@stoqey/ib 1.3.29 → 1.4.0
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/README.md +1 -1
- package/dist/api/api.d.ts +2 -2
- package/dist/api/api.js +22 -3
- package/dist/api/api.js.map +1 -1
- package/dist/api/contract/priceIncrement.d.ts +7 -0
- package/dist/api/contract/priceIncrement.js +3 -0
- package/dist/api/contract/priceIncrement.js.map +1 -0
- package/dist/api/order/orderCancel.d.ts +1 -1
- package/dist/api-next/api-next.d.ts +24 -4
- package/dist/api-next/api-next.js +69 -48
- package/dist/api-next/api-next.js.map +1 -1
- package/dist/common/configuration.js +17 -7
- package/dist/common/configuration.js.map +1 -1
- package/dist/common/errorCode.d.ts +9 -3
- package/dist/common/errorCode.js +26 -5
- package/dist/common/errorCode.js.map +1 -1
- package/dist/common/logger.js +17 -7
- package/dist/common/logger.js.map +1 -1
- package/dist/core/api-next/auto-connection.js +17 -7
- package/dist/core/api-next/auto-connection.js.map +1 -1
- package/dist/core/api-next/console-logger.js +17 -7
- package/dist/core/api-next/console-logger.js.map +1 -1
- package/dist/core/api-next/subscription-registry.d.ts +3 -4
- package/dist/core/api-next/subscription-registry.js +7 -8
- package/dist/core/api-next/subscription-registry.js.map +1 -1
- package/dist/core/api-next/subscription.js +5 -5
- package/dist/core/api-next/subscription.js.map +1 -1
- package/dist/core/io/controller.d.ts +1 -1
- package/dist/core/io/controller.js +3 -4
- package/dist/core/io/controller.js.map +1 -1
- package/dist/core/io/decoder.d.ts +1 -1
- package/dist/core/io/decoder.js +7 -7
- package/dist/core/io/decoder.js.map +1 -1
- package/dist/core/io/encoder.d.ts +16 -16
- package/dist/core/io/encoder.js +78 -82
- package/dist/core/io/encoder.js.map +1 -1
- package/dist/core/io/socket.js +15 -27
- package/dist/core/io/socket.js.map +1 -1
- package/dist/index.d.ts +2 -1
- package/dist/index.js +2 -1
- package/dist/index.js.map +1 -1
- package/dist/tests/unit/api/historical-data.test.js +34 -42
- package/dist/tests/unit/api/historical-data.test.js.map +1 -1
- package/dist/tests/unit/api/market-data.test.js +1 -1
- package/dist/tests/unit/api/market-data.test.js.map +1 -1
- package/dist/tests/unit/api/market-scanner.test.js +19 -27
- package/dist/tests/unit/api/market-scanner.test.js.map +1 -1
- package/dist/tests/unit/api/order/cancelOrder.test.js +162 -28
- package/dist/tests/unit/api/order/cancelOrder.test.js.map +1 -1
- package/dist/tests/unit/api/order/placeConditionalOrder.test.js +117 -179
- package/dist/tests/unit/api/order/placeConditionalOrder.test.js.map +1 -1
- package/dist/tests/unit/api/order/placeOrder.test.js +68 -92
- package/dist/tests/unit/api/order/placeOrder.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-account-summary.test.js +1 -1
- package/dist/tests/unit/api-next/get-account-updates.test.d.ts +4 -0
- package/dist/tests/unit/api-next/get-account-updates.test.js +86 -0
- package/dist/tests/unit/api-next/get-account-updates.test.js.map +1 -0
- package/dist/tests/unit/api-next/get-historical-data.test.js +1 -1
- package/dist/tests/unit/api-next/get-historical-data.test.js.map +1 -1
- package/dist/tests/unit/api-next/next-valid-order-id.test.js +1 -1
- package/dist/tests/unit/api-next/next-valid-order-id.test.js.map +1 -1
- package/dist/tests/unit/api-next-live/get-contract-details.test.js +31 -36
- package/dist/tests/unit/api-next-live/get-contract-details.test.js.map +1 -1
- package/dist/tests/unit/api-next-live/get-current-time.test.d.ts +4 -0
- package/dist/tests/unit/api-next-live/get-current-time.test.js +64 -0
- package/dist/tests/unit/api-next-live/get-current-time.test.js.map +1 -0
- package/dist/tests/unit/api-next-live/get-historical-ticks.test.js +7 -3
- package/dist/tests/unit/api-next-live/get-historical-ticks.test.js.map +1 -1
- package/dist/tests/unit/api-next-live/get-managed-accounts.test.d.ts +4 -0
- package/dist/tests/unit/api-next-live/get-managed-accounts.test.js +48 -0
- package/dist/tests/unit/api-next-live/get-managed-accounts.test.js.map +1 -0
- package/dist/tests/unit/api-next-live/get-market-rule.test.d.ts +4 -0
- package/dist/tests/unit/api-next-live/get-market-rule.test.js +64 -0
- package/dist/tests/unit/api-next-live/get-market-rule.test.js.map +1 -0
- package/dist/tests/unit/api-next-live/get-user-info.test.d.ts +4 -0
- package/dist/tests/unit/api-next-live/get-user-info.test.js +50 -0
- package/dist/tests/unit/api-next-live/get-user-info.test.js.map +1 -0
- package/dist/tests/unit/api-next-live/subscription-registry.test.js +12 -8
- package/dist/tests/unit/api-next-live/subscription-registry.test.js.map +1 -1
- package/dist/tests/unit/sample-data/contracts.js +2 -2
- package/dist/tests/unit/sample-data/orders.d.ts +2 -0
- package/dist/tests/unit/sample-data/orders.js +16 -0
- package/dist/tests/unit/sample-data/orders.js.map +1 -0
- package/package.json +4 -4
- package/dist/tests/unit/api/order/issue203.test.d.ts +0 -1
- package/dist/tests/unit/api/order/issue203.test.js +0 -137
- package/dist/tests/unit/api/order/issue203.test.js.map +0 -1
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@@ -8,6 +8,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
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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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const logger_1 = __importDefault(require("../../../common/logger"));
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const contracts_1 = require("../sample-data/contracts");
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describe("IBApi Historical data Tests", () => {
