@stoqey/ib 1.3.30 → 1.4.1
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.js +2 -2
- package/dist/api/api.js.map +1 -1
- package/dist/api/contract/contractDetails.d.ts +1 -1
- package/dist/api/contract/forex.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/data/enum/min-server-version.d.ts +1 -2
- package/dist/api/data/enum/min-server-version.js +0 -1
- package/dist/api/data/enum/min-server-version.js.map +1 -1
- package/dist/api/order/enum/orderType.d.ts +1 -0
- package/dist/api/order/enum/orderType.js +1 -0
- package/dist/api/order/enum/orderType.js.map +1 -1
- package/dist/api-next/api-next.d.ts +22 -2
- package/dist/api-next/api-next.js +80 -57
- package/dist/api-next/api-next.js.map +1 -1
- package/dist/api-next/common/error.d.ts +6 -5
- package/dist/api-next/common/error.js +17 -0
- package/dist/api-next/common/error.js.map +1 -1
- package/dist/api-next/index.d.ts +3 -4
- package/dist/api-next/index.js +9 -3
- package/dist/api-next/index.js.map +1 -1
- package/dist/api-next/market-scanner/market-scanner.d.ts +2 -2
- package/dist/api-next/order/open-order.d.ts +2 -2
- package/dist/common/configuration.js +22 -8
- 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 +20 -9
- package/dist/common/logger.js.map +1 -1
- package/dist/core/api-next/auto-connection.js +18 -8
- 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 +5 -5
- package/dist/core/api-next/subscription-registry.js +9 -9
- 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 +17 -15
- package/dist/core/io/decoder.js.map +1 -1
- package/dist/core/io/encoder.d.ts +14 -14
- package/dist/core/io/encoder.js +79 -83
- package/dist/core/io/encoder.js.map +1 -1
- package/dist/core/io/enum/in-msg-id.js.map +1 -1
- package/dist/core/io/socket.js +17 -29
- 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/nodb-test-environment.js +1 -1
- package/dist/tests/nodb-test-environment.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-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 +86 -67
- package/dist/tests/unit/api/order/cancelOrder.test.js.map +1 -1
- package/dist/tests/unit/api/pnl.test.js +12 -4
- package/dist/tests/unit/api/pnl.test.js.map +1 -1
- package/dist/tests/unit/api/positions.test.js +3 -6
- package/dist/tests/unit/api/positions.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 +7 -17
- 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 +11 -7
- package/dist/tests/unit/api-next-live/subscription-registry.test.js.map +1 -1
- package/dist/tools/common/ib-api-next-app.js +3 -2
- package/dist/tools/common/ib-api-next-app.js.map +1 -1
- package/package.json +14 -11
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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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if (reqId == refId)
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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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ib.reqHistoricalData(refId, contracts_1.sample_etf, "20230904-20:00:00", "1 Y", __1.BarSizeSetting.MONTHS_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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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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if (reqId == refId)
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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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it("Test request tick history", (done) => {
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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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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,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,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,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,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,sBAAU,EACV,mBAAmB,EACnB,KAAK,EACL,kBAAc,CAAC,UAAU,EACzB,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,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,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,2BAA2B,EAAE,CAAC,IAAI,EAAE,EAAE;QACvC,MAAM,KAAK,GAAG,EAAE,CAAC;QAEjB,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAC9B,EAAE,CAAC,kBAAkB,CACnB,KAAK,EACL,sBAAU,EACV,mBAAmB,EACnB,IAAI,EACJ,EAAE,EACF,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,IAAI,CACL,CAAC;QACJ,CAAC,CAAC,CAAC,EAAE,CAAC,aAAS,CAAC,mBAAmB,EAAE,CAAC,KAAa,EAAE,KAAS,EAAE,EAAE;YAChE,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;YACxC,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,IAAI,CAAC,GAAG,CAAC,CAAC;QAC9D,CAAC,CAAC;aACD,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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|
@@ -5,8 +5,9 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
|
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5
5
|
Object.defineProperty(exports, "__esModule", { value: true });
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6
6
|
const __1 = require("../../..");
|
|
7
7
|
const configuration_1 = __importDefault(require("../../../common/configuration"));
|
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8
|
+
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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12
13
|
beforeEach(() => {
|
|
@@ -17,29 +18,26 @@ describe("IBApi market scanner tests", () => {
|
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18
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});
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|
});
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|
afterEach(() => {
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-
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-
ib.disconnect();
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22
|
-
ib = undefined;
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23
|
-
}
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21
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+
ib.disconnect();
|
|
24
22
|
});
|
|
25
23
|
test("Scanner parameters", (done) => {
|
|
26
|
-
ib.
