fyers-api-v3 1.3.4 → 1.4.2

package/ordersocket/mapper.js

@@ -1,79 +1,79 @@
-const ordersMapper = {
-    'client_id': 'clientId',
-    'id': 'id',
-    'id_parent': 'parentId',
-    'id_exchange': 'exchOrdId',
-    'qty': 'qty',
-    'qty_remaining': 'remainingQuantity',
-    'qty_filled': 'filledQty',
-    'price_limit': 'limitPrice',
-    'price_stop': 'stopPrice',
-    'price_traded': 'tradedPrice',
-    'ord_type': 'type',
-    'fy_token': 'fyToken',
-    'exchange': 'exchange',
-    'segment': 'segment',
-    'symbol': 'symbol',
-    'instrument': 'instrument',
-    'oms_msg': 'message',
-    'offline_flag': 'offlineOrder',
-    'time_oms': 'orderDateTime',
-    'validity': 'orderValidity',
-    'product_type': 'productType',
-    'tran_side': 'side',
-    'ord_status': 'status',
-    'ord_source': 'source',
-    'symbol_exch': 'ex_sym',
-    'symbol_desc': 'description',
-    'ordertag': 'orderTag'
-}
-
-const positionbookMapper = {
-    'symbol': 'symbol',
-    'id': 'id',
-    'buy_avg': 'buyAvg',
-    'buy_qty': 'buyQty',
-    'buy_val': 'buyVal',
-    'sell_avg': 'sellAvg',
-    'sell_qty': 'sellQty',
-    'sell_val': 'sellVal',
-    'net_avg': 'netAvg',
-    'net_qty': 'netQty',
-    'tran_side': 'side',
-    'qty': 'qty',
-    'product_type': 'productType',
-    'pl_realized': 'realized_profit',
-    'rbirefrate': 'rbiRefRate',
-    'fy_token': 'fyToken',
-    'exchange': 'exchange',
-    'segment': 'segment',
-    'day_buy_qty': 'dayBuyQty',
-    'day_sell_qty': 'daySellQty',
-    'cf_buy_qty': 'cfBuyQty',
-    'cf_sell_qty': 'cfSellQty',
-    'qty_multiplier': 'qtyMulti_com',
-    'pl_total': 'pl',
-    'cross_curr_flag': 'crossCurrency',
-    'pl_unrealized': 'unrealized_profit',
-}
-
-const tradebookMapper = {
-    'id_fill': 'tradeNumber',
-    'id': 'orderNumber',
-    'qty_traded': 'tradedQty',
-    'price_traded': 'tradePrice',
-    'traded_val': 'tradeValue',
-    'product_type': 'productType',
-    'client_id': 'clientId',
-    'id_exchange': 'exchangeOrderNo',
-    'ord_type': 'orderType',
-    'tran_side': 'side',
-    'symbol': 'symbol',
-    'fill_time': 'orderDateTime',
-    'fy_token': 'fyToken',
-    'exchange': 'exchange',
-    'segment': 'segment',
-    'ordertag': 'orderTag'
-}
-
+const ordersMapper = {
+    'client_id': 'clientId',
+    'id': 'id',
+    'id_parent': 'parentId',
+    'id_exchange': 'exchOrdId',
+    'qty': 'qty',
+    'qty_remaining': 'remainingQuantity',
+    'qty_filled': 'filledQty',
+    'price_limit': 'limitPrice',
+    'price_stop': 'stopPrice',
+    'price_traded': 'tradedPrice',
+    'ord_type': 'type',
+    'fy_token': 'fyToken',
+    'exchange': 'exchange',
+    'segment': 'segment',
+    'symbol': 'symbol',
+    'instrument': 'instrument',
+    'oms_msg': 'message',
+    'offline_flag': 'offlineOrder',
+    'time_oms': 'orderDateTime',
+    'validity': 'orderValidity',
+    'product_type': 'productType',
+    'tran_side': 'side',
+    'ord_status': 'status',
+    'ord_source': 'source',
+    'symbol_exch': 'ex_sym',
+    'symbol_desc': 'description',
+    'ordertag': 'orderTag'
+}
+
+const positionbookMapper = {
+    'symbol': 'symbol',
+    'id': 'id',
+    'buy_avg': 'buyAvg',
+    'buy_qty': 'buyQty',
+    'buy_val': 'buyVal',
+    'sell_avg': 'sellAvg',
+    'sell_qty': 'sellQty',
+    'sell_val': 'sellVal',
+    'net_avg': 'netAvg',
+    'net_qty': 'netQty',
+    'tran_side': 'side',
+    'qty': 'qty',
+    'product_type': 'productType',
+    'pl_realized': 'realized_profit',
+    'rbirefrate': 'rbiRefRate',
+    'fy_token': 'fyToken',
+    'exchange': 'exchange',
+    'segment': 'segment',
+    'day_buy_qty': 'dayBuyQty',
+    'day_sell_qty': 'daySellQty',
+    'cf_buy_qty': 'cfBuyQty',
+    'cf_sell_qty': 'cfSellQty',
+    'qty_multiplier': 'qtyMulti_com',
+    'pl_total': 'pl',
+    'cross_curr_flag': 'crossCurrency',
+    'pl_unrealized': 'unrealized_profit',
+}
+
+const tradebookMapper = {
+    'id_fill': 'tradeNumber',
+    'id': 'orderNumber',
+    'qty_traded': 'tradedQty',
+    'price_traded': 'tradePrice',
+    'traded_val': 'tradeValue',
+    'product_type': 'productType',
+    'client_id': 'clientId',
+    'id_exchange': 'exchangeOrderNo',
+    'ord_type': 'orderType',
+    'tran_side': 'side',
+    'symbol': 'symbol',
+    'fill_time': 'orderDateTime',
+    'fy_token': 'fyToken',
+    'exchange': 'exchange',
+    'segment': 'segment',
+    'ordertag': 'orderTag'
+}
+
 module.exports = { "orders": ordersMapper, "position": positionbookMapper, "tradebook": tradebookMapper }

