@stoqey/ib 1.3.6 → 1.3.8

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.
Files changed (156) hide show
  1. package/dist/api/api.d.ts +20 -7
  2. package/dist/api/api.js +19 -8
  3. package/dist/api/api.js.map +1 -1
  4. package/dist/api/contract/cfd.js +2 -3
  5. package/dist/api/contract/cfd.js.map +1 -1
  6. package/dist/api/contract/combo.js +2 -3
  7. package/dist/api/contract/combo.js.map +1 -1
  8. package/dist/api/contract/fop.js +3 -4
  9. package/dist/api/contract/fop.js.map +1 -1
  10. package/dist/api/contract/ind.js +2 -3
  11. package/dist/api/contract/ind.js.map +1 -1
  12. package/dist/api/contract/option.js +2 -3
  13. package/dist/api/contract/option.js.map +1 -1
  14. package/dist/api/contract/stock.js +2 -3
  15. package/dist/api/contract/stock.js.map +1 -1
  16. package/dist/api/data/enum/event-name.d.ts +3 -1
  17. package/dist/api/data/enum/event-name.js +2 -0
  18. package/dist/api/data/enum/event-name.js.map +1 -1
  19. package/dist/api/data/enum/min-server-version.js +3 -2
  20. package/dist/api/data/enum/min-server-version.js.map +1 -1
  21. package/dist/api/market/scannerSubscription.d.ts +4 -3
  22. package/dist/api/order/market.js +3 -4
  23. package/dist/api/order/market.js.map +1 -1
  24. package/dist/api/order/stop.js +3 -4
  25. package/dist/api/order/stop.js.map +1 -1
  26. package/dist/api/order/stopLimit.js +3 -4
  27. package/dist/api/order/stopLimit.js.map +1 -1
  28. package/dist/api/order/trailingStop.js +3 -4
  29. package/dist/api/order/trailingStop.js.map +1 -1
  30. package/dist/api-next/api-next.d.ts +44 -4
  31. package/dist/api-next/api-next.js +235 -94
  32. package/dist/api-next/api-next.js.map +1 -1
  33. package/dist/api-next/common/error.d.ts +2 -0
  34. package/dist/api-next/common/item-list-update.d.ts +2 -0
  35. package/dist/api-next/market-scanner/market-scanner.d.ts +224 -0
  36. package/dist/api-next/market-scanner/market-scanner.js +218 -0
  37. package/dist/api-next/market-scanner/market-scanner.js.map +1 -0
  38. package/dist/common/configuration.js +4 -1
  39. package/dist/common/configuration.js.map +1 -1
  40. package/dist/common/errorCode.js +3 -2
  41. package/dist/common/errorCode.js.map +1 -1
  42. package/dist/common/logger.js +10 -7
  43. package/dist/common/logger.js.map +1 -1
  44. package/dist/core/api-next/auto-connection.js +2 -2
  45. package/dist/core/api-next/auto-connection.js.map +1 -1
  46. package/dist/core/api-next/item-list-update.d.ts +2 -1
  47. package/dist/core/api-next/item-list-update.js +2 -1
  48. package/dist/core/api-next/item-list-update.js.map +1 -1
  49. package/dist/core/api-next/subscription-registry.js +1 -2
  50. package/dist/core/api-next/subscription-registry.js.map +1 -1
  51. package/dist/core/api-next/subscription.d.ts +7 -3
  52. package/dist/core/api-next/subscription.js +18 -10
  53. package/dist/core/api-next/subscription.js.map +1 -1
  54. package/dist/core/io/controller.js +4 -6
  55. package/dist/core/io/controller.js.map +1 -1
  56. package/dist/core/io/decoder.d.ts +9 -5
  57. package/dist/core/io/decoder.js +41 -25
  58. package/dist/core/io/decoder.js.map +1 -1
  59. package/dist/core/io/encoder.d.ts +3 -2
  60. package/dist/core/io/encoder.js +43 -41
  61. package/dist/core/io/encoder.js.map +1 -1
  62. package/dist/core/io/enum/in-msg-id.d.ts +2 -1
  63. package/dist/core/io/enum/in-msg-id.js +1 -0
  64. package/dist/core/io/enum/in-msg-id.js.map +1 -1
