@stoqey/ib 1.3.4 → 1.3.5
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.
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@@ -6,13 +6,14 @@ import { Contract } from "./contract";
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*/
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export declare class Option implements Contract {
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symbol: string;
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-
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+
expiry: string;
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strike: number;
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right: OptionType;
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exchange?: string;
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currency?: string;
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-
constructor(symbol: string,
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constructor(symbol: string, expiry: string, strike: number, right: OptionType, exchange?: string, currency?: string);
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secType: SecType;
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multiplier: number;
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+
get lastTradeDateOrContractMonth(): string;
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}
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export default Option;
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@@ -9,10 +9,10 @@ const sec_type_1 = __importDefault(require("../data/enum/sec-type"));
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* Option contact.
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*/
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class Option {
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constructor(symbol,
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constructor(symbol, expiry, strike, right, exchange, currency) {
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var _a, _b;
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this.symbol = symbol;
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this.
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this.expiry = expiry;
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this.strike = strike;
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this.right = right;
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this.exchange = exchange;
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@@ -22,6 +22,9 @@ class Option {
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this.currency = (_a = this.currency) !== null && _a !== void 0 ? _a : "USD";
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this.exchange = (_b = this.exchange) !== null && _b !== void 0 ? _b : "SMART";
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}
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get lastTradeDateOrContractMonth() {
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return this.expiry;
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}
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}
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exports.Option = Option;
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exports.default = Option;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"option.js","sourceRoot":"","sources":["../../../src/api/contract/option.ts"],"names":[],"mappings":";;;;;;AACA,qEAA4C;AAG5C;;GAEG;AACH,MAAa,MAAM;IACjB,YACS,MAAc,EACd,
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1