|
|
24
|
+
ib.once(__1.EventName.connected, () => {
|
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25
|
+
ib.reqScannerParameters();
|
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26
|
+
}).on(__1.EventName.scannerParameters, (xml) => {
|
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27
27
|
const match = '<?xml version="1.0" encoding="UTF-8"?>'; // eslint-disable-line quotes
|
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28
28
|
expect(xml.substring(0, match.length)).toEqual(match);
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|
-
ib.disconnect();
|
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30
|
-
})
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31
|
-
.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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35
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-
if (reqId !== -1)
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36
|
-
done(`[${reqId}] ${err.message} (#${code})`);
|
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37
30
|
});
|
|
38
|
-
ib.
|
|
31
|
+
ib.on(__1.EventName.info, (msg, code) => logger_1.default.info(code, msg))
|
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32
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
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33
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
34
|
+
(0, __1.isNonFatalError)(code, error) ? logger_1.default.warn(msg) : logger_1.default.error(msg);
|
|
35
|
+
})
|
|
36
|
+
.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
|
});
|
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//# sourceMappingURL=market-scanner.test.js.map
|
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@@ -1 +1 @@
|
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|
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"}
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@@ -46,7 +46,7 @@ describe("CancelOrder", () => {
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refId = orderId;
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@@ -73,29 +73,28 @@ describe("CancelOrder", () => {
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reqId == refId &&
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isCancelling) {
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else if (code == __1.ErrorCode.ORDER_CANCELLED &&
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reqId == refId &&
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isCancelling) {
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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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? logger_1.default.warn(msg)
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: isCancelling
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.connect();
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test("cancelOrder immediate", (done) => {
|
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let refId;
|
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@@ -103,94 +102,114 @@ describe("CancelOrder", () => {
|
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ib.once(__1.EventName.nextValidId, (orderId) => {
|
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refId = orderId;
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ib.placeOrder(refId, contract, order);
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ib.reqOpenOrders().placeOrder(refId, contract, order);
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.on(__1.EventName.orderStatus, (orderId) => {
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.on(__1.EventName.orderStatus, (orderId, status) => {
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|
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|
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112
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|
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112
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|
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113
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|
else if (!isCancelling) {
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|
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// [OrderStatus.PreSubmitted, OrderStatus.Submitted].includes(
|
|
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|
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|
|
117
|
+
// )
|
|
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118
|
isCancelling = true;
|
|
115
119
|
ib.cancelOrder(orderId, "");
|
|
116
120
|
}
|
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|
+
else {
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if ([
|
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__1.OrderStatus.ApiCancelled,
|
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|
