@stoqey/ib 1.3.9 → 1.3.11

package/README.md

@@ -6,12 +6,12 @@
   <div style="display: flex;justify-content:center;">
     <img src="https://img.shields.io/github/package-json/v/stoqey/ib"></img>
     <img src="https://circleci.com/gh/stoqey/ib.svg?style=svg"></img>
-    <a href="https://lgtm.com/projects/g/stoqey/ib/context:javascript"><img alt="Language grade: JavaScript" src="https://img.shields.io/lgtm/grade/javascript/g/stoqey/ib.svg?logo=lgtm&logoWidth=18"/></a>
+    <img src="https://img.shields.io/badge/License-MIT-blue.svg"/> 
     <img src="https://img.shields.io/npm/dt/@stoqey/ib.svg"></img>
   </div>
 </div>
 
-`@stoqey/ib` is an [Interactive Brokers](http://interactivebrokers.com/) TWS (or IB Gateway) Typescript API client library for [Node.js](http://nodejs.org/). It is a direct port of Interactive Brokers' Java Client Version 9.76 from May 08 2019.
+`@stoqey/ib` is an [Interactive Brokers](http://interactivebrokers.com/) TWS (or IB Gateway) Typescript API client library for [Node.js](http://nodejs.org/). It is a direct port of Interactive Brokers' Java Client Version 10.25 ("latest") from Sept 7 2023.
 
 Refer to the [Trader Workstation API](https://interactivebrokers.github.io/tws-api/) for the official documentation and the C#/Java/VB/C++/Python client.
 
@@ -117,7 +117,7 @@ ib.on(EventName.error, (err: Error, code: ErrorCode, reqId: number) => {
     (account: string, contract: Contract, pos: number, avgCost?: number) => {
       console.log(`${account}: ${pos} x ${contract.symbol} @ ${avgCost}`);
       positionsCount++;
-    }
+    },
   )
   .once(EventName.positionEnd, () => {
     console.log(`Total: ${positionsCount} positions.`);

package/dist/api/api.d.ts

@@ -1,10 +1,11 @@
 import { EventEmitter } from "eventemitter3";
-import { DurationUnit } from "..";
+import { DurationUnit, MarketDataType, WhatToShow } from "..";
 import { ErrorCode } from "../common/errorCode";
 import { Contract } from "./contract/contract";
 import { ContractDescription } from "./contract/contractDescription";
 import { ContractDetails } from "./contract/contractDetails";
 import { DeltaNeutralContract } from "./contract/deltaNeutralContract";
+import WshEventData from "./contract/wsh";
 import DepthMktDataDescription from "./data/container/depth-mkt-data-description";
 import FamilyCode from "./data/container/family-code";
 import NewsProvider from "./data/container/news-provider";
@@ -65,7 +66,7 @@ export interface IBApiCreationOptions {
     maxReqPerSec?: number;
 }
 /** Maximum supported version. */
-export declare const MAX_SUPPORTED_SERVER_VERSION = MIN_SERVER_VER.USER_INFO;
+export declare const MAX_SUPPORTED_SERVER_VERSION = MIN_SERVER_VER.PENDING_PRICE_REVISION;
 /** Minimum supported version. */
 export declare const MIN_SERVER_VER_SUPPORTED = 38;
 /**
@@ -180,44 +181,44 @@ export declare class IBApi extends EventEmitter {
     /**
      * Cancels a pending [[reqHeadTimeStamp]] request.
      *
-     * @param tickerId Id of the request
+     * @param reqId Id of the request
      *
      * @see [[reqHeadTimeStamp]]
      */
-    cancelHeadTimestamp(tickerId: number): IBApi;
+    cancelHeadTimestamp(reqId: number): IBApi;
     /**
      * Cancels a historical data request.
      *
-     * @param tickerId The request's identifier.
+     * @param reqId The request's identifier.
      *
      * @see [[reqHistogramData]]
      */
-    cancelHistogramData(tickerId: number): IBApi;
+    cancelHistogramData(reqId: number): IBApi;
     /**
      * Cancels a historical data request.
      *
-     * @param tickerId The request's identifier.
+     * @param reqId The request's identifier.
      *
      * @see [[reqHistoricalData]]
      */
-    cancelHistoricalData(tickerId: number): IBApi;
+    cancelHistoricalData(reqId: number): IBApi;
     /**
      * Cancels a RT Market Data request.
      *
-     * @param tickerId The request's identifier.
+     * @param reqId The request's identifier.
      *
      * @see [[reqMktData]]
      */
-    cancelMktData(tickerId: number): IBApi;
+    cancelMktData(reqId: number): IBApi;
     /**
      * Cancel a market depth's request.
