@tastytrade/api 4.0.0 → 6.0.0

package/CHANGELOG.md

@@ -6,6 +6,50 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [6.0.0] - 2025-10-01
+
+### Added
+
+- Added `QuoteStreamer` wrapper for DxFeed's DxLink streamer package for market data
+- Added `heartbeatInterval` parameter to `AccountStreamer` constructor (default: 20 seconds)
+- Added unit tests for HTTP client
+- Setup Prettier for consistent code formatting [#54](https://github.com/tastytrade/tastytrade-api-js/pull/54)
+
+### Changed
+
+- Updated Jest configuration to support ESM modules and transform `@dxfeed` packages
+- Fixed integration and unit tests to work with current codebase
+- Updated README with:
+  - OAuth authentication instructions
+  - API version targeting instructions
+  - QuoteStreamer usage instructions
+  - Session-based auth deprecation notice
+- Updated dependency versions [#52](https://github.com/tastytrade/tastytrade-api-js/pull/52)
+- Enabled builds on latest LTS Node version [#53](https://github.com/tastytrade/tastytrade-api-js/pull/53)
+
+### Removed
+
+- Removed the deprecated `MarketDataStreamer` and replaced it with `QuoteStreamer`
+
+### Fixed
+
+- Fixed Jest hanging after tests complete by adding `forceExit: true` configuration
+
+## [5.0.0] - 2024-09-17
+
+The `TastytradeClient` constructor now takes a single config object instead of 2 urls.
+
+### Changed
+
+- Add optional logging; update example app [#44](https://github.com/tastytrade/tastytrade-api-js/pull/44)
+- Add future option quote streaming example to README
+
+### Fixed
+
+- Update README.md [#42](https://github.com/tastytrade/tastytrade-api-js/pull/35)
+- README corrections
+- typo on json account node name [#39](https://github.com/tastytrade/tastytrade-api-js/pull/39)
+
 ## [4.0.0] - 2024-03-12
 
 ### Changed

package/README.md

@@ -2,53 +2,121 @@
 
 ## Installation
 npm:
-`npm -i @tastytrade/api`
+```bash
+npm i @tastytrade/api
+```
 
 yarn:
-`yarn add @tastytrade/api`
+```bash
+yarn add @tastytrade/api
+```
 
 ## Quickstart
+
+### Session-based Authentication
+Session auth is deprecated for Api users. Please migrate to Oauth (instructions below). You can create an Oauth application for your own account by going to [my.tastytrade.com](https://my.tastytrade.com/app.html#/manage/api-access/open-api/).
+
 ```js
 import TastytradeClient from "@tastytrade/api"
-const tastytradeClient = new TastytradeClient(baseUrl, accountStreamerUrl)
-const loginResponse = await tastytradeClient.sessionService.login(usernameOrEmail, password)
+
+// Use built-in configs or provide your own
+const tastytradeClient = new TastytradeClient(TastytradeClient.ProdConfig)
+// Or for sandbox: new TastytradeClient(TastytradeClient.SandboxConfig)
+
+await tastytradeClient.sessionService.login(usernameOrEmail, password)
 const accounts = await tastytradeClient.accountsAndCustomersService.getCustomerAccounts()
-const accountPositions = await tastytradeClient.balancesAndPositionsService.getPositionsList(accounts[0].accounts['account-number'])
+const accountPositions = await tastytradeClient.balancesAndPositionsService.getPositionsList(accounts[0].account['account-number'])
+```
+
+### OAuth Authentication
+For OAuth-based authentication, provide `clientSecret`, `refreshToken`, and `oauthScopes` when instantiating the client:
+
+```js
+import TastytradeClient from "@tastytrade/api"
+
+const tastytradeClient = new TastytradeClient({
+  ...TastytradeClient.ProdConfig,
+  clientSecret: 'your-client-secret',
+  refreshToken: 'your-refresh-token',
+  oauthScopes: ['read', 'trade'] // Specify required scopes
+})
+
+// Access tokens are automatically generated and refreshed
+const accounts = await tastytradeClient.accountsAndCustomersService.getCustomerAccounts()
+```
+
+The client will automatically generate and refresh access tokens as needed. No need to call `login()` when using OAuth.
+
+### Targeting a Specific API Version
+New Api versions are outlined in our [Release Notes](https://developer.tastytrade.com/release-notes/) docs.
+
+You can optionally target a specific API version by providing `targetApiVersion` when instantiating the client:
+
+```js
+import TastytradeClient from "@tastytrade/api"
+
+const tastytradeClient = new TastytradeClient({
+  ...TastytradeClient.ProdConfig,
+  targetApiVersion: '20250813' // YYYYMMDD format
+})
+```
+
+This will add an `Accept-Version` header to all API requests. If not specified, the latest API version will be used.
+
+You can also override default headers via `axios`:
+```
+axios.defaults.headers.common['Accept-Version'] = '20250813';
 ```
 
