@stoqey/ib 1.3.14 → 1.3.16

package/dist/common/errorCode.d.ts

@@ -4,6 +4,8 @@
 export declare enum ErrorCode {
     /** Order Canceled - reason: */
     ORDER_CANCELLED = 202,
+    /** ou must subscribe for additional permissions to obtain precise results for scanner.Parameter:Most Active,Filter:Price;Real-Time Market Data:Pink Sheets */
+    SCANNER_LOW_PRECISION = 492,
     /** Already connected. */
     ALREADY_CONNECTED = 501,
     /** Requested market data is not subscribed. Delayed market data is not available. */

package/dist/common/errorCode.js

@@ -9,6 +9,8 @@ var ErrorCode;
 (function (ErrorCode) {
     /** Order Canceled - reason: */
     ErrorCode[ErrorCode["ORDER_CANCELLED"] = 202] = "ORDER_CANCELLED";
+    /** ou must subscribe for additional permissions to obtain precise results for scanner.Parameter:Most Active,Filter:Price;Real-Time Market Data:Pink Sheets */
+    ErrorCode[ErrorCode["SCANNER_LOW_PRECISION"] = 492] = "SCANNER_LOW_PRECISION";
     /** Already connected. */
     ErrorCode[ErrorCode["ALREADY_CONNECTED"] = 501] = "ALREADY_CONNECTED";
     /** Requested market data is not subscribed. Delayed market data is not available. */

package/dist/common/errorCode.js.map

@@ -1 +1 @@
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package/dist/core/io/decoder.js

