@stoqey/ib 1.3.9 → 1.3.11
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/README.md +3 -3
- package/dist/api/api.d.ts +67 -61
- package/dist/api/api.js +58 -49
- package/dist/api/api.js.map +1 -1
- package/dist/api/contract/contract.d.ts +4 -0
- package/dist/api/contract/future.d.ts +2 -2
- package/dist/api/contract/future.js +1 -0
- package/dist/api/contract/future.js.map +1 -1
- package/dist/api/contract/ind.d.ts +1 -3
- package/dist/api/contract/ind.js +2 -4
- package/dist/api/contract/ind.js.map +1 -1
- package/dist/api/contract/wsh.d.ts +15 -0
- package/dist/api/contract/wsh.js +21 -0
- package/dist/api/contract/wsh.js.map +1 -0
- package/dist/api/data/enum/fad-data-type.d.ts +2 -1
- package/dist/api/data/enum/fad-data-type.js +2 -1
- package/dist/api/data/enum/fad-data-type.js.map +1 -1
- package/dist/api/data/enum/min-server-version.d.ts +3 -1
- package/dist/api/data/enum/min-server-version.js +2 -0
- package/dist/api/data/enum/min-server-version.js.map +1 -1
- package/dist/api/data/enum/sec-type.d.ts +22 -13
- package/dist/api/data/enum/sec-type.js +23 -14
- package/dist/api/data/enum/sec-type.js.map +1 -1
- package/dist/api/historical/bar-size-setting.d.ts +2 -2
- package/dist/api/historical/bar-size-setting.js +2 -2
- package/dist/api/historical/bar-size-setting.js.map +1 -1
- package/dist/api/historical/what-to-show.d.ts +21 -0
- package/dist/api/historical/what-to-show.js +25 -0
- package/dist/api/historical/what-to-show.js.map +1 -0
- package/dist/api/market/tickType.d.ts +12 -0
- package/dist/api/market/tickType.js +12 -0
- package/dist/api/market/tickType.js.map +1 -1
- package/dist/api/market-scanner/market-scanner.d.ts +206 -0
- package/dist/api/market-scanner/market-scanner.js +218 -0
- package/dist/api/market-scanner/market-scanner.js.map +1 -0
- package/dist/api/order/enum/orderType.d.ts +4 -0
- package/dist/api/order/enum/orderType.js +23 -1
- package/dist/api/order/enum/orderType.js.map +1 -1
- package/dist/api/order/enum/tif.d.ts +30 -0
- package/dist/api/order/enum/tif.js +33 -0
- package/dist/api/order/enum/tif.js.map +1 -0
- package/dist/api/order/execution.d.ts +1 -0
- package/dist/api/order/order.d.ts +21 -6
- package/dist/api/order/order.js +2 -0
- package/dist/api/order/order.js.map +1 -1
- package/dist/api/order/stop.d.ts +3 -2
- package/dist/api/order/stop.js +2 -1
- package/dist/api/order/stop.js.map +1 -1
- package/dist/api/order/stopLimit.d.ts +3 -2
- package/dist/api/order/stopLimit.js +2 -1
- package/dist/api/order/stopLimit.js.map +1 -1
- package/dist/api/order/trailingStop.d.ts +4 -3
- package/dist/api/order/trailingStop.js +2 -1
- package/dist/api/order/trailingStop.js.map +1 -1
- package/dist/api-next/api-next.d.ts +10 -8
- package/dist/api-next/api-next.js +9 -7
- package/dist/api-next/api-next.js.map +1 -1
- package/dist/api-next/index.d.ts +10 -9
- package/dist/api-next/index.js +0 -1
- package/dist/api-next/index.js.map +1 -1
- package/dist/api-next/market-scanner/market-scanner.d.ts +1 -211
- package/dist/api-next/market-scanner/market-scanner.js +6 -215
- package/dist/api-next/market-scanner/market-scanner.js.map +1 -1
- package/dist/common/errorCode.d.ts +6 -1
- package/dist/common/errorCode.js +6 -0
- package/dist/common/errorCode.js.map +1 -1
- package/dist/core/io/controller.js +1 -1
- package/dist/core/io/controller.js.map +1 -1
- package/dist/core/io/decoder.d.ts +12 -6
- package/dist/core/io/decoder.js +79 -57
- package/dist/core/io/decoder.js.map +1 -1
- package/dist/core/io/encoder.d.ts +10 -8
- package/dist/core/io/encoder.js +98 -13
- package/dist/core/io/encoder.js.map +1 -1
- package/dist/core/io/socket.d.ts +11 -2
- package/dist/core/io/socket.js +22 -7
- package/dist/core/io/socket.js.map +1 -1
- package/dist/index.d.ts +10 -6
- package/dist/index.js +17 -7
- package/dist/index.js.map +1 -1
- package/dist/tests/unit/api/api.test.js +19 -41
- package/dist/tests/unit/api/api.test.js.map +1 -1
- package/dist/tests/unit/api/connect.test.js +12 -10
- package/dist/tests/unit/api/connect.test.js.map +1 -1
