@tastytrade/api 2.0.0 → 2.1.0

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Files changed (7) hide show
  1. package/dist/market-data-streamer.d.ts +41 -2
  2. package/dist/market-data-streamer.js +106 -14
  3. package/dist/tastytrade-api.d.ts +2 -2
  4. package/dist/tastytrade-api.js +2 -1
  5. package/lib/market-data-streamer.ts +112 -16
  6. package/lib/tastytrade-api.ts +2 -2
  7. package/package.json +1 -1
package/dist/market-data-streamer.d.ts CHANGED
@@ -1,4 +1,5 @@
1
1
  export declare enum MarketDataSubscriptionType {
2
+ Candle = "Candle",
2
3
  Quote = "Quote",
3
4
  Trade = "Trade",
4
5
  Summary = "Summary",
@@ -6,7 +7,28 @@ export declare enum MarketDataSubscriptionType {
6
7
  Greeks = "Greeks",
7
8
  Underlying = "Underlying"
8
9
  }
10
+ export declare enum CandleType {
11
+ Tick = "t",
12
+ Second = "s",
13
+ Minute = "m",
14
+ Hour = "h",
15
+ Day = "d",
16
+ Week = "w",
17
+ Month = "mo",
18
+ ThirdFriday = "o",
19
+ Year = "y",
20
+ Volume = "v",
21
+ Price = "p"
22
+ }
9
23
  export declare type MarketDataListener = (data: any) => void;
24
+ export declare type ErrorListener = (error: any) => void;
25
+ export declare type AuthStateListener = (isAuthorized: boolean) => void;
26
+ export declare type CandleSubscriptionOptions = {
27
+ period: number;
28
+ type: CandleType;
29
+ channelId: number;
30
+ };
31
+ declare type Remover = () => void;
10
32
  export default class MarketDataStreamer {
11
33
  private webSocket;
12
34
  private token;
@@ -15,13 +37,27 @@ export default class MarketDataStreamer {
15
37
  private openChannels;
16
38
  private subscriptionsQueue;
17
39
  private authState;
18
- addDataListener(dataListener: MarketDataListener): (...args: any[]) => void;
40
+ private errorListeners;
41
+ private authStateListeners;
42
+ addDataListener(dataListener: MarketDataListener, channelId?: number | null): Remover;
43
+ addErrorListener(errorListener: ErrorListener): Remover;
44
+ addAuthStateChangeListener(authStateListener: AuthStateListener): Remover;
19
45
  connect(url: string, token: string): void;
20
46
  disconnect(): void;
21
47
  addSubscription(symbol: string, options?: {
22
48
  subscriptionTypes: MarketDataSubscriptionType[];
23
49
  channelId: number;
24
- }): void;
50
+ }): Remover;
51
+ /**
52
+ * Adds a candle subscription (historical data)
53
+ * @param streamerSymbol Get this from an instrument's streamer-symbol json response field
54
+ * @param fromTime Epoch timestamp from where you want to start
55
+ * @param options Period and Type are the grouping you want to apply to the candle data
56
+ * For example, a period/type of 5/m means you want each candle to represent 5 minutes of data
57
+ * From there, setting fromTime to 24 hours ago would give you 24 hours of data grouped in 5 minute intervals
58
+ * @returns
59
+ */
60
+ addCandleSubscription(streamerSymbol: string, fromTime: number, options: CandleSubscriptionOptions): () => void;
25
61
  removeSubscription(symbol: string, options?: {
26
62
  subscriptionTypes: MarketDataSubscriptionType[];
27
63
  channelId: number;
@@ -29,6 +65,7 @@ export default class MarketDataStreamer {
29
65
  removeAllSubscriptions(channelId?: number): void;
30
66
  openFeedChannel(channelId: number): void;
31
67
  isChannelOpened(channelId: number): boolean;
68
+ get isReadyToOpenChannels(): boolean;
32
69
  get isConnected(): boolean;
33
70
  private scheduleKeepalive;
34
71
  private sendKeepalive;
@@ -51,6 +88,8 @@ export default class MarketDataStreamer {
51
88
  private handleAuthStateMessage;
52
89
  private handleChannelOpened;
53
90
  private notifyListeners;
91
+ private notifyErrorListeners;
54
92
  private handleMessageReceived;
55
93
  private sendMessage;
56
94
  }
95
+ export {};
package/dist/market-data-streamer.js CHANGED