package/package.json

@@ -1,24 +1,25 @@
-{
-  "name": "fyers-api-v3",
-  "version": "1.3.4",
-  "description": "connect to fyers API",
-  "main": "index.js",
-  "scripts": {
-    "test": "echo \"Error: no test specified\" && exit 1"
-  },
-  "author": "",
-  "license": "ISC",
-  "dependencies": {
-    "axios": "^1.3.5",
-    "jsonwebtoken": "^9.0.1",
-    "ws": "^8.13.0"
-  },
-  "devDependencies": {
-    "javascript-obfuscator": "^4.0.2"
-  },
-  "repository": {
-    "type": "git",
-    "url": "https://github.com/FyersDev/fyers-api-sample-code/tree/sample_v3/v3/node"
-  },
-  "homepage": "https://myapi.fyers.in/docsv3"
-}
+{
+  "name": "fyers-api-v3",
+  "version": "1.4.2",
+  "description": "connect to fyers API",
+  "main": "index.js",
+  "scripts": {
+    "test": "echo \"Error: no test specified\" && exit 1"
+  },
+  "author": "",
+  "license": "ISC",
+  "dependencies": {
+    "axios": "^1.3.5",
+    "jsonwebtoken": "^9.0.1",
+    "protobufjs": "^7.4.0",
+    "ws": "^8.13.0"
+  },
+  "devDependencies": {
+    "javascript-obfuscator": "^4.0.2"
+  },
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/FyersDev/fyers-api-sample-code/tree/sample_v3/v3/node"
+  },
+  "homepage": "https://myapi.fyers.in/docsv3"
+}