- package/dist/tests/unit/api/contract-details.test.d.ts +1 -0
- package/dist/tests/unit/api/contract-details.test.js +143 -0
- package/dist/tests/unit/api/contract-details.test.js.map +1 -0
- package/dist/tests/unit/api/historical-data.test.d.ts +1 -0
- package/dist/tests/unit/api/historical-data.test.js +215 -0
- package/dist/tests/unit/api/historical-data.test.js.map +1 -0
- package/dist/tests/unit/api/market-data.test.js +119 -15
- package/dist/tests/unit/api/market-data.test.js.map +1 -1
- package/dist/tests/unit/api/market-scanner.test.d.ts +1 -0
- package/dist/tests/unit/api/market-scanner.test.js +69 -0
- package/dist/tests/unit/api/market-scanner.test.js.map +1 -0
- package/dist/tests/unit/api/matching-symbols.test.js +38 -30
- package/dist/tests/unit/api/matching-symbols.test.js.map +1 -1
- package/dist/tests/unit/api/order/cancelOrder.test.d.ts +1 -0
- package/dist/tests/unit/api/order/cancelOrder.test.js +81 -0
- package/dist/tests/unit/api/order/cancelOrder.test.js.map +1 -0
- package/dist/tests/unit/api/order/placeOrder.test.js +55 -92
- package/dist/tests/unit/api/order/placeOrder.test.js.map +1 -1
- package/dist/tests/unit/api/order/reqAllOpenOrders.test.js +10 -7
- package/dist/tests/unit/api/order/reqAllOpenOrders.test.js.map +1 -1
- package/dist/tests/unit/api/wsh-event-data.test.d.ts +1 -0
- package/dist/tests/unit/api/wsh-event-data.test.js +110 -0
- package/dist/tests/unit/api/wsh-event-data.test.js.map +1 -0
- package/dist/tests/unit/api-next/get-all-open-orders.test.js +1 -2
- package/dist/tests/unit/api-next/get-all-open-orders.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-head-timestamp.test.js +1 -1
- package/dist/tests/unit/api-next/get-head-timestamp.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-historical-data-updates.test.js +1 -1
- package/dist/tests/unit/api-next/get-historical-data-updates.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-historical-data.test.js +2 -2
- package/dist/tests/unit/api-next/get-historical-data.test.js.map +1 -1
- package/dist/tests/unit/api-next/get-matching-symbols.test.d.ts +4 -0
- package/dist/tests/unit/api-next/{search-contracts.test.js → get-matching-symbols.test.js} +4 -4
- package/dist/tests/unit/api-next/get-matching-symbols.test.js.map +1 -0
- package/dist/tests/unit/api-next/place-order.test.js +1 -6
- package/dist/tests/unit/api-next/place-order.test.js.map +1 -1
- package/dist/tests/unit/api-next/subscription-registry.test.d.ts +1 -0
- package/dist/tests/unit/api-next/subscription-registry.test.js +67 -0
- package/dist/tests/unit/api-next/subscription-registry.test.js.map +1 -0
- package/dist/tools/get-head-timestamp.js +2 -1
- package/dist/tools/get-head-timestamp.js.map +1 -1
- package/dist/tools/historical-data-updates.js +2 -1
- package/dist/tools/historical-data-updates.js.map +1 -1
- package/dist/tools/historical-data.js +2 -1
- package/dist/tools/historical-data.js.map +1 -1
- package/dist/tools/open-orders-all.d.ts +4 -0
- package/dist/tools/open-orders-all.js +45 -0
- package/dist/tools/open-orders-all.js.map +1 -0
- package/dist/tools/open-orders-auto.js +2 -2
- package/dist/tools/open-orders-auto.js.map +1 -1
- package/dist/tools/open-orders.d.ts +1 -1
- package/dist/tools/open-orders.js +16 -12
- package/dist/tools/open-orders.js.map +1 -1
- package/dist/tools/search-contracts.js +1 -1
- package/dist/tools/search-contracts.js.map +1 -1
- package/package.json +7 -7
- package/dist/tests/unit/api-next/search-contracts.test.d.ts +0 -4
- package/dist/tests/unit/api-next/search-contracts.test.js.map +0 -1
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"use strict";
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var __importDefault = (this && this.__importDefault) || function (mod) {
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return (mod && mod.__esModule) ? mod : { "default": mod };
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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/**
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* This file implement test code for the public API interfaces.
