@stoqey/ib 1.3.18 → 1.3.19
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 +6 -5
- package/dist/api/api.js +5 -4
- package/dist/api/api.js.map +1 -1
- package/dist/api/contract/crypto.d.ts +13 -0
- package/dist/api/contract/crypto.js +23 -0
- package/dist/api/contract/crypto.js.map +1 -0
- package/dist/api/contract/forex.js.map +1 -1
- package/dist/api/historical/bar-size-setting.d.ts +1 -1
- package/dist/api/order/condition/execution-condition.d.ts +4 -4
- package/dist/api/order/condition/execution-condition.js +4 -4
- package/dist/api/order/condition/margin-condition.d.ts +3 -2
- package/dist/api/order/condition/margin-condition.js +3 -2
- package/dist/api/order/condition/margin-condition.js.map +1 -1
- package/dist/api/order/condition/percent-change-condition.d.ts +5 -4
- package/dist/api/order/condition/percent-change-condition.js +5 -4
- package/dist/api/order/condition/percent-change-condition.js.map +1 -1
- package/dist/api/order/condition/price-condition.d.ts +5 -4
- package/dist/api/order/condition/price-condition.js +5 -4
- package/dist/api/order/condition/price-condition.js.map +1 -1
- package/dist/api/order/condition/time-condition.d.ts +3 -2
- package/dist/api/order/condition/time-condition.js +3 -2
- package/dist/api/order/condition/time-condition.js.map +1 -1
- package/dist/api/order/condition/volume-condition.d.ts +6 -6
- package/dist/api/order/condition/volume-condition.js +6 -6
- package/dist/api-next/api-next.d.ts +48 -47
- package/dist/api-next/api-next.js +51 -50
- package/dist/api-next/api-next.js.map +1 -1
- package/dist/api-next/market/tick-type.d.ts +1 -1
- package/dist/common/configuration.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/common/logger.js.map +1 -1
- package/dist/core/api-next/auto-connection.js.map +1 -1
- package/dist/core/api-next/console-logger.js.map +1 -1
- package/dist/core/api-next/logger.js.map +1 -1
- package/dist/core/api-next/map.js.map +1 -1
- package/dist/core/api-next/subscription-registry.js.map +1 -1
- package/dist/core/api-next/subscription.js.map +1 -1
- package/dist/core/io/controller.js.map +1 -1
- package/dist/core/io/decoder.js.map +1 -1
- package/dist/core/io/encoder.d.ts +6 -6
- package/dist/core/io/encoder.js +3 -3
- package/dist/core/io/encoder.js.map +1 -1
- package/dist/core/io/socket.js.map +1 -1
- package/dist/tests/matchers.js.map +1 -1
- package/dist/tests/unit/api/api.test.js.map +1 -1
- package/dist/tests/unit/api/connect.test.js.map +1 -1
- package/dist/tests/unit/api/contract-details.test.js +23 -42
- package/dist/tests/unit/api/contract-details.test.js.map +1 -1
- package/dist/tests/unit/api/head-timestamp.test.js.map +1 -1
- package/dist/tests/unit/api/histogram-data.test.js.map +1 -1
- package/dist/tests/unit/api/historical-data.test.js +6 -6
- package/dist/tests/unit/api/historical-data.test.js.map +1 -1
- package/dist/tests/unit/api/market-data.test.js +26 -1
- package/dist/tests/unit/api/market-data.test.js.map +1 -1
- package/dist/tests/unit/api/market-scanner.test.js.map +1 -1
- package/dist/tests/unit/api/matching-symbols.test.js.map +1 -1
- package/dist/tests/unit/api/order/cancelOrder.test.js +16 -16
- package/dist/tests/unit/api/order/cancelOrder.test.js.map +1 -1
- package/dist/tests/unit/api/order/placeConditionalOrder.test.d.ts +1 -0
- package/dist/tests/unit/api/order/placeConditionalOrder.test.js +352 -0
- package/dist/tests/unit/api/order/placeConditionalOrder.test.js.map +1 -0
- package/dist/tests/unit/api/order/placeOrder.test.js +89 -26
- package/dist/tests/unit/api/order/placeOrder.test.js.map +1 -1
- package/dist/tests/unit/api/order/reqAllOpenOrders.test.js.map +1 -1
- package/dist/tests/unit/api/order/reqCompletedOrders.test.js.map +1 -1
- package/dist/tests/unit/api/wsh-event-data.test.js +6 -3
- package/dist/tests/unit/api/wsh-event-data.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-account-summary.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-contract-details.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-historical-data-updates.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-historical-data.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-historical-ticks-bid-ask.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-historical-ticks-last.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-historical-ticks-mid.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-market-data.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-market-depth-l2.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-pnl-signle.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-pnl.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-positions.test.js.map +1 -1
- package/dist/tests/unit/api-next-live/get-contract-details.test.js +20 -4
- package/dist/tests/unit/api-next-live/get-contract-details.test.js.map +1 -1
- package/dist/tests/unit/api-next-live/subscription-registry.test.js +1 -1
- package/dist/tests/unit/api-next-live/subscription-registry.test.js.map +1 -1
- package/dist/tests/unit/configuration.test.js.map +1 -1
- package/dist/tests/unit/{contracts.d.ts → sample-data/contracts.d.ts} +5 -3
- package/dist/tests/unit/sample-data/contracts.js +32 -0
- package/dist/tests/unit/sample-data/contracts.js.map +1 -0
- package/dist/tools/account-summary.js.map +1 -1
- package/dist/tools/common/ib-api-next-app.js.map +1 -1
- package/dist/tools/histogram-data.js.map +1 -1
- package/dist/tools/historical-data-updates.js.map +1 -1
- package/dist/tools/historical-data.js.map +1 -1
- package/dist/tools/historical-ticks-bid-ask.js.map +1 -1
- package/dist/tools/historical-ticks-last.js.map +1 -1
- package/dist/tools/historical-ticks-mid.js.map +1 -1
- package/dist/tools/market-data-snapshot.js.map +1 -1
- package/dist/tools/market-data.js.map +1 -1
- package/dist/tools/market-depth.js.map +1 -1
- package/dist/tools/pnl-single.js.map +1 -1
- package/dist/tools/pnl.js.map +1 -1
- package/dist/tools/positions.js.map +1 -1
- package/dist/tools/search-contracts.js.map +1 -1
- package/package.json +9 -9
- package/dist/tests/unit/contracts.js +0 -15
- package/dist/tests/unit/contracts.js.map +0 -1
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"histogram-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/histogram-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCAA2E;AAC3E,kFAA0D;AAE1D,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,IAAI,CAAC,CAAC;IAE3B,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;QACH,gCAAgC;IAClC,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE;
|
|
1
|
+