  65. package/dist/core/io/socket.js +15 -15
  66. package/dist/core/io/socket.js.map +1 -1
  67. package/dist/tests/unit/api/api.test.js +31 -54
  68. package/dist/tests/unit/api/api.test.js.map +1 -1
  69. package/dist/tests/unit/api/connect.test.js +40 -14
  70. package/dist/tests/unit/api/connect.test.js.map +1 -1
  71. package/dist/tests/unit/api/market-data.test.d.ts +1 -0
  72. package/dist/tests/unit/api/market-data.test.js +84 -0
  73. package/dist/tests/unit/api/market-data.test.js.map +1 -0
  74. package/dist/tests/unit/api/order/placeOrder.test.js +118 -28
  75. package/dist/tests/unit/api/order/placeOrder.test.js.map +1 -1
  76. package/dist/tests/unit/api/order/reqAllOpenOrders.test.js +22 -23
  77. package/dist/tests/unit/api/order/reqAllOpenOrders.test.js.map +1 -1
  78. package/dist/tests/unit/api-next/get-account-summary.test.js +21 -24
  79. package/dist/tests/unit/api-next/get-account-summary.test.js.map +1 -1
  80. package/dist/tests/unit/api-next/get-contract-details.test.js +1 -1
  81. package/dist/tests/unit/api-next/get-contract-details.test.js.map +1 -1
  82. package/dist/tests/unit/api-next/get-market-data.test.js +1 -1
  83. package/dist/tests/unit/api-next/get-market-data.test.js.map +1 -1
  84. package/dist/tests/unit/api-next/get-positions.test.js +8 -9
  85. package/dist/tests/unit/api-next/get-positions.test.js.map +1 -1
  86. package/dist/tests/unit/api-next/place-order.test.js +3 -3
  87. package/dist/tests/unit/api-next/place-order.test.js.map +1 -1
  88. package/dist/tools/account-summary.js +4 -7
  89. package/dist/tools/account-summary.js.map +1 -1
  90. package/dist/tools/commission-reports.js +3 -6
  91. package/dist/tools/commission-reports.js.map +1 -1
  92. package/dist/tools/common/ib-api-next-app.d.ts +20 -1
  93. package/dist/tools/common/ib-api-next-app.js +103 -38
  94. package/dist/tools/common/ib-api-next-app.js.map +1 -1
  95. package/dist/tools/contract-details.js +3 -28
  96. package/dist/tools/contract-details.js.map +1 -1
  97. package/dist/tools/current-time.js +2 -3
  98. package/dist/tools/current-time.js.map +1 -1
  99. package/dist/tools/execution-details.js +3 -6
  100. package/dist/tools/execution-details.js.map +1 -1
  101. package/dist/tools/get-head-timestamp.js +11 -30
  102. package/dist/tools/get-head-timestamp.js.map +1 -1
  103. package/dist/tools/histogram-data.js +2 -3
  104. package/dist/tools/histogram-data.js.map +1 -1
  105. package/dist/tools/historical-data-updates.js +3 -5
  106. package/dist/tools/historical-data-updates.js.map +1 -1
  107. package/dist/tools/historical-data.js +2 -3
  108. package/dist/tools/historical-data.js.map +1 -1
  109. package/dist/tools/historical-ticks-bid-ask.js +3 -5
  110. package/dist/tools/historical-ticks-bid-ask.js.map +1 -1
  111. package/dist/tools/historical-ticks-last.js +4 -7
  112. package/dist/tools/historical-ticks-last.js.map +1 -1
  113. package/dist/tools/historical-ticks-mid.js +3 -5
  114. package/dist/tools/historical-ticks-mid.js.map +1 -1
  115. package/dist/tools/managed-accts.js +2 -3
  116. package/dist/tools/managed-accts.js.map +1 -1
  117. package/dist/tools/{market-data-single.js → market-data-snapshot.js} +13 -39
  118. package/dist/tools/market-data-snapshot.js.map +1 -0
  119. package/dist/tools/market-data.js +9 -43
  120. package/dist/tools/market-data.js.map +1 -1
  121. package/dist/tools/market-depth-exchanges.js +2 -3