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jest.setTimeout(10 * 1000);
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@@ -19,22 +20,19 @@ describe("IBApi Historical data Tests", () => {
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port: configuration_1.default.ib_port,
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clientId,
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});
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// logger.info("IBApi created");
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});
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afterEach(() => {
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if (ib) {
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ib.disconnect();
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ib = undefined;
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}
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// logger.info("IBApi disconnected");
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});
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it("Stock market data", (done) => {
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const refId = 46;
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let counter = 0;
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ib.once(__1.EventName.connected, () => {
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ib.reqHistoricalData(refId, contracts_1.sample_etf, "20231006-20:00:00", "30 S", __1.BarSizeSetting.SECONDS_ONE, __1.WhatToShow.TRADES, 0, 2, false);
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})
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.on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
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}).on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
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// console.log(
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// counter,
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// time,
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expect(count).toEqual(1090);
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expect(WAP).toEqual(429.532);
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}
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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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ib.
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ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
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.on(__1.EventName.error, (error, code, reqId) => {
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const msg = `[${reqId}] ${error.message} (Error #${code})`;
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(0, __1.isNonFatalError)(code, error) ? logger_1.default.warn(msg) : done(msg);
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})
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.connect();
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});
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test("Option market data", (done) => {
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const refId = 47;
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expect(WAP).toEqual(-1);
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}
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});
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ib.on(__1.EventName.
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.on(__1.EventName.
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done(`[${reqId}] ${err.message} (#${code})`);
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else
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console.error("ERROR", err.message, code, reqId);
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ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
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.on(__1.EventName.error, (error, code, reqId) => {
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const msg = `[${reqId}] ${error.message} (Error #${code})`;
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(0, __1.isNonFatalError)(code, error) ? logger_1.default.warn(msg) : done(msg);
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})
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.connect();
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});
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let counter = 0;
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ib.once(__1.EventName.connected, () => {
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ib.reqHistoricalData(refId, contracts_1.sample_etf, "20230904-20:00:00", "1 M", __1.BarSizeSetting.WEEKS_ONE, __1.WhatToShow.TRADES, 0, 2, false);
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})
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.on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
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}).on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
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// time,
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expect(count).toEqual(1393264);
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expect(WAP).toEqual(448.476);
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}
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})
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.on(__1.EventName.error, (err, code, reqId) => {
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done(`[${reqId}] ${err.message} (#${code})`);
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ib.