{"version":3,"file":"histogram-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/histogram-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCAA2E;AAC3E,kFAA0D;AAE1D,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,IAAI,CAAC,CAAC;IAE3B,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;QACH,gCAAgC;IAClC,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE,CAAC;YACP,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;QACjB,CAAC;QACD,qCAAqC;IACvC,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,uBAAuB,EAAE,CAAC,IAAI,EAAE,EAAE;QACnC,MAAM,WAAW,GAAG,EAAE,CAAC;QAEvB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,MAAM,CAAC,CAAC;YAE7C,EAAE,CAAC,gBAAgB,CAAC,WAAW,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,EAAE,gBAAY,CAAC,IAAI,CAAC;iBACnE,EAAE,CAAC,aAAS,CAAC,aAAa,EAAE,CAAC,SAAS,EAAE,IAAI,EAAE,EAAE;gBAC/C,IAAI,SAAS,KAAK,WAAW,EAAE,CAAC;oBAC9B,MAAM,CAAC,SAAS,CAAC,CAAC,OAAO,CAAC,WAAW,CAAC,CAAC;oBACvC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;oBACvC,EAAE,CAAC,UAAU,EAAE,CAAC;gBAClB,CAAC;YACH,CAAC,CAAC;iBACD,EAAE,CAAC,aAAS,CAAC,YAAY,EAAE,IAAI,CAAC;iBAChC,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,SAAS,EAAE,EAAE;gBAC5C,IAAI,SAAS,IAAI,WAAW,EAAE,CAAC;oBAC7B,IAAI,CAAC,IAAI,SAAS,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;gBACnD,CAAC;YACH,CAAC,CAAC,CAAC;QACP,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -56,9 +56,9 @@ describe("IBApi Historical data Tests", () => {
|
|
|
56
56
|
expect(open).toEqual(429.5);
|
|
57
57
|
expect(high).toEqual(429.6);
|
|
58
58
|
expect(low).toEqual(429.47);
|
|
59
|
-
expect(close).toEqual(429.
|
|
60
|
-
expect(volume).toEqual(
|
|
61
|
-
expect(count).toEqual(
|
|
59
|
+
expect(close).toEqual(429.51);
|
|
60
|
+
expect(volume).toEqual(3487.38);
|
|
61
|
+
expect(count).toEqual(1090);
|
|
62
62
|
expect(WAP).toEqual(429.532);
|
|
63
63
|
}
|
|
64
64
|
})
|
|
@@ -139,7 +139,7 @@ describe("IBApi Historical data Tests", () => {
|
|
|
139
139
|
expect(high).toEqual(453.67);
|
|
140
140
|
expect(low).toEqual(437.3);
|
|
141
141
|
expect(close).toEqual(450.92);
|
|
142
|
-
expect(volume).toEqual(
|
|
142
|
+
expect(volume).toEqual(2771783.24);
|
|
143
143
|
expect(count).toEqual(1393264);
|
|
144
144
|
expect(WAP).toEqual(448.476);
|
|
145
145
|
}
|
|
@@ -180,7 +180,7 @@ describe("IBApi Historical data Tests", () => {
|
|
|
180
180
|
expect(high).toEqual(453.67);
|
|
181
181
|
expect(low).toEqual(449.68);
|
|
182
182
|
expect(close).toEqual(450.92);
|
|
183
|
-
expect(volume).toEqual(
|
|
183
|
+
expect(volume).toEqual(474058.9);
|
|
184
184
|
expect(count).toEqual(248346);
|
|
185
185
|
expect(WAP).toEqual(451.3);
|
|
186
186
|
}
|
|
@@ -209,7 +209,7 @@ describe("IBApi Historical data Tests", () => {
|
|
|
209
209
|
done(`[${reqId}] ${err.message} (#${code})`);
|
|
210
210
|
});
|
|
211
211
|
const contract = new __1.Stock("SPY");
|
|
212
|
-
ib.connect().reqHistoricalTicks(refId, contract, "
|
|
212
|
+
ib.connect().reqHistoricalTicks(refId, contract, "20240102-16:00:00", null, 10, __1.WhatToShow.TRADES, 0, true);
|
|
213
213
|
});
|
|
214
214
|
});
|
|
215
215
|
//# sourceMappingURL=historical-data.test.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"historical-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/historical-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCASkB;AAClB,kFAA0D;AAE1D,QAAQ,CAAC,6BAA6B,EAAE,GAAG,EAAE;IAC3C,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,IAAI,CAAC,CAAC;IAE3B,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;QACH,gCAAgC;IAClC,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE;
|
|
1
|
+
{"version":3,"file":"historical-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/historical-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCASkB;AAClB,kFAA0D;AAE1D,QAAQ,CAAC,6BAA6B,EAAE,GAAG,EAAE;IAC3C,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,IAAI,CAAC,CAAC;IAE3B,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;QACH,gCAAgC;IAClC,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE,CAAC;YACP,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;QACjB,CAAC;QACD,qCAAqC;IACvC,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,mBAAmB,EAAE,CAAC,IAAI,EAAE,EAAE;QAC/B,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,CAAC,CAAC;YAC5C,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,QAAQ,EACR,mBAAmB,EACnB,MAAM,EACN,kBAAc,CAAC,WAAW,EAC1B,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,CAAC,EACD,KAAK,CACN,CAAC;QACJ,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,cAAc,EACxB,CACE,KAAa,EACb,IAAY,EACZ,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa,EACb,MAAc,EACd,KAAyB,EACzB,GAAW,EACX,EAAE;YACF,iBAAiB;YACjB,eAAe;YACf,YAAY;YACZ,YAAY;YACZ,YAAY;YACZ,WAAW;YACX,aAAa;YACb,cAAc;YACd,aAAa;YACb,WAAW;YACX,OAAO;YACP,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;gBAChC,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAC5B,IAAI,EAAE,CAAC;YACT,CAAC;iBAAM,IAAI,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;gBAC3B,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC;gBACnC,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAC5B,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAC5B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;gBAC5B,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;gBAC9B,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;gBAChC,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;gBAC5B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;YAC/B,CAAC;QACH,CAAC,CACF;aACA,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,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAClC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAW,IAAI,UAAM,CACjC,MAAM,EACN,UAAU,EACV,GAAG,EACH,cAAU,CAAC,GAAG,CACf,CAAC;YACF,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,QAAQ,EACR,mBAAmB,EACnB,MAAM,EACN,kBAAc,CAAC,eAAe,EAC9B,cAAU,CAAC,OAAO,EAClB,CAAC,EACD,CAAC,EACD,KAAK,CACN,CAAC;QACJ,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,cAAc,EACxB,CACE,KAAa,EACb,IAAY,EACZ,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa,EACb,MAAc,EACd,KAAyB,EACzB,GAAW,EACX,EAAE;YACF,eAAe;YACf,aAAa;YACb,UAAU;YACV,UAAU;YACV,UAAU;YACV,SAAS;YACT,WAAW;YACX,YAAY;YACZ,WAAW;YACX,SAAS;YACT,KAAK;YACL,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;gBAChC,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;iBAAM,IAAI,OAAO,EAAE,IAAI,CAAC,EAAE,CAAC;gBAC1B,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,YAAY,CAAC,CAAC;gBACnC,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAC5B,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAC5B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAC3B,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAC7B,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