@@ -3,12 +3,13 @@ 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
- exports.MarketDataSubscriptionType = void 0;
6
+ exports.CandleType = exports.MarketDataSubscriptionType = void 0;
7
7
  var isomorphic_ws_1 = __importDefault(require("isomorphic-ws"));
8
8
  var lodash_1 = __importDefault(require("lodash"));
9
9
  var uuid_1 = require("uuid");
10
10
  var MarketDataSubscriptionType;
11
11
  (function (MarketDataSubscriptionType) {
12
+ MarketDataSubscriptionType["Candle"] = "Candle";
12
13
  MarketDataSubscriptionType["Quote"] = "Quote";
13
14
  MarketDataSubscriptionType["Trade"] = "Trade";
14
15
  MarketDataSubscriptionType["Summary"] = "Summary";
@@ -16,6 +17,21 @@ var MarketDataSubscriptionType;
16
17
  MarketDataSubscriptionType["Greeks"] = "Greeks";
17
18
  MarketDataSubscriptionType["Underlying"] = "Underlying";
18
19
  })(MarketDataSubscriptionType = exports.MarketDataSubscriptionType || (exports.MarketDataSubscriptionType = {}));
20
+ var CandleType;
21
+ (function (CandleType) {
22
+ CandleType["Tick"] = "t";
23
+ CandleType["Second"] = "s";
24
+ CandleType["Minute"] = "m";
25
+ CandleType["Hour"] = "h";
26
+ CandleType["Day"] = "d";
27
+ CandleType["Week"] = "w";
28
+ CandleType["Month"] = "mo";
29
+ CandleType["ThirdFriday"] = "o";
30
+ CandleType["Year"] = "y";
31
+ CandleType["Volume"] = "v";
32
+ CandleType["Price"] = "p";
33
+ })(CandleType = exports.CandleType || (exports.CandleType = {}));
34
+ // List of all subscription types except for Candle
19
35
  var AllSubscriptionTypes = Object.values(MarketDataSubscriptionType);
20
36
  var KeepaliveInterval = 30000; // 30 seconds
21
37
  var DefaultChannelId = 1;
@@ -28,16 +44,37 @@ var MarketDataStreamer = /** @class */ (function () {
28
44
  this.openChannels = new Set();
29
45
  this.subscriptionsQueue = new Map();
30
46
  this.authState = '';
47
+ this.errorListeners = new Map();
48
+ this.authStateListeners = new Map();
31
49
  }
32
- MarketDataStreamer.prototype.addDataListener = function (dataListener) {
50
+ MarketDataStreamer.prototype.addDataListener = function (dataListener, channelId) {
33
51
  var _this = this;
52
+ if (channelId === void 0) { channelId = null; }
34
53
  if (lodash_1.default.isNil(dataListener)) {
35
54
  return lodash_1.default.noop;
36
55
  }
37
56
  var guid = (0, uuid_1.v4)();
38
- this.dataListeners.set(guid, dataListener);
57
+ this.dataListeners.set(guid, { listener: dataListener, channelId: channelId });
39
58
  return function () { return _this.dataListeners.delete(guid); };
40
59
  };
60
+ MarketDataStreamer.prototype.addErrorListener = function (errorListener) {
61
+ var _this = this;
62
+ if (lodash_1.default.isNil(errorListener)) {
63
+ return lodash_1.default.noop;
64
+ }
65
+ var guid = (0, uuid_1.v4)();
66
+ this.errorListeners.set(guid, errorListener);
67
+ return function () { return _this.errorListeners.delete(guid); };
68
+ };
69
+ MarketDataStreamer.prototype.addAuthStateChangeListener = function (authStateListener) {
70
+ var _this = this;
71
+ if (lodash_1.default.isNil(authStateListener)) {
72
+ return lodash_1.default.noop;
73
+ }
74
+ var guid = (0, uuid_1.v4)();
75
+ this.authStateListeners.set(guid, authStateListener);
76
+ return function () { return _this.authStateListeners.delete(guid); };
77
+ };
41
78
  MarketDataStreamer.prototype.connect = function (url, token) {
42
79
  if (this.isConnected) {
43
80
  throw new Error('MarketDataStreamer is attempting to connect when an existing websocket is already connected');
@@ -54,23 +91,60 @@ var MarketDataStreamer = /** @class */ (function () {
54
91
  return;
55
92
  }
56
93
  this.clearKeepalive();
94
+ this.webSocket.onopen = null;
95
+ this.webSocket.onerror = null;
96
+ this.webSocket.onmessage = null;
97