  122. package/dist/tools/market-depth-exchanges.js.map +1 -1
  123. package/dist/tools/market-depth.js +4 -7
  124. package/dist/tools/market-depth.js.map +1 -1
  125. package/dist/tools/market-scanner.d.ts +1 -0
  126. package/dist/tools/market-scanner.js +64 -0
  127. package/dist/tools/market-scanner.js.map +1 -0
  128. package/dist/tools/modify-order.js +2 -5
  129. package/dist/tools/modify-order.js.map +1 -1
  130. package/dist/tools/next-valid-order-id.js +2 -3
  131. package/dist/tools/next-valid-order-id.js.map +1 -1
  132. package/dist/tools/open-orders-auto.js +5 -10
  133. package/dist/tools/open-orders-auto.js.map +1 -1
  134. package/dist/tools/open-orders.js +2 -3
  135. package/dist/tools/open-orders.js.map +1 -1
  136. package/dist/tools/place-new-order.js +2 -4
  137. package/dist/tools/place-new-order.js.map +1 -1
  138. package/dist/tools/place-order.d.ts +1 -1
  139. package/dist/tools/place-order.js +24 -20
  140. package/dist/tools/place-order.js.map +1 -1
  141. package/dist/tools/pnl-single.js +3 -10
  142. package/dist/tools/pnl-single.js.map +1 -1
  143. package/dist/tools/pnl.js +3 -10
  144. package/dist/tools/pnl.js.map +1 -1
  145. package/dist/tools/positions.js +4 -12
  146. package/dist/tools/positions.js.map +1 -1
  147. package/dist/tools/search-contracts.js +2 -3
  148. package/dist/tools/search-contracts.js.map +1 -1
  149. package/dist/tools/sec-def-opt-params.js +7 -6
  150. package/dist/tools/sec-def-opt-params.js.map +1 -1
  151. package/dist/tools/user-info.d.ts +4 -0
  152. package/dist/tools/user-info.js +51 -0
  153. package/dist/tools/user-info.js.map +1 -0
  154. package/package.json +51 -53
  155. package/dist/tools/market-data-single.js.map +0 -1
  156. /package/dist/tools/{market-data-single.d.ts → market-data-snapshot.d.ts} +0 -0
@@ -1,10 +1,11 @@
1
1
  import { Observable, Subject } from "rxjs";
2
- import { Bar, CommissionReport, Contract, ContractDetails, DepthMktDataDescription, DurationUnit, ExecutionFilter, HistogramEntry, HistoricalTick, HistoricalTickBidAsk, HistoricalTickLast, TagValue, OrderBookUpdate, Order, OpenOrder, BarSizeSetting, ExecutionDetail, ContractDescription, SecType } from "../";
2
+ import { Bar, BarSizeSetting, CommissionReport, Contract, ContractDescription, ContractDetails, DepthMktDataDescription, DurationUnit, ExecutionDetail, ExecutionFilter, HistogramEntry, HistoricalTick, HistoricalTickBidAsk, HistoricalTickLast, OpenOrder, Order, OrderBookUpdate, ScannerSubscription, SecType, TagValue } from "../";
3
3
  import LogLevel from "../api/data/enum/log-level";
4
4
  import { MutableMarketData } from "../core/api-next/api/market/mutable-market-data";
5
5
  import { IBApiNextLogger } from "../core/api-next/logger";
6
- import { AccountPositionsUpdate, AccountSummariesUpdate, ConnectionState, SecurityDefinitionOptionParameterType, IBApiNextError, MarketDataType, MarketDataUpdate, OpenOrdersUpdate, PnL, PnLSingle, AccountUpdatesUpdate } from "./";
6
+ import { AccountPositionsUpdate, AccountSummariesUpdate, AccountUpdatesUpdate, ConnectionState, IBApiNextError, MarketDataType, MarketDataUpdate, OpenOrdersUpdate, PnL, PnLSingle, SecurityDefinitionOptionParameterType } from "./";
7
7
  import { Logger } from "./common/logger";
8
+ import { MarketScannerUpdate } from "./market-scanner/market-scanner";
8
9
  /**
9
10
  * Input arguments on the [[IBApiNext]] constructor.