;gBAC3B,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;gBAC1B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC;YAC1B,CAAC;QACH,CAAC,CACF;aACA,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,EAAE,CAAC,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAChC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,CAAC,CAAC;YAC5C,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,QAAQ,EACR,mBAAmB,EACnB,KAAK,EACL,kBAAc,CAAC,SAAS,EACxB,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,CAAC,EACD,KAAK,CACN,CAAC;QACJ,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,cAAc,EACxB,CACE,KAAa,EACb,IAAY,EACZ,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa,EACb,MAAc,EACd,KAAyB,EACzB,GAAW,EACX,EAAE;YACF,eAAe;YACf,aAAa;YACb,UAAU;YACV,UAAU;YACV,UAAU;YACV,SAAS;YACT,WAAW;YACX,YAAY;YACZ,WAAW;YACX,SAAS;YACT,KAAK;YACL,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;gBAChC,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;iBAAM,IAAI,OAAO,EAAE,IAAI,CAAC,EAAE,CAAC;gBAC1B,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;gBACjC,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAC5B,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;gBAC7B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAC3B,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;gBAC9B,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;gBACnC,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;gBAC/B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;YAC/B,CAAC;QACH,CAAC,CACF;aACA,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,EAAE,CAAC,qBAAqB,EAAE,CAAC,IAAI,EAAE,EAAE;QACjC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,CAAC,CAAC;YAC5C,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,QAAQ,EACR,mBAAmB,EACnB,KAAK,EACL,kBAAc,CAAC,UAAU,EACzB,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,CAAC,EACD,KAAK,CACN,CAAC;QACJ,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,cAAc,EACxB,CACE,KAAa,EACb,IAAY,EACZ,IAAY,EACZ,IAAY,EACZ,GAAW,EACX,KAAa,EACb,MAAc,EACd,KAAyB,EACzB,GAAW,EACX,EAAE;YACF,eAAe;YACf,aAAa;YACb,UAAU;YACV,UAAU;YACV,UAAU;YACV,SAAS;YACT,WAAW;YACX,YAAY;YACZ,WAAW;YACX,SAAS;YACT,KAAK;YACL,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,IAAI,CAAC,UAAU,CAAC,UAAU,CAAC,EAAE,CAAC;gBAChC,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAC5B,IAAI,EAAE,CAAC;YACT,CAAC;iBAAM,IAAI,OAAO,EAAE,IAAI,EAAE,EAAE,CAAC;gBAC3B,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;gBACjC,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;gBAC7B,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;gBAC7B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;gBAC5B,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;gBAC9B,MAAM,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;gBACjC,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;gBAC9B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,CAAC;QACH,CAAC,CACF;aACA,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,EAAE,CAAC,2BAA2B,EAAE,CAAC,IAAI,EAAE,EAAE;QACvC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,WAAW,GAAG,KAAK,CAAC;QAExB,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAC9B,WAAW,GAAG,IAAI,CAAC;QACrB,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,CAAC,mBAAmB,EAAE,CAAC,KAAa,EAAE,KAAS,EAAE,EAAE;YAC9D,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;YACxC,IAAI,WAAW,EAAE,CAAC;gBAChB,EAAE,CAAC,UAAU,EAAE,CAAC;YAClB,CAAC;YACD,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,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,CAAC,CAAC;QAE5C,EAAE,CAAC,OAAO,EAAE,CAAC,kBAAkB,CAC7B,KAAK,EACL,QAAQ,EACR,mBAAmB,EACnB,IAAI,EACJ,EAAE,EACF,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,IAAI,CACL,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -8,7 +8,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
8
8
|
*/
|
|
9
9
|
const __1 = require("../../..");
|
|
10
10
|
const configuration_1 = __importDefault(require("../../../common/configuration"));
|
|
11
|
-
const contracts_1 = require("../contracts");
|
|
11
|
+
const contracts_1 = require("../sample-data/contracts");
|
|
12
12
|
describe("IBApi Market data Tests", () => {
|
|
13
13
|
jest.setTimeout(15 * 1000);
|
|
14
14
|
let ib;
|
|
@@ -179,5 +179,30 @@ describe("IBApi Market data Tests", () => {
|
|
|
179
179
|
});
|
|
180
180
|
ib.connect().reqMarketDataType(__1.MarketDataType.DELAYED_FROZEN);
|
|
181
181
|
});
|
|
182
|
+
it("Crypto market data", (done) => {
|
|
183
|
+
const refId = 51;
|
|
184
|
+
let received = false;
|
|
185
|
+
ib.once(__1.EventName.connected, () => {
|
|
186
|
+
ib.reqMktData(refId, contracts_1.sample_crypto, "", true, false);
|
|
187
|
+
})
|
|
188
|
+
.on(__1.EventName.tickPrice, (reqId, _field, _value) => {
|
|
189
|
+
expect(reqId).toEqual(refId);
|
|
190
|
+
if (reqId == refId)
|
|
191
|
+
received = true;
|
|
192
|
+
// console.log(_field, _value);
|
|
193
|
+
})
|
|
194
|
+
.on(__1.EventName.tickSnapshotEnd, (reqId) => {
|
|
195
|
+
expect(reqId).toEqual(refId);
|
|
196
|
+
if (received)
|
|
197
|
+
done();
|
|
198
|
+
else
|
|
199
|
+
done("Didn't get any result");
|
|
200
|
+
})
|
|
201
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
202
|
+
if (IsError(code))
|
|
203
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
204
|
+
});
|
|
205
|
+
ib.connect().reqMarketDataType(__1.MarketDataType.DELAYED_FROZEN);
|
|
206
|
+
});
|
|
182
207
|
});
|
|
183
208
|
//# sourceMappingURL=market-data.test.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/market-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCAMkB;AAClB,kFAA0D;AAC1D,
|
|
1
|
+
{"version":3,"file":"market-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/market-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCAMkB;AAClB,kFAA0D;AAC1D,wDAQkC;AAElC,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,IAAI,CAAC,CAAC;IAE3B,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;QACH,gCAAgC;IAClC,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE,CAAC;YACP,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;QACjB,CAAC;QACD,qCAAqC;IACvC,CAAC,CAAC,CAAC;IAEH,MAAM,OAAO,GAAG,CAAC,IAAe,EAAE,EAAE,CAClC,IAAI,KAAK,aAAS,CAAC,sBAAsB;QACzC,IAAI,KAAK,aAAS,CAAC,uBAAuB,CAAC;IAE7C,EAAE,CAAC,iBAAiB,EAAE,CAAC,IAAI,EAAE,EAAE;QAC7B,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,sBAAU,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QACpD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,mBAAmB,EAAE,CAAC,IAAI,EAAE,EAAE;QAC/B,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,wBAAY,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QACtD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAClC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