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ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
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.on(__1.EventName.error, (error, code, reqId) => {
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const msg = `[${reqId}] ${error.message} (Error #${code})`;
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(0, __1.isNonFatalError)(code, error) ? logger_1.default.warn(msg) : done(msg);
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})
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.connect();
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it("Monthly market data", (done) => {
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})
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.on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
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}).on(__1.EventName.historicalData, (reqId, time, open, high, low, close, volume, count, WAP) => {
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expect(count).toEqual(248346);
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expect(WAP).toEqual(451.3);
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}
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})
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.on(__1.EventName.error, (err, code, reqId) => {
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ib.
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ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
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.on(__1.EventName.error, (error, code, reqId) => {
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const msg = `[${reqId}] ${error.message} (Error #${code})`;
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(0, __1.isNonFatalError)(code, error) ? logger_1.default.warn(msg) : done(msg);
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})
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.connect();
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it("Test request tick history", (done) => {
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})
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.on(__1.EventName.historicalTicksLast, (reqId, ticks) => {
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ib.reqHistoricalTicks(refId, contracts_1.sample_etf, "20240508-17:00:00", null, 10, __1.WhatToShow.TRADES, 0, true);
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}).on(__1.EventName.historicalTicksLast, (reqId, ticks) => {
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expect(ticks.length).toBeGreaterThan(0);
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}
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done();
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})
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ib.
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.on(__1.EventName.error, (error, code, reqId) => {
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const msg = `[${reqId}] ${error.message} (Error #${code})`;
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(0, __1.isNonFatalError)(code, error) ? logger_1.default.warn(msg) : done(msg);
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})
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.connect();
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//# sourceMappingURL=historical-data.test.js.map
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{"version":3,"file":"historical-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/historical-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,
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+
{"version":3,"file":"historical-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/historical-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCAQkB;AAClB,kFAA0D;AAC1D,oEAA4C;AAC5C,wDAAsD;AAEtD,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;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,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,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,sBAAU,EACV,mBAAmB,EACnB,MAAM,EACN,kBAAc,CAAC,WAAW,EAC1B,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,CAAC,EACD,KAAK,CACN,CAAC;QACJ,CAAC,CAAC,CAAC,EAAE,CACH,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,CAAC;QAEF,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,IAAI,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,EAAE,CAAC,gBAAM,CAAC,IAAI,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC;aACzD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,KAAK,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YAC1C,MAAM,GAAG,GAAG,IAAI,KAAK,KAAK,KAAK,CAAC,OAAO,YAAY,IAAI,GAAG,CAAC;YAC3D,IAAA,mBAAe,EAAC,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,CAAC,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAC9D,CAAC,CAAC;aACD,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,CAAC,EAAE,CACH,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,0EAA0E;YAC1E,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,IAAI,CAAC,CAAC;gBAC3B,MAAM,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;gBAC3B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;gBAC1B,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;gBAC5B,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,CAAC;QAEF,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,IAAI,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,EAAE,CAAC,gBAAM,CAAC,IAAI,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC;aACzD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,KAAK,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YAC1C,MAAM,GAAG,GAAG,IAAI,KAAK,KAAK,KAAK,CAAC,OAAO,YAAY,IAAI,GAAG,CAAC;YAC3D,IAAA,mBAAe,EAAC,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,CAAC,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAC9D,CAAC,CAAC;aACD,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,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,sBAAU,EACV,mBAAmB,EACnB,KAAK,EACL,kBAAc,CAAC,SAAS,EACxB,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,CAAC,EACD,KAAK,CACN,CAAC;QACJ,CAAC,CAAC,CAAC,EAAE,CACH,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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|