@@ -1898,330 +1898,71 @@ class Decoder {
         const contract = {};
         const order = {};
         const orderState = {};
-        if (this.serverVersion >= 12) {
-            contract.conId = this.readInt();
-        }
-        contract.symbol = this.readStr();
-        contract.secType = this.readStr();
-        contract.lastTradeDateOrContractMonth = this.readStr();
-        contract.strike = this.readDouble();
-        contract.right = validateOptionType(this.readStr());
-        if (this.serverVersion >= 32) {
-            contract.multiplier = this.readDouble();
-        }
-        contract.exchange = this.readStr();
-        contract.currency = this.readStr();
-        if (this.serverVersion >= 2) {
-            contract.localSymbol = this.readStr();
-        }
-        if (this.serverVersion >= 32) {
-            contract.tradingClass = this.readStr();
-        }
-        order.action = this.readStr();
-        if (this.serverVersion >= min_server_version_1.default.FRACTIONAL_POSITIONS) {
-            order.totalQuantity = this.readDouble();
-        }
-        else {
-            order.totalQuantity = this.readInt();
-        }
-        order.orderType = this.readStr();
-        if (this.serverVersion < 29) {
-            order.lmtPrice = this.readDouble();
-        }
-        else {
-            order.lmtPrice = this.readDoubleOrUndefined();
-        }
-        if (this.serverVersion < 30) {
-            order.auxPrice = this.readDouble();
-        }
-        else {
-            order.auxPrice = this.readDoubleOrUndefined();
-        }
-        order.tif = this.readStr();
-        order.ocaGroup = this.readStr();
-        order.account = this.readStr();
-        order.openClose = this.readStr();
-        order.origin = this.readInt();
-        order.orderRef = this.readStr();
-        if (this.serverVersion >= 3) {
-            order.permId = this.readInt();
-        }
-        if (this.serverVersion >= 4) {
-            order.hidden = this.readBool();
-        }
-        order.discretionaryAmt =
-            this.serverVersion >= 4 ? this.readDouble() : undefined;
-        order.goodAfterTime = this.serverVersion >= 4 ? this.readStr() : undefined;
-        if (this.serverVersion >= 4) {
-            if (this.serverVersion < 18) {
-                // will never happen
-                /* ignoreRth = */ this.readBool();
-            }
-            else {
-                order.outsideRth = this.readBool();
-            }
-        }
-        if (this.serverVersion >= 7) {
-            order.faGroup = this.readStr();
-            order.faMethod = this.readStr();
-            order.faPercentage = this.readStr();
-            order.faProfile = this.readStr();
-        }
-        if (this.serverVersion >= min_server_version_1.default.MODELS_SUPPORT) {
-            order.modelCode = this.readStr();
-        }
-        if (this.serverVersion >= 8) {
-            order.goodTillDate = this.readStr();
-        }
-        if (this.serverVersion >= 9) {
-            order.rule80A = this.readStr();
-            order.percentOffset = this.readDoubleOrUndefined();
-            order.settlingFirm = this.readStr();
-            order.shortSaleSlot = this.readInt();
-            order.designatedLocation = this.readStr();
-            if (this.serverVersion == 51) {
-                this.readInt(); // exemptCode
-            }
-            else if (this.serverVersion >= 23) {
-                order.exemptCode = this.readInt();
-            }
-            order.startingPrice = this.readDoubleOrUndefined();
-            order.stockRefPrice = this.readDoubleOrUndefined();
-            order.delta = this.readDoubleOrUndefined();
-            order.stockRangeLower = this.readDoubleOrUndefined();
-            order.stockRangeUpper = this.readDoubleOrUndefined();
-            order.displaySize = this.readInt();
-            order.sweepToFill = this.readBool();
-            order.allOrNone = this.readBool();
-            order.minQty = this.readIntOrUndefined();
-            order.ocaType = this.readInt();
-        }
-        order.triggerMethod = this.serverVersion >= 10 ? this.readInt() : undefined;
-        if (this.serverVersion >= 11) {
-            order.volatility = this.readDoubleOrUndefined();
-            order.volatilityType = this.readInt();
-            if (this.serverVersion == 11) {
-                order.deltaNeutralOrderType = this.readInt() == 0 ? "NONE" : "MKT";
-            }
-            else {
-                order.deltaNeutralOrderType = this.readStr();
-                order.deltaNeutralAuxPrice = this.readDoubleOrUndefined();
-                if (this.serverVersion >= 27 && order.deltaNeutralOrderType !== "") {
-                    order.deltaNeutralConId = this.readInt();
-                }
-                if (this.serverVersion >= 31 && order.deltaNeutralOrderType !== "") {
-                    order.deltaNeutralShortSale = this.readBool();
-                    order.deltaNeutralShortSaleSlot = this.readInt();
-                    order.deltaNeutralDesignatedLocation = this.readStr();
-                }
-            }
-            order.continuousUpdate = this.readInt();
-            if (this.serverVersion == 26) {
-                order.stockRangeLower = this.readDouble();
-                order.stockRangeUpper = this.readDouble();
-            }
-            order.referencePriceType = this.readInt();
-        }
-        if (this.serverVersion >= 13) {
-            order.trailStopPrice = this.readDoubleOrUndefined();
-        }
-        if (this.serverVersion >= 30) {
-            order.trailStopPrice = this.readDoubleOrUndefined();
-        }
-        if (this.serverVersion >= 1) {
-            contract.comboLegsDescription = this.readStr();
-        }
-        if (this.serverVersion >= 29) {
-            const comboLegsCount = this.readInt();
-            const comboLegs = new Array(comboLegsCount);
-            for (let i = 0; i < comboLegsCount; i++) {
-                comboLegs[i] = {
-                    conId: this.readInt(),
-                    ratio: this.readInt(),
-                    action: this.readStr(),
-                    exchange: this.readStr(),