,yBAAa,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QACvD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;QACtC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAChC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,yBAAa,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QACvD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,iBAAiB,EAAE,CAAC,IAAI,EAAE,EAAE;QAC7B,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,4BAAgB,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QAC1D,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAe,EAAE,KAAK,EAAE,EAAE;YACnD,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,mBAAmB,EAAE,CAAC,IAAI,EAAE,EAAE;QAC/B,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,wBAAY,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QACtD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAChC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,yBAAa,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QACvD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market-scanner.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/market-scanner.test.ts"],"names":[],"mappings":";;;;;AAAA,gCAQkB;AAClB,kFAA0D;AAE1D,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,IAAI,CAAC,CAAC;IAE3B,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;
|
|
1
|
+
{"version":3,"file":"market-scanner.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/market-scanner.test.ts"],"names":[],"mappings":";;;;;AAAA,gCAQkB;AAClB,kFAA0D;AAE1D,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,IAAI,CAAC,CAAC;IAE3B,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,CAAC;YACP,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;QACjB,CAAC;IACH,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAClC,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,iBAAiB,EAAE,CAAC,GAAW,EAAE,EAAE;YACjD,MAAM,KAAK,GAAG,wCAAwC,CAAC,CAAC,6BAA6B;YACrF,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,EAAE,KAAK,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YACtD,EAAE,CAAC,UAAU,EAAE,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,IAAe,EAAE,KAAK,EAAE,EAAE;YACnD,IAAI,KAAK,KAAK,CAAC,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QACjE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,oBAAoB,EAAE,CAAC;IACtC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uBAAuB,EAAE,CAAC,IAAI,EAAE,EAAE;QACrC,MAAM,KAAK,GAAG,CAAC,CAAC;QAChB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,MAAM,EAAE,EAAE;YACxC,EAAE,CAAC,sBAAsB,CAAC,KAAK,EAAE;gBAC/B,UAAU,EAAE,CAAC;gBACb,QAAQ,EAAE,YAAQ,CAAC,WAAW;gBAC9B,YAAY,EAAE,gBAAY,CAAC,MAAM;gBACjC,UAAU,EAAE,cAAU,CAAC,GAAG;gBAC1B,YAAY,EAAE,EAAE;aACjB,CAAC,CAAC;QACL,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,WAAW,EACrB,CACE,KAAK,EACL,KAAa,EACb,SAA0B,EAC1B,SAAiB,EACjB,UAAkB,EAClB,WAAmB,EACnB,OAAe,EACf,EAAE;YACF,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;QAC/B,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,cAAc,EAAE,CAAC,KAAK,EAAE,EAAE;YACtC,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,EAAE,CAAC;gBACnB,IAAI,IAAI,IAAI,aAAS,CAAC,qBAAqB;oBAAE,OAAO;gBACpD,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;YAC/C,CAAC;QACH,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"matching-symbols.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/matching-symbols.test.ts"],"names":[],"mappings":";;;;;AAAA,gCAAiE;AACjE,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;
|
|
1
|
+
{"version":3,"file":"matching-symbols.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/matching-symbols.test.ts"],"names":[],"mappings":";;;;;AAAA,gCAAiE;AACjE,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,CAAC;YACP,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;QACjB,CAAC;IACH,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,KAAK,EAAE,CAAC,IAAI,EAAE,EAAE;QACnB,MAAM,KAAK,GAAG,CAAC,CAAC;QAChB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,MAAM,EAAE,EAAE;YACxC,EAAE,CAAC,kBAAkB,CAAC,KAAK,EAAE,KAAK,CAAC,CAAC;QACtC,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,aAAa,EACvB,CAAC,KAAK,EAAE,oBAA2C,EAAE,EAAE;YACrD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,MAAM,CAAC,oBAAoB,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC/D,EAAE,CAAC,UAAU,EAAE,CAAC;QAClB,CAAC,CACF;aACA,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,MAAM,EAAE,CAAC,IAAI,EAAE,EAAE;QACpB,MAAM,KAAK,GAAG,CAAC,CAAC;QAChB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,MAAM,EAAE,EAAE;YACxC,EAAE,CAAC,kBAAkB,CAAC,KAAK,EAAE,MAAM,CAAC,CAAC;QACvC,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,aAAa,EACvB,CAAC,KAAK,EAAE,oBAA2C,EAAE,EAAE;YACrD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,MAAM,CAAC,oBAAoB,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;YAChE,EAAE,CAAC,UAAU,EAAE,CAAC;QAClB,CAAC,CACF;aACA,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,KAAK,EAAE,CAAC,IAAI,EAAE,EAAE;QACnB,MAAM,KAAK,GAAG,CAAC,CAAC;QAChB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,MAAM,EAAE,EAAE;YACxC,EAAE,CAAC,kBAAkB,CAAC,KAAK,EAAE,KAAK,CAAC,CAAC;QACtC,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,aAAa,EACvB,CAAC,KAAK,EAAE,oBAA2C,EAAE,EAAE;YACrD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,MAAM,CAAC,oBAAoB,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC/D,EAAE,CAAC,UAAU,EAAE,CAAC;QAClB,CAAC,CACF;aACA,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"}
|
|
@@ -9,6 +9,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
9
9
|
const __1 = require("../../../..");
|
|
10
10
|
const configuration_1 = __importDefault(require("../../../../common/configuration"));
|
|
11
11
|
const logger_1 = __importDefault(require("../../../../common/logger"));
|
|
12
|
+
const contracts_1 = require("../../sample-data/contracts");
|
|
12
13
|
describe("CancelOrder", () => {
|
|
13
14
|
jest.setTimeout(20 * 1000);
|
|
14
15
|
let ib;
|
|
@@ -30,32 +31,30 @@ describe("CancelOrder", () => {
|
|
|
30
31
|
});
|
|
31
32
|
test("cancelOrder", (done) => {
|
|
32
33
|
let refId;
|
|
33
|
-
const contract =
|
|
34
|
+
const contract = contracts_1.sample_etf;
|
|
34
35
|
const order = {
|
|
35
36
|
orderType: __1.OrderType.LMT,
|
|
36
37
|
action: __1.OrderAction.BUY,
|
|
37
|
-
lmtPrice:
|
|
38
|
-
totalQuantity:
|
|
39
|
-
|
|
40
|
-
|
|
38
|
+
lmtPrice: 3,
|
|
39
|
+
totalQuantity: 3,
|
|
40
|
+
tif: __1.TimeInForce.DAY,
|
|
41
|
+
outsideRth: false,
|
|
41
42
|
transmit: true,
|
|
42
43
|
};
|
|
43
|
-
let
|
|
44
|
+
let cancelling = false;
|
|
44
45
|
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
45
46
|
refId = orderId;
|
|
46
47
|
ib.placeOrder(refId, contract, order);
|
|
47
48
|
})
|
|
48
|
-
.on(__1.EventName.