      *
-     * @param tickerId The request's identifier.
+     * @param reqId The request's identifier.
      * @param isSmartDepth TODO document
      *
      * @see [[reqMktDepth]]
      */
-    cancelMktDepth(tickerId: number, isSmartDepth: boolean): IBApi;
+    cancelMktDepth(reqId: number, isSmartDepth: boolean): IBApi;
     /**
      * Cancels IB's news bulletin subscription.
      *
@@ -268,9 +269,9 @@ export declare class IBApi extends EventEmitter {
     /**
      * Cancels Real Time Bars' subscription.
      *
-     * @param tickerId The request's identifier.
+     * @param reqId The request's identifier.
      */
-    cancelRealTimeBars(tickerId: number): IBApi;
+    cancelRealTimeBars(reqId: number): IBApi;
     /**
      * Cancels Scanner Subscription.
      *
@@ -282,17 +283,17 @@ export declare class IBApi extends EventEmitter {
     /**
      * Cancels tick-by-tick data.
      *
-     * @param tickerId Unique identifier of the request.
+     * @param reqId Unique identifier of the request.
      *
      * @see [[reqTickByTickData]]
      */
-    cancelTickByTickData(tickerId: number): IBApi;
+    cancelTickByTickData(reqId: number): IBApi;
     /**
      * Exercises an options contract.
      *
      * Note: this function is affected by a TWS setting which specifies if an exercise request must be finalized.
      *
-     * @param tickerId The exercise request's identifier.
+     * @param reqId The exercise request's identifier.
      * @param contract The option [[Contract]] to be exercised.
      * @param exerciseAction 1 to exercise the option, 2 to let the option lapse.
      * @param exerciseQuantity Number of contracts to be exercised.
@@ -303,7 +304,7 @@ export declare class IBApi extends EventEmitter {
      * If you have override set to "yes" the natural action would be overridden and the out-of-the money option would be
      *   exercised. Set to 1 to override, set to 0 not to.
      */
-    exerciseOptions(tickerId: number, contract: Contract, exerciseAction: OptionExerciseAction, exerciseQuantity: number, account: string, override: number): IBApi;
+    exerciseOptions(reqId: number, contract: Contract, exerciseAction: OptionExerciseAction, exerciseQuantity: number, account: string, override: number): IBApi;
     /**
      * Places or modifies an order.
      * @param id The order's unique identifier.
@@ -358,7 +359,7 @@ export declare class IBApi extends EventEmitter {
      *   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
@@ -464,11 +465,11 @@ export declare class IBApi extends EventEmitter {
      * Requests event data from the wSH calendar.
      *
      * @param reqId The unique request identifier.
-     * @param conId Contract id of ticker.
+     * @param conId Contract id of ticker or WshEventData describing wanted events.
      *
      * @see [[reqCancelWshEventData]]
      */
-    reqWshEventData(reqId: number, conId: number): this;
+    reqWshEventData(reqId: number, wshEventData: number | WshEventData): this;
     /**
      * Cancels pending WSH event data request.
      *
@@ -537,17 +538,17 @@ export declare class IBApi extends EventEmitter {
      * @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.
      */
-    reqHeadTimestamp(reqId: number, contract: Contract, whatToShow: string, useRTH: boolean, formatDate: number): IBApi;
+    reqHeadTimestamp(reqId: number, contract: Contract, whatToShow: WhatToShow, useRTH: boolean, formatDate: number): IBApi;
     /**
      * Returns data histogram of specified contract.
      *
-     * @param tickerId An identifier for the request.
+     * @param reqId An identifier for the request.
      * @param contract [[Contract]] object for which histogram is being requested
      * @param useRTH Use regular trading hours only, `true` for yes or `false` for no.
      * @param period Period of which data is being requested
      * @param periodUnit Unit of the period of which data is being requested
      */
-    reqHistogramData(tickerId: number, contract: Contract, useRTH: boolean, period: number, periodUnit: DurationUnit): IBApi;
+    reqHistogramData(reqId: number, contract: Contract, useRTH: boolean, period: number, periodUnit: DurationUnit): IBApi;
     /**
      * Requests contracts' historical data. When requesting historical data, a finishing time and date is required along
      * with a duration string. For example, having:
@@ -560,15 +561,18 @@ export declare class IBApi extends EventEmitter {
      *
      * The resulting bars will be emitted as historicalData event.
      *
-     * @param tickerId The request's unique identifier.
+     * @param reqId The request's unique identifier.
      * @param contract The contract for which we want to retrieve the data.