+ this.webSocket.onclose = null;
57
98
  this.webSocket.close();
58
99
  this.webSocket = null;
59
100
  this.openChannels.clear();
60
101
  this.subscriptionsQueue.clear();
61
102
  this.authState = '';
62
103
  };
63
- // TODO: add listener to options, return unsubscriber
64
104
  MarketDataStreamer.prototype.addSubscription = function (symbol, options) {
105
+ var _this = this;
65
106
  if (options === void 0) { options = { subscriptionTypes: AllSubscriptionTypes, channelId: DefaultChannelId }; }
66
- var subscriptionTypes = options.subscriptionTypes, channelId = options.channelId;
107
+ var subscriptionTypes = options.subscriptionTypes;
108
+ // Don't allow candle subscriptions in this method. Use addCandleSubscription instead
109
+ subscriptionTypes = lodash_1.default.without(subscriptionTypes, MarketDataSubscriptionType.Candle);
110
+ var isOpen = this.isChannelOpened(options.channelId);
111
+ if (isOpen) {
112
+ this.sendSubscriptionMessage(symbol, subscriptionTypes, options.channelId, 'add');
113
+ }
114
+ else {
115
+ this.queueSubscription(symbol, { subscriptionTypes: subscriptionTypes, channelId: options.channelId });
116
+ }
117
+ return function () {
118
+ _this.removeSubscription(symbol, options);
119
+ };
120
+ };
121
+ /**
122
+ * Adds a candle subscription (historical data)
123
+ * @param streamerSymbol Get this from an instrument's streamer-symbol json response field
124
+ * @param fromTime Epoch timestamp from where you want to start
125
+ * @param options Period and Type are the grouping you want to apply to the candle data
126
+ * For example, a period/type of 5/m means you want each candle to represent 5 minutes of data
127
+ * From there, setting fromTime to 24 hours ago would give you 24 hours of data grouped in 5 minute intervals
128
+ * @returns
129
+ */
130
+ MarketDataStreamer.prototype.addCandleSubscription = function (streamerSymbol, fromTime, options) {
131
+ var _this = this;
132
+ var _a;
133
+ var subscriptionTypes = [MarketDataSubscriptionType.Candle];
134
+ var channelId = (_a = options.channelId) !== null && _a !== void 0 ? _a : DefaultChannelId;
135
+ // Example: AAPL{=5m} where each candle represents 5 minutes of data
136
+ var candleSymbol = "".concat(streamerSymbol, "{=").concat(options.period).concat(options.type, "}");
67
137
  var isOpen = this.isChannelOpened(channelId);
138
+ var subscriptionArgs = { fromTime: fromTime };
68
139
  if (isOpen) {
69
- this.sendSubscriptionMessage(symbol, subscriptionTypes, channelId, 'add');
140
+ this.sendSubscriptionMessage(candleSymbol, subscriptionTypes, channelId, 'add', subscriptionArgs);
70
141
  }
71
142
  else {
72
- this.queueSubscription(symbol, options);
143
+ this.queueSubscription(candleSymbol, { subscriptionTypes: subscriptionTypes, channelId: channelId, subscriptionArgs: subscriptionArgs });
73
144
  }
145
+ return function () {
146
+ _this.removeSubscription(candleSymbol, { subscriptionTypes: subscriptionTypes, channelId: channelId });
147
+ };
74
148
  };
75
149
  MarketDataStreamer.prototype.removeSubscription = function (symbol, options) {
76
150
  if (options === void 0) { options = { subscriptionTypes: AllSubscriptionTypes, channelId: DefaultChannelId }; }
@@ -94,7 +168,7 @@ var MarketDataStreamer = /** @class */ (function () {
94
168
  }
95
169
  };
96
170
  MarketDataStreamer.prototype.openFeedChannel = function (channelId) {
97
- if (!this.isDxLinkAuthorized) {
171
+ if (!this.isReadyToOpenChannels) {
98
172
  throw new Error("Unable to open channel ".concat(channelId, " due to DxLink authorization state: ").concat(this.authState));
99
173
  }
100
174
  if (this.isChannelOpened(channelId)) {
@@ -112,6 +186,13 @@ var MarketDataStreamer = /** @class */ (function () {
112
186
  MarketDataStreamer.prototype.isChannelOpened = function (channelId) {
