@stoqey/ib 1.3.8 → 1.3.10

package/dist/api/order/trailingStop.d.ts

@@ -1,5 +1,6 @@
-import OrderAction from "./enum/order-action";
+import { OrderAction } from "./enum/order-action";
 import { OrderType } from "./enum/orderType";
+import { TimeInForce } from "./enum/tif";
 /**
  * Represents a trailing-stop order.
  */
@@ -10,7 +11,7 @@ export declare class TrailingStopOrder {
     trailingPercent?: number;
     transmit?: boolean;
     parentId?: number;
-    tif?: string;
+    tif?: TimeInForce;
     /**
      * Create a trailing-stop order.
      *
@@ -31,7 +32,7 @@ export declare class TrailingStopOrder {
      * - DAY - Valid for the day only.
      * - GTC - Good until canceled.
      */
-    constructor(action: OrderAction, totalQuantity: number, auxPrice?: number, trailingPercent?: number, transmit?: boolean, parentId?: number, tif?: string);
+    constructor(action: OrderAction, totalQuantity: number, auxPrice?: number, trailingPercent?: number, transmit?: boolean, parentId?: number, tif?: TimeInForce);
     /** The order's type (must be [[OrderType.TRAIL]]). */
     readonly orderType = OrderType.TRAIL;
 }

package/dist/api/order/trailingStop.js

@@ -2,6 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.TrailingStopOrder = void 0;
 const orderType_1 = require("./enum/orderType");
+const tif_1 = require("./enum/tif");
 /**
  * Represents a trailing-stop order.
  */
@@ -38,7 +39,7 @@ class TrailingStopOrder {
         this.orderType = orderType_1.OrderType.TRAIL;
         this.transmit = this.transmit ?? true;
         this.parentId = this.parentId ?? 0;
-        this.tif = this.tif ?? "DAY";
+        this.tif = this.tif ?? tif_1.TimeInForce.DAY;
     }
 }
 exports.TrailingStopOrder = TrailingStopOrder;

package/dist/api/order/trailingStop.js.map

@@ -1 +1 @@
-{"version":3,"file":"trailingStop.js","sourceRoot":"","sources":["../../../src/api/order/trailingStop.ts"],"names":[],"mappings":";;;AACA,gDAA6C;AAE7C;;GAEG;AACH,MAAa,iBAAiB;IAC5B;;;;;;;;;;;;;;;;;;;OAmBG;IACH,YACS,MAAmB,EACnB,aAAqB,EACrB,QAAiB,EACjB,eAAwB,EACxB,QAAkB,EAClB,QAAiB,EACjB,GAAY;QANZ,WAAM,GAAN,MAAM,CAAa;QACnB,kBAAa,GAAb,aAAa,CAAQ;QACrB,aAAQ,GAAR,QAAQ,CAAS;QACjB,oBAAe,GAAf,eAAe,CAAS;QACxB,aAAQ,GAAR,QAAQ,CAAU;QAClB,aAAQ,GAAR,QAAQ,CAAS;QACjB,QAAG,GAAH,GAAG,CAAS;QAOrB,sDAAsD;QACtC,cAAS,GAAG,qBAAS,CAAC,KAAK,CAAC;QAN1C,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,IAAI,IAAI,CAAC;QACtC,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,IAAI,CAAC,CAAC;QACnC,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,IAAI,KAAK,CAAC;IAC/B,CAAC;CAIF;AArCD,8CAqCC;AAED,kBAAe,iBAAiB,CAAC"}
+{"version":3,"file":"trailingStop.js","sourceRoot":"","sources":["../../../src/api/order/trailingStop.ts"],"names":[],"mappings":";;;AACA,gDAA6C;AAC7C,oCAAyC;AAEzC;;GAEG;AACH,MAAa,iBAAiB;IAC5B;;;;;;;;;;;;;;;;;;;OAmBG;IACH,YACS,MAAmB,EACnB,aAAqB,EACrB,QAAiB,EACjB,eAAwB,EACxB,QAAkB,EAClB,QAAiB,EACjB,GAAiB;QANjB,WAAM,GAAN,MAAM,CAAa;QACnB,kBAAa,GAAb,aAAa,CAAQ;QACrB,aAAQ,GAAR,QAAQ,CAAS;QACjB,oBAAe,GAAf,eAAe,CAAS;QACxB,aAAQ,GAAR,QAAQ,CAAU;QAClB,aAAQ,GAAR,QAAQ,CAAS;QACjB,QAAG,GAAH,GAAG,CAAc;QAO1B,sDAAsD;QACtC,cAAS,GAAG,qBAAS,CAAC,KAAK,CAAC;QAN1C,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,IAAI,IAAI,CAAC;QACtC,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,IAAI,CAAC,CAAC;QACnC,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,IAAI,iBAAW,CAAC,GAAG,CAAC;IACzC,CAAC;CAIF;AArCD,8CAqCC;AAED,kBAAe,iBAAiB,CAAC"}