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
|
|
52
|
-
|
|
49
|
+
.on(__1.EventName.orderStatus, (orderId, status, _filled, _remaining, _avgFillPrice, _permId, _parentId, _lastFillPrice, _clientId, _whyHeld, _mktCapPrice) => {
|
|
50
|
+
if (orderId === refId) {
|
|
51
|
+
if (!cancelling &&
|
|
52
|
+
[__1.OrderStatus.PreSubmitted, __1.OrderStatus.Submitted].includes(status)) {
|
|
53
|
+
cancelling = true;
|
|
54
|
+
ib.cancelOrder(refId);
|
|
55
|
+
}
|
|
53
56
|
}
|
|
54
57
|
})
|
|
55
|
-
.on(__1.EventName.orderStatus, (orderId, _status, _filled, _remaining, _avgFillPrice, _permId, _parentId, _lastFillPrice, _clientId, _whyHeld, _mktCapPrice) => {
|
|
56
|
-
expect(orderId).toEqual(refId);
|
|
57
|
-
})
|
|
58
|
-
.on(__1.EventName.openOrderEnd, () => { })
|
|
59
58
|
.on(__1.EventName.error, (error, code, reqId, _advancedOrderReject) => {
|
|
60
59
|
if (reqId === -1) {
|
|
61
60
|
logger_1.default.info(error.message);
|
|
@@ -67,7 +66,8 @@ describe("CancelOrder", () => {
|
|
|
67
66
|
}
|
|
68
67
|
else if (code == __1.ErrorCode.ORDER_CANCELLED &&
|
|
69
68
|
reqId == refId &&
|
|
70
|
-
|
|
69
|
+
cancelling) {
|
|
70
|
+
logger_1.default.info(msg);
|
|
71
71
|
done();
|
|
72
72
|
}
|
|
73
73
|
else {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"cancelOrder.test.js","sourceRoot":"","sources":["../../../../../src/tests/unit/api/order/cancelOrder.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,mCAUqB;AACrB,qFAA6D;AAC7D,uEAA+C;
|
|
1
|
+
{"version":3,"file":"cancelOrder.test.js","sourceRoot":"","sources":["../../../../../src/tests/unit/api/order/cancelOrder.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,mCAUqB;AACrB,qFAA6D;AAC7D,uEAA+C;AAC/C,2DAAyD;AAEzD,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,IAAI,CAAC,UAAU,CAAC,EAAE,GAAG,IAAI,CAAC,CAAC;IAE3B,IAAI,EAAS,CAAC;IACd,IAAI,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,uBAAuB;IAE7E,UAAU,CAAC,GAAG,EAAE;QACd,EAAE,GAAG,IAAI,SAAK,CAAC;YACb,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,QAAQ,EAAE,QAAQ,EAAE,EAAE,yEAAyE;SAChG,CAAC,CAAC;QACH,gCAAgC;IAClC,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE,CAAC;YACP,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;QACjB,CAAC;QACD,qCAAqC;IACvC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,aAAa,EAAE,CAAC,IAAI,EAAE,EAAE;QAC3B,IAAI,KAAa,CAAC;QAElB,MAAM,QAAQ,GAAa,sBAAU,CAAC;QACtC,MAAM,KAAK,GAAU;YACnB,SAAS,EAAE,aAAS,CAAC,GAAG;YACxB,MAAM,EAAE,eAAW,CAAC,GAAG;YACvB,QAAQ,EAAE,CAAC;YACX,aAAa,EAAE,CAAC;YAChB,GAAG,EAAE,eAAW,CAAC,GAAG;YACpB,UAAU,EAAE,KAAK;YACjB,QAAQ,EAAE,IAAI;SACf,CAAC;QAEF,IAAI,UAAU,GAAG,KAAK,CAAC;QACvB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,OAAe,EAAE,EAAE;YACjD,KAAK,GAAG,OAAO,CAAC;YAChB,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;QACxC,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,WAAW,EACrB,CACE,OAAO,EACP,MAAM,EACN,OAAO,EACP,UAAU,EACV,aAAa,EACb,OAAO,EACP,SAAS,EACT,cAAc,EACd,SAAS,EACT,QAAQ,EACR,YAAY,EACZ,EAAE;YACF,IAAI,OAAO,KAAK,KAAK,EAAE,CAAC;gBACtB,IACE,CAAC,UAAU;oBACX,CAAC,eAAW,CAAC,YAAY,EAAE,eAAW,CAAC,SAAS,CAAC,CAAC,QAAQ,CACxD,MAAqB,CACtB,EACD,CAAC;oBACD,UAAU,GAAG,IAAI,CAAC;oBAClB,EAAE,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;gBACxB,CAAC;YACH,CAAC;QACH,CAAC,CACF;aACA,EAAE,CACD,aAAS,CAAC,KAAK,EACf,CACE,KAAY,EACZ,IAAe,EACf,KAAa,EACb,oBAA8B,EAC9B,EAAE;YACF,IAAI,KAAK,KAAK,CAAC,CAAC,EAAE,CAAC;gBACjB,gBAAM,CAAC,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;YAC7B,CAAC;iBAAM,CAAC;gBACN,MAAM,GAAG,GAAG,IAAI,KAAK,KAAK,KAAK,CAAC,OAAO,YAAY,IAAI,GAAG,CAAC;gBAC3D,IAAI,KAAK,CAAC,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE,CAAC;oBACvC,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;gBACnB,CAAC;qBAAM,IACL,IAAI,IAAI,aAAS,CAAC,eAAe;oBACjC,KAAK,IAAI,KAAK;oBACd,UAAU,EACV,CAAC;oBACD,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;oBACjB,IAAI,EAAE,CAAC;gBACT,CAAC;qBAAM,CAAC;oBACN,IAAI,CAAC,GAAG,CAAC,CAAC;gBACZ,CAAC;YACH,CAAC;QACH,CAAC,CACF,CAAC;QAEJ,EAAE,CAAC,OAAO,EAAE,CAAC,aAAa,EAAE,CAAC;IAC/B,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
export {};
|
|
@@ -0,0 +1,352 @@
|
|
|
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 placeOrder function .