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__1.OrderStatus.Cancelled,
|
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|
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].includes(status)) {
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|
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isDone = true;
|
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|
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done();
|
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|
+
}
|
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|
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}
|
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|
}
|
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|
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|
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.on(__1.EventName.error, (error, code, reqId
|
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|
-
if (
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|
-
|
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133
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
134
|
+
if (code == __1.ErrorCode.ORDER_CANCELLED &&
|
|
135
|
+
reqId == refId &&
|
|
136
|
+
isCancelling) {
|
|
137
|
+
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|
|
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138
|
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|
|
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139
|
else {
|
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140
|
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
125
|
-
|
|
126
|
-
|
|
127
|
-
}
|
|
128
|
-
else if (code == __1.ErrorCode.ORDER_CANCELLED &&
|
|
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|
-
reqId == refId &&
|
|
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|
-
isCancelling) {
|
|
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|
-
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|
|
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|
-
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|
|
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|
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done();
|
|
134
|
-
}
|
|
135
|
-
else {
|
|
136
|
-
isDone = true;
|
|
137
|
-
done(msg);
|
|
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|
-
}
|
|
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|
+
isDone = true;
|
|
142
|
+
done(msg);
|
|
139
143
|
}
|
|
140
144
|
});
|
|
141
|
-
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();
|
|
142
155
|
});
|
|
143
156
|
test("cancelOrder later", (done) => {
|
|
144
|
-
// NOTE: this test is not correctly written, but the API doesn't behave as expected neither
|
|
157
|
+
// NOTE: this test is not correctly written, but the API doesn't behave as *I* expected neither
|
|
145
158
|
let refId;
|
|
146
159
|
let isCancelling = false;
|
|
147
160
|
let isDone = false;
|
|
148
161
|
ib.once(__1.EventName.nextValidId, (orderId) => {
|
|
149
162
|
refId = orderId;
|
|
150
|
-
ib.placeOrder(refId, contract,
|
|
163
|
+
ib.reqOpenOrders().placeOrder(refId, contract, order);
|
|
151
164
|
})
|
|
152
165
|
.on(__1.EventName.orderStatus, (orderId, status) => {
|
|
166
|
+
// console.log(orderId, status, isCancelling, isDone);
|
|
153
167
|
if (orderId === refId) {
|
|
154
168
|
if (isDone) {
|
|
155
169
|
// ignore any message
|
|
156
170
|
}
|
|
157
171
|
else if (!isCancelling) {
|
|
158
172
|
isCancelling = true;
|
|
159
|
-
ib.cancelOrder(orderId, "
|
|
173
|
+
ib.cancelOrder(orderId, "20310101-23:59:59");
|
|
160
174
|
}
|
|
161
|
-
else
|
|
162
|
-
|
|
163
|
-
|
|
164
|
-
|
|
165
|
-
|
|
166
|
-
|
|
167
|
-
|
|
168
|
-
done();
|
|
169
|
-
}
|
|
175
|
+
else if ([
|
|
176
|
+
__1.OrderStatus.PendingCancel,
|
|
177
|
+
__1.OrderStatus.ApiCancelled,
|
|
178
|
+
__1.OrderStatus.Cancelled,
|
|
179
|
+
].includes(status)) {
|
|
180
|
+
isDone = true;
|
|
181
|
+
done();
|
|
170
182
|
}
|
|
171
183
|
}
|
|
172
184
|
})
|
|
173
|
-
.on(__1.EventName.error, (error, code, reqId
|
|
174
|
-
if (
|
|
175
|
-
|
|
185
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
186
|
+
if (isDone) {
|
|
187
|
+
// ignore any message
|
|
176
188
|
}
|
|
177
|
-
else
|
|
178
|
-
|
|
179
|
-
|
|
180
|
-
|
|
181
|
-
}
|
|
182
|
-
else if (code == __1.ErrorCode.ORDER_CANCELLED &&
|
|
183
|
-
reqId == refId &&
|
|
184
|
-
isCancelling) {
|
|
185
|
-
logger_1.default.info(msg);
|
|
186
|
-
}
|
|
187
|
-
else {
|
|
189
|
+
else if (code == __1.ErrorCode.ORDER_CANCELLED &&
|
|
190
|
+
reqId == refId &&
|
|
191
|
+
isCancelling) {
|
|
192
|
+
if (!isDone) {
|
|
188
193
|
isDone = true;
|
|
189
|
-
done(
|
|
194
|
+
done();
|
|
190
195
|
}
|
|
191
196
|
}
|
|
197
|
+
else if (!(0, __1.isNonFatalError)(code, error)) {
|
|
198
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
199
|
+
isDone = true;
|
|
200
|
+
done(msg);
|
|
201
|
+
}
|
|
192
202
|
});
|
|
193
|
-
ib.