package/dist/api-next/api-next.d.ts

@@ -1,5 +1,5 @@
 import { Observable, Subject } from "rxjs";
-import { Bar, BarSizeSetting, CommissionReport, Contract, ContractDescription, ContractDetails, DepthMktDataDescription, DurationUnit, ExecutionDetail, ExecutionFilter, HistogramEntry, HistoricalTick, HistoricalTickBidAsk, HistoricalTickLast, OpenOrder, Order, OrderBookUpdate, ScannerSubscription, SecType, TagValue } from "../";
+import { Bar, BarSizeSetting, CommissionReport, Contract, ContractDescription, ContractDetails, DepthMktDataDescription, DurationUnit, ExecutionDetail, ExecutionFilter, HistogramEntry, HistoricalTick, HistoricalTickBidAsk, HistoricalTickLast, OpenOrder, Order, OrderBookUpdate, ScannerSubscription, SecType, TagValue, WhatToShow } from "../";
 import LogLevel from "../api/data/enum/log-level";
 import { MutableMarketData } from "../core/api-next/api/market/mutable-market-data";
 import { IBApiNextLogger } from "../core/api-next/logger";
@@ -150,6 +150,8 @@ export declare class IBApiNext {
     getManagedAccounts(): Promise<string[]>;
     /** accountSummary event handler */
     private readonly onAccountSummary;
+    /** accountSummaryEnd event handler */
+    private readonly onAccountSummaryEnd;
     /**
      * Create subscription to receive the account summaries of all linked accounts as presented in the TWS' Account Summary tab.
      *
@@ -170,7 +172,7 @@ export declare class IBApiNext {
      * - AccruedCash — Total accrued cash value of stock, commodities and securities
      * - BuyingPower — Buying power serves as a measurement of the dollar value of securities that one may purchase in a securities account without depositing additional funds
      * - EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions. Cash + stocks + bonds + mutual funds
-     * - PreviousEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
+     * - PreviousDayEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
      * - GrossPositionValue — The sum of the absolute value of all stock and equity option positions
      * - RegTEquity — Regulation T equity for universal account
      * - RegTMargin — Regulation T margin for universal account
@@ -256,6 +258,8 @@ export declare class IBApiNext {
     getAccountUpdates(acctCode?: string): Observable<AccountUpdatesUpdate>;
     /** position event handler */
     private readonly onPosition;
+    /** position end enumeration event handler */
+    private readonly onPositionEnd;
     /**
      * Create subscription to receive the positions on all accessible accounts.
      */
@@ -391,7 +395,7 @@ export declare class IBApiNext {
      * @param useRTH Use regular trading hours only, `true` for yes or `false` for no.
      * @param formatDate Set to 1 to obtain the bars' time as yyyyMMdd HH:mm:ss, set to 2 to obtain it like system time format in seconds.
      */
-    getHeadTimestamp(contract: Contract, whatToShow: string, useRTH: boolean, formatDate: number): Promise<string>;
+    getHeadTimestamp(contract: Contract, whatToShow: WhatToShow, useRTH: boolean, formatDate: number): Promise<string>;
     /** historicalData event handler */
     private readonly onHistoricalData;
     /**
@@ -442,7 +446,7 @@ export declare class IBApiNext {
      * @param useRTH Set to 0 to obtain the data which was also generated outside of the Regular Trading Hours, set to 1 to obtain only the RTH data
      * @param formatDate Set to 1 to obtain the bars' time as yyyyMMdd HH:mm:ss, set to 2 to obtain it like system time format in seconds
      */
-    getHistoricalData(contract: Contract, endDateTime: string | undefined, durationStr: string, barSizeSetting: BarSizeSetting, whatToShow: string, useRTH: number, formatDate: number): Promise<Bar[]>;
+    getHistoricalData(contract: Contract, endDateTime: string | undefined, durationStr: string, barSizeSetting: BarSizeSetting, whatToShow: WhatToShow, useRTH: number, formatDate: number): Promise<Bar[]>;
     /** historicalDataUpdate event handler */
     private readonly onHistoricalDataUpdate;
     /**
@@ -479,7 +483,7 @@ export declare class IBApiNext {
      * - REBATE_RATE
      * @param formatDate Set to 1 to obtain the bars' time as yyyyMMdd HH:mm:ss, set to 2 to obtain it like system time format in seconds
      */
-    getHistoricalDataUpdates(contract: Contract, barSizeSetting: BarSizeSetting, whatToShow: string, formatDate: number): Observable<Bar>;
+    getHistoricalDataUpdates(contract: Contract, barSizeSetting: BarSizeSetting, whatToShow: WhatToShow, formatDate: number): Observable<Bar>;
     /** historicalTicks event handler */
     private readonly onHistoricalTicks;
     /**
@@ -608,10 +612,10 @@ export declare class IBApiNext {
      */
     private readonly onOpenOrder;
     /**
-     *  Ends the subscrition once all openOrders are recieved
+     *  Ends the subscription once all openOrders are recieved
      *  @param subscriptions: listeners
      */
-    private readonly onOpenOrderEnd;
+    private readonly onOpenOrderComplete;
     /**
      * Response to API bind order control message.
      *
@@ -641,6 +645,11 @@ export declare class IBApiNext {
      * @see [[reqOpenOrders]]
      */
     private readonly onOrderStatus;
+    /**
+     *  Ends the subscription once all openOrders are recieved
+     *  @param subscriptions: listeners
+     */
+    private readonly onOpenOrderEnd;
     /**
      * Requests all current open orders in associated accounts at the current moment.
      */
@@ -739,7 +748,9 @@ export declare class IBApiNext {
      *
      * @param pattern Either start of ticker symbol or (for larger strings) company name.
      */
-    searchContracts(pattern: string): Promise<ContractDescription[]>;
+    getMatchingSymbols(pattern: string): Promise<ContractDescription[]>;
+    /** @deprecated use getMatchingSymbols instead */
+    searchContracts: (pattern: string) => Promise<ContractDescription[]>;
     /** userInfo event handler. */
     private readonly onUserInfo;
     /**