113
187
  return this.isConnected && this.openChannels.has(channelId);
114
188
  };
189
+ Object.defineProperty(MarketDataStreamer.prototype, "isReadyToOpenChannels", {
190
+ get: function () {
191
+ return this.isConnected && this.isDxLinkAuthorized;
192
+ },
193
+ enumerable: false,
194
+ configurable: true
195
+ });
115
196
  Object.defineProperty(MarketDataStreamer.prototype, "isConnected", {
116
197
  get: function () {
117
198
  return !lodash_1.default.isNil(this.webSocket);
@@ -132,13 +213,13 @@ var MarketDataStreamer = /** @class */ (function () {
132
213
  });
133
214
  };
134
215
  MarketDataStreamer.prototype.queueSubscription = function (symbol, options) {
135
- var subscriptionTypes = options.subscriptionTypes, channelId = options.channelId;
216
+ var subscriptionTypes = options.subscriptionTypes, channelId = options.channelId, subscriptionArgs = options.subscriptionArgs;
136
217
  var queue = this.subscriptionsQueue.get(options.channelId);
137
218
  if (lodash_1.default.isNil(queue)) {
138
219
  queue = [];
139
220
  this.subscriptionsQueue.set(channelId, queue);
140
221
  }
141
- queue.push({ symbol: symbol, subscriptionTypes: subscriptionTypes });
222
+ queue.push({ symbol: symbol, subscriptionTypes: subscriptionTypes, subscriptionArgs: subscriptionArgs });
142
223
  };
143
224
  MarketDataStreamer.prototype.dequeueSubscription = function (symbol, options) {
144
225
  var queue = this.subscriptionsQueue.get(options.channelId);
@@ -156,7 +237,7 @@ var MarketDataStreamer = /** @class */ (function () {
156
237
  // Clear out queue immediately
157
238
  this.subscriptionsQueue.set(channelId, []);
158
239
  queuedSubscriptions.forEach(function (subscription) {
159
- _this.sendSubscriptionMessage(subscription.symbol, subscription.subscriptionTypes, channelId, 'add');
240
+ _this.sendSubscriptionMessage(subscription.symbol, subscription.subscriptionTypes, channelId, 'add', subscription.subscriptionArgs);
160
241
  });
161
242
  };
162
243
  /**
@@ -166,9 +247,10 @@ var MarketDataStreamer = /** @class */ (function () {
166
247
  * @param {*} channelId
167
248
  * @param {*} direction add or remove
168
249
  */
169
- MarketDataStreamer.prototype.sendSubscriptionMessage = function (symbol, subscriptionTypes, channelId, direction) {
250
+ MarketDataStreamer.prototype.sendSubscriptionMessage = function (symbol, subscriptionTypes, channelId, direction, subscriptionArgs) {
170
251
  var _a;
171
- var subscriptions = subscriptionTypes.map(function (type) { return ({ "symbol": symbol, "type": type }); });
252
+ if (subscriptionArgs === void 0) { subscriptionArgs = {}; }
253
+ var subscriptions = subscriptionTypes.map(function (type) { return (Object.assign({}, { "symbol": symbol, "type": type }, subscriptionArgs !== null && subscriptionArgs !== void 0 ? subscriptionArgs : {})); });
172
254
  this.sendMessage((_a = {
173
255
  "type": "FEED_SUBSCRIPTION",
174
256
  "channel": channelId
@@ -178,6 +260,7 @@ var MarketDataStreamer = /** @class */ (function () {
178
260
  };
179
261
  MarketDataStreamer.prototype.onError = function (error) {
180
262
  console.error('Error received: ', error);
263
+ this.notifyErrorListeners(error);
181
264
  };
182
265
  MarketDataStreamer.prototype.onOpen = function () {
183
266
  this.openChannels.clear();
@@ -208,7 +291,9 @@ var MarketDataStreamer = /** @class */ (function () {
208
291
  configurable: true
209
292
  });
210
293
  MarketDataStreamer.prototype.handleAuthStateMessage = function (data) {
294
+ var _this = this;
211
295
  this.authState = data.state;
296
+ this.authStateListeners.forEach(function (listener) { return listener(_this.isDxLinkAuthorized); });
212
297
  if (this.isDxLinkAuthorized) {
213
298
  this.openFeedChannel(DefaultChannelId);
214