      * @param endDateTime Request's ending time with format yyyyMMdd HH:mm:ss {TMZ}
-     * @param durationStr The amount of time for which the data needs to be retrieved:
-     * - " S (seconds) - " D (days)
-     * - " W (weeks) - " M (months)
-     * - " Y (years)
+     * @param durationStr The amount of time for which the data needs to be retrieved (number space unit).
+     * Note: min duration is "30 S", available units:
+     * - S (seconds)
+     * - D (days)
+     * - W (weeks)
+     * - M (months)
+     * - Y (years)
      * @param barSizeSetting the size of the bar:
-     * - 1 sec
+     * - 1 secs
      * - 5 secs
      * - 15 secs
      * - 30 secs
@@ -597,7 +601,7 @@ export declare class IBApi extends EventEmitter {
      * @param keepUpToDate Set to `true` to received continuous updates on most recent bar data. If `true`, and
      *   endDateTime cannot be specified.
      */
-    reqHistoricalData(tickerId: number, contract: Contract, endDateTime: string, durationStr: string, barSizeSetting: BarSizeSetting, whatToShow: string, useRTH: number, formatDate: number, keepUpToDate: boolean): IBApi;
+    reqHistoricalData(reqId: number, contract: Contract, endDateTime: string, durationStr: string, barSizeSetting: BarSizeSetting, whatToShow: WhatToShow, useRTH: number, formatDate: number, keepUpToDate: boolean): IBApi;
     /**
      * Requests historical news headlines.
      *
@@ -621,7 +625,7 @@ export declare class IBApi extends EventEmitter {
      * @param useRTH Data from regular trading hours (1), or all available hours (0)
      * @param ignoreSize A filter only used when the source price is Bid_Ask
      */
-    reqHistoricalTicks(reqId: number, contract: Contract, startDateTime: string, endDateTime: string, numberOfTicks: number, whatToShow: string, useRTH: number, ignoreSize: boolean): IBApi;
+    reqHistoricalTicks(reqId: number, contract: Contract, startDateTime: string, endDateTime: string, numberOfTicks: number, whatToShow: WhatToShow, useRTH: number, ignoreSize: boolean): IBApi;
     /**
      * Requests the next valid order ID at the current moment.
      *
@@ -648,7 +652,7 @@ export declare class IBApi extends EventEmitter {
      * - 3 (delayed) enables delayed and disables delayed-frozen market data.
      * - 4 (delayed-frozen) enables delayed and delayed-frozen market data.
      */
-    reqMarketDataType(marketDataType: number): IBApi;
+    reqMarketDataType(marketDataType: MarketDataType): IBApi;
     /**
      * Requests the contract's market depth (order book).
      *
@@ -657,7 +661,7 @@ export declare class IBApi extends EventEmitter {
      * The number of simultaneous market depth requests allowed in an account is calculated based on a formula
      * that looks at an accounts equity, commissions, and quote booster packs.
      *
-     * @param tickerId The request's identifier.
+     * @param reqId The request's identifier.
      * @param contract The [[Contract]] for which the depth is being requested.
      * @param numRows The number of rows on each side of the order book.
      * @param isSmartDepth Flag indicates that this is smart depth request.
@@ -665,7 +669,7 @@ export declare class IBApi extends EventEmitter {
      *
      * @see [[cancelMktDepth]]
      */
-    reqMktDepth(tickerId: number, contract: Contract, numRows: number, isSmartDepth: boolean, mktDepthOptions?: TagValue[]): IBApi;
+    reqMktDepth(reqId: number, contract: Contract, numRows: number, isSmartDepth: boolean, mktDepthOptions?: TagValue[]): IBApi;
     /**
      * Requests details about a given market rule.
      * The market rule for an instrument on a particular exchange provides details about how the minimum price increment
@@ -690,7 +694,7 @@ export declare class IBApi extends EventEmitter {
      * Returns market data for an instrument either in real time or 10-15 minutes delayed (depending on the market data
      * type specified).
      *
-     * @param tickerId The request's identifier.
+     * @param reqId The request's identifier.
      * @param contract The [[Contract]] for which the data is being requested
      * @param genericTickList comma  separated ids of the available generic ticks:
      * - 100 Option Volume (currently for stocks)
@@ -718,7 +722,7 @@ export declare class IBApi extends EventEmitter {
      *
      * @see [[cancelMktData]]
      */
-    reqMktData(tickerId: number, contract: Contract, genericTickList: string, snapshot: boolean, regulatorySnapshot: boolean): IBApi;
+    reqMktData(reqId: number, contract: Contract, genericTickList: string, snapshot: boolean, regulatorySnapshot: boolean): IBApi;
     /**
      * Requests venues for which market data is returned to updateMktDepthL2 (those with market makers)
      */
@@ -795,7 +799,7 @@ export declare class IBApi extends EventEmitter {
      * than 600 seconds. Real time bars subscriptions are also included in the calculation of the number of Level 1
      * market data subscriptions allowed in an account.