|
@@ -10,7 +10,7 @@ const __1 = require("../../..");
|
|
|
10
10
|
const configuration_1 = __importDefault(require("../../../common/configuration"));
|
|
11
11
|
const contracts_1 = require("../sample-data/contracts");
|
|
12
12
|
describe("IBApi Market data Tests", () => {
|
|
13
|
-
jest.setTimeout(
|
|
13
|
+
jest.setTimeout(20_000); // reqMktData requires up te 11 secs to run
|
|
14
14
|
let ib;
|
|
15
15
|
const clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
|
|
16
16
|
beforeEach(() => {
|
|
@@ -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,wDAQkC;AAElC,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,IAAI,CAAC,UAAU,CAAC,
|
|
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,MAAM,CAAC,CAAC,CAAC,2CAA2C;IAEpE,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"}
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|
@@ -5,8 +5,9 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
|
5
5
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
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6
|
const __1 = require("../../..");
|
|
7
7
|
const configuration_1 = __importDefault(require("../../../common/configuration"));
|
|
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|
+
const logger_1 = __importDefault(require("../../../common/logger"));
|
|
8
9
|
describe("IBApi market scanner tests", () => {
|
|
9
|
-
jest.setTimeout(
|
|
10
|
+
jest.setTimeout(10_000);
|
|
10
11
|
let ib;
|
|
11
12
|
const clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
|
|
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|
beforeEach(() => {
|
|
@@ -17,29 +18,26 @@ describe("IBApi market scanner tests", () => {
|
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|
});
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|
});
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|
afterEach(() => {
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ib.disconnect();
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|
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ib = undefined;
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|
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}
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|
+
ib.disconnect();
|
|
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22
|
});
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|
25
23
|
test("Scanner parameters", (done) => {
|
|
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|
-
ib.
|
|
24
|
+
ib.once(__1.EventName.connected, () => {
|
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|
+
ib.reqScannerParameters();
|
|
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|
+
}).on(__1.EventName.scannerParameters, (xml) => {
|
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27
|
const match = '<?xml version="1.0" encoding="UTF-8"?>'; // eslint-disable-line quotes
|
|
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28
|
expect(xml.substring(0, match.length)).toEqual(match);
|
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|
-
ib.disconnect();
|
|
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|
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})
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31
|
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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 !== -1)
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|
-
done(`[${reqId}] ${err.message} (#${code})`);
|
|
37
30
|
});
|
|
38
|
-
ib.
|
|
31
|
+
ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
|
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32
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+
.on(__1.EventName.error, (error, code, reqId) => {
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+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
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+
(0, __1.isNonFatalError)(code, error) ? logger_1.default.warn(msg) : logger_1.default.error(msg);
|
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|
+
})
|
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|
+
.connect();
|
|
39
37
|
});
|
|
40
38
|
test("Most active US stocks", (done) => {
|
|
41
39
|
const refId = 1;
|
|
42
|
-
ib.once(__1.EventName.
|
|
40
|
+
ib.once(__1.EventName.connected, () => {
|
|
43
41
|
ib.reqScannerSubscription(refId, {
|
|
44
42
|
abovePrice: 1,
|
|
45
43
|
scanCode: __1.ScanCode.MOST_ACTIVE,
|
|
@@ -53,20 +51,14 @@ describe("IBApi market scanner tests", () => {
|
|
|
53
51
|
})
|
|
54
52
|
.on(__1.EventName.scannerDataEnd, (reqId) => {
|
|
55
53
|
expect(reqId).toEqual(refId);
|
|
56
|
-
if (ib)
|
|
57
|
-
ib.disconnect();
|
|
58
|
-
})
|
|
59
|
-
.on(__1.EventName.disconnected, () => {
|
|
60
54
|
done();
|
|
61
|
-
})
|
|
62
|
-
.on(__1.EventName.error, (err, code, reqId) => {
|
|
63
|
-
if (reqId == refId) {
|
|
64
|
-
if (code == __1.ErrorCode.SCANNER_LOW_PRECISION)
|
|
65
|
-
return;
|
|
66
|
-
done(`[${reqId}] ${err.message} (#${code})`);
|
|
67
|
-
}
|
|
68
55
|
});
|
|
69
|
-
ib.