299
  }
@@ -225,7 +310,14 @@ var MarketDataStreamer = /** @class */ (function () {
225
310
  this.sendQueuedSubscriptions(jsonData.channel);
226
311
  };
227
312
  MarketDataStreamer.prototype.notifyListeners = function (jsonData) {
228
- this.dataListeners.forEach(function (listener) { return listener(jsonData); });
313
+ this.dataListeners.forEach(function (listenerData) {
314
+ if (listenerData.channelId === jsonData.channel || lodash_1.default.isNil(listenerData.channelId)) {
315
+ listenerData.listener(jsonData);
316
+ }
317
+ });
318
+ };
319
+ MarketDataStreamer.prototype.notifyErrorListeners = function (error) {
320
+ this.errorListeners.forEach(function (listener) { return listener(error); });
229
321
  };
230
322
  MarketDataStreamer.prototype.handleMessageReceived = function (data) {
231
323
  var messageData = lodash_1.default.get(data, 'data', data);
package/dist/tastytrade-api.d.ts CHANGED
@@ -1,6 +1,6 @@
1
1
  import TastytradeHttpClient from "./services/tastytrade-http-client";
2
2
  import { AccountStreamer, STREAMER_STATE, Disposer, StreamerStateObserver } from './account-streamer';
3
- import MarketDataStreamer, { MarketDataSubscriptionType, MarketDataListener } from "./market-data-streamer";
3
+ import MarketDataStreamer, { CandleSubscriptionOptions, CandleType, MarketDataSubscriptionType, MarketDataListener } from "./market-data-streamer";
4
4
  import SessionService from "./services/session-service";
5
5
  import AccountStatusService from "./services/account-status-service";
6
6
  import AccountsAndCustomersService from "./services/accounts-and-customers-service";
@@ -36,5 +36,5 @@ export default class TastytradeClient {
36
36
  constructor(baseUrl: string, accountStreamerUrl: string);
37
37
  get session(): TastytradeSession;
38
38
  }
39
- export { MarketDataStreamer, MarketDataSubscriptionType, MarketDataListener };
39
+ export { MarketDataStreamer, MarketDataSubscriptionType, MarketDataListener, CandleSubscriptionOptions, CandleType };
40
40
  export { AccountStreamer, STREAMER_STATE, Disposer, StreamerStateObserver };
package/dist/tastytrade-api.js CHANGED
@@ -26,13 +26,14 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
26
26
  return (mod && mod.__esModule) ? mod : { "default": mod };
27
27
  };
28
28
  Object.defineProperty(exports, "__esModule", { value: true });
29
- exports.STREAMER_STATE = exports.AccountStreamer = exports.MarketDataSubscriptionType = exports.MarketDataStreamer = void 0;
29
+ exports.STREAMER_STATE = exports.AccountStreamer = exports.CandleType = exports.MarketDataSubscriptionType = exports.MarketDataStreamer = void 0;
30
30
  var tastytrade_http_client_1 = __importDefault(require("./services/tastytrade-http-client"));
31
31
  var account_streamer_1 = require("./account-streamer");
32
32
  Object.defineProperty(exports, "AccountStreamer", { enumerable: true, get: function () { return account_streamer_1.AccountStreamer; } });
33
33
  Object.defineProperty(exports, "STREAMER_STATE", { enumerable: true, get: function () { return account_streamer_1.STREAMER_STATE; } });
34
34
  var market_data_streamer_1 = __importStar(require("./market-data-streamer"));
35
35
  exports.MarketDataStreamer = market_data_streamer_1.default;
36
+ Object.defineProperty(exports, "CandleType", { enumerable: true, get: function () { return market_data_streamer_1.CandleType; } });
36
37
  Object.defineProperty(exports, "MarketDataSubscriptionType", { enumerable: true, get: function () { return market_data_streamer_1.MarketDataSubscriptionType; } });
37
38
  //Services:
38
39
  var session_service_1 = __importDefault(require("./services/session-service"));
package/lib/market-data-streamer.ts CHANGED
@@ -3,6 +3,7 @@ import _ from 'lodash'
3
3
  import { v4 as uuidv4 } from 'uuid'
4
4
 