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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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describe("IBApi Historical data Tests", () => {
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jest.setTimeout(10 * 1000);
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let ib;
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const clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
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beforeEach(() => {
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ib = new __1.IBApi({
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host: configuration_1.default.ib_host,
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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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const contract = new __1.Stock("SPY");
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ib.reqHistoricalData(refId, contract, "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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// console.log(
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// counter,
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// time,
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// open,
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// high,
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// low,
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// close,
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// volume,
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// count,
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// WAP,
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// );
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expect(reqId).toEqual(refId);
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if (time.startsWith("finished")) {
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expect(counter).toEqual(30);
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done();
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}
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else if (counter++ == 29) {
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expect(time).toEqual("1696622399");
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expect(open).toEqual(429.5);
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expect(high).toEqual(429.6);
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expect(low).toEqual(429.47);
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expect(close).toEqual(429.52);
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expect(volume).toEqual(345338);
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expect(count).toEqual(1076);
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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.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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let counter = 0;
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ib.once(__1.EventName.connected, () => {
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const contract = new __1.Option("AAPL", "20251219", 200, __1.OptionType.Put);
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ib.reqHistoricalData(refId, contract, "20231006-20:00:00", "30 S", __1.BarSizeSetting.SECONDS_FIFTEEN, __1.WhatToShow.BID_ASK, 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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// time,
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// open,
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// high,
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// low,
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// close,
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// );
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expect(reqId).toEqual(refId);
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if (time.startsWith("finished")) {
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expect(counter).toEqual(2);
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done();
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}
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else if (counter++ == 1) {
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expect(time).toEqual("1696622385");
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expect(open).toEqual(31.85);
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expect(high).toEqual(31.85);
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expect(low).toEqual(31.85);
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expect(close).toEqual(31.85);
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expect(volume).toEqual(-1);
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expect(count).toEqual(-1);
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expect(WAP).toEqual(-1);
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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.connect();
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});
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it("Weekly market data", (done) => {
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const refId = 48;
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let counter = 0;
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ib.once(__1.EventName.connected, () => {
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const contract = new __1.Stock("SPY");
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ib.reqHistoricalData(refId, contract, "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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// counter,
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// time,
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// open,
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// high,
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// low,
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// count,
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// WAP,
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// );
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expect(reqId).toEqual(refId);
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if (time.startsWith("finished")) {
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expect(counter).toEqual(5);
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done();
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}
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else if (counter++ == 4) {
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expect(time).toEqual("20230901");
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expect(open).toEqual(437.3);
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expect(high).toEqual(453.67);
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expect(low).toEqual(437.3);
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expect(close).toEqual(450.92);
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expect(volume).toEqual(277178324);
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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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});
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ib.connect();
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});
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it("Monthly market data", (done) => {
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const refId = 49;
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let counter = 0;
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ib.once(__1.EventName.connected, () => {
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const contract = new __1.Stock("SPY");
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ib.reqHistoricalData(refId, contract, "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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// console.log(
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// counter,
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// time,
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// open,
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// high,
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// low,
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// close,
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// volume,
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// count,
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// WAP,
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// );
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expect(reqId).toEqual(refId);