|
|
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();
|
|
194
213
|
});
|
|
195
214
|
});
|
|
196
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
|
+
{"version":3,"file":"cancelOrder.test.js","sourceRoot":"","sources":["../../../../../src/tests/unit/api/order/cancelOrder.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,mCAWqB;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,MAAM,QAAQ,GAAa,sBAAU,CAAC;IACtC,MAAM,KAAK,GAAU;QACnB,SAAS,EAAE,aAAS,CAAC,GAAG;QACxB,MAAM,EAAE,eAAW,CAAC,GAAG;QACvB,QAAQ,EAAE,CAAC;QACX,aAAa,EAAE,CAAC;QAChB,GAAG,EAAE,eAAW,CAAC,GAAG;QACpB,UAAU,EAAE,IAAI;QAChB,QAAQ,EAAE,IAAI;QACd,aAAa,EAAE,mBAAmB;KACnC,CAAC;IAEF,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,IAAI,YAAY,GAAG,KAAK,CAAC;QACzB,IAAI,MAAM,GAAG,KAAK,CAAC;QACnB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,OAAe,EAAE,EAAE;YACjD,KAAK,GAAG,OAAO,CAAC;YAChB,EAAE,CAAC,aAAa,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;QACxD,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,gCAAgC;gBAChC,IAAI,MAAM,EAAE,CAAC;oBACX,qBAAqB;gBACvB,CAAC;qBAAM,IAAI,CAAC,YAAY,EAAE,CAAC;oBACzB,8DAA8D;oBAC9D,2BAA2B;oBAC3B,IAAI;oBACJ,YAAY,GAAG,IAAI,CAAC;oBACpB,EAAE,CAAC,WAAW,CAAC,OAAO,CAAC,CAAC;gBAC1B,CAAC;qBAAM,CAAC;oBACN,IACE;wBACE,eAAW,CAAC,aAAa;wBACzB,eAAW,CAAC,YAAY;wBACxB,eAAW,CAAC,SAAS;qBACtB,CAAC,QAAQ,CAAC,MAAqB,CAAC,EACjC,CAAC;wBACD,MAAM,GAAG,IAAI,CAAC;wBACd,IAAI,EAAE,CAAC;oBACT,CAAC;gBACH,CAAC;YACH,CAAC;QACH,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,KAAY,EAAE,IAAe,EAAE,KAAa,EAAE,EAAE;YACpE,IACE,IAAI,IAAI,aAAS,CAAC,eAAe;gBACjC,KAAK,IAAI,KAAK;gBACd,YAAY,EACZ,CAAC;gBACD,gCAAgC;YAClC,CAAC;iBAAM,CAAC;gBACN,MAAM,GAAG,GAAG,IAAI,KAAK,KAAK,KAAK,CAAC,OAAO,YAAY,IAAI,GAAG,CAAC;gBAC3D,MAAM,GAAG,IAAI,CAAC;gBACd,IAAI,CAAC,GAAG,CAAC,CAAC;YACZ,CAAC;QACH,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;gBAC1B,CAAC,CAAC,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC;gBAClB,CAAC,CAAC,YAAY;oBACd,CAAC,CAAC,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC;oBAClB,CAAC,CAAC,gBAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QACxB,CAAC,CAAC;aACD,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,uBAAuB,EAAE,CAAC,IAAI,EAAE,EAAE;QACrC,IAAI,KAAa,CAAC;QAElB,IAAI,YAAY,GAAG,KAAK,CAAC;QACzB,IAAI,MAAM,GAAG,KAAK,CAAC;QACnB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,OAAe,EAAE,EAAE;YACjD,KAAK,GAAG,OAAO,CAAC;YAChB,EAAE,CAAC,aAAa,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;QACxD,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YAC7C,sDAAsD;YACtD,IAAI,OAAO,KAAK,KAAK,EAAE,CAAC;gBACtB,gCAAgC;gBAChC,IAAI,MAAM,EAAE,CAAC;oBACX,qBAAqB;gBACvB,CAAC;qBAAM,IAAI,CAAC,YAAY,EAAE,CAAC;oBACzB,8DAA8D;oBAC9D,2BAA2B;oBAC3B,IAAI;oBACJ,YAAY,GAAG,IAAI,CAAC;oBACpB,EAAE,CAAC,WAAW,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC;gBAC9B,CAAC;qBAAM,CAAC;oBACN,IACE;wBACE,eAAW,CAAC,aAAa;wBACzB,eAAW,CAAC,YAAY;wBACxB,eAAW,CAAC,SAAS;qBACtB,CAAC,QAAQ,CAAC,MAAqB,CAAC,EACjC,CAAC;wBACD,MAAM,GAAG,IAAI,CAAC;wBACd,IAAI,EAAE,CAAC;oBACT,CAAC;gBACH,CAAC;YACH,CAAC;QACH,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,KAAY,EAAE,IAAe,EAAE,KAAa,EAAE,EAAE;YACpE,IACE,IAAI,IAAI,aAAS,CAAC,eAAe;gBACjC,KAAK,IAAI,KAAK;gBACd,YAAY,EACZ,CAAC;