5
5
  export enum MarketDataSubscriptionType {
6
+ Candle = 'Candle',
6
7
  Quote = 'Quote',
7
8
  Trade = 'Trade',
8
9
  Summary = 'Summary',
@@ -11,11 +12,30 @@ export enum MarketDataSubscriptionType {
11
12
  Underlying = 'Underlying'
12
13
  }
13
14
 
15
+ export enum CandleType {
16
+ Tick = 't',
17
+ Second = 's',
18
+ Minute = 'm',
19
+ Hour = 'h',
20
+ Day = 'd',
21
+ Week = 'w',
22
+ Month = 'mo',
23
+ ThirdFriday = 'o',
24
+ Year = 'y',
25
+ Volume = 'v',
26
+ Price = 'p'
27
+ }
28
+
14
29
  export type MarketDataListener = (data: any) => void
30
+ export type ErrorListener = (error: any) => void
31
+ export type AuthStateListener = (isAuthorized: boolean) => void
15
32
 
16
- type QueuedSubscription = { symbol: string, subscriptionTypes: MarketDataSubscriptionType[] }
17
- type SubscriptionOptions = { subscriptionTypes: MarketDataSubscriptionType[], channelId: number }
33
+ type QueuedSubscription = { symbol: string, subscriptionTypes: MarketDataSubscriptionType[], subscriptionArgs?: any }
34
+ type SubscriptionOptions = { subscriptionTypes: MarketDataSubscriptionType[], channelId: number, subscriptionArgs?: any }
35
+ export type CandleSubscriptionOptions = { period: number, type: CandleType, channelId: number }
36
+ type Remover = () => void
18
37
 
38
+ // List of all subscription types except for Candle
19
39
  const AllSubscriptionTypes = Object.values(MarketDataSubscriptionType)
20
40
 
21
41
  const KeepaliveInterval = 30000 // 30 seconds
@@ -30,17 +50,39 @@ export default class MarketDataStreamer {
30
50
  private openChannels = new Set()
31
51
  private subscriptionsQueue: Map<number, QueuedSubscription[]> = new Map()
32
52
  private authState = ''
53
+ private errorListeners = new Map()
54
+ private authStateListeners = new Map()
33
55
 
34
- addDataListener(dataListener: MarketDataListener) {
56
+ addDataListener(dataListener: MarketDataListener, channelId: number | null = null): Remover {
35
57
  if (_.isNil(dataListener)) {
36
58
  return _.noop
37
59
  }
38
60
  const guid = uuidv4()
39
- this.dataListeners.set(guid, dataListener)
61
+ this.dataListeners.set(guid, { listener: dataListener, channelId })
40
62
 
41
63
  return () => this.dataListeners.delete(guid)
42
64
  }
43
65
 
66
+ addErrorListener(errorListener: ErrorListener): Remover {
67
+ if (_.isNil(errorListener)) {
68
+ return _.noop
69
+ }
70
+ const guid = uuidv4()
71
+ this.errorListeners.set(guid, errorListener)
72
+
73
+ return () => this.errorListeners.delete(guid)
74
+ }
75
+
76
+ addAuthStateChangeListener(authStateListener: AuthStateListener): Remover {
77
+ if (_.isNil(authStateListener)) {
78
+ return _.noop
79
+ }
80
+ const guid = uuidv4()
81
+ this.authStateListeners.set(guid, authStateListener)
82
+
83
+ return () => this.authStateListeners.delete(guid)
84
+ }
85
+
44
86
  connect(url: string, token: string) {
45
87
  if (this.isConnected) {
46
88
  throw new Error('MarketDataStreamer is attempting to connect when an existing websocket is already connected')
@@ -61,6 +103,11 @@ export default class MarketDataStreamer {
61
103
 
62
104
  this.clearKeepalive()
63
105
 
106
+ this.webSocket.onopen = null
107
+ this.webSocket.onerror = null
108
+ this.webSocket.onmessage = null
109
+ this.webSocket.onclose = null
110
+
64
111
  this.webSocket.close()
65
112
  this.webSocket = null
66
113
 
@@ -69,14 +116,48 @@ export default class MarketDataStreamer {
69
116
  this.authState = ''
70
117
  }
71
118
 
