iqoptionapi-node 1.0.0

package/dist/market-data/TickAggregator.js

@@ -0,0 +1,40 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TickAggregator = void 0;
+const DEFAULT_WINDOW_MS = 60_000;
+const DEFAULT_MAX_TICKS = 1_000;
+class TickAggregator {
+    windows = new Map();
+    windowMs;
+    maxTicks;
+    constructor(windowMs = DEFAULT_WINDOW_MS, maxTicks = DEFAULT_MAX_TICKS) {
+        this.windowMs = windowMs;
+        this.maxTicks = maxTicks;
+    }
+    push(tick) {
+        let ticks = this.windows.get(tick.assetId);
+        if (!ticks) {
+            ticks = [];
+            this.windows.set(tick.assetId, ticks);
+        }
+        ticks.push(tick);
+        // Evict by time window first, then by max count
+        const cutoff = tick.time - this.windowMs;
+        const firstValid = ticks.findIndex((t) => t.time >= cutoff);
+        if (firstValid > 0)
+            ticks.splice(0, firstValid);
+        if (ticks.length > this.maxTicks)
+            ticks.splice(0, ticks.length - this.maxTicks);
+    }
+    getWindow(assetId) {
+        return this.windows.get(assetId) ?? [];
+    }
+    clearAsset(assetId) {
+        this.windows.delete(assetId);
+    }
+    clear() {
+        this.windows.clear();
+    }
+}
+exports.TickAggregator = TickAggregator;
+//# sourceMappingURL=TickAggregator.js.map

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

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

@@ -0,0 +1,18 @@
+import type { MessageRouter } from '../transport/MessageRouter';
+import type { ReconnectionManager } from '../transport/ReconnectionManager';
+import type { AssetCatalog } from './AssetCatalog';
+import type { IQTick } from '../types/market-data';
+import { TickAggregator } from './TickAggregator';
+export declare class TickStream {
+    private readonly router;
+    private readonly catalog;
+    readonly aggregator: TickAggregator;
+    private readonly subs;
+    constructor(router: MessageRouter, catalog: AssetCatalog, reconnection: ReconnectionManager);
+    subscribe(symbol: string, callback: (tick: IQTick) => void): void;
+    unsubscribe(symbol: string): void;
+    private resubscribeAll;
+    private sendSubscribe;
+    private sendUnsubscribe;
+}
+//# sourceMappingURL=TickStream.d.ts.map

package/dist/market-data/TickStream.d.ts.map

@@ -0,0 +1 @@
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package/dist/market-data/TickStream.js

@@ -0,0 +1,68 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.TickStream = void 0;
+const TickAggregator_1 = require("./TickAggregator");
+const entities_1 = require("../transformers/entities");
+const errors_1 = require("../errors");
+const V1Adapter_1 = require("../protocol/V1Adapter");
+class TickStream {
+    router;
+    catalog;
+    aggregator;
+    subs = new Map();
+    constructor(router, catalog, reconnection) {
+        this.router = router;
+        this.catalog = catalog;
+        this.aggregator = new TickAggregator_1.TickAggregator();
+        reconnection.on('reconnected', () => {
+            this.resubscribeAll();
+        });
+    }
+    subscribe(symbol, callback) {
+        const key = symbol.toUpperCase();
+        if (this.subs.has(key))
+            return;
+        const asset = this.catalog.getAsset(symbol);
+        if (!asset)
+            throw new errors_1.ValidationError(`Unknown asset: ${symbol}`);
+        const handler = (msg) => {
+            const raw = msg.msg;
+            if (raw.active_id !== asset.activeId)
+                return;
+            const tick = (0, entities_1.transformTick)(raw);
+            this.aggregator.push(tick);
+            callback(tick);
+        };
+        this.router.registerHandler(V1Adapter_1.V1Adapter.quoteGenerated, handler);
+        this.sendSubscribe(asset.activeId);
+        this.subs.set(key, { activeId: asset.activeId, handler, callback });
+    }
+    unsubscribe(symbol) {
+        const key = symbol.toUpperCase();
+        const sub = this.subs.get(key);
+        if (!sub)
+            return;
+        this.router.unregisterHandler(V1Adapter_1.V1Adapter.quoteGenerated, sub.handler);
+        this.sendUnsubscribe(sub.activeId);
+        this.subs.delete(key);
+    }
+    resubscribeAll() {
+        for (const sub of this.subs.values()) {
+            this.sendSubscribe(sub.activeId);
+        }
+    }
+    sendSubscribe(activeId) {
+        this.router.sendMessage(V1Adapter_1.V1Adapter.subscribe, {
+            name: V1Adapter_1.V1Adapter.quoteGenerated,
+            params: { routingFilters: { active_id: activeId } },
+        });
+    }
+    sendUnsubscribe(activeId) {
+        this.router.sendMessage(V1Adapter_1.V1Adapter.unsubscribe, {
+            name: V1Adapter_1.V1Adapter.quoteGenerated,
+            params: { routingFilters: { active_id: activeId } },
+        });
+    }
+}
+exports.TickStream = TickStream;
+//# sourceMappingURL=TickStream.js.map