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{"version":3,"file":"option.js","sourceRoot":"","sources":["../../../src/api/contract/option.ts"],"names":[],"mappings":";;;;;;AACA,qEAA4C;AAG5C;;GAEG;AACH,MAAa,MAAM;IACjB,YACS,MAAc,EACd,MAAc,EACd,MAAc,EACd,KAAiB,EACjB,QAAiB,EACjB,QAAiB;;QALjB,WAAM,GAAN,MAAM,CAAQ;QACd,WAAM,GAAN,MAAM,CAAQ;QACd,WAAM,GAAN,MAAM,CAAQ;QACd,UAAK,GAAL,KAAK,CAAY;QACjB,aAAQ,GAAR,QAAQ,CAAS;QACjB,aAAQ,GAAR,QAAQ,CAAS;QAMnB,YAAO,GAAG,kBAAO,CAAC,GAAG,CAAC;QACtB,eAAU,GAAG,GAAG,CAAC;QALtB,IAAI,CAAC,QAAQ,GAAG,MAAA,IAAI,CAAC,QAAQ,mCAAI,KAAK,CAAC;QACvC,IAAI,CAAC,QAAQ,GAAG,MAAA,IAAI,CAAC,QAAQ,mCAAI,OAAO,CAAC;IAC3C,CAAC;IAKD,IAAW,4BAA4B;QACrC,OAAO,IAAI,CAAC,MAAM,CAAC;IACrB,CAAC;CACF;AAnBD,wBAmBC;AAED,kBAAe,MAAM,CAAC"}
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@@ -7,6 +7,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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const path_1 = __importDefault(require("path"));
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const __1 = require("../");
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const api_next_1 = require("../api-next");
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const logger_1 = __importDefault(require("../common/logger"));
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const ib_api_next_app_1 = require("./common/ib-api-next-app");
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@@ -50,17 +51,23 @@ class PrintMarketDataApp extends ib_api_next_app_1.IBApiNextApp {
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logger_1.default.debug(`Starting ${scriptName} script`);
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this.connect(this.cmdLineArgs.watch ? 10000 : 0);
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this.api.setMarketDataType(api_next_1.MarketDataType.DELAYED);
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let contract;
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if (this.cmdLineArgs.sectype == __1.SecType.OPT) {
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contract = new __1.Option(this.cmdLineArgs.symbol, this.cmdLineArgs.expiry, +this.cmdLineArgs.strike, this.cmdLineArgs.right, this.cmdLineArgs.exchange, this.cmdLineArgs.currency);
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}
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else
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contract = {
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conId: (_a = this.cmdLineArgs.conid) !== null && _a !== void 0 ? _a : undefined,
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symbol: this.cmdLineArgs.symbol,
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secType: this.cmdLineArgs.sectype,
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exchange: this.cmdLineArgs.exchange,
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currency: this.cmdLineArgs.currency,
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lastTradeDateOrContractMonth: this.cmdLineArgs.expiry,
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strike: (_b = this.cmdLineArgs.strike) !== null && _b !== void 0 ? _b : undefined,
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right: this.cmdLineArgs.right,
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};
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this.subscription$ = this.api
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-
.getMarketData(
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conId: (_a = this.cmdLineArgs.conid) !== null && _a !== void 0 ? _a : undefined,
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symbol: this.cmdLineArgs.symbol,
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secType: this.cmdLineArgs.sectype,
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exchange: this.cmdLineArgs.exchange,
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currency: this.cmdLineArgs.currency,
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lastTradeDateOrContractMonth: this.cmdLineArgs.expiry,
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strike: (_b = this.cmdLineArgs.strike) !== null && _b !== void 0 ? _b : undefined,