10
11
  */
@@ -136,7 +137,7 @@ export declare class IBApiNext {
136
137
  */
137
138
  disconnect(): IBApiNext;
138
139
  /** currentTime event handler. */
139
- private onCurrentTime;
140
+ private readonly onCurrentTime;
140
141
  /**
141
142
  * Get TWS's current time.
142
143
  */
@@ -533,7 +534,7 @@ export declare class IBApiNext {
533
534
  getMarketDepthExchanges(): Promise<DepthMktDataDescription[]>;
534
535
  /** updateMktDepth event handler */
535
536
  private readonly onUpdateMktDepth;
536
- private readonly insertAtIndex;
537
+ private insertAtMapIndex;
537
538
  /** marketDepthL2 event handler */
538
539
  private readonly onUpdateMktDepthL2;
539
540
  /**
@@ -550,6 +551,39 @@ export declare class IBApiNext {
550
551
  * @param mktDepthOptions TODO document
551
552
  */
552
553
  getMarketDepth(contract: Contract, numRows: number, isSmartDepth: boolean, mktDepthOptions?: TagValue[]): Observable<OrderBookUpdate>;
554
+ private readonly onScannerParameters;
555
+ /**
556
+ * Requests an XML string that describes all possible scanner queries.
557
+ */
558
+ getScannerParameters(): Promise<string>;
559
+ /**
560
+ * Provides the data resulting from the market scanner request.
561
+ * @param subscriptions
562
+ * @param reqId the request's identifier
563
+ * @param rank the ranking within the response of this bar.
564
+ * @param contract the data's ContractDetails
565
+ * @param distance according to query
566
+ * @param benchmark according to query
567
+ * @param projection according to query
568
+ * @param legStr describes the combo legs when the scanner is returning EFP
569
+ * @returns void
570
+ */
571
+ private readonly onScannerData;
572
+ /**
573
+ * Indicates the scanner data reception has terminated.
574
+ * @param subscriptions
575
+ * @param reqId the request's identifier
576
+ * @returns
577
+ */
578
+ private readonly onScannerDataEnd;
579
+ /**
580
+ * It returns an observable that will emit a list of scanner subscriptions.
581
+ * @param {ScannerSubscription} scannerSubscription - ScannerSubscription
582
+ * @param {TagValue[]} [scannerSubscriptionOptions] - An array of TagValue objects.
583
+ * @param {TagValue[]} [scannerSubscriptionFilterOptions] - An optional array of TagValue objects.
584
+ * @returns An observable that will emit a list of items.
585
+ */
586
+ getMarketScanner(scannerSubscription: ScannerSubscription, scannerSubscriptionOptions?: TagValue[], scannerSubscriptionFilterOptions?: TagValue[]): Observable<MarketScannerUpdate>;
553
587
  /** histogramData event handler */
554
588
  private readonly onHistogramData;
555
589
  /**
@@ -706,4 +740,10 @@ export declare class IBApiNext {
706
740
  * @param pattern Either start of ticker symbol or (for larger strings) company name.
707
741
  */
708
742
  searchContracts(pattern: string): Promise<ContractDescription[]>;
743
+ /** userInfo event handler. */
744
+ private readonly onUserInfo;
745
+ /**
746
+ * Get the user info of the logged user.
747
+ */
748
+ getUserInfo(): Promise<string>;
709
749
  }