package/dist/api-next/api-next.js

@@ -108,7 +108,10 @@ class IBApiNext {
                     ]),
                 ],
             ]);
-            if (hasChanged) {
+            if (!subscription.endEventReceived) {
+                subscription.lastAllValue = cached;
+            }
+            else if (hasChanged) {
                 subscription.next({
                     all: cached,
                     changed: accountSummaryUpdate,
@@ -121,6 +124,19 @@ class IBApiNext {
                 });
             }
         };
+        /** accountSummaryEnd event handler */
+        this.onAccountSummaryEnd = (subscriptions, reqId) => {
+            // get the subscription
+            const subscription = subscriptions.get(reqId);
+            if (!subscription) {
+                return;
+            }
+            // get latest value on cache
+            const cached = subscription.lastAllValue ?? new mutable_account_summary_1.MutableAccountSummaries();
+            // sent data to subscribers
+            subscription.endEventReceived = true;
+            subscription.next({ all: cached });
+        };
         /**
          * Response to API updateAccountValue control message.
          *
@@ -286,7 +302,12 @@ class IBApiNext {
          */
         this.onAccountDownloadEnd = (subscriptions, accountName) => {
             this.logger.debug(LOG_TAG, `onAccountDownloadEnd(${accountName})`);
-            // TODO finish implementation
+            // notify all subscribers
+            subscriptions.forEach((subscription) => {
+                const all = subscription.lastAllValue ?? {};
+                subscription.endEventReceived = true;
+                subscription.next({ all });
+            });
         };
         /** position event handler */
         this.onPosition = (subscriptions, account, contract, pos, avgCost) => {
@@ -315,7 +336,10 @@ class IBApiNext {
                         accountPositions[changePositionIndex] = updatedPosition;
                     }
                 }
-                if (hasAdded) {
+                if (!subscription.endEventReceived) {
+                    subscription.lastAllValue = cached;
+                }
+                else if (hasAdded) {
                     subscription.next({
                         all: cached,
                         added: new mutable_account_positions_update_1.MutableAccountPositions([[account, [updatedPosition]]]),
@@ -335,6 +359,15 @@ class IBApiNext {
                 }
             });
         };
+        /** position end enumeration event handler */
+        this.onPositionEnd = (subscriptions) => {
+            // notify all subscribers
+            subscriptions.forEach((subscription) => {
+                const lastAllValue = subscription.lastAllValue ?? new mutable_account_positions_update_1.MutableAccountPositions();
+                subscription.endEventReceived = true;
+                subscription.next({ all: lastAllValue });
+            });
+        };
         /** contractDetails event handler */
         this.onContractDetails = (subscriptions, reqId, details) => {
             // get the subscription
@@ -914,25 +947,22 @@ class IBApiNext {
                 legStr,
             };
             // console.log("onScannerData", item);
-            const lastValue = subscription.lastValue ?? {
-                all: new Map(),
-                allset: false,
-            };
-            const existing = lastValue.all.get(rank) != undefined;
-            lastValue.all.set(rank, item);
-            if (lastValue.allset) {
+            const lastAllValue = subscription.lastAllValue ??
+                new Map();
+            const existing = lastAllValue.get(rank) != undefined;
+            lastAllValue.set(rank, item);
+            if (subscription.endEventReceived) {
                 const updated = new Map();
                 updated.set(rank, item);
                 subscription.next({
-                    all: lastValue.all,
-                    allset: lastValue.allset,
+                    all: lastAllValue,
                     changed: existing ? updated : undefined,
                     added: existing ? undefined : updated,
                 });
             }
             else {
                 // console.log("saving for future use", lastValue);