package/sample/api.js

@@ -1,46 +1,46 @@
-var fyersModel= require("../index.js").fyersModel
-
-var fyers= new fyersModel()
-
-fyers.setAppId("QC7T0H8425-100")
-
-fyers.setRedirectUrl("https://www.google.com")
-// generate authcode
-////////////////////////////
-
-// var URL=fyers.generateAuthCode()
-
-// console.log(URL)
-
-// after getting authcode
-
-////////////////////////////
-
-// generate accesstoken
-////////////////////////////
-// var authcode=""
-
-// fyers.generate_access_token({"client_id":fyers.AppID,"secret_key":"4362L6SS2C","auth_code":authcode}).then((response)=>{
-//     console.log(response)
-// })
-////////////////////////////
-
-fyers.setAccessToken("")
-
-fyers.get_profile().then((response)=>{
-        console.log(response)
-    }).catch((err)=>{
-        console.log(err)
-    })
-    
-fyers.getQuotes(["NSE:SBIN-EQ","NSE:TCS-EQ"]).then((response)=>{
-    console.log(response)
-}).catch((err)=>{
-    console.log(err)
-})
-
-fyers.getMarketDepth({"symbol":["NSE:SBIN-EQ","NSE:TCS-EQ"],"ohlcv_flag":1}).then((response)=>{
-    console.log(response)
-}).catch((err)=>{
-    console.log(err)
+var fyersModel= require("../index.js").fyersModel
+
+var fyers= new fyersModel()
+
+fyers.setAppId("QC7T0H8425-100")
+
+fyers.setRedirectUrl("https://www.google.com")
+// generate authcode
+////////////////////////////
+
+// var URL=fyers.generateAuthCode()
+
+// console.log(URL)
+
+// after getting authcode
+
+////////////////////////////
+
+// generate accesstoken
+////////////////////////////
+// var authcode=""
+
+// fyers.generate_access_token({"client_id":fyers.AppID,"secret_key":"4362L6SS2C","auth_code":authcode}).then((response)=>{
+//     console.log(response)
+// })
+////////////////////////////
+
+fyers.setAccessToken("")
+
+fyers.get_profile().then((response)=>{
+        console.log(response)
+    }).catch((err)=>{
+        console.log(err)
+    })
+    
+fyers.getQuotes(["NSE:SBIN-EQ","NSE:TCS-EQ"]).then((response)=>{
+    console.log(response)
+}).catch((err)=>{
+    console.log(err)
+})
+
+fyers.getMarketDepth({"symbol":["NSE:SBIN-EQ","NSE:TCS-EQ"],"ohlcv_flag":1}).then((response)=>{
+    console.log(response)
+}).catch((err)=>{
+    console.log(err)
 })

package/sample/datasocket.js

@@ -1,25 +1,25 @@
-let DataSocket = require("../index.js").fyersDataSocket;
-
-var skt= DataSocket.getInstance("")
-
-skt.on("connect",function(){skt.subscribe(['NSE:IDEA-EQ',"NSE:SBIN-EQ"],false,1)
-skt.mode(skt.FullMode,1)
-console.log(skt.isConnected())
-// skt.mode(skt.LiteMode,[11,12,13])
-// skt.channelresume(2)
-// skt.unsubscribe(['NSE:IDEA-EQ'],false,1)
-})
-
-skt.on("message",function(message){
-	console.log({"TEST":message})
-})
-
-skt.on("error",function(message){
-	console.log("erroris",message)
-})
-
-skt.on("close",function(){
-    console.log("socket closed")
-})
-skt.connect()
+let DataSocket = require("../index.js").fyersDataSocket;
+
+var skt= DataSocket.getInstance("")
+
+skt.on("connect",function(){skt.subscribe(['NSE:IDEA-EQ',"NSE:SBIN-EQ"],false,1)
+skt.mode(skt.FullMode,1)
+console.log(skt.isConnected())
+// skt.mode(skt.LiteMode,[11,12,13])
+// skt.channelresume(2)
+// skt.unsubscribe(['NSE:IDEA-EQ'],false,1)
+})
+
+skt.on("message",function(message){
+	console.log({"TEST":message})
+})
+
+skt.on("error",function(message){
+	console.log("erroris",message)
+})
+
+skt.on("close",function(){
+    console.log("socket closed")
+})
+skt.connect()
 skt.autoreconnect()