|
|
8
|
+
*/
|
|
9
|
+
const __1 = require("../../../..");
|
|
10
|
+
const configuration_1 = __importDefault(require("../../../../common/configuration"));
|
|
11
|
+
const logger_1 = __importDefault(require("../../../../common/logger"));
|
|
12
|
+
const contracts_1 = require("../../sample-data/contracts");
|
|
13
|
+
const sample_price_condition = new __1.PriceCondition(29, __1.TriggerMethod.Default, contracts_1.aapl_contract.conId, contracts_1.aapl_contract.exchange, true, __1.ConjunctionConnection.OR);
|
|
14
|
+
const sample_execution_condition = new __1.ExecutionCondition(contracts_1.sample_stock.exchange, contracts_1.sample_stock.secType, contracts_1.sample_stock.symbol, __1.ConjunctionConnection.OR);
|
|
15
|
+
const sample_margin_condition = new __1.MarginCondition(10, false, __1.ConjunctionConnection.OR);
|
|
16
|
+
const sample_percent_condition = new __1.PercentChangeCondition(0.1, contracts_1.aapl_contract.conId, contracts_1.aapl_contract.exchange, true, __1.ConjunctionConnection.OR);
|
|
17
|
+
const sample_time_condition = new __1.TimeCondition("20250101-12:00:00", true, __1.ConjunctionConnection.OR);
|
|
18
|
+
const sample_volume_condition = new __1.VolumeCondition(100, contracts_1.aapl_contract.conId, contracts_1.aapl_contract.exchange, true, __1.ConjunctionConnection.OR);
|
|
19
|
+
describe("Place Conditional Orders", () => {
|
|
20
|
+
jest.setTimeout(20 * 1000);
|
|
21
|
+
let ib;
|
|
22
|
+
let clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
|
|
23
|
+
beforeEach(() => {
|
|
24
|
+
ib = new __1.IBApi({
|
|
25
|
+
host: configuration_1.default.ib_host,
|
|
26
|
+
port: configuration_1.default.ib_port,
|
|
27
|
+
clientId: clientId++, // increment clientId for each test so they don't interfere on each other
|
|
28
|
+
});
|
|
29
|
+
});
|
|
30
|
+
afterEach(() => {
|
|
31
|
+
if (ib) {
|
|
32
|
+
ib.disconnect();
|
|
33
|
+
ib = undefined;
|
|
34
|
+
}
|
|
35
|
+
});
|
|
36
|
+
test("placeOrder with PriceCondition", (done) => {
|
|
37
|
+
let refId;
|
|
38
|
+
const refContract = contracts_1.sample_stock;
|
|
39
|
+
const refOrder = {
|
|
40
|
+
orderType: __1.OrderType.LMT,
|
|
41
|
+
action: __1.OrderAction.BUY,
|
|
42
|
+
lmtPrice: 0.01,
|
|
43
|
+
totalQuantity: 1,
|
|
44
|
+
conditionsIgnoreRth: true,
|
|
45
|
+
conditionsCancelOrder: false,
|
|
46
|
+
conditions: [sample_price_condition],
|
|
47
|
+
transmit: true,
|
|
48
|
+
};
|
|
49
|
+
let isDone = false;
|
|
50
|
+
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
51
|
+
refId = orderId;
|
|
52
|
+
ib.placeOrder(refId, refContract, refOrder);
|
|
53
|
+
})
|
|
54
|
+
.on(__1.EventName.openOrder, (orderId, contract, order, _orderState) => {
|
|
55
|
+
if (orderId == refId && !isDone) {
|
|
56
|
+
isDone = true;
|
|
57
|
+
expect(contract.symbol).toEqual(refContract.symbol);
|
|
58
|
+
expect(order.totalQuantity).toEqual(refOrder.totalQuantity);
|
|
59
|
+
done();
|
|
60
|
+
}
|
|
61
|
+
})
|
|
62
|
+
.on(__1.EventName.error, (error, code, reqId, _advancedOrderReject) => {
|
|
63
|
+
if (reqId === -1) {
|
|
64
|
+
logger_1.default.info(error.message);
|
|
65
|
+
}
|
|
66
|
+
else {
|
|
67
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
68
|
+
if (error.message.includes("Warning:") ||
|
|
69
|
+
error.message.includes("Order Message:")) {
|
|
70
|
+
logger_1.default.warn(msg);
|
|
71
|
+
}
|
|
72
|
+
else {
|
|
73
|
+
ib.disconnect();
|
|
74
|
+
done(msg);
|
|
75
|
+
}
|
|
76
|
+
}
|
|
77
|
+
});
|
|
78
|
+
ib.connect().reqOpenOrders();
|
|
79
|
+
});
|
|
80
|
+
test("placeOrder with ExecutionCondition", (done) => {
|
|
81
|
+
let refId;
|
|
82
|
+
const refContract = contracts_1.sample_stock;
|
|
83
|
+
const refOrder = {
|
|
84
|
+
orderType: __1.OrderType.LMT,
|
|
85
|
+
action: __1.OrderAction.BUY,
|
|
86
|
+
lmtPrice: 0.01,
|
|
87
|
+
totalQuantity: 1,
|
|
88
|
+
conditionsIgnoreRth: true,
|
|
89
|
+
conditionsCancelOrder: false,
|
|
90
|
+
conditions: [sample_execution_condition],
|
|
91
|
+
transmit: true,
|
|
92
|
+
};
|
|
93
|
+
let isDone = false;
|
|
94
|
+
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
95
|
+
refId = orderId;
|
|
96
|
+
ib.placeOrder(refId, refContract, refOrder);
|
|
97
|
+
})
|
|
98
|
+
.on(__1.EventName.openOrder, (orderId, contract, order, _orderState) => {
|
|
99
|
+
if (orderId == refId && !isDone) {
|
|
100
|
+
isDone = true;
|
|
101
|
+
expect(contract.symbol).toEqual(refContract.symbol);
|
|
102
|
+
expect(order.totalQuantity).toEqual(refOrder.totalQuantity);
|
|
103
|
+
done();
|
|
104
|
+
}
|
|
105