      *
-     * @param tickerId The request's unique identifier.
+     * @param reqId The request's unique identifier.
      * @param contract The [[Contract]] for which the depth is being requested
      * @param barSize currently being ignored
      * @param whatToShow the nature of the data being retrieved:
@@ -808,7 +812,7 @@ export declare class IBApi extends EventEmitter {
      *
      * @see [[cancelRealTimeBars]]
      */
-    reqRealTimeBars(tickerId: number, contract: Contract, barSize: number, whatToShow: string, useRTH: boolean, realTimeBarsOptions?: TagValue[]): IBApi;
+    reqRealTimeBars(reqId: number, contract: Contract, barSize: number, whatToShow: WhatToShow, useRTH: boolean, realTimeBarsOptions?: TagValue[]): IBApi;
     /**
      * Requests an XML list of scanner parameters valid in TWS.
      *
@@ -1034,7 +1038,7 @@ export declare interface IBApi {
      *   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
@@ -1395,7 +1399,9 @@ export declare interface IBApi {
      * @see https://interactivebrokers.github.io/tws-api/historical_bars.html#hd_what_to_show
      * for additional context regarding meaning of price for different bar types
      */
-    on(event: EventName.historicalData, listener: (reqId: number, time: string, open: number, high: number, low: number, close: number, volume: number, count: number | undefined, WAP: number, hasGaps: boolean | undefined) => void): this;
+    on(event: EventName.historicalData, listener: (reqId: number, time: string, open: number, high: number, low: number, close: number, volume: number, count: number | undefined, WAP: number, 
+    /**  @deprecated */
+    hasGaps: boolean | undefined) => void): this;
     /**
      * Receives bars in real time if keepUpToDate is `true` in reqHistoricalData.
      * Similar to realTimeBars function, except returned data is a composite of historical data and
@@ -1933,7 +1939,7 @@ export declare interface IBApi {
      * Exchange for Physicals.
      *
      * @param listener
-     * tickerId: The request's identifier.
+     * reqId: The request's identifier.
      *
      * tickType: The type of tick being received.
      *
@@ -1952,12 +1958,12 @@ export declare interface IBApi {
      *
      * dividendsToLastTradeDate: The dividends expected until the expiration of the single stock future.
      */
-    on(event: EventName.tickEFP, listener: (tickerId: number, tickType: number, basisPoints: number, formattedBasisPoints: string, impliedFuture: number, holdDays: number, futureLastTradeDate: string, dividendImpact: number, dividendsToLastTradeDate: number) => void): this;
+    on(event: EventName.tickEFP, listener: (reqId: number, tickType: number, basisPoints: number, formattedBasisPoints: string, impliedFuture: number, holdDays: number, futureLastTradeDate: string, dividendImpact: number, dividendsToLastTradeDate: number) => void): this;
     /**
      * Provides a market data generic tick.
      *
      * @param listener
-     * tickerId: The id of request.
+     * reqId: The id of request.
      *
      * field: The type of tick being received.
      *
@@ -1965,12 +1971,12 @@ export declare interface IBApi {
      *
      * @see [[reqTickByTickData]]
      */
-    on(event: EventName.tickGeneric, listener: (tickerId: number, field: TickType, value: number) => void): this;
+    on(event: EventName.tickGeneric, listener: (reqId: number, field: TickType, value: number) => void): this;
     /**
      * Provides a news headline tick.
      *
      * @param listener
-     * tickerId: The id of request.
+     * reqId: The id of request.
      *
      * field: The type of tick being received.
      *
@@ -1978,7 +1984,7 @@ export declare interface IBApi {
      *
      * @see [[reqTickByTickData]]
      */
-    on(event: EventName.tickNews, listener: (tickerId: number, timeStamp: number, providerCode: string, articleId: string, headline: string, extraData: string) => void): this;
+    on(event: EventName.tickNews, listener: (reqId: number, timeStamp: number, providerCode: string, articleId: string, headline: string, extraData: string) => void): this;
     /**
      * Provides option specific market data.
      * This method is called when the market in an option or its underlier moves.
@@ -1986,7 +1992,7 @@ export declare interface IBApi {
      * options underlier are received.
      *
      * @param listener
-     * tickerId: The id of request.
+     * reqId: The id of request.
      *
      * field:	Specifies the type of option computation.
      * Pass the field value into [[TickType.getField]] to retrieve the field description.