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

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package/dist/protocol/V1Adapter.d.ts

@@ -0,0 +1,20 @@
+import type { MessageName } from '../types/messages';
+export interface ProtocolAdapter {
+    readonly authorization: MessageName;
+    readonly ssid: MessageName;
+    readonly profile: MessageName;
+    readonly getCandles: MessageName;
+    readonly candles: MessageName;
+    readonly candleGenerated: MessageName;
+    readonly subscribe: MessageName;
+    readonly unsubscribe: MessageName;
+    readonly quoteGenerated: MessageName;
+    readonly initData: MessageName;
+    readonly buyV2: MessageName;
+    readonly buyComplete: MessageName;
+    readonly option: MessageName;
+    readonly digitalOrderBinary: MessageName;
+    readonly heartbeat: MessageName;
+}
+export declare const V1Adapter: ProtocolAdapter;
+//# sourceMappingURL=V1Adapter.d.ts.map

package/dist/protocol/V1Adapter.d.ts.map

@@ -0,0 +1 @@
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package/dist/protocol/V1Adapter.js

@@ -0,0 +1,21 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.V1Adapter = void 0;
+exports.V1Adapter = {
+    authorization: 'authorization',
+    ssid: 'ssid',
+    profile: 'profile',
+    getCandles: 'get-candles',
+    candles: 'candles',
+    candleGenerated: 'candle-generated',
+    subscribe: 'subscribeMessage',
+    unsubscribe: 'unsubscribeMessage',
+    quoteGenerated: 'quote-generated',
+    initData: 'init_data',
+    buyV2: 'buyV2',
+    buyComplete: 'buy-complete',
+    option: 'option',
+    digitalOrderBinary: 'digital-options/place-order-binary',
+    heartbeat: 'heartbeat',
+};
+//# sourceMappingURL=V1Adapter.js.map

package/dist/protocol/V1Adapter.js.map

@@ -0,0 +1 @@
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package/dist/trading/BinaryOptions.d.ts

@@ -0,0 +1,31 @@
+import { EventEmitter } from 'events';
+import type { MessageRouter } from '../transport/MessageRouter';
+import type { AssetCatalog } from '../market-data/AssetCatalog';
+import type { OrderCache } from './OrderCache';
+import type { BuyBinaryOptionParams, BinaryOptionResult } from '../types/trading';
+export declare interface BinaryOptions {
+    on(event: 'tradingCircuitOpen', listener: (info: {
+        module: string;
+        failures: number;
+    }) => void): this;
+    emit(event: 'tradingCircuitOpen', info: {
+        module: string;
+        failures: number;
+    }): boolean;
+}
+export declare class BinaryOptions extends EventEmitter {
+    private readonly router;
+    private readonly catalog;
+    private readonly cache;
+    private consecutiveFailures;
+    private circuitOpen;
+    constructor(router: MessageRouter, catalog: AssetCatalog, cache: OrderCache);
+    buy(params: BuyBinaryOptionParams): Promise<{
+        orderId: string;
+    }>;
+    checkResult(orderId: string, timeoutMs?: number): Promise<BinaryOptionResult>;
+    resetCircuit(): void;
+    get isCircuitOpen(): boolean;
+    private recordFailure;
+}
+//# sourceMappingURL=BinaryOptions.d.ts.map

package/dist/trading/BinaryOptions.d.ts.map

@@ -0,0 +1 @@
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package/dist/trading/BinaryOptions.js