|
+
})
|
|
106
|
+
.on(__1.EventName.error, (error, code, reqId, _advancedOrderReject) => {
|
|
107
|
+
if (reqId === -1) {
|
|
108
|
+
logger_1.default.info(error.message);
|
|
109
|
+
}
|
|
110
|
+
else {
|
|
111
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
112
|
+
if (error.message.includes("Warning:") ||
|
|
113
|
+
error.message.includes("Order Message:")) {
|
|
114
|
+
logger_1.default.warn(msg);
|
|
115
|
+
}
|
|
116
|
+
else {
|
|
117
|
+
ib.disconnect();
|
|
118
|
+
done(msg);
|
|
119
|
+
}
|
|
120
|
+
}
|
|
121
|
+
});
|
|
122
|
+
ib.connect().reqOpenOrders();
|
|
123
|
+
});
|
|
124
|
+
test("placeOrder with MarginCondition", (done) => {
|
|
125
|
+
let refId;
|
|
126
|
+
const refContract = contracts_1.sample_stock;
|
|
127
|
+
const refOrder = {
|
|
128
|
+
orderType: __1.OrderType.LMT,
|
|
129
|
+
action: __1.OrderAction.BUY,
|
|
130
|
+
lmtPrice: 0.01,
|
|
131
|
+
totalQuantity: 1,
|
|
132
|
+
conditionsIgnoreRth: true,
|
|
133
|
+
conditionsCancelOrder: false,
|
|
134
|
+
conditions: [sample_margin_condition],
|
|
135
|
+
transmit: true,
|
|
136
|
+
};
|
|
137
|
+
let isDone = false;
|
|
138
|
+
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
139
|
+
refId = orderId;
|
|
140
|
+
ib.placeOrder(refId, refContract, refOrder);
|
|
141
|
+
})
|
|
142
|
+
.on(__1.EventName.openOrder, (orderId, contract, order, _orderState) => {
|
|
143
|
+
if (orderId == refId && !isDone) {
|
|
144
|
+
isDone = true;
|
|
145
|
+
expect(contract.symbol).toEqual(refContract.symbol);
|
|
146
|
+
expect(order.totalQuantity).toEqual(refOrder.totalQuantity);
|
|
147
|
+
done();
|
|
148
|
+
}
|
|
149
|
+
})
|
|
150
|
+
.on(__1.EventName.error, (error, code, reqId, _advancedOrderReject) => {
|
|
151
|
+
if (reqId === -1) {
|
|
152
|
+
logger_1.default.info(error.message);
|
|
153
|
+
}
|
|
154
|
+
else {
|
|
155
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
156
|
+
if (error.message.includes("Warning:") ||
|
|
157
|
+
error.message.includes("Order Message:")) {
|
|
158
|
+
logger_1.default.warn(msg);
|
|
159
|
+
}
|
|
160
|
+
else {
|
|
161
|
+
ib.disconnect();
|
|
162
|
+
done(msg);
|
|
163
|
+
}
|
|
164
|
+
}
|
|
165
|
+
});
|
|
166
|
+
ib.connect().reqOpenOrders();
|
|
167
|
+
});
|
|
168
|
+
test("placeOrder with PercentChangeCondition", (done) => {
|
|
169
|
+
let refId;
|
|
170
|
+
const refContract = contracts_1.sample_stock;
|
|
171
|
+
const refOrder = {
|
|
172
|
+
orderType: __1.OrderType.LMT,
|
|
173
|
+
action: __1.OrderAction.BUY,
|
|
174
|
+
lmtPrice: 0.01,
|
|
175
|
+
totalQuantity: 1,
|
|
176
|
+
conditionsIgnoreRth: true,
|
|
177
|
+
conditionsCancelOrder: false,
|
|
178
|
+
conditions: [sample_percent_condition],
|
|
179
|
+
transmit: true,
|
|
180
|
+
};
|
|
181
|
+
let isDone = false;
|
|
182
|
+
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
183
|
+
refId = orderId;
|
|
184
|
+
ib.placeOrder(refId, refContract, refOrder);
|
|
185
|
+
})
|
|
186
|
+
.on(__1.EventName.openOrder, (orderId, contract, order, _orderState) => {
|
|
187
|
+
if (orderId == refId && !isDone) {
|
|
188
|
+
isDone = true;
|
|
189
|
+
expect(contract.symbol).toEqual(refContract.symbol);
|
|
190
|
+
expect(order.totalQuantity).toEqual(refOrder.totalQuantity);
|
|
191
|
+
done();
|
|
192
|
+
}
|
|
193
|
+
})
|
|
194
|
+
.on(__1.EventName.error, (error, code, reqId, _advancedOrderReject) => {
|
|
195
|
+
if (reqId === -1) {
|
|
196
|
+
logger_1.default.info(error.message);
|
|
197
|
+
}
|
|
198
|
+
else {
|
|
199
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
200
|
+
if (error.message.includes("Warning:") ||
|
|
201
|
+
error.message.includes("Order Message:")) {
|
|
202
|
+
logger_1.default.warn(msg);
|
|
203
|
+
}
|
|
204
|
+
else {
|
|
205
|
+
ib.disconnect();
|
|
206
|
+
done(msg);
|
|
207
|
+
}
|
|
208
|
+
}
|
|
209
|
+
});
|
|
210
|
+
ib.connect().reqOpenOrders();
|
|
211
|
+
});
|
|
212
|
+
test("placeOrder with TimeCondition", (done) => {
|
|
213
|
+
let refId;
|
|
214
|
+
const refContract = contracts_1.sample_stock;
|
|
215
|
+
const refOrder = {
|
|
216
|
+
orderType: __1.OrderType.LMT,
|
|
217
|
+
action: __1.OrderAction.BUY,
|
|
218
|
+
lmtPrice: 0.01,
|
|
219
|
+
totalQuantity: 1,
|
|
220
|
+
conditionsIgnoreRth: true,
|
|
221
|
+
conditionsCancelOrder: false,
|
|
222
|
+
conditions: [sample_time_condition],
|
|
223
|
+
transmit: true,
|
|
224
|
+
};
|
|
225
|
+
let isDone = false;
|
|
226
|
+
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
227
|
+
refId = orderId;
|
|
228
|
+
ib.placeOrder(refId, refContract, refOrder);