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if (time.startsWith("finished")) {
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expect(counter).toEqual(13);
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done();
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}
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else if (counter++ == 12) {
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expect(time).toEqual("20230901");
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expect(open).toEqual(451.53);
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expect(high).toEqual(453.67);
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expect(low).toEqual(449.68);
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expect(close).toEqual(450.92);
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expect(volume).toEqual(47405890);
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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) => {
|
|
189
|
+
if (reqId == refId)
|
|
190
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
191
|
+
});
|
|
192
|
+
ib.connect();
|
|
193
|
+
});
|
|
194
|
+
it("Test request tick history", (done) => {
|
|
195
|
+
const refId = 45;
|
|
196
|
+
let isConnected = false;
|
|
197
|
+
ib.on(__1.EventName.connected, () => {
|
|
198
|
+
isConnected = true;
|
|
199
|
+
})
|
|
200
|
+
.on(__1.EventName.historicalTicksLast, (reqId, ticks) => {
|
|
201
|
+
expect(ticks.length).toBeGreaterThan(0);
|
|
202
|
+
if (isConnected) {
|
|
203
|
+
ib.disconnect();
|
|
204
|
+
}
|
|
205
|
+
done();
|
|
206
|
+
})
|
|
207
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
208
|
+
if (reqId == refId)
|
|
209
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
210
|
+
});
|
|
211
|
+
const contract = new __1.Stock("SPY");
|
|
212
|
+
ib.connect().reqHistoricalTicks(refId, contract, "20210101-16:00:00", null, 1000, __1.WhatToShow.TRADES, 0, true);
|
|
213
|
+
});
|
|
214
|
+
});
|
|
215
|
+
//# sourceMappingURL=historical-data.test.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"historical-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/historical-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCASkB;AAClB,kFAA0D;AAE1D,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;QACH,gCAAgC;IAClC,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE;YACN,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;SAChB;QACD,qCAAqC;IACvC,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,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,CAAC,CAAC;YAC5C,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,QAAQ,EACR,mBAAmB,EACnB,MAAM,EACN,kBAAc,CAAC,WAAW,EAC1B,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,CAAC,EACD,KAAK,CACN,CAAC;QACJ,CAAC,CAAC;aACC,EAAE,CACD,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;gBAC/B,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAC5B,IAAI,EAAE,CAAC;aACR;iBAAM,IAAI,OAAO,EAAE,IAAI,EAAE,EAAE;gBAC1B,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,MAAM,CAAC,CAAC;gBAC/B,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;gBAC5B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;aAC9B;QACH,CAAC,CACF;aACA,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;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;aACC,EAAE,CACD,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;gBAC/B,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;aACR;iBAAM,IAAI,OAAO,EAAE,IAAI,CAAC,EAAE;gBACzB,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,KAAK,CAAC,CAAC;gBAC3B,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;gBAC7B,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;aACzB;QACH,CAAC,CACF;aACA,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;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,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,CAAC,CAAC;YAC5C,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,QAAQ,EACR,mBAAmB,EACnB,KAAK,EACL,kBAAc,CAAC,SAAS,EACxB,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,CAAC,EACD,KAAK,CACN,CAAC;QACJ,CAAC,CAAC;aACC,EAAE,CACD,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;gBAC/B,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;aACR;iBAAM,IAAI,OAAO,EAAE,IAAI,CAAC,EAAE;gBACzB,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,SAAS,CAAC,CAAC;gBAClC,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;gBAC/B,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;aAC9B;QACH,CAAC,CACF;aACA,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;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,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,CAAC,CAAC;YAC5C,EAAE,CAAC,iBAAiB,CAClB,KAAK,EACL,QAAQ,EACR,mBAAmB,EACnB,KAAK,EACL,kBAAc,CAAC,UAAU,EACzB,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,CAAC,EACD,KAAK,CACN,CAAC;QACJ,CAAC,CAAC;aACC,EAAE,CACD,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;gBAC/B,MAAM,CAAC,OAAO,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;gBAC5B,IAAI,EAAE,CAAC;aACR;iBAAM,IAAI,OAAO,EAAE,IAAI,EAAE,EAAE;gBAC1B,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;aAC5B;QACH,CAAC,CACF;aACA,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;IACf,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,2BAA2B,EAAE,CAAC,IAAI,EAAE,EAAE;QACvC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,WAAW,GAAG,KAAK,CAAC;QAExB,EAAE,CAAC,EAAE,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAC9B,WAAW,GAAG,IAAI,CAAC;QACrB,CAAC,CAAC;aACC,EAAE,CAAC,aAAS,CAAC,mBAAmB,EAAE,CAAC,KAAa,EAAE,KAAS,EAAE,EAAE;YAC9D,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;YACxC,IAAI,WAAW,EAAE;gBACf,EAAE,CAAC,UAAU,EAAE,CAAC;aACjB;YACD,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,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,CAAC,CAAC;QAE5C,EAAE,CAAC,OAAO,EAAE,CAAC,kBAAkB,CAC7B,KAAK,EACL,QAAQ,EACR,mBAAmB,EACnB,IAAI,EACJ,IAAI,EACJ,cAAU,CAAC,MAAM,EACjB,CAAC,EACD,IAAI,CACL,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -9,7 +9,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
9
9
|
const __1 = require("../../..");
|
|
10
10
|
const configuration_1 = __importDefault(require("../../../common/configuration"));
|
|
11
11
|
describe("IBApi Market data Tests", () => {
|
|
12
|
-
jest.setTimeout(
|
|
12
|
+
jest.setTimeout(15 * 1000);
|
|
13
13
|
let ib;
|
|
14
14
|
const clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
|
|
15
15
|
beforeEach(() => {
|
|
@@ -27,17 +27,40 @@ describe("IBApi Market data Tests", () => {
|
|
|
27
27
|
}
|
|
28
28
|
// logger.info("IBApi disconnected");
|
|
29
29
|
});
|
|
30
|
+
const IsError = (code) => code !== __1.ErrorCode.REQ_MKT_DATA_NOT_AVAIL &&
|
|
31
|
+
code !== __1.ErrorCode.DISPLAYING_DELAYED_DATA;
|
|
30
32
|
it("Stock market data", (done) => {
|
|
31
|
-
const refId =
|
|
33
|
+
const refId = 45;
|
|
32
34
|
let received = false;
|
|
33
|
-
ib.
|
|
34
|
-
const contract =
|
|
35
|
+
ib.once(__1.EventName.connected, () => {
|
|
36
|
+
const contract = new __1.Stock("AAPL");
|
|
35
37
|
ib.reqMktData(refId, contract, "", true, false);
|
|
36
38
|
})
|
|
37
|
-
.on(__1.EventName.
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
|
|
39
|
+
.on(__1.EventName.tickPrice, (reqId, _field, _value) => {
|
|
40
|
+
expect(reqId).toEqual(refId);
|
|
41
|
+
if (reqId == refId)
|
|
42
|
+
received = true;
|
|
43
|
+
// console.log(_field, _value);
|
|
44
|
+
})
|
|
45
|
+
.on(__1.EventName.tickSnapshotEnd, (reqId) => {
|
|
46
|
+
expect(reqId).toEqual(refId);
|
|
47
|
+
if (received)
|
|
48
|
+
done();
|
|
49
|
+
else
|
|
50
|
+
done("Didn't get any result");
|
|
51
|
+
})
|
|
52
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
53
|
+
if (IsError(code))
|
|
54
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
55
|
+
});
|
|
56
|
+
ib.connect().reqMarketDataType(__1.MarketDataType.DELAYED_FROZEN);
|
|
57
|
+
});
|
|
58
|
+
it("SPY market data", (done) => {
|
|
59
|
+
const refId = 46;
|
|
60
|
+
let received = false;
|
|
61
|
+
ib.once(__1.EventName.connected, () => {
|
|
62
|
+
const contract = new __1.Stock("SPY");
|
|
63
|
+
ib.reqMktData(refId, contract, "", true, false);
|
|
41
64
|
})
|
|
42
65
|
.on(__1.EventName.tickPrice, (reqId, _field, _value) => {
|
|
43
66
|
expect(reqId).toEqual(refId);
|
|
@@ -51,25 +74,76 @@ describe("IBApi Market data Tests", () => {
|
|
|
51
74
|
done();
|
|
52
75
|
else
|
|
53
76
|
done("Didn't get any result");
|
|
77
|
+
})
|
|
78
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
79
|
+
if (IsError(code))
|
|
80
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
54
81
|
});
|
|
55
|
-
ib.connect();
|
|
82
|
+
ib.connect().reqMarketDataType(__1.MarketDataType.DELAYED_FROZEN);
|
|
56
83
|
});
|
|
57
84
|
test("Option market data", (done) => {
|
|
58
85
|
const refId = 47;
|
|
59
86
|
let received = false;
|
|
60
|
-
ib.