 ### Market Data
+We provide a wrapper for DxFeed's `@dxfeed/dxlink-api` package for retrieving quotes and candles. Once logged in, call `connect()` to fetch a quote auth token and connect to the DxLink streamer.
+
+**Important:** Call `connect()` before `subscribe()`.
+
 ```js
-import TastytradeClient, { MarketDataStreamer, MarketDataSubscriptionType } from "@tastytrade-api"
-const tastytradeClient = new TastytradeClient(baseUrl, accountStreamerUrl)
+import TastytradeClient, { CandleType } from "@tastytrade/api"
+
+const tastytradeClient = new TastytradeClient(TastytradeClient.ProdConfig)
 await tastytradeClient.sessionService.login(usernameOrEmail, password)
-const tokenResponse = await tastytradeClient.AccountsAndCustomersService.getApiQuoteToken()
-const streamer = new MarketDataStreamer()
-streamer.connect(tokenResponse['dxlink-url'], tokenResponse.token)
 
-function handleMarketDataReceived(data) {
-  // Triggers every time market data event occurs
-  console.log(data)
-}
+// Add event listener before connecting
+tastytradeClient.quoteStreamer.addEventListener((events) => {
+  console.log('Received market data:', events)
+})
 
-// Add a listener for incoming market data. Returns a remove() function that removes the listener from the quote streamer
-const removeDataListener = streamer.addDataListener(handleMarketDataReceived)
+// Connect first
+await tastytradeClient.quoteStreamer.connect()
 
-// Subscribe to a single equity quote
-streamer.addSubscription('AAPL')
-// Optionally specify which market data events you want to subscribe to
-streamer.addSubscription('SPY', { subscriptionTypes: [MarketDataSubscriptionType.Quote] })
+// Then subscribe to symbols
+tastytradeClient.quoteStreamer.subscribe(['AAPL', 'TSLA'])
 
-// Subscribe to a single equity option quote
-const optionChain = await tastytradeClient.instrumentsService.getOptionChain('AAPL')
-streamer.addSubscription(optionChain[0]['streamer-symbol'])
+// Subscribe to 5 minute candles starting from 1 year ago
+tastytradeClient.quoteStreamer.subscribeCandles('AAPL', new Date().setFullYear(new Date().getFullYear() - 1), 5, CandleType.Minute)
+
+// Disconnect when done
+await tastytradeClient.quoteStreamer.disconnect()
+```
+
+To run the above code, save it to a file and run `node <filename>.js` in a terminal.
+
+When subscribing to options, use the `put-streamer-symbol` or `call-streamer-symbol` from the `GET /futures-option-chains/{future_contract_code}/nested` endpoint:
+```js
+// GET /futures-option-chains/ES/nested response:
+{
+  "strike-price": "5750.0",
+  "call": "./ESU4 EW4Q4 240823C5750",
+  "call-streamer-symbol": "./EW4Q24C5750:XCME", <-- use this value
+  "put": "./ESU4 EW4Q4 240823P5750",
+  "put-streamer-symbol": "./EW4Q24P5750:XCME" <-- or this value
+}
 ```
 
+For equities quotes, use the ticker symbol (e.g., `AAPL`).
+
 ### Account Streamer
 ```js
-const TastytradeApi = require("@tastytrade/api")
-const TastytradeClient = TastytradeApi.default
-const { AccountStreamer } = TastytradeApi
-const _ = require('lodash')
+import TastytradeClient from "@tastytrade/api"
+import _ from 'lodash'
 
 function handleStreamerMessage(json) {
   console.log('streamer message received: ', json)
@@ -58,7 +126,7 @@ function handleStreamerStateChange(streamerState) {
   console.log('streamer state changed: ', streamerState)
 }
 
-const tastytradeClient = new TastytradeClient(baseUrl, accountStreamerUrl)
+const tastytradeClient = new TastytradeClient({ baseUrl, accountStreamerUrl })
 const accountStreamer = tastytradeClient.accountStreamer
 const loginResponse = await tastytradeClient.sessionService.login(usernameOrEmail, password)
 const accounts = await tastytradeClient.accountsAndCustomersService.getCustomerAccounts()
@@ -97,6 +165,13 @@ API_ACCOUNT_NUMBER=<your cert account number>
 
 These values should match whatever username/password/account you set up in the tastytrade sandbox environment. Head to developer.tastyworks.com to get that set up.
 
+Run tests:
+```bash
+npm test                # Run all tests
+npm run unit-test       # Run unit tests only
+npm run integration-test # Run integration tests only
+```
+
 ## Running example app
 ```sh
 npm run build