|
|
229
|
+
})
|
|
230
|
+
.on(__1.EventName.openOrder, (orderId, contract, order, _orderState) => {
|
|
231
|
+
if (orderId == refId && !isDone) {
|
|
232
|
+
isDone = true;
|
|
233
|
+
expect(contract.symbol).toEqual(refContract.symbol);
|
|
234
|
+
expect(order.totalQuantity).toEqual(refOrder.totalQuantity);
|
|
235
|
+
done();
|
|
236
|
+
}
|
|
237
|
+
})
|
|
238
|
+
.on(__1.EventName.error, (error, code, reqId, _advancedOrderReject) => {
|
|
239
|
+
if (reqId === -1) {
|
|
240
|
+
logger_1.default.info(error.message);
|
|
241
|
+
}
|
|
242
|
+
else {
|
|
243
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
244
|
+
if (error.message.includes("Warning:") ||
|
|
245
|
+
error.message.includes("Order Message:")) {
|
|
246
|
+
logger_1.default.warn(msg);
|
|
247
|
+
}
|
|
248
|
+
else {
|
|
249
|
+
ib.disconnect();
|
|
250
|
+
done(msg);
|
|
251
|
+
}
|
|
252
|
+
}
|
|
253
|
+
});
|
|
254
|
+
ib.connect().reqOpenOrders();
|
|
255
|
+
});
|
|
256
|
+
test("placeOrder with VolumeCondition", (done) => {
|
|
257
|
+
let refId;
|
|
258
|
+
const refContract = contracts_1.sample_stock;
|
|
259
|
+
const refOrder = {
|
|
260
|
+
orderType: __1.OrderType.LMT,
|
|
261
|
+
action: __1.OrderAction.BUY,
|
|
262
|
+
lmtPrice: 0.01,
|
|
263
|
+
totalQuantity: 1,
|
|
264
|
+
conditionsIgnoreRth: true,
|
|
265
|
+
conditionsCancelOrder: false,
|
|
266
|
+
conditions: [sample_volume_condition],
|
|
267
|
+
transmit: true,
|
|
268
|
+
};
|
|
269
|
+
let isDone = false;
|
|
270
|
+
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
271
|
+
refId = orderId;
|
|
272
|
+
ib.placeOrder(refId, refContract, refOrder);
|
|
273
|
+
})
|
|
274
|
+
.on(__1.EventName.openOrder, (orderId, contract, order, _orderState) => {
|
|
275
|
+
if (orderId == refId && !isDone) {
|
|
276
|
+
isDone = true;
|
|
277
|
+
expect(contract.symbol).toEqual(refContract.symbol);
|
|
278
|
+
expect(order.totalQuantity).toEqual(refOrder.totalQuantity);
|
|
279
|
+
done();
|
|
280
|
+
}
|
|
281
|
+
})
|
|
282
|
+
.on(__1.EventName.error, (error, code, reqId, _advancedOrderReject) => {
|
|
283
|
+
if (reqId === -1) {
|
|
284
|
+
logger_1.default.info(error.message);
|
|
285
|
+
}
|
|
286
|
+
else {
|
|
287
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
288
|
+
if (error.message.includes("Warning:") ||
|
|
289
|
+
error.message.includes("Order Message:")) {
|
|
290
|
+
logger_1.default.warn(msg);
|
|
291
|
+
}
|
|
292
|
+
else {
|
|
293
|
+
ib.disconnect();
|
|
294
|
+
done(msg);
|
|
295
|
+
}
|
|
296
|
+
}
|
|
297
|
+
});
|
|
298
|
+
ib.connect().reqOpenOrders();
|
|
299
|
+
});
|
|
300
|
+
test("placeOrder with all conditions", (done) => {
|
|
301
|
+
let refId;
|
|
302
|
+
const refContract = contracts_1.sample_stock;
|
|
303
|
+
const refOrder = {
|
|
304
|
+
orderType: __1.OrderType.LMT,
|
|
305
|
+
action: __1.OrderAction.BUY,
|
|
306
|
+
lmtPrice: 0.01,
|
|
307
|
+
totalQuantity: 1,
|
|
308
|
+
conditionsIgnoreRth: true,
|
|
309
|
+
conditionsCancelOrder: false,
|
|
310
|
+
conditions: [
|
|
311
|
+
sample_price_condition,
|
|
312
|
+
sample_execution_condition,
|
|
313
|
+
sample_margin_condition,
|
|
314
|
+
sample_percent_condition,
|
|
315
|
+
sample_time_condition,
|
|
316
|
+
sample_volume_condition,
|
|
317
|
+
],
|
|
318
|
+
transmit: true,
|
|
319
|
+
};
|
|
320
|
+
let isDone = false;
|
|
321
|
+
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
322
|
+
refId = orderId;
|
|
323
|
+
ib.placeOrder(refId, refContract, refOrder);
|
|
324
|
+
})
|
|
325
|
+
.on(__1.EventName.openOrder, (orderId, contract, order, _orderState) => {
|
|
326
|
+
if (orderId == refId && !isDone) {
|
|
327
|
+
isDone = true;
|
|
328
|
+
expect(contract.symbol).toEqual(refContract.symbol);
|
|
329
|
+
expect(order.totalQuantity).toEqual(refOrder.totalQuantity);
|
|
330
|
+
done();
|
|
331
|
+
}
|
|
332
|
+
})
|
|
333
|
+
.on(__1.EventName.error, (error, code, reqId, _advancedOrderReject) => {
|
|
334
|
+
if (reqId === -1) {
|
|
335
|
+
logger_1.default.info(error.message);
|
|
336
|
+
}
|
|
337
|
+
else {
|
|
338
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
339
|
+
if (error.message.includes("Warning:") ||
|
|
340
|
+
error.message.includes("Order Message:")) {
|
|
341
|
+
logger_1.default.warn(msg);
|
|
342
|
+
}
|
|
343
|
+
else {
|
|
344
|
+
ib.disconnect();
|
|
345
|
+
done(msg);
|
|
346
|
+
}
|
|
347
|
+
}
|
|
348
|
+
});
|
|
349
|
+
ib.connect().reqOpenOrders();
|
|
350
|
+
});
|
|
351
|
+
});
|
|
352
|
+
//# sourceMappingURL=placeConditionalOrder.test.js.map
|