|
|
87
|
+
ib.once(__1.EventName.connected, () => {
|
|
61
88
|
const contract = new __1.Option("AAPL", "20251219", 200, __1.OptionType.Put);
|
|
62
89
|
ib.reqMktData(refId, contract, "", true, false);
|
|
63
90
|
})
|
|
64
|
-
.on(__1.EventName.
|
|
65
|
-
|
|
66
|
-
|
|
67
|
-
|
|
91
|
+
.on(__1.EventName.tickPrice, (reqId, _field, _value) => {
|
|
92
|
+
expect(reqId).toEqual(refId);
|
|
93
|
+
if (reqId == refId)
|
|
94
|
+
received = true;
|
|
95
|
+
})
|
|
96
|
+
.on(__1.EventName.tickSnapshotEnd, (reqId) => {
|
|
97
|
+
expect(reqId).toEqual(refId);
|
|
98
|
+
if (received)
|
|
99
|
+
done();
|
|
100
|
+
else
|
|
101
|
+
done("Didn't get any result");
|
|
102
|
+
})
|
|
103
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
104
|
+
if (IsError(code))
|
|
105
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
106
|
+
});
|
|
107
|
+
ib.connect().reqMarketDataType(__1.MarketDataType.DELAYED_FROZEN);
|
|
108
|
+
});
|
|
109
|
+
it("Future market data", (done) => {
|
|
110
|
+
const refId = 48;
|
|
111
|
+
let received = false;
|
|
112
|
+
ib.once(__1.EventName.connected, () => {
|
|
113
|
+
const contract = new __1.Future("ES", "ESZ3", "202312", "CME", 50);
|
|
114
|
+
ib.reqMktData(refId, contract, "", true, false);
|
|
68
115
|
})
|
|
69
116
|
.on(__1.EventName.tickPrice, (reqId, _field, _value) => {
|
|
70
117
|
expect(reqId).toEqual(refId);
|
|
71
118
|
if (reqId == refId)
|
|
72
119
|
received = true;
|
|
120
|
+
// console.log(_field, _value);
|
|
121
|
+
})
|
|
122
|
+
.on(__1.EventName.tickSnapshotEnd, (reqId) => {
|
|
123
|
+
expect(reqId).toEqual(refId);
|
|
124
|
+
if (received)
|
|
125
|
+
done();
|
|
126
|
+
else
|
|
127
|
+
done("Didn't get any result");
|
|
128
|
+
})
|
|
129
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
130
|
+
if (IsError(code))
|
|
131
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
132
|
+
});
|
|
133
|
+
ib.connect().reqMarketDataType(__1.MarketDataType.DELAYED_FROZEN);
|
|
134
|
+
});
|
|
135
|
+
it("DAX market data", (done) => {
|
|
136
|
+
const refId = 49;
|
|
137
|
+
let received = false;
|
|
138
|
+
ib.once(__1.EventName.connected, () => {
|
|
139
|
+
const contract = new __1.Index("DAX", "EUR", "EUREX");
|
|
140
|
+
ib.reqMktData(refId, contract, "", true, false);
|
|
141
|
+
})
|
|
142
|
+
.on(__1.EventName.tickPrice, (reqId, _field, _value) => {
|
|
143
|
+
expect(reqId).toEqual(refId);
|
|
144
|
+
if (reqId == refId)
|
|
145
|
+
received = true;
|
|
146
|
+
// console.log(_field, _value);
|
|
73
147
|
})
|
|
74
148
|
.on(__1.EventName.tickSnapshotEnd, (reqId) => {
|
|
75
149
|
expect(reqId).toEqual(refId);
|
|
@@ -77,8 +151,38 @@ describe("IBApi Market data Tests", () => {
|
|
|
77
151
|
done();
|
|
78
152
|
else
|
|
79
153
|
done("Didn't get any result");
|
|
154
|
+
})
|
|
155
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
156
|
+
if (IsError(code))
|
|
157
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
158
|
+
});
|
|
159
|
+
ib.connect().reqMarketDataType(__1.MarketDataType.DELAYED_FROZEN);
|
|
160
|
+
});
|
|
161
|
+
it("Index market data", (done) => {
|
|
162
|
+
const refId = 50;
|
|
163
|
+
let received = false;
|
|
164
|
+
ib.once(__1.EventName.connected, () => {
|
|
165
|
+
const contract = new __1.Index("ES");
|
|
166
|
+
ib.reqMktData(refId, contract, "", true, false);
|
|
167
|
+
})
|
|
168
|
+
.on(__1.EventName.tickPrice, (reqId, _field, _value) => {
|
|
169
|
+
expect(reqId).toEqual(refId);
|
|
170
|
+
if (reqId == refId)
|
|
171
|
+
received = true;
|
|
172
|
+
// console.log(_field, _value);
|
|
173
|
+
})
|
|
174
|
+
.on(__1.EventName.tickSnapshotEnd, (reqId) => {
|
|
175
|
+
expect(reqId).toEqual(refId);
|
|
176
|
+
if (received)
|
|
177
|
+
done();
|
|
178
|
+
else
|
|
179
|
+