package/sample/ordersocket.js

@@ -1,29 +1,29 @@
-var fyersOrderSocket= require("../index.js").fyersOrderSocket
-
-var skt=new fyersOrderSocket("")
-
-skt.on("error",function (errmsg) {
-    console.log(errmsg)
-})
-skt.on('general',function (msg) {
-    console.log(msg)
-})
-skt.on('connect',function () {
-    skt.subscribe([skt.orderUpdates,skt.tradeUpdates,skt.positionUpdates,skt.edis,skt.pricealerts])
-    console.log(skt.isConnected())
-})
-skt.on('close',function () {
-    console.log('closed')
-})
-skt.on('orders',function (msg) {
-    console.log("orders",msg)
-})
-skt.on('trades',function (msg) {
-    console.log('trades',msg)
-})
-skt.on('positions',function (msg) {
-    console.log('positions',msg)
-})
-skt.autoreconnect()
-skt.connect()
-
+var fyersOrderSocket= require("../index.js").fyersOrderSocket
+
+var skt=new fyersOrderSocket("")
+
+skt.on("error",function (errmsg) {
+    console.log(errmsg)
+})
+skt.on('general',function (msg) {
+    console.log(msg)
+})
+skt.on('connect',function () {
+    skt.subscribe([skt.orderUpdates,skt.tradeUpdates,skt.positionUpdates,skt.edis,skt.pricealerts])
+    console.log(skt.isConnected())
+})
+skt.on('close',function () {
+    console.log('closed')
+})
+skt.on('orders',function (msg) {
+    console.log("orders",msg)
+})
+skt.on('trades',function (msg) {
+    console.log('trades',msg)
+})
+skt.on('positions',function (msg) {
+    console.log('positions',msg)
+})
+skt.autoreconnect()
+skt.connect()
+

package/sample/tbtsocket.js

@@ -0,0 +1,25 @@
+const { SubscriptionModes } = require("../tbtsocket/models.js")
+
+var fyersOrderSocket= require("../index.js").fyersTbtSocket
+
+var skt=new fyersOrderSocket("eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.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.PY8BHrSRhIP9DD8iLmVfjQz13Nk_A0f_bLuyiUQsZjs")
+
+skt.on("error",function (errmsg) {
+    console.log(errmsg)
+})
+skt.on('open', function() {
+    skt.subscribe(['NSE:NIFTY25FEBFUT', 'NSE:IOC25FEBFUT', 'NSE:BANKNIFTY25FEBFUT', 'NSE:FINNIFTY25FEBFUT', 'NSE:TCS25FEBFUT'], '1', SubscriptionModes.DEPTH)
+    skt.switchChannel([], ['1'])
+})
+skt.on('depth',function (ticker, data) {
+    console.log('depth',ticker, data)
+})
+skt.on('close',function () {
+    console.log('closed')
+})
+skt.on('servererror',function (msg) {
+    console.log('serverr', msg)
+})
+skt.autoreconnect()
+skt.connect()
+