@@ -0,0 +1,107 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BinaryOptions = void 0;
+const events_1 = require("events");
+const V1Adapter_1 = require("../protocol/V1Adapter");
+const errors_1 = require("../errors");
+const CIRCUIT_BREAKER_THRESHOLD = 5;
+const DEFAULT_RESULT_TIMEOUT_MS = 60_000;
+function asActiveId(n) {
+    return n;
+}
+// eslint-disable-next-line @typescript-eslint/no-unsafe-declaration-merging
+class BinaryOptions extends events_1.EventEmitter {
+    router;
+    catalog;
+    cache;
+    consecutiveFailures = 0;
+    circuitOpen = false;
+    constructor(router, catalog, cache) {
+        super();
+        this.router = router;
+        this.catalog = catalog;
+        this.cache = cache;
+    }
+    async buy(params) {
+        if (this.circuitOpen) {
+            throw new errors_1.TradingError('Circuit breaker is open — too many consecutive failures');
+        }
+        const asset = this.catalog.getAsset(params.symbol);
+        if (!asset)
+            throw new errors_1.ValidationError(`Unknown asset: ${params.symbol}`);
+        try {
+            const response = await this.router.sendRequest(V1Adapter_1.V1Adapter.buyV2, {
+                price: params.amount,
+                active_id: asset.activeId,
+                option_type_id: 1,
+                direction: params.direction,
+                expired: params.durationSeconds,
+            });
+            const raw = response.msg;
+            if (!raw.id)
+                throw new errors_1.TradingError('Buy response missing order ID');
+            const position = {
+                orderId: String(raw.id),
+                activeId: asActiveId(raw.active_id),
+                direction: params.direction,
+                amount: params.amount,
+                profitPercent: raw.profit_percent ?? 0,
+                status: 'open',
+                openTime: (raw.open_time ?? 0) * 1000,
+                closeTime: null,
+                profitAmount: null,
+                win: null,
+            };
+            this.cache.add(position);
+            this.consecutiveFailures = 0;
+            return { orderId: position.orderId };
+        }
+        catch (err) {
+            this.recordFailure();
+            throw err;
+        }
+    }
+    checkResult(orderId, timeoutMs = DEFAULT_RESULT_TIMEOUT_MS) {
+        return new Promise((resolve, reject) => {
+            const timer = setTimeout(() => {
+                this.router.unregisterHandler(V1Adapter_1.V1Adapter.option, handler);
+                reject(new errors_1.TimeoutError(`Timeout waiting for result of order ${orderId}`));
+            }, timeoutMs);
+            const handler = (msg) => {
+                const raw = msg.msg;
+                if (String(raw.id) !== orderId)
+                    return;
+                clearTimeout(timer);
+                this.router.unregisterHandler(V1Adapter_1.V1Adapter.option, handler);
+                const win = (raw.win ?? 'loss');
+                const profitAmount = raw.profit_amount ?? null;
+                this.cache.close(orderId, {
+                    win,
+                    profitAmount,
+                    closeTime: (raw.close_time ?? 0) * 1000,
+                });
+                resolve({ orderId, win, profitAmount });
+            };
+            this.router.registerHandler(V1Adapter_1.V1Adapter.option, handler);
+        });
+    }
+    resetCircuit() {
+        this.circuitOpen = false;
+        this.consecutiveFailures = 0;
+    }
+    get isCircuitOpen() {
+        return this.circuitOpen;
+    }
+    recordFailure() {
+        this.consecutiveFailures += 1;
+        if (this.consecutiveFailures >= CIRCUIT_BREAKER_THRESHOLD) {
+            this.circuitOpen = true;
+            this.emit('tradingCircuitOpen', {
+                module: 'BinaryOptions',
+                failures: this.consecutiveFailures,
+            });
+        }
+    }
+}
+exports.BinaryOptions = BinaryOptions;
+//# sourceMappingURL=BinaryOptions.js.map

package/dist/trading/BinaryOptions.js.map

@@ -0,0 +1 @@
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package/dist/trading/DigitalOptions.d.ts

@@ -0,0 +1,31 @@
+import { EventEmitter } from 'events';
+import type { MessageRouter } from '../transport/MessageRouter';
+import type { AssetCatalog } from '../market-data/AssetCatalog';
+import type { OrderCache } from './OrderCache';
+import type { BuyDigitalOptionParams, DigitalOptionResult } from '../types/trading';
+export declare interface DigitalOptions {
+    on(event: 'tradingCircuitOpen', listener: (info: {
+        module: string;
+        failures: number;
+    }) => void): this;
+    emit(event: 'tradingCircuitOpen', info: {
+        module: string;
+        failures: number;
+    }): boolean;
+}
+export declare class DigitalOptions extends EventEmitter {
+    private readonly router;
+    private readonly catalog;
+    private readonly cache;
+    private consecutiveFailures;
+    private circuitOpen;
+    constructor(router: MessageRouter, catalog: AssetCatalog, cache: OrderCache);
+    buy(params: BuyDigitalOptionParams): Promise<{
+        orderId: string;
+    }>;
+    checkResult(orderId: string, timeoutMs?: number): Promise<DigitalOptionResult>;
+    resetCircuit(): void;
+    get isCircuitOpen(): boolean;
+    private recordFailure;
+}
+//# sourceMappingURL=DigitalOptions.d.ts.map