72
- // TODO: add listener to options, return unsubscriber
73
- addSubscription(symbol: string, options = { subscriptionTypes: AllSubscriptionTypes, channelId: DefaultChannelId }) {
74
- const { subscriptionTypes, channelId } = options
119
+ addSubscription(symbol: string, options = { subscriptionTypes: AllSubscriptionTypes, channelId: DefaultChannelId }): Remover {
120
+ let { subscriptionTypes } = options
121
+ // Don't allow candle subscriptions in this method. Use addCandleSubscription instead
122
+ subscriptionTypes = _.without(subscriptionTypes, MarketDataSubscriptionType.Candle)
123
+
124
+ const isOpen = this.isChannelOpened(options.channelId)
125
+ if (isOpen) {
126
+ this.sendSubscriptionMessage(symbol, subscriptionTypes, options.channelId, 'add')
127
+ } else {
128
+ this.queueSubscription(symbol, { subscriptionTypes, channelId: options.channelId })
129
+ }
130
+
131
+ return () => {
132
+ this.removeSubscription(symbol, options)
133
+ }
134
+ }
135
+
136
+ /**
137
+ * Adds a candle subscription (historical data)
138
+ * @param streamerSymbol Get this from an instrument's streamer-symbol json response field
139
+ * @param fromTime Epoch timestamp from where you want to start
140
+ * @param options Period and Type are the grouping you want to apply to the candle data
141
+ * For example, a period/type of 5/m means you want each candle to represent 5 minutes of data
142
+ * From there, setting fromTime to 24 hours ago would give you 24 hours of data grouped in 5 minute intervals
143
+ * @returns
144
+ */
145
+ addCandleSubscription(streamerSymbol: string, fromTime: number, options: CandleSubscriptionOptions) {
146
+ const subscriptionTypes = [MarketDataSubscriptionType.Candle]
147
+ const channelId = options.channelId ?? DefaultChannelId
148
+
149
+ // Example: AAPL{=5m} where each candle represents 5 minutes of data
150
+ const candleSymbol = `${streamerSymbol}{=${options.period}${options.type}}`
75
151
  const isOpen = this.isChannelOpened(channelId)
152
+ const subscriptionArgs = { fromTime }
76
153
  if (isOpen) {
77
- this.sendSubscriptionMessage(symbol, subscriptionTypes, channelId, 'add')
154
+ this.sendSubscriptionMessage(candleSymbol, subscriptionTypes, channelId, 'add', subscriptionArgs)
78
155
  } else {
79
- this.queueSubscription(symbol, options)
156
+ this.queueSubscription(candleSymbol, { subscriptionTypes, channelId, subscriptionArgs })
157
+ }
158
+
159
+ return () => {
160
+ this.removeSubscription(candleSymbol, { subscriptionTypes, channelId })
80
161
  }
81
162
  }
82
163
 
@@ -100,7 +181,7 @@ export default class MarketDataStreamer {
100
181
  }
101
182
 
102
183
  openFeedChannel(channelId: number) {
103
- if (!this.isDxLinkAuthorized) {
184
+ if (!this.isReadyToOpenChannels) {
104
185
  throw new Error(`Unable to open channel ${channelId} due to DxLink authorization state: ${this.authState}`)
105
186
  }
106
187
 
@@ -122,6 +203,10 @@ export default class MarketDataStreamer {
122
203
  return this.isConnected && this.openChannels.has(channelId)
123
204
  }
124
205
 
206
+ get isReadyToOpenChannels() {
207
+ return this.isConnected && this.isDxLinkAuthorized
208
+ }
209
+
125
210
  get isConnected() {
126
211
  return !_.isNil(this.webSocket)
127
212
  }
@@ -142,14 +227,14 @@ export default class MarketDataStreamer {
142
227
  }
143
228
 
144
229
  private queueSubscription(symbol: string, options: SubscriptionOptions) {
145
- const { subscriptionTypes, channelId } = options
230
+ const { subscriptionTypes, channelId, subscriptionArgs } = options
146
231
  let queue = this.subscriptionsQueue.get(options.channelId)
147
232
  if (_.isNil(queue)) {
148
233
  queue = []
149
234
  this.subscriptionsQueue.set(channelId, queue)
150
235
  }
151
236
 
152
- queue.push({ symbol, subscriptionTypes })
237
+ queue.push({ symbol, subscriptionTypes, subscriptionArgs })
153
238
  }
154
239
 