|
|
56
|
+
ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
|
|
57
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
58
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
59
|
+
(0, __1.isNonFatalError)(code, error) ? logger_1.default.warn(msg) : logger_1.default.error(msg);
|
|
60
|
+
})
|
|
61
|
+
.connect();
|
|
70
62
|
});
|
|
71
63
|
});
|
|
72
64
|
//# sourceMappingURL=market-scanner.test.js.map
|
|
@@ -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;
|
|
1
|
+
{"version":3,"file":"market-scanner.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/market-scanner.test.ts"],"names":[],"mappings":";;;;;AAAA,gCAQkB;AAClB,kFAA0D;AAC1D,oEAA4C;AAE5C,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,IAAI,CAAC,UAAU,CAAC,MAAM,CAAC,CAAC;IAExB,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,EAAE,CAAC,UAAU,EAAE,CAAC;IAClB,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAClC,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,EAAE,CAAC,oBAAoB,EAAE,CAAC;QAC5B,CAAC,CAAC,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,IAAI,EAAE,CAAC;QACT,CAAC,CAAC,CAAC;QAEH,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,IAAI,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,EAAE,CAAC,gBAAM,CAAC,IAAI,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC;aACzD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,KAAK,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YAC1C,MAAM,GAAG,GAAG,IAAI,KAAK,KAAK,KAAK,CAAC,OAAO,YAAY,IAAI,GAAG,CAAC;YAC3D,IAAA,mBAAe,EAAC,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,CAAC,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,gBAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QACtE,CAAC,CAAC;aACD,OAAO,EAAE,CAAC;IACf,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,SAAS,EAAE,GAAG,EAAE;YAChC,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,CAAC;QACT,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,IAAI,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,EAAE,CAAC,gBAAM,CAAC,IAAI,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC;aACzD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,KAAK,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YAC1C,MAAM,GAAG,GAAG,IAAI,KAAK,KAAK,KAAK,CAAC,OAAO,YAAY,IAAI,GAAG,CAAC;YAC3D,IAAA,mBAAe,EAAC,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC,CAAC,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,gBAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QACtE,CAAC,CAAC;aACD,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -14,6 +14,17 @@ describe("CancelOrder", () => {
|
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14
14
|
jest.setTimeout(20 * 1000);
|
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15
15
|
let ib;
|
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16
16
|
let clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
|
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17
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+
const contract = contracts_1.sample_etf;
|
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+
const order = {
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19
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+
orderType: __1.OrderType.LMT,
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20
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action: __1.OrderAction.BUY,
|
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21
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+
lmtPrice: 3,
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22
|
+
totalQuantity: 1,
|
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23
|
+
tif: __1.TimeInForce.DAY,
|
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24
|
+
outsideRth: true,
|
|
25
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+
transmit: true,
|
|
26
|
+
goodAfterTime: "20300101-01:01:01",
|
|
27
|
+
};
|
|
17
28
|
beforeEach(() => {
|
|
18
29
|
ib = new __1.IBApi({
|
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19
30
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host: configuration_1.default.ib_host,
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@@ -31,51 +42,174 @@ describe("CancelOrder", () => {
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31
42
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});