-                subscription.lastValue = lastValue;
+                subscription.lastAllValue = lastAllValue;
             }
         };
         /**
@@ -946,16 +976,12 @@ class IBApiNext {
             if (!subscription) {
                 return;
             }
-            const lastValue = subscription.lastValue ?? {
-                all: new Map(),
-            };
+            const lastAllValue = subscription.lastAllValue ??
+                new Map();
             const updated = {
-                all: lastValue.all,
-                allset: true,
-                added: lastValue.all,
+                all: lastAllValue,
             };
-            // console.log("onScannerDataEnd", updated);
-            // subscription.next(updated);
+            subscription.endEventReceived = true;
             subscription.next(updated);
         };
         /** histogramData event handler */
@@ -994,10 +1020,15 @@ class IBApiNext {
                         orderStatus: undefined,
                     };
                     allOrders.push(addedOrder);
-                    sub.next({
-                        all: allOrders,
-                        added: [addedOrder],
-                    });
+                    if (sub.endEventReceived) {
+                        sub.next({
+                            all: allOrders,
+                            added: [addedOrder],
+                        });
+                    }
+                    else {
+                        sub.lastAllValue = allOrders;
+                    }
                 }
                 else {
                     // update
@@ -1019,11 +1050,14 @@ class IBApiNext {
             });
         };
         /**
-         *  Ends the subscrition once all openOrders are recieved
+         *  Ends the subscription once all openOrders are recieved
          *  @param subscriptions: listeners
          */
-        this.onOpenOrderEnd = (subscriptions) => {
+        this.onOpenOrderComplete = (subscriptions) => {
             subscriptions.forEach((sub) => {
+                const allOrders = sub.lastAllValue ?? [];
+                sub.endEventReceived = true;
+                sub.next({ all: allOrders });
                 sub.complete();
             });
         };
@@ -1104,6 +1138,18 @@ class IBApiNext {
                 }
             });
         };
+        /**
+         *  Ends the subscription once all openOrders are recieved
+         *  @param subscriptions: listeners
+         */
+        this.onOpenOrderEnd = (subscriptions) => {
+            // notify all subscribers
+            subscriptions.forEach((subscription) => {
+                const lastAllValue = subscription.lastAllValue ?? [];
+                subscription.endEventReceived = true;
+                subscription.next({ all: lastAllValue });
+            });
+        };
         /** nextValidId event handler */
         this.onNextValidId = (subscriptions, orderId) => {
             // this is special to other one-shot callbacks:
@@ -1166,6 +1212,8 @@ class IBApiNext {
             });
             sub?.complete();
         };
+        /** @deprecated use getMatchingSymbols instead */
+        this.searchContracts = this.getMatchingSymbols;
         /** userInfo event handler. */
         this.onUserInfo = (subscriptions, reqId, whiteBrandingId) => {
             const sub = subscriptions.get(reqId);
@@ -1316,7 +1364,7 @@ class IBApiNext {
      * - AccruedCash — Total accrued cash value of stock, commodities and securities
      * - BuyingPower — Buying power serves as a measurement of the dollar value of securities that one may purchase in a securities account without depositing additional funds
      * - EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions. Cash + stocks + bonds + mutual funds
-     * - PreviousEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
+     * - PreviousDayEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
      * - GrossPositionValue — The sum of the absolute value of all stock and equity option positions
      * - RegTEquity — Regulation T equity for universal account
      * - RegTMargin — Regulation T margin for universal account
@@ -1347,7 +1395,10 @@ class IBApiNext {
             this.api.reqAccountSummary(reqId, group, tags);
         }, (reqId) => {