@@ -2013,7 +2019,7 @@ export declare interface IBApi {
      *
      * @see [[reqMktData]]
      */
-    on(event: EventName.tickOptionComputation, listener: (tickerId: number, field: TickType, impliedVolatility?: number, delta?: number, optPrice?: number, pvDividend?: number, gamma?: number, vega?: number, theta?: number, undPrice?: number) => void): this;
+    on(event: EventName.tickOptionComputation, listener: (reqId: number, field: TickType, impliedVolatility?: number, delta?: number, optPrice?: number, pvDividend?: number, gamma?: number, vega?: number, theta?: number, undPrice?: number) => void): this;
     /**
      * Market data tick price callback. Handles all price related ticks.
      * Every tickPrice callback is followed by a tickSize.
@@ -2022,7 +2028,7 @@ export declare interface IBApi {
      * contract).
      *
      * @param listener
-     * tickerId: The id of request.
+     * reqId: The id of request.
      *
      * field: The type of the price being received.
      *
@@ -2034,21 +2040,21 @@ export declare interface IBApi {
      *
      * @see [[reqMktData]]
      */
-    on(event: EventName.tickPrice, listener: (tickerId: number, field: TickType, value: number, attribs?: unknown) => void): this;
+    on(event: EventName.tickPrice, listener: (reqId: number, field: TickType, value: number, attribs?: unknown) => void): this;
     /**
      * A tick with BOO exchange and snapshot permissions.
      *
      * @param listener
-     * tickerId: The id of request.
+     * reqId: The id of request.
      *
      * @see [[reqMktData]]
      */
-    on(event: EventName.tickReqParams, listener: (tickerId: number, minTick: number, bboExchange: string, snapshotPermissions: number) => void): this;
+    on(event: EventName.tickReqParams, listener: (reqId: number, minTick: number, bboExchange: string, snapshotPermissions: number) => void): this;
     /**
      * Market data tick size callback. Handles all size-related ticks.
      *
      * @param listener
-     * tickerId: The id of request.
+     * reqId: The id of request.
      *
      * field: The type of size being received (i.e. bid size)
      *
@@ -2056,14 +2062,14 @@ export declare interface IBApi {
      *
      * @see [[reqMktData]]
      */
-    on(event: EventName.tickSize, listener: (tickerId: number, field?: TickType, value?: number) => void): this;
+    on(event: EventName.tickSize, listener: (reqId: number, field?: TickType, value?: number) => void): this;
     /**
      * Market data callback. Every tickPrice is followed by a tickSize.
      * There are also independent tickSize callbacks anytime the tickSize changes, and so there will be duplicate
      * tickSize messages following a tickPrice.
      *
      * @param listener
-     * tickerId: The id of request.
+     * reqId: The id of request.
      *
      * field: The type of size being received (i.e. bid size)
      *
@@ -2071,7 +2077,7 @@ export declare interface IBApi {
      *
      * @see [[reqMktData]]
      */
-    on(event: EventName.tickString, listener: (tickerId: number, field: TickType, value: string) => void): this;
+    on(event: EventName.tickString, listener: (reqId: number, field: TickType, value: string) => void): this;
     /**
      * Receives the last time on which the account was updated.
      *
@@ -2262,7 +2268,7 @@ export declare interface IBApi {
      * Returns the order book.
      *
      * @param listener
-     * tickerId: The request's identifier.
+     * reqId: The request's identifier.
      *
      * position: The order book's row being updated.
      *
@@ -2279,12 +2285,12 @@ export declare interface IBApi {
      *
      * @see [[reqMktDepth]]
      */
-    on(event: EventName.updateMktDepth, listener: (tickerId: number, position: number, operation: number, side: number, price: number, size: number) => void): this;
+    on(event: EventName.updateMktDepth, listener: (reqId: number, position: number, operation: number, side: number, price: number, size: number) => void): this;
     /**
      * Returns the order book (level 2).
      *
      * @param listener
-     * tickerId: The request's identifier.
+     * reqId: The request's identifier.
      *
      * position: The order book's row being updated.
      *
@@ -2305,7 +2311,7 @@ export declare interface IBApi {
      *
      * @see [[reqMktDepth]]
      */
-    on(event: EventName.updateMktDepthL2, listener: (tickerId: number, position: number, marketMaker: string, operation: number, side: number, price: number, size: number, isSmartDepth?: boolean) => void): this;
+    on(event: EventName.updateMktDepthL2, listener: (reqId: number, position: number, marketMaker: string, operation: number, side: number, price: number, size: number, isSmartDepth?: boolean) => void): this;
     /**
      * Provides IB's bulletins.
      *