-                    openClose: this.readInt(),
-                    shortSaleSlot: this.readInt(),
-                    designatedLocation: this.readStr(),
-                    exemptCode: this.readInt(),
-                };
-            }
-            contract.comboLegs = comboLegs;
-            const orderComboLegsCount = this.readInt();
-            const orderComboLegs = new Array(orderComboLegsCount);
-            for (let i = 0; i < orderComboLegsCount; i++) {
-                orderComboLegs[i] = { price: this.readDoubleOrUndefined() };
-            }
-            order.orderComboLegs = orderComboLegs;
-        }
-        if (this.serverVersion >= 26) {
-            const smartComboRoutingParamsCount = this.readInt();
-            const smartComboRoutingParams = new Array(smartComboRoutingParamsCount);
-            for (let i = 0; i < smartComboRoutingParamsCount; i++) {
-                smartComboRoutingParams[i] = {
-                    tag: this.readStr(),
-                    value: this.readStr(),
-                };
-            }
-            order.smartComboRoutingParams = smartComboRoutingParams;
-        }
-        if (this.serverVersion >= 15) {
-            if (this.serverVersion >= 20) {
-                order.scaleInitLevelSize = this.readIntOrUndefined();
-                order.scaleSubsLevelSize = this.readIntOrUndefined();
-            }
-            else {
-                /* notSuppScaleNumComponents = */ this.readIntOrUndefined();
-                order.scaleSubsLevelSize = this.readIntOrUndefined();
-            }
-            order.scalePriceIncrement = this.readDoubleOrUndefined();
-        }
-        if (this.serverVersion >= 28 && order.scalePriceIncrement != undefined) {
-            order.scalePriceAdjustValue = this.readDoubleOrUndefined();
-            order.scalePriceAdjustInterval = this.readIntOrUndefined();
-            order.scaleProfitOffset = this.readDoubleOrUndefined();
-            order.scaleAutoReset = this.readBool();
-            order.scaleInitPosition = this.readIntOrUndefined();
-            order.scaleInitFillQty = this.readIntOrUndefined();
-            order.scaleRandomPercent = this.readBool();
-        }
-        if (this.serverVersion >= 24) {
-            order.hedgeType = this.readStr();
-            if (order.hedgeType !== "") {
-                order.hedgeParam = this.readStr();
-            }
-        }
-        if (this.serverVersion >= 19) {
-            order.clearingAccount = this.readStr();
-            order.clearingIntent = this.readStr();
-        }
-        if (this.serverVersion >= 22) {
-            order.notHeld = this.readBool();
-        }
-        if (this.serverVersion >= 20) {
-            if (this.readBool()) {
-                contract.deltaNeutralContract = {
-                    conId: this.readInt(),
-                    delta: this.readDouble(),
-                    price: this.readDouble(),
-                };
-            }
-        }
-        if (this.serverVersion >= 21) {
-            order.algoStrategy = this.readStr();
-            if (order.algoStrategy !== "") {
-                const algoParamsCount = this.readInt();
-                const allParams = new Array(algoParamsCount);
-                for (let i = 0; i < algoParamsCount; i++) {
-                    allParams[i] = { tag: this.readStr(), value: this.readStr() };
-                }
-                order.algoParams = allParams;
-            }
-        }
-        if (this.serverVersion >= 33) {
-            order.solicited = this.readBool();
-        }
-        orderState.status = this.readStr();
-        if (this.serverVersion >= 34) {
-            order.randomizeSize = this.readBool();
-            order.randomizePrice = this.readBool();
-        }
-        if (this.serverVersion >= min_server_version_1.default.PEGGED_TO_BENCHMARK) {
-            if (order.orderType == orderType_1.OrderType.PEG_BENCH) {
-                order.referenceContractId = this.readInt();
-                order.isPeggedChangeAmountDecrease = this.readBool();
-                order.peggedChangeAmount = this.readDouble();
-                order.referenceChangeAmount = this.readDouble();
-                order.referenceExchangeId = this.readStr();
-            }
-            const nConditions = this.readInt();
-            order.conditions = new Array(nConditions);
-            for (let i = 0; i < nConditions; i++) {
-                const type = this.readInt();
-                // OrderCondition
-                const conjunctionConnection = this.readStr()?.toLocaleLowerCase();
-                switch (type) {
-                    case order_condition_type_1.OrderConditionType.Execution: {
-                        const secType = this.readStr();
-                        const exchange = this.readStr();
-                        const symbol = this.readStr();
-                        order.conditions[i] = new execution_condition_1.default(exchange, secType, symbol, conjunctionConnection);
-                        break;
-                    }
-                    case order_condition_type_1.OrderConditionType.Margin: {
-                        // OperatorCondition
-                        const isMore = this.readBool();
-                        const value = this.readInt();
-                        order.conditions[i] = new margin_condition_1.default(value, isMore, conjunctionConnection);
-                        break;
-                    }
-                    case order_condition_type_1.OrderConditionType.PercentChange: {
-                        // OperatorCondition
-                        const isMore = this.readBool();
-                        const value = this.readDouble();
-                        // ContractCondition
-                        const condId = this.readInt();
-                        const exchange = this.readStr();
-                        order.conditions[i] = new percent_change_condition_1.default(value, condId, exchange, isMore, conjunctionConnection);
-                        break;
-                    }
-                    case order_condition_type_1.OrderConditionType.Price: {
-                        // OperatorCondition
-                        const isMore = this.readBool();