package/dist/trading/DigitalOptions.d.ts.map

@@ -0,0 +1 @@
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package/dist/trading/DigitalOptions.js

@@ -0,0 +1,107 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DigitalOptions = void 0;
+const events_1 = require("events");
+const V1Adapter_1 = require("../protocol/V1Adapter");
+const errors_1 = require("../errors");
+const CIRCUIT_BREAKER_THRESHOLD = 5;
+const DEFAULT_RESULT_TIMEOUT_MS = 60_000;
+function asActiveId(n) {
+    return n;
+}
+// eslint-disable-next-line @typescript-eslint/no-unsafe-declaration-merging
+class DigitalOptions extends events_1.EventEmitter {
+    router;
+    catalog;
+    cache;
+    consecutiveFailures = 0;
+    circuitOpen = false;
+    constructor(router, catalog, cache) {
+        super();
+        this.router = router;
+        this.catalog = catalog;
+        this.cache = cache;
+    }
+    async buy(params) {
+        if (this.circuitOpen) {
+            throw new errors_1.TradingError('Circuit breaker is open — too many consecutive failures');
+        }
+        const asset = this.catalog.getAsset(params.symbol);
+        if (!asset)
+            throw new errors_1.ValidationError(`Unknown asset: ${params.symbol}`);
+        try {
+            const response = await this.router.sendRequest(V1Adapter_1.V1Adapter.digitalOrderBinary, {
+                active_id: asset.activeId,
+                direction: params.direction,
+                amount: params.amount,
+                duration: params.durationSeconds,
+                instrument_type: 'digital-option',
+            });
+            const raw = response.msg;
+            if (!raw.id)
+                throw new errors_1.TradingError('Digital buy response missing order ID');
+            const position = {
+                orderId: String(raw.id),
+                activeId: asActiveId(raw.active_id),
+                direction: params.direction,
+                amount: params.amount,
+                profitPercent: 0,
+                status: 'open',
+                openTime: Date.now(),
+                closeTime: null,
+                profitAmount: null,
+                win: null,
+            };
+            this.cache.add(position);
+            this.consecutiveFailures = 0;
+            return { orderId: position.orderId };
+        }
+        catch (err) {
+            this.recordFailure();
+            throw err;
+        }
+    }
+    checkResult(orderId, timeoutMs = DEFAULT_RESULT_TIMEOUT_MS) {
+        return new Promise((resolve, reject) => {
+            const timer = setTimeout(() => {
+                this.router.unregisterHandler(V1Adapter_1.V1Adapter.option, handler);
+                reject(new errors_1.TimeoutError(`Timeout waiting for digital result of order ${orderId}`));
+            }, timeoutMs);
+            const handler = (msg) => {
+                const raw = msg.msg;
+                if (String(raw.id) !== orderId)
+                    return;
+                clearTimeout(timer);
+                this.router.unregisterHandler(V1Adapter_1.V1Adapter.option, handler);
+                const win = (raw.win ?? 'loss');
+                const profitAmount = raw.profit ?? null;
+                this.cache.close(orderId, {
+                    win,
+                    profitAmount,
+                    closeTime: (raw.close_time ?? 0) * 1000,
+                });
+                resolve({ orderId, win, profitAmount });
+            };
+            this.router.registerHandler(V1Adapter_1.V1Adapter.option, handler);
+        });
+    }
+    resetCircuit() {
+        this.circuitOpen = false;
+        this.consecutiveFailures = 0;
+    }
+    get isCircuitOpen() {
+        return this.circuitOpen;
+    }
+    recordFailure() {
+        this.consecutiveFailures += 1;
+        if (this.consecutiveFailures >= CIRCUIT_BREAKER_THRESHOLD) {
+            this.circuitOpen = true;
+            this.emit('tradingCircuitOpen', {
+                module: 'DigitalOptions',
+                failures: this.consecutiveFailures,
+            });
+        }
+    }
+}
+exports.DigitalOptions = DigitalOptions;
+//# sourceMappingURL=DigitalOptions.js.map

package/dist/trading/DigitalOptions.js.map

@@ -0,0 +1 @@
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package/dist/trading/OrderCache.d.ts