             this.api.cancelAccountSummary(reqId);
-        }, [[__1.EventName.accountSummary, this.onAccountSummary]], `${group}:${tags}`);
+        }, [
+            [__1.EventName.accountSummary, this.onAccountSummary],
+            [__1.EventName.accountSummaryEnd, this.onAccountSummaryEnd],
+        ], `${group}:${tags}`);
     }
     /**
      * The getAccountUpdates function creates a subscription to the TWS through which account and portfolio information is delivered.
@@ -1380,7 +1431,10 @@ class IBApiNext {
             this.api.reqPositions();
         }, () => {
             this.api.cancelPositions();
-        }, [[__1.EventName.position, this.onPosition]], "getPositions");
+        }, [
+            [__1.EventName.position, this.onPosition],
+            [__1.EventName.positionEnd, this.onPositionEnd],
+        ], "getPositions");
     }
     /**
      * Request contract information from TWS.
@@ -1682,7 +1736,7 @@ class IBApiNext {
     getHistoricalTicksMid(contract, startDateTime, endDateTime, numberOfTicks, useRTH) {
         return this.subscriptions
             .register((reqId) => {
-            this.api.reqHistoricalTicks(reqId, contract, startDateTime, endDateTime, numberOfTicks, "MIDPOINT", useRTH, false);
+            this.api.reqHistoricalTicks(reqId, contract, startDateTime, endDateTime, numberOfTicks, __1.WhatToShow.MIDPOINT, useRTH, false);
         }, undefined, [[__1.EventName.historicalTicks, this.onHistoricalTicks]], undefined)
             .pipe((0, operators_1.map)((v) => v.all));
     }
@@ -1702,7 +1756,7 @@ class IBApiNext {
     getHistoricalTicksBidAsk(contract, startDateTime, endDateTime, numberOfTicks, useRTH, ignoreSize) {
         return this.subscriptions
             .register((reqId) => {
-            this.api.reqHistoricalTicks(reqId, contract, startDateTime, endDateTime, numberOfTicks, "BID_ASK", useRTH, ignoreSize);
+            this.api.reqHistoricalTicks(reqId, contract, startDateTime, endDateTime, numberOfTicks, __1.WhatToShow.BID_ASK, useRTH, ignoreSize);
         }, undefined, [[__1.EventName.historicalTicksBidAsk, this.onHistoricalTicksBidAsk]], undefined)
             .pipe((0, operators_1.map)((v) => v.all));
     }
@@ -1721,7 +1775,7 @@ class IBApiNext {
     getHistoricalTicksLast(contract, startDateTime, endDateTime, numberOfTicks, useRTH) {
         return this.subscriptions
             .register((reqId) => {
-            this.api.reqHistoricalTicks(reqId, contract, startDateTime, endDateTime, numberOfTicks, "TRADES", useRTH, false);
+            this.api.reqHistoricalTicks(reqId, contract, startDateTime, endDateTime, numberOfTicks, __1.WhatToShow.TRADES, useRTH, false);
         }, undefined, [[__1.EventName.historicalTicksLast, this.onHistoricalTicksLast]], undefined)
             .pipe((0, operators_1.map)((v) => v.all));
     }
@@ -1827,7 +1881,7 @@ class IBApiNext {
             [__1.EventName.openOrder, this.onOpenOrder],
             [__1.EventName.orderStatus, this.onOrderStatus],
             [__1.EventName.orderBound, this.onOrderBound],
-            [__1.EventName.openOrderEnd, this.onOpenOrderEnd],
+            [__1.EventName.openOrderEnd, this.onOpenOrderComplete],
         ], "getAllOpenOrders")
             .pipe((0, operators_1.map)((v) => v.all)), {
             defaultValue: [],
@@ -1844,6 +1898,7 @@ class IBApiNext {
             [__1.EventName.openOrder, this.onOpenOrder],
             [__1.EventName.orderStatus, this.onOrderStatus],
             [__1.EventName.orderBound, this.onOrderBound],
+            [__1.EventName.openOrderEnd, this.onOpenOrderEnd],
         ], "getOpenOrders");
     }
     /**
@@ -1861,6 +1916,7 @@ class IBApiNext {
             [__1.EventName.openOrder, this.onOpenOrder],
             [__1.EventName.orderStatus, this.onOrderStatus],
             [__1.EventName.orderBound, this.onOrderBound],
+            [__1.EventName.openOrderEnd, this.onOpenOrderEnd],
         ], "getAutoOpenOrders");
     }
     /**
@@ -1966,7 +2022,7 @@ class IBApiNext {
      *
      * @param pattern Either start of ticker symbol or (for larger strings) company name.
      */
-    searchContracts(pattern) {
+    getMatchingSymbols(pattern) {
         return (0, rxjs_1.lastValueFrom)(this.subscriptions
             .register((reqId) => {
             this.api.reqMatchingSymbols(reqId, pattern);