-                        const value = this.readDouble();
-                        // ContractCondition
-                        const condId = this.readInt();
-                        const exchange = this.readStr();
-                        // PriceCondition
-                        const triggerMethod = this.readInt();
-                        order.conditions[i] = new price_condition_1.default(value, triggerMethod, condId, exchange, isMore, conjunctionConnection);
-                        break;
-                    }
-                    case order_condition_type_1.OrderConditionType.Time: {
-                        // OperatorCondition
-                        const isMore = this.readBool();
-                        const value = this.readStr();
-                        order.conditions[i] = new time_condition_1.default(value, isMore, conjunctionConnection);
-                        break;
-                    }
-                    case order_condition_type_1.OrderConditionType.Volume: {
-                        // OperatorCondition
-                        const isMore = this.readBool();
-                        const value = this.readInt();
-                        // ContractCondition
-                        const condId = this.readInt();
-                        const exchange = this.readStr();
-                        order.conditions[i] = new volume_condition_1.default(value, condId, exchange, isMore, conjunctionConnection);
-                        break;
-                    }
-                }
-            }
-            if (order.conditions.length) {
-                order.conditionsIgnoreRth = this.readBool();
-                order.conditionsCancelOrder = this.readBool();
-            }
-        }
-        order.trailStopPrice = this.readDoubleOrUndefined();
-        order.lmtPriceOffset = this.readDoubleOrUndefined();
-        if (this.serverVersion >= min_server_version_1.default.CASH_QTY) {
-            order.cashQty = this.readDoubleOrUndefined();
-        }
-        if (this.serverVersion >= min_server_version_1.default.AUTO_PRICE_FOR_HEDGE) {
-            order.dontUseAutoPriceForHedge = this.readBool();
-        }
-        if (this.serverVersion >= min_server_version_1.default.ORDER_CONTAINER) {
-            order.isOmsContainer = this.readBool();
-        }
-        order.autoCancelDate = this.readStr();
-        order.filledQuantity = this.readDoubleOrUndefined();
-        order.refFuturesConId = this.readInt();
-        order.autoCancelParent = this.readBool();
-        order.shareholder = this.readStr();
-        order.imbalanceOnly = this.readBool();
-        order.routeMarketableToBbo = this.readBool();
-        order.parentPermId = this.readInt();
-        orderState.completedTime = this.readStr();
-        orderState.completedStatus = this.readStr();
+        const orderDecoder = new OrderDecoder(this, contract, order, orderState, Number.MAX_VALUE, this.serverVersion);
+        // read contract fields
+        orderDecoder.readContractFields();
+        // read order fields
+        orderDecoder.readAction();
+        orderDecoder.readTotalQuantity();
+        orderDecoder.readOrderType();
+        orderDecoder.readLmtPrice();
+        orderDecoder.readAuxPrice();
+        orderDecoder.readTIF();
+        orderDecoder.readOcaGroup();
+        orderDecoder.readAccount();
+        orderDecoder.readOpenClose();
+        orderDecoder.readOrigin();
+        orderDecoder.readOrderRef();
+        orderDecoder.readPermId();
+        orderDecoder.readOutsideRth();
+        orderDecoder.readHidden();
+        orderDecoder.readDiscretionaryAmount();
+        orderDecoder.readGoodAfterTime();
+        orderDecoder.readFAParams();
+        orderDecoder.readModelCode();
+        orderDecoder.readGoodTillDate();
+        orderDecoder.readRule80A();
+        orderDecoder.readPercentOffset();
+        orderDecoder.readSettlingFirm();
+        orderDecoder.readShortSaleParams();
+        orderDecoder.readBoxOrderParams();
+        orderDecoder.readPegToStkOrVolOrderParams();
+        orderDecoder.readDisplaySize();
+        orderDecoder.readSweepToFill();
+        orderDecoder.readAllOrNone();
+        orderDecoder.readMinQty();
+        orderDecoder.readOcaType();
+        orderDecoder.readTriggerMethod();
+        orderDecoder.readVolOrderParams(false);
+        orderDecoder.readTrailParams();
+        orderDecoder.readComboLegs();
+        orderDecoder.readSmartComboRoutingParams();
+        orderDecoder.readScaleOrderParams();
+        orderDecoder.readHedgeParams();
+        orderDecoder.readClearingParams();
+        orderDecoder.readNotHeld();
+        orderDecoder.readDeltaNeutral();
+        orderDecoder.readAlgoParams();
+        orderDecoder.readSolicited();
+        orderDecoder.readOrderStatus();
+        orderDecoder.readVolRandomizeFlags();
+        orderDecoder.readPegToBenchParams();
+        orderDecoder.readConditions();
+        orderDecoder.readStopPriceAndLmtPriceOffset();
+        orderDecoder.readCashQty();
+        orderDecoder.readDontUseAutoPriceForHedge();
+        orderDecoder.readIsOmsContainer();
+        orderDecoder.readAutoCancelDate();
+        orderDecoder.readFilledQuantity();
+        orderDecoder.readRefFuturesConId();
+        orderDecoder.readAutoCancelParent();
+        orderDecoder.readShareholder();
+        orderDecoder.readImbalanceOnly();
+        orderDecoder.readRouteMarketableToBbo();
+        orderDecoder.readParentPermId();
+        orderDecoder.readCompletedTime();
+        orderDecoder.readCompletedStatus();
+        orderDecoder.readPegBestPegMidOrderAttributes();
         this.emit(event_name_1.EventName.completedOrder, contract, order, orderState);
     }
     /**
@@ -2577,8 +2318,7 @@ class OrderDecoder {
             this.order.faGroup = this.decoder.readStr();
             this.order.faMethod = this.decoder.readStr();
             this.order.faPercentage = this.decoder.readStr();
-            if (this.serverVersion < min_server_version_1.default.FA_PROFILE_DESUPPORT)
-                this.order.faProfile = this.decoder.readStr();
+            this.order.faProfile = this.decoder.readStr();
         }
     }
     readModelCode() {