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32
43
|
test("cancelOrder", (done) => {
|
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33
44
|
let refId;
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
orderType: __1.OrderType.LMT,
|
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37
|
-
action: __1.OrderAction.BUY,
|
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38
|
-
lmtPrice: 3,
|
|
39
|
-
totalQuantity: 3,
|
|
40
|
-
tif: __1.TimeInForce.DAY,
|
|
41
|
-
outsideRth: false,
|
|
42
|
-
transmit: true,
|
|
43
|
-
};
|
|
44
|
-
let cancelling = false;
|
|
45
|
+
let isCancelling = false;
|
|
46
|
+
let isDone = false;
|
|
45
47
|
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
46
48
|
refId = orderId;
|
|
47
|
-
ib.placeOrder(refId, contract, order);
|
|
49
|
+
ib.reqOpenOrders().placeOrder(refId, contract, order);
|
|
48
50
|
})
|
|
49
51
|
.on(__1.EventName.orderStatus, (orderId, status, _filled, _remaining, _avgFillPrice, _permId, _parentId, _lastFillPrice, _clientId, _whyHeld, _mktCapPrice) => {
|
|
50
52
|
if (orderId === refId) {
|
|
51
|
-
|
|
52
|
-
|
|
53
|
-
|
|
54
|
-
|
|
53
|
+
// console.log(orderId, status);
|
|
54
|
+
if (isDone) {
|
|
55
|
+
// ignore any message
|
|
56
|
+
}
|
|
57
|
+
else if (!isCancelling) {
|
|
58
|
+
// [OrderStatus.PreSubmitted, OrderStatus.Submitted].includes(
|
|
59
|
+
// status as OrderStatus,
|
|
60
|
+
// )
|
|
61
|
+
isCancelling = true;
|
|
62
|
+
ib.cancelOrder(orderId);
|
|
63
|
+
}
|
|
64
|
+
else {
|
|
65
|
+
if ([
|
|
66
|
+
__1.OrderStatus.PendingCancel,
|
|
67
|
+
__1.OrderStatus.ApiCancelled,
|
|
68
|
+
__1.OrderStatus.Cancelled,
|
|
69
|
+
].includes(status)) {
|
|
70
|
+
isDone = true;
|
|
71
|
+
done();
|
|
72
|
+
}
|
|
55
73
|
}
|
|
56
74
|
}
|
|
57
75
|
})
|
|
58
|
-
.on(__1.EventName.error, (error, code, reqId
|
|
59
|
-
if (
|
|
60
|
-
|
|
76
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
77
|
+
if (code == __1.ErrorCode.ORDER_CANCELLED &&
|
|
78
|
+
reqId == refId &&
|
|
79
|
+
isCancelling) {
|
|
80
|
+
// Alright, we can safely ignore
|
|
61
81
|
}
|
|
62
82
|
else {
|
|
63
83
|
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
64
|
-
|
|
65
|
-
|
|
84
|
+
isDone = true;
|
|
85
|
+
done(msg);
|
|
86
|
+
}
|
|
87
|
+
});
|
|
88
|
+
ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
|
|
89
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
90
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
91
|
+
(0, __1.isNonFatalError)(code, error)
|
|
92
|
+
? logger_1.default.warn(msg)
|
|
93
|
+
: isCancelling
|
|
94
|
+
? logger_1.default.info(msg)
|
|
95
|
+
: logger_1.default.error(msg);
|
|
96
|
+
})
|
|
97
|
+
.connect();
|
|
98
|
+
});
|
|
99
|
+
test("cancelOrder immediate", (done) => {
|
|
100
|
+
let refId;
|
|
101
|
+
let isCancelling = false;
|
|
102
|
+
let isDone = false;
|
|
103
|
+
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
104
|
+
refId = orderId;
|
|
105
|
+
ib.reqOpenOrders().placeOrder(refId, contract, order);
|
|
106
|
+
})
|
|
107
|
+
.on(__1.EventName.orderStatus, (orderId, status) => {
|
|
108
|
+
// console.log(orderId, status, isCancelling, isDone);
|
|
109
|
+
if (orderId === refId) {
|
|
110
|
+
// console.log(orderId, status);
|
|
111
|
+
if (isDone) {
|
|
112
|
+
// ignore any message
|
|
66
113
|
}
|
|
67
|
-
else if (
|
|
68
|
-
|
|
69
|
-
|
|
70
|
-
|
|
71
|
-
|
|
114
|
+
else if (!isCancelling) {
|
|
115
|
+
// [OrderStatus.PreSubmitted, OrderStatus.Submitted].includes(
|
|
116
|
+
// status as OrderStatus,
|
|
117
|
+
// )
|
|
118
|
+
isCancelling = true;
|
|
119
|
+
ib.cancelOrder(orderId, "");
|
|
72
120
|
}
|
|
73
121
|
else {
|
|
74
|
-
|
|
122
|
+
if ([
|
|
123
|
+
__1.OrderStatus.PendingCancel,
|
|
124
|
+
__1.OrderStatus.ApiCancelled,
|
|
125
|
+
__1.OrderStatus.Cancelled,
|
|
126
|
+
].includes(status)) {
|
|
127
|
+
isDone = true;
|
|
128
|
+
done();
|
|
129
|
+
}
|
|
75
130
|
}
|
|
76
131
|
}
|
|
132
|
+
})
|
|
133
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
134
|
+
if (code == __1.ErrorCode.ORDER_CANCELLED &&
|
|
135
|
+
reqId == refId &&
|
|
136
|
+
isCancelling) {
|
|
137
|
+
// Alright, we can safely ignore
|
|
138
|
+
}
|
|
139
|
+
else {
|
|
140
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
141
|
+
isDone = true;
|
|
142
|
+
done(msg);
|
|
143
|
+
}
|
|
77
144
|
});
|
|
78
|
-
ib.