done("Didn't get any result");
|
|
180
|
+
})
|
|
181
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
182
|
+
if (IsError(code))
|
|
183
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
80
184
|
});
|
|
81
|
-
ib.connect();
|
|
185
|
+
ib.connect().reqMarketDataType(__1.MarketDataType.DELAYED_FROZEN);
|
|
82
186
|
});
|
|
83
187
|
});
|
|
84
188
|
//# sourceMappingURL=market-data.test.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/market-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,
|
|
1
|
+
{"version":3,"file":"market-data.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/market-data.test.ts"],"names":[],"mappings":";;;;;AAAA;;GAEG;AACH,gCAYkB;AAClB,kFAA0D;AAE1D,QAAQ,CAAC,yBAAyB,EAAE,GAAG,EAAE;IACvC,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;QACH,gCAAgC;IAClC,CAAC,CAAC,CAAC;IAEH,SAAS,CAAC,GAAG,EAAE;QACb,IAAI,EAAE,EAAE;YACN,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;SAChB;QACD,qCAAqC;IACvC,CAAC,CAAC,CAAC;IAEH,MAAM,OAAO,GAAG,CAAC,IAAe,EAAE,EAAE,CAClC,IAAI,KAAK,aAAS,CAAC,sBAAsB;QACzC,IAAI,KAAK,aAAS,CAAC,uBAAuB,CAAC;IAE7C,EAAE,CAAC,mBAAmB,EAAE,CAAC,IAAI,EAAE,EAAE;QAC/B,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,MAAM,CAAC,CAAC;YAC7C,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QAClD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,iBAAiB,EAAE,CAAC,IAAI,EAAE,EAAE;QAC7B,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,CAAC,CAAC;YAC5C,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QAClD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAClC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,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,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QAClD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;QACtC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAChC,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAa,IAAI,UAAM,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC;YACzE,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QAClD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,iBAAiB,EAAE,CAAC,IAAI,EAAE,EAAE;QAC7B,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,KAAK,EAAE,KAAK,EAAE,OAAO,CAAC,CAAC;YAC5D,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QAClD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAe,EAAE,KAAK,EAAE,EAAE;YACnD,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,mBAAmB,EAAE,CAAC,IAAI,EAAE,EAAE;QAC/B,MAAM,KAAK,GAAG,EAAE,CAAC;QACjB,IAAI,QAAQ,GAAG,KAAK,CAAC;QAErB,EAAE,CAAC,IAAI,CAAC,aAAS,CAAC,SAAS,EAAE,GAAG,EAAE;YAChC,MAAM,QAAQ,GAAa,IAAI,SAAK,CAAC,IAAI,CAAC,CAAC;YAC3C,EAAE,CAAC,UAAU,CAAC,KAAK,EAAE,QAAQ,EAAE,EAAE,EAAE,IAAI,EAAE,KAAK,CAAC,CAAC;QAClD,CAAC,CAAC;aACC,EAAE,CACD,aAAS,CAAC,SAAS,EACnB,CAAC,KAAa,EAAE,MAAgB,EAAE,MAAc,EAAE,EAAE;YAClD,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,KAAK,IAAI,KAAK;gBAAE,QAAQ,GAAG,IAAI,CAAC;YACpC,+BAA+B;QACjC,CAAC,CACF;aACA,EAAE,CAAC,aAAS,CAAC,eAAe,EAAE,CAAC,KAAa,EAAE,EAAE;YAC/C,MAAM,CAAC,KAAK,CAAC,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC7B,IAAI,QAAQ;gBAAE,IAAI,EAAE,CAAC;;gBAChB,IAAI,CAAC,uBAAuB,CAAC,CAAC;QACrC,CAAC,CAAC;aACD,EAAE,CAAC,aAAS,CAAC,KAAK,EAAE,CAAC,GAAG,EAAE,IAAI,EAAE,KAAK,EAAE,EAAE;YACxC,IAAI,OAAO,CAAC,IAAI,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QAClE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,iBAAiB,CAAC,kBAAc,CAAC,cAAc,CAAC,CAAC;IAChE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
export {};
|
|
@@ -0,0 +1,69 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
|
+
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
|
+
};
|
|
5
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
+
const __1 = require("../../..");
|
|
7
|
+
const configuration_1 = __importDefault(require("../../../common/configuration"));