package/dist/account-streamer.d.ts

@@ -1,6 +1,8 @@
 import type { JsonValue } from './utils/json-util.js';
 import { JsonBuilder } from './utils/json-util.js';
 import TastytradeSession from './models/tastytrade-session.js';
+import type Logger from './logger.js';
+import type AccessToken from './models/access-token.js';
 export declare enum STREAMER_STATE {
     Open = 0,
     Closed = 1,
@@ -12,6 +14,9 @@ export type StreamerMessageObserver = (json: object) => void;
 export declare class AccountStreamer {
     private readonly url;
     private readonly session;
+    private readonly accessToken;
+    private readonly heartbeatInterval;
+    private readonly logger;
     private websocket;
     private startResolve;
     private startReject;
@@ -25,15 +30,14 @@ export declare class AccountStreamer {
     private readonly streamerMessageObservers;
     private startPromise;
     private readonly requestPromises;
-    private readonly logger;
     /**
      *
      * @param url Url of the account streamer service
      */
-    constructor(url: string, session: TastytradeSession);
+    constructor(url: string, session: TastytradeSession, accessToken: AccessToken, logger: Logger, heartbeatInterval?: number);
     get streamerState(): STREAMER_STATE;
     set streamerState(streamerState: STREAMER_STATE);
-    private get authToken();
+    private get authHeader();
     /**
      * Adds a custom callback that fires when the streamer state changes
      * @param observer
@@ -45,7 +49,7 @@ export declare class AccountStreamer {
     get isError(): boolean;
     /**
      * Entrypoint for beginning a websocket session
-     * You must have a valid tastytrade authToken before calling this method
+     * You must have a valid tastytrade session or access token before calling this method
      * @returns Promise that resolves when the "opened" message is received (see handleOpen)
      */
     start(): Promise<boolean>;

package/dist/account-streamer.d.ts.map

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package/dist/account-streamer.js

