.connected, () => {
|
|
75
|
+
const contract = new __1.Option("AAPL", "20251219", 200, __1.OptionType.Put);
|
|
76
|
+
ib.reqHistoricalData(refId, contract, "20231006-20:00:00", "30 S", __1.BarSizeSetting.SECONDS_FIFTEEN, __1.WhatToShow.BID_ASK, 0, 2, false);
|
|
77
|
+
})
|
|
78
|
+
.on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
|
|
79
|
+
// console.log(
|
|
80
|
+
// counter,
|
|
81
|
+
// time,
|
|
82
|
+
// open,
|
|
83
|
+
// high,
|
|
84
|
+
// low,
|
|
85
|
+
// close,
|
|
86
|
+
// volume,
|
|
87
|
+
// count,
|
|
88
|
+
// WAP,
|
|
89
|
+
// );
|
|
90
|
+
expect(reqId).toEqual(refId);
|
|
91
|
+
if (time.startsWith("finished")) {
|
|
92
|
+
expect(counter).toEqual(2);
|
|
93
|
+
done();
|
|
94
|
+
}
|
|
95
|
+
else if (counter++ == 1) {
|
|
96
|
+
expect(time).toEqual("1696622385");
|
|
97
|
+
expect(open).toEqual(31.85);
|
|
98
|
+
expect(high).toEqual(31.85);
|
|
99
|
+
expect(low).toEqual(31.85);
|
|
100
|
+
expect(close).toEqual(31.85);
|
|
101
|
+
expect(volume).toEqual(-1);
|
|
102
|
+
expect(count).toEqual(-1);
|
|
103
|
+
expect(WAP).toEqual(-1);
|
|
104
|
+
}
|
|
105
|
+
})
|
|
106
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
107
|
+
if (reqId == refId)
|
|
108
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
109
|
+
});
|
|
110
|
+
ib.connect();
|
|
111
|
+
});
|
|
112
|
+
it("Weekly market data", (done) => {
|
|
113
|
+
const refId = 48;
|
|
114
|
+
let counter = 0;
|
|
115
|
+
ib.once(__1.EventName.connected, () => {
|
|
116
|
+
const contract = new __1.Stock("SPY");
|
|
117
|
+
ib.reqHistoricalData(refId, contract, "20230904-20:00:00", "1 M", __1.BarSizeSetting.WEEKS_ONE, __1.WhatToShow.TRADES, 0, 2, false);
|
|
118
|
+
})
|
|
119
|
+
.on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
|
|
120
|
+
// console.log(
|
|
121
|
+
// counter,
|
|
122
|
+
// time,
|
|
123
|
+
// open,
|
|
124
|
+
// high,
|
|
125
|
+
// low,
|
|
126
|
+
// close,
|
|
127
|
+
// volume,
|
|
128
|
+
// count,
|
|
129
|
+
// WAP,
|
|
130
|
+
// );
|
|
131
|
+
expect(reqId).toEqual(refId);
|
|
132
|
+
if (time.startsWith("finished")) {
|
|
133
|
+
expect(counter).toEqual(5);
|
|
134
|
+
done();
|
|
135
|
+
}
|
|
136
|
+
else if (counter++ == 4) {
|
|
137
|
+
expect(time).toEqual("20230901");
|
|
138
|
+
expect(open).toEqual(437.3);
|
|
139
|
+
expect(high).toEqual(453.67);
|
|
140
|
+
expect(low).toEqual(437.3);
|
|
141
|
+
expect(close).toEqual(450.92);
|
|
142
|
+
expect(volume).toEqual(277178324);
|
|
143
|
+
expect(count).toEqual(1393264);
|
|
144
|
+
expect(WAP).toEqual(448.476);
|
|
145
|
+
}
|
|
146
|
+
})
|
|
147
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
148
|
+
if (reqId == refId)
|
|
149
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
150
|
+
});
|
|
151
|
+
ib.connect();
|
|
152
|
+
});
|
|
153
|
+
it("Monthly market data", (done) => {
|
|
154
|
+
const refId = 49;
|
|
155
|
+
let counter = 0;
|
|
156
|
+
ib.once(__1.EventName.connected, () => {
|
|
157
|
+
const contract = new __1.Stock("SPY");
|
|
158
|
+
ib.reqHistoricalData(refId, contract, "20230904-20:00:00", "1 Y", __1.BarSizeSetting.MONTHS_ONE, __1.WhatToShow.TRADES, 0, 2, false);
|
|
159
|
+
})
|
|
160
|
+
.on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
|
|
161
|
+
// console.log(
|
|
162
|
+
// counter,
|
|
163
|
+
// time,
|
|
164
|
+
// open,
|
|
165
|
+
// high,
|
|
166
|
+
// low,
|
|
167
|
+
// close,
|
|
168
|
+
// volume,
|
|
169
|
+
// count,
|
|
170
|
+
// WAP,
|
|
171
|
+
// );
|
|
172
|
+
expect(reqId).toEqual(refId);
|
|
173
|
+
if (time.startsWith("finished")) {
|
|
174
|
+
expect(counter).toEqual(13);
|
|
175
|
+
done();
|
|
176
|
+
}
|
|
177
|
+
else if (counter++ == 12) {
|
|
178
|
+
expect(time).toEqual("20230901");
|
|
179
|
+
expect(open).toEqual(451.53);
|
|
180
|
+
expect(high).toEqual(453.67);
|
|
181
|
+
expect(low).toEqual(449.68);
|
|
182
|
+
expect(close).toEqual(450.92);
|
|
183
|
+
expect(volume).toEqual(47405890);
|
|
184
|
+
expect(count).toEqual(248346);
|
|
185
|
+
expect(WAP).toEqual(451.3);
|
|
186
|
+
}
|
|
187
|
+
})
|
|
188
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
189
|
+
if (reqId == refId)
|
|
190
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
191
|
+
});
|
|
192
|
+
ib.connect();
|
|
193
|
+
});
|
|
194
|
+
it("Test request tick history", (done) => {
|
|
195
|
+
const refId = 45;
|
|
196
|
+
let isConnected = false;
|
|
197
|
+
ib.on(__1.EventName.connected, () => {
|
|
198
|
+
isConnected = true;
|
|
199
|
+
})
|
|
200
|
+
.on(__1.EventName.historicalTicksLast, (reqId, ticks) => {
|
|
201
|
+
expect(ticks.length).toBeGreaterThan(0);
|
|
202
|
+
if (isConnected) {
|
|
203
|
+
ib.disconnect();
|
|
204
|
+
}
|
|
205
|
+
done();
|
|
206
|
+
})
|
|
207
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
208
|
+
if (reqId == refId)
|
|
209
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
210
|
+
});
|
|
211
|
+
const contract = new __1.Stock("SPY");
|
|
212
|
+
ib.connect().reqHistoricalTicks(refId, contract, "20210101-16:00:00", null, 1000, __1.WhatToShow.TRADES, 0, true);
|
|
213
|
+
});
|
|
214
|
+
});
|
|
215
|
+
//# sourceMappingURL=historical-data.test.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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