|
|
8
|
+
describe("IBApi market scanner tests", () => {
|
|
9
|
+
jest.setTimeout(5000);
|
|
10
|
+
let ib;
|
|
11
|
+
const clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
|
|
12
|
+
beforeEach(() => {
|
|
13
|
+
ib = new __1.IBApi({
|
|
14
|
+
host: configuration_1.default.ib_host,
|
|
15
|
+
port: configuration_1.default.ib_port,
|
|
16
|
+
clientId,
|
|
17
|
+
});
|
|
18
|
+
});
|
|
19
|
+
afterEach(() => {
|
|
20
|
+
if (ib) {
|
|
21
|
+
ib.disconnect();
|
|
22
|
+
ib = undefined;
|
|
23
|
+
}
|
|
24
|
+
});
|
|
25
|
+
test("Scanner parameters", (done) => {
|
|
26
|
+
ib.on(__1.EventName.scannerParameters, (xml) => {
|
|
27
|
+
const match = '<?xml version="1.0" encoding="UTF-8"?>'; // eslint-disable-line quotes
|
|
28
|
+
expect(xml.substring(0, match.length)).toEqual(match);
|
|
29
|
+
ib.disconnect();
|
|
30
|
+
})
|
|
31
|
+
.on(__1.EventName.disconnected, () => {
|
|
32
|
+
done();
|
|
33
|
+
})
|
|
34
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
35
|
+
if (reqId !== -1)
|
|
36
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
37
|
+
});
|
|
38
|
+
ib.connect().reqScannerParameters();
|
|
39
|
+
});
|
|
40
|
+
test("Most active US stocks", (done) => {
|
|
41
|
+
const refId = 1;
|
|
42
|
+
ib.once(__1.EventName.nextValidId, (_reqId) => {
|
|
43
|
+
ib.reqScannerSubscription(refId, {
|
|
44
|
+
abovePrice: 1,
|
|
45
|
+
scanCode: __1.ScanCode.MOST_ACTIVE,
|
|
46
|
+
locationCode: __1.LocationCode.STK_US,
|
|
47
|
+
instrument: __1.Instrument.STK,
|
|
48
|
+
numberOfRows: 20,
|
|
49
|
+
});
|
|
50
|
+
})
|
|
51
|
+
.on(__1.EventName.scannerData, (reqId, _rank, _contract, _distance, _benchmark, _projection, _legStr) => {
|
|
52
|
+
expect(reqId).toEqual(refId);
|
|
53
|
+
})
|
|
54
|
+
.on(__1.EventName.scannerDataEnd, (reqId) => {
|
|
55
|
+
expect(reqId).toEqual(refId);
|
|
56
|
+
if (ib)
|
|
57
|
+
ib.disconnect();
|
|
58
|
+
})
|
|
59
|
+
.on(__1.EventName.disconnected, () => {
|
|
60
|
+
done();
|
|
61
|
+
})
|
|
62
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
63
|
+
if (reqId == refId)
|
|
64
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
65
|
+
});
|
|
66
|
+
ib.connect();
|
|
67
|
+
});
|
|
68
|
+
});
|
|
69
|
+
//# sourceMappingURL=market-scanner.test.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"market-scanner.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/market-scanner.test.ts"],"names":[],"mappings":";;;;;AAAA,gCAOkB;AAClB,kFAA0D;AAE1D,QAAQ,CAAC,4BAA4B,EAAE,GAAG,EAAE;IAC1C,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,CAAC;IAEtB,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;YACN,EAAE,CAAC,UAAU,EAAE,CAAC;YAChB,EAAE,GAAG,SAAS,CAAC;SAChB;IACH,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,CAAC,IAAI,EAAE,EAAE;QAClC,EAAE,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,EAAE,CAAC,UAAU,EAAE,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,KAAK,CAAC,CAAC;gBAAE,IAAI,CAAC,IAAI,KAAK,KAAK,GAAG,CAAC,OAAO,MAAM,IAAI,GAAG,CAAC,CAAC;QACjE,CAAC,CAAC,CAAC;QAEL,EAAE,CAAC,OAAO,EAAE,CAAC,oBAAoB,EAAE,CAAC;IACtC,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,WAAW,EAAE,CAAC,MAAM,EAAE,EAAE;YACxC,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;gBAAE,EAAE,CAAC,UAAU,EAAE,CAAC;QAC1B,CAAC,CAAC;aACD,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;IACf,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -3,15 +3,14 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
|
3
3
|
return (mod && mod.__esModule) ? mod : { "default": mod };
|
|
4
4
|
};
|
|
5
5
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
|
-
const
|
|
7
|
-
const event_name_1 = require("../../../api/data/enum/event-name");
|
|
6
|
+
const __1 = require("../../..");
|
|
8
7
|
const configuration_1 = __importDefault(require("../../../common/configuration"));