gBACD,gCAAgC;YAClC,CAAC;iBAAM,CAAC;gBACN,MAAM,GAAG,GAAG,IAAI,KAAK,KAAK,KAAK,CAAC,OAAO,YAAY,IAAI,GAAG,CAAC;gBAC3D,MAAM,GAAG,IAAI,CAAC;gBACd,IAAI,CAAC,GAAG,CAAC,CAAC;YACZ,CAAC;QACH,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;gBAC1B,CAAC,CAAC,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC;gBAClB,CAAC,CAAC,YAAY;oBACd,CAAC,CAAC,gBAAM,CAAC,IAAI,CAAC,GAAG,CAAC;oBAClB,CAAC,CAAC,gBAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;QACxB,CAAC,CAAC;aACD,OAAO,EAAE,CAAC;IACf,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,mBAAmB,EAAE,CAAC,IAAI,EAAE,EAAE;QACjC,+FAA+F;QAC/F,IAAI,KAAa,CAAC;QAElB,IAAI,YAAY,GAAG,KAAK,CAAC;QACzB,IAAI,MAAM,GAAG,KAAK,CAAC;QACnB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,WAAW,EAAE,CAAC,OAAe,EAAE,EAAE;YACjD,KAAK,GAAG,OAAO,CAAC;YAChB,EAAE,CAAC,aAAa,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,KAAK,CAAC,CAAC;QACxD,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,C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|
|
@@ -84,10 +84,18 @@ describe("IBApi Tests", () => {
|
|
|
84
84
|
const refId = 44;
|
|
85
85
|
let received = false;
|
|
86
86
|
ib.once(__1.EventName.connected, () => {
|
|
87
|
-
console.log("reqPnLSingle", refId);
|
|
87
|
+
// console.log("reqPnLSingle", refId);
|
|
88
88
|
ib.reqPnLSingle(refId, _account, "", _conId);
|
|
89
89
|
}).on(__1.EventName.pnlSingle, (reqId, pos, _dailyPnL, unrealizedPnL, _realizedPnL, value) => {
|
|
90
|
-
console.log(
|
|
90
|
+
// console.log(
|
|
91
|
+
// "pnlSingle",
|
|
92
|
+
// reqId,
|
|
93
|
+
// pos,
|
|
94
|
+
// _dailyPnL,
|
|
95
|
+
// unrealizedPnL,
|
|
96
|
+
// _realizedPnL,
|
|
97
|
+
// value,
|
|
98
|
+
// );
|
|
91
99
|
expect(reqId).toEqual(refId);
|
|
92
100
|
expect(pos).toBeTruthy();
|
|
93
101
|
// expect(dailyPnL).toBeTruthy(); We may have no daily PnL (on week-ends)
|
|
@@ -102,7 +110,7 @@ describe("IBApi Tests", () => {
|
|
|
102
110
|
received = true;
|
|
103
111
|
});
|
|
104
112
|
ib.on(__1.EventName.disconnected, () => done())
|
|
105
|
-
.on(
|
|
113
|
+
// .on(EventName.info, (msg, code) => console.info("INFO", code, msg))
|
|
106
114
|
.on(__1.EventName.error, (err, code, reqId) => {
|
|
107
115
|
const msg = `[${reqId}] ${err.message} (#${code})`;
|
|
108
116
|
if (reqId > 0 &&
|
|
@@ -110,7 +118,7 @@ describe("IBApi Tests", () => {
|
|
|
110
118
|
done(msg);
|
|
111
119
|
}
|
|
112
120
|
else {
|
|
113
|
-
|
|
121
|
+
logger_1.default.error(msg);
|
|
114
122
|
}
|
|
115
123
|
})
|
|
116
124
|
.connect();
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"pnl.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/pnl.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCAAiE;AACjE,kFAA0D;AAC1D,oEAA4C;AAE5C,QAAQ,CAAC,aAAa,EAAE,GAAG,EAAE;IAC3B,IAAI,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;IAEvB,IAAI,EAAS,CAAC;IACd,MAAM,QAAQ,GAAG,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,uBAAuB;IAE/E,UAAU,CAAC,GAAG,EAAE;QACd,EAAE,GAAG,IAAI,SAAK,CAAC;YACb,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,IAAI,EAAE,uBAAa,CAAC,OAAO;YAC3B,QAAQ;SACT,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE,CAAC;YACP,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;QACjB,CAAC;IACH,CAAC,CAAC,CAAC;IAEH,IAAI,QAAgB,CAAC,CAAC,0CAA0C;IAChE,IAAI,MAAc,CAAC,CAAC,wCAAwC;IAE5D,EAAE,CAAC,qCAAqC,EAAE,CAAC,IAAI,EAAE,EAAE;QACjD,IAAI,cAAc,GAAG,CAAC,CAAC;QAEvB,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAU,EAAE,IAAe,EAAE,EAAU,EAAE,EAAE;YACjE,MAAM,CAAC,GAAG,GAAG,CAAC,OAAO,YAAY,IAAI,UAAU,EAAE,EAAE,CAAC,CAAC,SAAS,EAAE,CAAC;QACnE,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,QAAQ,EAClB,CAAC,OAAe,EAAE,QAAkB,EAAE,GAAW,EAAE,OAAe,EAAE,EAAE;YACpE,IAAI,QAAQ,KAAK,SAAS,EAAE,CAAC;gBAC3B,QAAQ,GAAG,OAAO,CAAC;YACrB,CAAC;YACD,IAAI,MAAM,KAAK,SAAS,IAAI,GAAG,EAAE,CAAC;gBAChC,MAAM,GAAG,QAAQ,CAAC,KAAK,CAAC;gBACxB,0CAA0C;YAC5C,CAAC;YACD,MAAM,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,CAAC;YAC7B,MAAM,CAAC,QAAQ,CAAC,CAAC,UAAU,EAAE,CAAC;YAC9B,wEAAwE;YACxE,IAAI,GAAG;gBAAE,MAAM,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,CAAC;YACtC,cAAc,EAAE,CAAC;QACnB,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,WAAW,EAAE,GAAG,EAAE;YAC9B,IAAI,cAAc,EAAE,CAAC;gBACnB,EAAE,CAAC,UAAU,EAAE,CAAC;gBAChB,IAAI,EAAE,CAAC;YACT,CAAC;iBAAM,CAAC;gBACN,gBAAM,CAAC,KAAK,CAAC,uBAAuB,CAAC,CAAC;YACxC,CAAC;QACH,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,YAAY,EAAE,CAAC;IAC9B,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,yBAAyB,EAAE,CAAC,IAAI,EAAE,EAAE;QACrC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,GAAG,EAAE,CAAC,KAAa,EAAE,IAAY,EAAE,EAAE;YACnD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,4BAA4B;YAC5B,IAAI,CAAC,QAAQ,EAAE,CAAC;gBACd,EAAE,CAAC,SAAS,CAAC,KAAK,CAAC,CAAC;gBACpB,EAAE,CAAC,UAAU,EAAE,CAAC;YAClB,CAAC;YACD,QAAQ,GAAG,IAAI,CAAC;QAClB,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,CAAC,YAAY,EAAE,GAAG,EAAE;YAC/B,IAAI,EAAE,CAAC;QACT,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,KAAK,IAAI,KAAK;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QACnE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,MAAM,CAAC,KAAK,EAAE,QAAQ,CAAC,CAAC;IACvC,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,qCAAqC,EAAE,CAAC,IAAI,EAAE,EAAE;QACjD,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,
|
|
1
|
+
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@@ -94,12 +94,9 @@ describe("IBApi Tests", () => {
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|
94
94
|
}
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|
95
95
|
});
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96
96
|
ib.on(__1.EventName.disconnected, () => done())
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|
97
|
-
.on(__1.EventName.
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|
98
|
-
|
|
99
|
-
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|
100
|
-
done(`[${reqId}] ${err.message} (#${code})`);
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|
101
|
-
else
|
|
102
|
-
console.error("ERROR", err.message, code, reqId);
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|
97
|
+
.on(__1.EventName.error, (error, code, reqId) => {
|
|
98
|
+
const msg = `[${reqId}] ${error.message} (Error #${code})`;
|
|
99
|
+
(0, __1.isNonFatalError)(code, error) ? logger_1.default.warn(msg) : logger_1.default.error(msg);
|
|
103
100
|
})
|
|
104
101
|
.connect();
|
|
105
102
|
});
|