@@ -1,7 +1,6 @@
 import WebSocket from 'isomorphic-ws';
 import _ from 'lodash';
 import { JsonBuilder } from './utils/json-util.js';
-import TastytradeSession from './models/tastytrade-session.js';
 import { MinTlsVersion } from './utils/constants.js';
 export var STREAMER_STATE;
 (function (STREAMER_STATE) {
@@ -18,7 +17,7 @@ var MessageAction;
     MessageAction["QUOTE_ALERTS_SUBSCRIBE"] = "quote-alerts-subscribe";
     MessageAction["USER_MESSAGE_SUBSCRIBE"] = "user-message-subscribe";
 })(MessageAction || (MessageAction = {}));
-const HEARTBEAT_INTERVAL = 20000; // 20 seconds
+const DEFAULT_HEARTBEAT_INTERVAL = 2000; // 20 seconds
 const SOURCE = 'tastytrade-api-js-sdk';
 const REQUEST_ID = 'request-id';
 function removeElement(array, element) {
@@ -33,9 +32,11 @@ export class AccountStreamer {
      *
      * @param url Url of the account streamer service
      */
-    constructor(url, session) {
+    constructor(url, session, accessToken, logger, heartbeatInterval = DEFAULT_HEARTBEAT_INTERVAL) {
         this.url = url;
         this.session = session;
+        this.accessToken = accessToken;
+        this.heartbeatInterval = heartbeatInterval;
         this.websocket = null;
         this.startResolve = null;
         this.startReject = null;
@@ -49,16 +50,15 @@ export class AccountStreamer {
         this.streamerMessageObservers = [];
         this.startPromise = null;
         this.requestPromises = new Map();
-        this.logger = console;
         this.sendHeartbeat = () => {
             this.clearHeartbeatTimerId();
             this.send(new JsonBuilder({ action: MessageAction.HEARTBEAT }));
         };
-        this.handleOpen = (event) => {
+        this.handleOpen = (_event) => {
             if (this.startResolve === null) {
                 return;
             }
-            this.logger.info('AccountStreamer opened', event);
+            this.logger.info('AccountStreamer opened');
             this.startResolve(true);
             this.startResolve = this.startReject = null;
             this.streamerState = STREAMER_STATE.Open;
@@ -66,7 +66,7 @@ export class AccountStreamer {
             this.scheduleHeartbeatTimer();
         };
         this.handleClose = (event) => {
-            this.logger.info('AccountStreamer closed', event);
+            this.logger.info('AccountStreamer closed');
             if (this.websocket === null) {
                 return;
             }
@@ -78,7 +78,7 @@ export class AccountStreamer {
             if (this.websocket === null) {
                 return;
             }
-            this.logger.warn('AccountStreamer error', event);
+            this.logger.error('AccountStreamer error', event);
             this.lastErrorEvent = event;
             this.streamerState = STREAMER_STATE.Error;
             if (this.startReject !== null) {
@@ -100,9 +100,9 @@ export class AccountStreamer {
             }
         };
         this.handleOneMessage = (json) => {
-            this.logger.info(json);
+            this.logger.info('Message received: ', json);
             const action = json.action;
-            this.streamerMessageObservers.forEach(observer => observer(json));
+            this.streamerMessageObservers.forEach((observer) => observer(json));
             if (action) {
                 if (action === MessageAction.HEARTBEAT) {
                     // schedule next heartbeat
@@ -122,18 +122,25 @@ export class AccountStreamer {
                 return;
             }
         };
+        this.logger = logger;
     }
     get streamerState() {
         return this._streamerState;
     }
     set streamerState(streamerState) {
         this._streamerState = streamerState;
-        this.streamerStateObservers.forEach(observer => {
+        this.streamerStateObservers.forEach((observer) => {
             observer(streamerState);
         });
     }
-    get authToken() {
-        return this.session.authToken;
+    get authHeader() {
+        if (this.session.isValid) {
+            return this.session.authToken;
+        }
+        if (this.accessToken.isValid) {
+            return this.accessToken.authorizationHeader;
+        }
+        return null;
     }
     /**
      * Adds a custom callback that fires when the streamer state changes
@@ -157,7 +164,7 @@ export class AccountStreamer {
     }
     /**
      * Entrypoint for beginning a websocket session
-     * You must have a valid tastytrade authToken before calling this method
+     * You must have a valid tastytrade session or access token before calling this method
      * @returns Promise that resolves when the "opened" message is received (see handleOpen)
      */
     async start() {
@@ -205,9 +212,9 @@ export class AccountStreamer {
             // Heartbeat already scheduled
             return;
         }
-        this.logger.info('Scheduling heartbeat with interval: ', HEARTBEAT_INTERVAL);
+        this.logger.info('Scheduling heartbeat with interval: ', this.heartbeatInterval);
         const scheduler = typeof window === 'undefined' ? setTimeout : window.setTimeout;
-        this.heartbeatTimerId = scheduler(this.sendHeartbeat, HEARTBEAT_INTERVAL);
+        this.heartbeatTimerId = scheduler(this.sendHeartbeat, this.heartbeatInterval);
     }
     get isHeartbeatScheduled() {
         return !_.isNil(this.heartbeatTimerId);
@@ -238,11 +245,10 @@ export class AccountStreamer {
         json.add(REQUEST_ID, this.requestCounter);
         json.add('source', SOURCE);
         if (includeSessionToken) {
-            const sessionToken = this.authToken;
-            if (!sessionToken) {
-                throw new Error('sessionToken not set');
+            if (!this.authHeader) {
+                throw new Error('session or access token not set');
             }
-            json.add('auth-token', sessionToken);
+            json.add('auth-token', this.authHeader);
         }
         const message = JSON.stringify(json.json);
         const websocket = this.websocket;
@@ -251,6 +257,7 @@ export class AccountStreamer {
             this.queued.push(message);
         }
         else {
+            this.logger.info('Sending message: ', message);
             websocket.send(message);
         }
         return this.requestCounter;
@@ -301,7 +308,7 @@ export class AccountStreamer {
             return;
         }
         const websocket = this.websocket;
-        queued.forEach(msg => {
+        queued.forEach((msg) => {
             websocket.send(msg);
         });
         this.queued = [];

package/dist/account-streamer.js.map

@@ -1 +1 @@
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package/dist/logger.d.ts