|
|
9
8
|
describe("IBApi reqMatchingSymbols Tests", () => {
|
|
10
9
|
jest.setTimeout(5000);
|
|
11
10
|
let ib;
|
|
12
11
|
const clientId = Math.floor(Math.random() * 32766) + 1; // ensure unique client
|
|
13
12
|
beforeEach(() => {
|
|
14
|
-
ib = new
|
|
13
|
+
ib = new __1.IBApi({
|
|
15
14
|
host: configuration_1.default.ib_host,
|
|
16
15
|
port: configuration_1.default.ib_port,
|
|
17
16
|
clientId,
|
|
@@ -24,50 +23,59 @@ describe("IBApi reqMatchingSymbols Tests", () => {
|
|
|
24
23
|
}
|
|
25
24
|
});
|
|
26
25
|
test("SPY", (done) => {
|
|
27
|
-
|
|
28
|
-
ib.once(
|
|
29
|
-
|
|
30
|
-
ib.reqMatchingSymbols(reqId, "SPY");
|
|
26
|
+
const refId = 1;
|
|
27
|
+
ib.once(__1.EventName.nextValidId, (_reqId) => {
|
|
28
|
+
ib.reqMatchingSymbols(refId, "SPY");
|
|
31
29
|
})
|
|
32
|
-
.on(
|
|
33
|
-
|
|
34
|
-
})
|
|
35
|
-
.on(event_name_1.EventName.symbolSamples, (reqId, contractDescriptions) => {
|
|
36
|
-
expect(reqId).toEqual(tickerId);
|
|
30
|
+
.on(__1.EventName.symbolSamples, (reqId, contractDescriptions) => {
|
|
31
|
+
expect(reqId).toEqual(refId);
|
|
37
32
|
expect(contractDescriptions[0].contract.symbol).toEqual("SPY");
|
|
38
33
|
ib.disconnect();
|
|
34
|
+
})
|
|
35
|
+
.on(__1.EventName.disconnected, () => {
|
|
36
|
+
done();
|
|
37
|
+
})
|
|
38
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
39
|
+
if (reqId == refId)
|
|
40
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
39
41
|
});
|
|
40
42
|
ib.connect();
|
|
41
43
|
});
|
|
42
44
|
test("META", (done) => {
|
|
43
|
-
|
|
44
|
-
ib.once(
|
|
45
|
-
|
|
46
|
-
ib.reqMatchingSymbols(reqId, "META");
|
|
47
|
-
})
|
|
48
|
-
.on(event_name_1.EventName.disconnected, () => {
|
|
49
|
-
done();
|
|
45
|
+
const refId = 2;
|
|
46
|
+
ib.once(__1.EventName.nextValidId, (_reqId) => {
|
|
47
|
+
ib.reqMatchingSymbols(refId, "META");
|
|
50
48
|
})
|
|
51
|
-
.on(
|
|
52
|
-
expect(reqId).toEqual(
|
|
49
|
+
.on(__1.EventName.symbolSamples, (reqId, contractDescriptions) => {
|
|
50
|
+
expect(reqId).toEqual(refId);
|
|
53
51
|
expect(contractDescriptions[0].contract.symbol).toEqual("META");
|
|
54
52
|
ib.disconnect();
|
|
53
|
+
})
|
|
54
|
+
.on(__1.EventName.disconnected, () => {
|
|
55
|
+
done();
|
|
56
|
+
})
|
|
57
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
58
|
+
if (reqId == refId)
|
|
59
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
55
60
|
});
|
|
56
61
|
ib.connect();
|
|
57
62
|
});
|
|
58
63
|
test("AMC", (done) => {
|
|
59
|
-
|
|
60
|
-
ib.once(
|
|
61
|
-
|
|
62
|
-
ib.reqMatchingSymbols(reqId, "AMC");
|
|
63
|
-
})
|
|
64
|
-
.on(event_name_1.EventName.disconnected, () => {
|
|
65
|
-
done();
|
|
64
|
+
const refId = 3;
|
|
65
|
+
ib.once(__1.EventName.nextValidId, (_reqId) => {
|
|
66
|
+
ib.reqMatchingSymbols(refId, "AMC");
|
|
66
67
|
})
|
|
67
|
-
.on(
|
|
68
|
-
expect(reqId).toEqual(
|
|
68
|
+
.on(__1.EventName.symbolSamples, (reqId, contractDescriptions) => {
|
|
69
|
+
expect(reqId).toEqual(refId);
|
|
69
70
|
expect(contractDescriptions[0].contract.symbol).toEqual("AMC");
|
|
70
71
|
ib.disconnect();
|
|
72
|
+
})
|
|
73
|
+
.on(__1.EventName.disconnected, () => {
|
|
74
|
+
done();
|
|
75
|
+
})
|
|
76
|
+
.on(__1.EventName.error, (err, code, reqId) => {
|
|
77
|
+
if (reqId == refId)
|
|
78
|
+
done(`[${reqId}] ${err.message} (#${code})`);
|
|
71
79
|
});
|
|
72
80
|
ib.connect();
|
|
73
81
|
});
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"matching-symbols.test.js","sourceRoot":"","sources":["../../../../src/tests/unit/api/matching-symbols.test.ts"],"names":[],"mappings":";;;;;AAAA,
|
|
1
|
+
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export {};
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