package/tbtsocket/models.js

@@ -0,0 +1,172 @@
+// Import protobufjs (make sure you've installed it: npm install protobufjs)
+const protobuf = require('protobufjs');
+
+const SubscriptionModes = Object.freeze({
+    DEPTH: 'depth',
+  });
+
+class Depth {
+  constructor() {
+    this.tbq = 0;
+    this.tsq = 0;
+    this.bidprice = new Array(50).fill(0.0);
+    this.askprice = new Array(50).fill(0.0);
+    this.bidqty = new Array(50).fill(0);
+    this.askqty = new Array(50).fill(0);
+    this.bidordn = new Array(50).fill(0);
+    this.askordn = new Array(50).fill(0);
+    this.snapshot = false;
+    this.timestamp = 0;
+    this.sendtime = 0;
+    this.seqNo = 0;
+  }
+
+  toString() {
+    return `Depth{ts: ${this.timestamp}, send_ts: ${this.sendtime}, tbq: ${this.tbq}, tsq: ${this.tsq}, ` +
+      `bidprice: ${this.bidprice}, askprice: ${this.askprice}, ` +
+      `bidqty: ${this.bidqty}, askqty: ${this.askqty}, ` +
+      `bidordn: ${this.bidordn}, askordn: ${this.askordn}, ` +
+      `snapshot: ${this.snapshot}, sNo: ${this.seqNo} }`;
+  }
+
+  /**
+   * Adds depth data from a protobuf message.
+   * @param {Object} currdata - The protobuf message.
+   * @param {boolean} isSnapshot - Whether this is a snapshot.
+   */
+  _addDepth(currdata, isSnapshot) {
+    // Check if the 'depth' field exists.
+    if (currdata.depth != null) {
+      this.snapshot = isSnapshot;
+
+      // Using wrapper types, so the values are in the `value` property.
+      if (currdata.depth.tbq != null) {
+        this.tbq = currdata.depth.tbq.value / 1;
+      }
+
+      if (currdata.depth.tsq != null) {
+        this.tsq = currdata.depth.tsq.value / 1;
+      }
+
+      // Process asks if present.
+      if (Array.isArray(currdata.depth.asks)) {
+        currdata.depth.asks.forEach((ask, i) => {
+          if (ask.price != null) {
+            this.askprice[i] = ask.price.value / 100;
+          }
+          if (ask.qty != null) {
+            this.askqty[i] = ask.qty.value;
+          }
+          if (ask.nord != null) {
+            this.askordn[i] = ask.nord.value;
+          }
+        });
+      }
+
+      // Process bids if present.
+      if (Array.isArray(currdata.depth.bids)) {
+        currdata.depth.bids.forEach((bid, i) => {
+          if (bid.price != null) {
+            this.bidprice[i] = bid.price.value / 100;
+          }
+          if (bid.qty != null) {
+            this.bidqty[i] = bid.qty.value;
+          }
+          if (bid.nord != null) {
+            this.bidordn[i] = bid.nord.value;
+          }
+        });
+      }
+
+      // Process other fields (assuming wrapper types)
+      if (currdata.feedTime != null ) {
+        this.timestamp = currdata.feedTime.value / 1;
+      }
+      if (currdata.sendTime != null ) {
+        this.sendtime = currdata.sendTime.value / 1;
+      }
+    this.seqNo = currdata.sequenceNo / 1;  
+    }
+  }
+}
+
+class SubscriptionInfo {
+    constructor() {
+        this._symbols = {}; // Stores channel-wise symbol sets
+        this._modeInfo = {}; // Stores channel-wise subscription modes
+        this._activeChannels = new Set(); // Stores active channels
+    }
+
+    subscribe(symbols, channelNo, mode) {
+        if (this._symbols[channelNo]) {
+            this._symbols[channelNo] = new Set([...this._symbols[channelNo], ...symbols]);
+        } else {
+            this._symbols[channelNo] = new Set(symbols);
+        }
+        this._modeInfo[channelNo] = mode;
+    }
+
+    unsubscribe(symbols, channelNo) {
+        if (this._symbols[channelNo]) {
+            symbols.forEach(symbol => this._symbols[channelNo].delete(symbol));
+            if (this._symbols[channelNo].size === 0) {
+                delete this._symbols[channelNo];
+            }
+        }
+    }
+
+    updateChannels(pauseChannels, resumeChannels) {
+        pauseChannels.forEach(channel => this._activeChannels.delete(channel));
+        resumeChannels.forEach(channel => this._activeChannels.add(channel));
+    }
+
+    updateMode(modeConfig) {
+        Object.entries(modeConfig).forEach(([channelNo, mode]) => {
+            this._modeInfo[channelNo] = mode;
+        });
+    }
+
+    getSymbolsInfo(channelNo) {
+        return this._symbols[channelNo] || new Set();
+    }
+
+    getModeInfo(channelNo) {
+        return this._modeInfo[channelNo] || null;
+    }
+
+    getChannelInfo() {
+        return this._activeChannels;
+    }
+}
+
+class DataStore {
+    constructor() {
+        this.depth = {}; // Stores depth data by symbol
+    }
+
+    updateDepth(packet, cb, diffOnly) {
+        if (packet.feeds) {
+            Object.entries(packet.feeds).forEach(([_, value]) => {
+                const symbol = value.ticker;
+
+                if (!this.depth[symbol]) {
+                    this.depth[symbol] = new Depth();
+                }
+
+                if (!diffOnly) {
+                    this.depth[symbol]._addDepth(value, packet.snapshot);
+                    if (cb) cb(symbol, this.depth[symbol]);
+                } else {
+                    const depth = new Depth();
+                    depth._addDepth(value, packet.snapshot);
+                    if (cb) cb(symbol, depth);
+                }
+            });
+        }
+    }
+}
+
+module.exports.DataStore = DataStore;
+module.exports.SubscriptionInfo = SubscriptionInfo;
+module.exports.Depth = Depth;
+module.exports.SubscriptionModes = SubscriptionModes;