@@ -0,0 +1,17 @@
+import { EventEmitter } from 'events';
+import type { IQPosition } from '../types/trading';
+export declare interface OrderCache {
+    on(event: 'orderClosed', listener: (position: IQPosition) => void): this;
+    emit(event: 'orderClosed', position: IQPosition): boolean;
+}
+export declare class OrderCache extends EventEmitter {
+    private readonly openOrders;
+    private readonly closedOrders;
+    add(position: IQPosition): void;
+    close(orderId: string, update: Partial<IQPosition>): IQPosition | null;
+    getOpen(): IQPosition[];
+    getClosed(limit?: number): IQPosition[];
+    has(orderId: string): boolean;
+    clear(): void;
+}
+//# sourceMappingURL=OrderCache.d.ts.map

package/dist/trading/OrderCache.d.ts.map

@@ -0,0 +1 @@
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package/dist/trading/OrderCache.js

@@ -0,0 +1,39 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.OrderCache = void 0;
+const events_1 = require("events");
+// eslint-disable-next-line @typescript-eslint/no-unsafe-declaration-merging
+class OrderCache extends events_1.EventEmitter {
+    openOrders = new Map();
+    closedOrders = [];
+    add(position) {
+        this.openOrders.set(position.orderId, position);
+    }
+    close(orderId, update) {
+        const existing = this.openOrders.get(orderId);
+        if (!existing)
+            return null;
+        const closed = { ...existing, ...update, status: 'closed' };
+        this.openOrders.delete(orderId);
+        this.closedOrders.push(closed);
+        this.emit('orderClosed', closed);
+        return closed;
+    }
+    getOpen() {
+        return Array.from(this.openOrders.values());
+    }
+    getClosed(limit) {
+        if (limit === undefined)
+            return [...this.closedOrders];
+        return this.closedOrders.slice(-limit);
+    }
+    has(orderId) {
+        return this.openOrders.has(orderId);
+    }
+    clear() {
+        this.openOrders.clear();
+        this.closedOrders.length = 0;
+    }
+}
+exports.OrderCache = OrderCache;
+//# sourceMappingURL=OrderCache.js.map

package/dist/trading/OrderCache.js.map

@@ -0,0 +1 @@
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package/dist/trading/OrderHistory.d.ts

@@ -0,0 +1,9 @@
+import type { OrderCache } from './OrderCache';
+import type { IQPosition } from '../types/trading';
+export declare class OrderHistory {
+    private readonly cache;
+    constructor(cache: OrderCache);
+    getOpenPositions(): IQPosition[];
+    getClosedPositions(limit?: number): IQPosition[];
+}
+//# sourceMappingURL=OrderHistory.d.ts.map

package/dist/trading/OrderHistory.d.ts.map

@@ -0,0 +1 @@
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package/dist/trading/OrderHistory.js

@@ -0,0 +1,17 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.OrderHistory = void 0;
+class OrderHistory {
+    cache;
+    constructor(cache) {
+        this.cache = cache;
+    }
+    getOpenPositions() {
+        return this.cache.getOpen();
+    }
+    getClosedPositions(limit) {
+        return this.cache.getClosed(limit);
+    }
+}
+exports.OrderHistory = OrderHistory;
+//# sourceMappingURL=OrderHistory.js.map

package/dist/trading/OrderHistory.js.map

@@ -0,0 +1 @@
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package/dist/transformers/entities.d.ts

@@ -0,0 +1,8 @@
+import type { IQRawAsset } from '../types/raw/asset';
+import type { IQRawCandle } from '../types/raw/candle';
+import type { IQRawTick } from '../types/raw/tick';
+import type { IQAsset, IQCandle, IQTick } from '../types/market-data';
+export declare function transformCandle(raw: IQRawCandle): IQCandle;
+export declare function transformAsset(raw: IQRawAsset): IQAsset;
+export declare function transformTick(raw: IQRawTick): IQTick;
+//# sourceMappingURL=entities.d.ts.map

package/dist/transformers/entities.d.ts.map

@@ -0,0 +1 @@
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