155
240
  private dequeueSubscription(symbol: string, options: SubscriptionOptions) {
@@ -170,7 +255,7 @@ export default class MarketDataStreamer {
170
255
  // Clear out queue immediately
171
256
  this.subscriptionsQueue.set(channelId, [])
172
257
  queuedSubscriptions.forEach(subscription => {
173
- this.sendSubscriptionMessage(subscription.symbol, subscription.subscriptionTypes, channelId, 'add')
258
+ this.sendSubscriptionMessage(subscription.symbol, subscription.subscriptionTypes, channelId, 'add', subscription.subscriptionArgs)
174
259
  })
175
260
  }
176
261
 
@@ -181,8 +266,8 @@ export default class MarketDataStreamer {
181
266
  * @param {*} channelId
182
267
  * @param {*} direction add or remove
183
268
  */
184
- private sendSubscriptionMessage(symbol: string, subscriptionTypes: MarketDataSubscriptionType[], channelId: number, direction: string) {
185
- const subscriptions = subscriptionTypes.map(type => ({ "symbol": symbol, "type": type }))
269
+ private sendSubscriptionMessage(symbol: string, subscriptionTypes: MarketDataSubscriptionType[], channelId: number, direction: string, subscriptionArgs: any = {}) {
270
+ const subscriptions = subscriptionTypes.map(type => (Object.assign({}, { "symbol": symbol, "type": type }, subscriptionArgs ?? {})))
186
271
  this.sendMessage({
187
272
  "type": "FEED_SUBSCRIPTION",
188
273
  "channel": channelId,
@@ -192,6 +277,7 @@ export default class MarketDataStreamer {
192
277
 
193
278
  private onError(error: any) {
194
279
  console.error('Error received: ', error)
280
+ this.notifyErrorListeners(error)
195
281
  }
196
282
 
197
283
  private onOpen() {
@@ -227,6 +313,8 @@ export default class MarketDataStreamer {
227
313
 
228
314
  private handleAuthStateMessage(data: any) {
229
315
  this.authState = data.state
316
+ this.authStateListeners.forEach(listener => listener(this.isDxLinkAuthorized))
317
+
230
318
  if (this.isDxLinkAuthorized) {
231
319
  this.openFeedChannel(DefaultChannelId)
232
320
  } else {
@@ -244,7 +332,15 @@ export default class MarketDataStreamer {
244
332
  }
245
333
 
246
334
  private notifyListeners(jsonData: any) {
247
- this.dataListeners.forEach(listener => listener(jsonData))
335
+ this.dataListeners.forEach(listenerData => {
336
+ if (listenerData.channelId === jsonData.channel || _.isNil(listenerData.channelId)) {
337
+ listenerData.listener(jsonData)
338
+ }
339
+ })
340
+ }
341
+
342
+ private notifyErrorListeners(error: any) {
343
+ this.errorListeners.forEach(listener => listener(error))
248
344
  }
249
345
 
250
346
  private handleMessageReceived(data: string) {
package/lib/tastytrade-api.ts CHANGED
@@ -1,6 +1,6 @@
1
1
  import TastytradeHttpClient from "./services/tastytrade-http-client"
2
2
  import { AccountStreamer, STREAMER_STATE, Disposer, StreamerStateObserver } from './account-streamer'
3
- import MarketDataStreamer, { MarketDataSubscriptionType, MarketDataListener } from "./market-data-streamer"
3
+ import MarketDataStreamer, { CandleSubscriptionOptions, CandleType, MarketDataSubscriptionType, MarketDataListener } from "./market-data-streamer"
4
4
 
5
5
  //Services:
6
6
  import SessionService from "./services/session-service"
@@ -61,5 +61,5 @@ export default class TastytradeClient {
61
61
  }
62
62
  }
63
63
 
64
- export { MarketDataStreamer, MarketDataSubscriptionType, MarketDataListener }
64
+ export { MarketDataStreamer, MarketDataSubscriptionType, MarketDataListener, CandleSubscriptionOptions, CandleType }
65
65
  export { AccountStreamer, STREAMER_STATE, Disposer, StreamerStateObserver }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@tastytrade/api",
3
- "version": "2.0.0",
3
+ "version": "2.1.0",
4
4
  "main": "dist/tastytrade-api.js",
5
5
  "typings": "dist/tastytrade-api.d.ts",
6
6
  "repository": "https://github.com/tastytrade/tastytrade-api-js",