|
|
145
|
+
ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
|
|
146
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
147
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
148
|
+
(0, __1.isNonFatalError)(code, error)
|
|
149
|
+
? logger_1.default.warn(msg)
|
|
150
|
+
: isCancelling
|
|
151
|
+
? logger_1.default.info(msg)
|
|
152
|
+
: logger_1.default.error(msg);
|
|
153
|
+
})
|
|
154
|
+
.connect();
|
|
155
|
+
});
|
|
156
|
+
test("cancelOrder later", (done) => {
|
|
157
|
+
// NOTE: this test is not correctly written, but the API doesn't behave as *I* expected neither
|
|
158
|
+
let refId;
|
|
159
|
+
let isCancelling = false;
|
|
160
|
+
let isDone = false;
|
|
161
|
+
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
162
|
+
refId = orderId;
|
|
163
|
+
ib.reqOpenOrders().placeOrder(refId, contract, order);
|
|
164
|
+
})
|
|
165
|
+
.on(__1.EventName.orderStatus, (orderId, status) => {
|
|
166
|
+
// console.log(orderId, status, isCancelling, isDone);
|
|
167
|
+
if (orderId === refId) {
|
|
168
|
+
if (isDone) {
|
|
169
|
+
// ignore any message
|
|
170
|
+
}
|
|
171
|
+
else if (!isCancelling) {
|
|
172
|
+
isCancelling = true;
|
|
173
|
+
ib.cancelOrder(orderId, "20310101-23:59:59");
|
|
174
|
+
}
|
|
175
|
+
else if ([
|
|
176
|
+
__1.OrderStatus.PendingCancel,
|
|
177
|
+
__1.OrderStatus.ApiCancelled,
|
|
178
|
+
__1.OrderStatus.Cancelled,
|
|
179
|
+
].includes(status)) {
|
|
180
|
+
isDone = true;
|
|
181
|
+
done();
|
|
182
|
+
}
|
|
183
|
+
}
|
|
184
|
+
})
|
|
185
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
186
|
+
if (isDone) {
|
|
187
|
+
// ignore any message
|
|
188
|
+
}
|
|
189
|
+
else if (code == __1.ErrorCode.ORDER_CANCELLED &&
|
|
190
|
+
reqId == refId &&
|
|
191
|
+
isCancelling) {
|
|
192
|
+
if (!isDone) {
|
|
193
|
+
isDone = true;
|
|
194
|
+
done();
|
|
195
|
+
}
|
|
196
|
+
}
|
|
197
|
+
else if (!(0, __1.isNonFatalError)(code, error)) {
|
|
198
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
199
|
+
isDone = true;
|
|
200
|
+
done(msg);
|
|
201
|
+
}
|
|
202
|
+
});
|
|
203
|
+
ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
|
|
204
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
205
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
206
|
+
(0, __1.isNonFatalError)(code, error)
|
|
207
|
+
? logger_1.default.warn(msg)
|
|
208
|
+
: isCancelling
|
|
209
|
+
? logger_1.default.info(msg)
|
|
210
|
+
: logger_1.default.error(msg);
|
|
211
|
+
})
|
|
212
|
+
.connect();
|
|
79
213
|
});
|
|
80
214
|
});
|
|
81
215
|
//# sourceMappingURL=cancelOrder.test.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"cancelOrder.test.js","sourceRoot":"","sources":["../../../../../src/tests/unit/api/order/cancelOrder.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,
|
|
1
|
+
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