@@ -0,0 +1,24 @@
+export default interface Logger {
+    error(...data: any[]): void;
+    info(...data: any[]): void;
+    warn(...data: any[]): void;
+}
+export declare enum LogLevel {
+    INFO = 1,
+    WARN = 2,
+    ERROR = 3
+}
+export declare class TastytradeLogger implements Logger {
+    logLevel: LogLevel;
+    logger: Logger | null;
+    constructor(logger?: Logger, logLevel?: LogLevel);
+    updateConfig(config: Partial<{
+        logger: Logger;
+        logLevel: LogLevel;
+    }>): void;
+    error(...data: any[]): void;
+    info(...data: any[]): void;
+    warn(...data: any[]): void;
+    private shouldLog;
+}
+//# sourceMappingURL=logger.d.ts.map

package/dist/logger.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"logger.d.ts","sourceRoot":"","sources":["../lib/logger.ts"],"names":[],"mappings":"AAEA,MAAM,CAAC,OAAO,WAAW,MAAM;IAC7B,KAAK,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC;IAC5B,IAAI,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC;IAC3B,IAAI,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE,GAAG,IAAI,CAAC;CAC5B;AAED,oBAAY,QAAQ;IAClB,IAAI,IAAI;IACR,IAAI,IAAI;IACR,KAAK,IAAI;CACV;AAED,qBAAa,gBAAiB,YAAW,MAAM;IACtC,QAAQ,EAAE,QAAQ,CAAA;IAClB,MAAM,EAAE,MAAM,GAAG,IAAI,CAAO;gBAEvB,MAAM,CAAC,EAAE,MAAM,EAAE,QAAQ,CAAC,EAAE,QAAQ;IAKzC,YAAY,CAAC,MAAM,EAAE,OAAO,CAAC;QAAC,MAAM,EAAE,MAAM,CAAC;QAAC,QAAQ,EAAE,QAAQ,CAAA;KAAC,CAAC;IAKzE,KAAK,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE,GAAG,IAAI;IAM3B,IAAI,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE,GAAG,IAAI;IAM1B,IAAI,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE,GAAG,IAAI;IAM1B,OAAO,CAAC,SAAS;CAMlB"}

package/dist/logger.js

@@ -0,0 +1,40 @@
+import _ from 'lodash';
+export var LogLevel;
+(function (LogLevel) {
+    LogLevel[LogLevel["INFO"] = 1] = "INFO";
+    LogLevel[LogLevel["WARN"] = 2] = "WARN";
+    LogLevel[LogLevel["ERROR"] = 3] = "ERROR";
+})(LogLevel || (LogLevel = {}));
+export class TastytradeLogger {
+    constructor(logger, logLevel) {
+        this.logger = null;
+        this.logger = logger ?? null;
+        this.logLevel = logLevel ?? LogLevel.ERROR;
+    }
+    updateConfig(config) {
+        const loggerConfig = _.pick(config, ['logger', 'logLevel']);
+        Object.assign(this, loggerConfig);
+    }
+    error(...data) {
+        if (this.shouldLog(LogLevel.ERROR)) {
+            this.logger.error(...data);
+        }
+    }
+    info(...data) {
+        if (this.shouldLog(LogLevel.INFO)) {
+            this.logger.info(...data);
+        }
+    }
+    warn(...data) {
+        if (this.shouldLog(LogLevel.WARN)) {
+            this.logger.warn(...data);
+        }
+    }
+    shouldLog(level) {
+        if (_.isNil(this.logger)) {
+            return false;
+        }
+        return LogLevel[level] >= LogLevel[this.logLevel];
+    }
+}
+//# sourceMappingURL=logger.js.map

package/dist/logger.js.map

@@ -0,0 +1 @@
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package/dist/market-data-streamer.d.ts.map

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package/dist/market-data-streamer.js

@@ -2,6 +2,7 @@ import WebSocket from 'isomorphic-ws';
 import _ from 'lodash';
 import { v4 as uuidv4 } from 'uuid';
 import { MinTlsVersion } from './utils/constants.js';
+import { DXLinkWebSocketClient, DXLinkFeed } from '@dxfeed/dxlink-api';
 export var MarketDataSubscriptionType;
 (function (MarketDataSubscriptionType) {
     MarketDataSubscriptionType["Candle"] = "Candle";

package/dist/market-data-streamer.js.map

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package/dist/models/access-token.d.ts

@@ -0,0 +1,12 @@
+export default class AccessToken {
+    token: string;
+    expiresIn: number;
+    get isExpired(): boolean;
+    get isValid(): boolean;
+    get isEmpty(): boolean;
+    get expiration(): Date;
+    updateFromTokenResponse(tokenResponse: any): void;
+    get authorizationHeader(): string | null;
+    clear(): void;
+}
+//# sourceMappingURL=access-token.d.ts.map