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right: this.cmdLineArgs.right,
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}, this.cmdLineArgs.ticks, false, false)
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.getMarketData(contract, this.cmdLineArgs.ticks, false, false)
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.subscribe({
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next: (marketData) => {
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var _a, _b;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"market-data.js","sourceRoot":"","sources":["../../src/tools/market-data.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;AAEH,gDAAwB;
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{"version":3,"file":"market-data.js","sourceRoot":"","sources":["../../src/tools/market-data.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;AAEH,gDAAwB;AAGxB,2BAA2D;AAC3D,0CAA+F;AAC/F,8DAAsC;AACtC,8DAAwD;AAExD,iFAAiF;AACjF,iFAAiF;AACjF,iFAAiF;AAEjF,MAAM,gBAAgB,GAAG,qDAAqD,CAAC;AAC/E,MAAM,UAAU,GAAG,iCAAiC,CAAC;AACrD,MAAM,gBAAgB,GAAuB;IAC3C,CAAC,gBAAgB,EAAE,sCAAsC,CAAC;IAC1D,CAAC,eAAe,EAAE,kBAAkB,CAAC;IACrC;QACE,gBAAgB;QAChB,sGAAsG;KACvG;IACD,CAAC,iBAAiB,EAAE,gCAAgC,CAAC;IACrD,CAAC,qBAAqB,EAAE,wBAAwB,CAAC;IACjD;QACE,iBAAiB;QACjB,8EAA8E;YAC9E,gIAAgI;KACjI;IACD,CAAC,iBAAiB,EAAE,4BAA4B,CAAC;IACjD,CAAC,aAAa,EAAE,qDAAqD,CAAC;IACtE,CAAC,eAAe,EAAE,iDAAiD,CAAC;CACrE,CAAC;AACF,MAAM,YAAY,GAChB,yEAAyE,CAAC;AAE5E,8EAA8E;AAC9E,8EAA8E;AAC9E,8EAA8E;AAE9E,MAAM,kBAAmB,SAAQ,8BAAY;IAC3C;QACE,KAAK,CAAC,gBAAgB,EAAE,UAAU,EAAE,gBAAgB,EAAE,YAAY,CAAC,CAAC;IACtE,CAAC;IAKD;;OAEG;IACH,KAAK;;QACH,MAAM,UAAU,GAAG,cAAI,CAAC,QAAQ,CAAC,UAAU,CAAC,CAAC;QAC7C,gBAAM,CAAC,KAAK,CAAC,YAAY,UAAU,SAAS,CAAC,CAAC;QAC9C,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QACjD,IAAI,CAAC,GAAG,CAAC,iBAAiB,CAAC,yBAAc,CAAC,OAAO,CAAC,CAAC;QAEnD,IAAI,QAA2B,CAAC;QAChC,IAAI,IAAI,CAAC,WAAW,CAAC,OAAkB,IAAI,WAAO,CAAC,GAAG,EAAE;YACtD,QAAQ,GAAG,IAAI,UAAM,CAAE,IAAI,CAAC,WAAW,CAAC,MAAgB,EAAE,IAAI,CAAC,WAAW,CAAC,MAAgB,EAAC,CAAC,IAAI,CAAC,WAAW,CAAC,MAAM,EAAC,IAAI,CAAC,WAAW,CAAC,KAAmB,EAAC,IAAI,CAAC,WAAW,CAAC,QAAkB,EAAC,IAAI,CAAC,WAAW,CAAC,QAAkB,CAAC,CAAC;SACpO;;YAAM,QAAQ,GAAE;gBACf,KAAK,EAAE,MAAA,IAAI,CAAC,WAAW,CAAC,KAAe,mCAAI,SAAS;gBACpD,MAAM,EAAE,IAAI,CAAC,WAAW,CAAC,MAAgB;gBACzC,OAAO,EAAE,IAAI,CAAC,WAAW,CAAC,OAAkB;gBAC5C,QAAQ,EAAE,IAAI,CAAC,WAAW,CAAC,QAAkB;gBAC7C,QAAQ,EAAE,IAAI,CAAC,WAAW,CAAC,QAAkB;gBAC7C,4BAA4B,EAAE,IAAI,CAAC,WAAW,CAAC,MAAgB;gBAC/D,MAAM,EAAE,MAAC,IAAI,CAAC,WAAW,CAAC,MAAiB,mCAAI,SAAS;gBACxD,KAAK,EAAE,IAAI,CAAC,WAAW,CAAC,KAAmB;aAC5C,CAAC;QAEF,IAAI,CAAC,aAAa,GAAG,IAAI,CAAC,GAAG;aAC1B,aAAa,CAAC,QAAQ,EACrB,IAAI,CAAC,WAAW,CAAC,KAAe,EAChC,KAAK,EACL,KAAK,CACN;aACA,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,UAAU,EAAE,EAAE;;gBACnB,MAAM,+BAA+B,GAAG,IAAI,GAAG,EAAkB,CAAC;gBAClE,MAAA,UAAU,CAAC,KAAK,0CAAE,OAAO,CAAC,CAAC,IAAI,EAAE,IAAI,EAAE,EAAE;oBACvC,IAAI,IAAI,GAAG,4BAAiB,CAAC,sBAAsB,EAAE;wBACnD,+BAA+B,CAAC,GAAG,CACjC,4BAAiB,CAAC,IAAI,CAAC,EACvB,IAAI,CAAC,KAAK,CACX,CAAC;qBACH;yBAAM;wBACL,+BAA+B,CAAC,GAAG,CACjC,wBAAa,CAAC,IAAI,CAAC,EACnB,IAAI,CAAC,KAAK,CACX,CAAC;qBACH;gBACH,CAAC,CAAC,CAAC;gBACH,MAAA,UAAU,CAAC,OAAO,0CAAE,OAAO,CAAC,CAAC,IAAI,EAAE,IAAI,EAAE,EAAE;oBACzC,IAAI,IAAI,GAAG,4BAAiB,CAAC,sBAAsB,EAAE;wBACnD,+BAA+B,CAAC,GAAG,CACjC,4BAAiB,CAAC,IAAI,CAAC,EACvB,IAAI,CAAC,KAAK,CACX,CAAC;qBACH;yBAAM;wBACL,+BAA+B,CAAC,GAAG,CACjC,wBAAa,CAAC,IAAI,CAAC,EACnB,IAAI,CAAC,KAAK,CACX,CAAC;qBACH;gBACH,CAAC,CAAC,CAAC;gBACH,IAAI,CAAC,WAAW,CAAC,+BAA+B,CAAC,CAAC;YACpD,CAAC;YACD,KAAK,EAAE,CAAC,GAAmB,EAAE,EAAE;gBAC7B,qCAAqC;gBACrC,IAAI,CAAC,KAAK,CAAC,8BAA8B,GAAG,CAAC,KAAK,CAAC,OAAO,MAAM,GAAG,CAAC,IAAI,GAAG,CAAC,CAAC;YAC/E,CAAC;SACF,CAAC,CAAC;IACP,CAAC;IAED;;OAEG;IACH,IAAI;;QACF,MAAA,IAAI,CAAC,aAAa,0CAAE,WAAW,EAAE,CAAC;QAClC,IAAI,CAAC,IAAI,EAAE,CAAC;IACd,CAAC;CACF;AAED,cAAc;AAEd,IAAI,kBAAkB,EAAE,CAAC,KAAK,EAAE,CAAC"}
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package/package.json
CHANGED