@reactivemarkets/switchboard-sdk
Version:
SDK for the Reactive Markets Switchboard
188 lines (187 loc) • 7.87 kB
JavaScript
"use strict";
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
var desc = Object.getOwnPropertyDescriptor(m, k);
if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
desc = { enumerable: true, get: function() { return m[k]; } };
}
Object.defineProperty(o, k2, desc);
}) : (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
o[k2] = m[k];
}));
var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
Object.defineProperty(o, "default", { enumerable: true, value: v });
}) : function(o, v) {
o["default"] = v;
});
var __importStar = (this && this.__importStar) || function (mod) {
if (mod && mod.__esModule) return mod;
var result = {};
if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
__setModuleDefault(result, mod);
return result;
};
var __rest = (this && this.__rest) || function (s, e) {
var t = {};
for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p) && e.indexOf(p) < 0)
t[p] = s[p];
if (s != null && typeof Object.getOwnPropertySymbols === "function")
for (var i = 0, p = Object.getOwnPropertySymbols(s); i < p.length; i++) {
if (e.indexOf(p[i]) < 0 && Object.prototype.propertyIsEnumerable.call(s, p[i]))
t[p[i]] = s[p[i]];
}
return t;
};
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.OrdersClient = void 0;
const switchboard_api_1 = require("@reactivemarkets/switchboard-api");
const flatbuffers = __importStar(require("flatbuffers"));
const reconnecting_websocket_1 = __importDefault(require("reconnecting-websocket"));
const tiny_typed_emitter_1 = require("tiny-typed-emitter");
const domain_1 = require("./domain");
class OrdersClient extends tiny_typed_emitter_1.TypedEmitter {
constructor(options) {
super();
this.onClose = (event) => {
this.emit("close", event.code, event.reason);
};
this.onError = (event) => {
this.emit("error", event.error);
};
this.onOpen = () => {
this.emit("open");
};
this.onMessage = (event) => {
const byteBuffer = event.data;
const bytes = new Uint8Array(byteBuffer);
const buffer = new flatbuffers.ByteBuffer(bytes);
const message = switchboard_api_1.Message.getRootAsMessage(buffer);
const bodyType = message.bodyType();
switch (bodyType) {
case switchboard_api_1.Body.ExecutionReport: {
const sendingTime = message.sendingTime();
const body = message.body(new switchboard_api_1.ExecutionReport());
if (body !== null) {
this.emit("execution-report", body, { sendingTime });
}
break;
}
case switchboard_api_1.Body.Heartbeat: {
const sendingTime = message.sendingTime();
const body = message.body(new switchboard_api_1.Heartbeat());
if (body !== null) {
this.emit("heartbeat", body, { sendingTime });
}
break;
}
case switchboard_api_1.Body.OrderCancelReject: {
const sendingTime = message.sendingTime();
const body = message.body(new switchboard_api_1.OrderCancelReject());
if (body !== null) {
this.emit("order-cancel-reject", body, { sendingTime });
}
break;
}
case switchboard_api_1.Body.Reject: {
const sendingTime = message.sendingTime();
const body = message.body(new switchboard_api_1.Reject());
if (body !== null) {
this.emit("reject", body, { sendingTime });
}
break;
}
case switchboard_api_1.Body.TestRequest: {
const sendingTime = message.sendingTime();
const body = message.body(new switchboard_api_1.TestRequest());
if (body !== null) {
this.emit("test-request", body, { sendingTime });
}
break;
}
}
};
const { apiKey = process.env.REACTIVE_SWITCHBOARD_API_KEY, apiUrl = "wss://or.switchboard.reactivemarkets.com/v1", minReconnectionDelay = 1000 + Math.random() * 1000, WebSocketCtor } = options, rest = __rest(options, ["apiKey", "apiUrl", "minReconnectionDelay", "WebSocketCtor"]);
const url = `${apiUrl}?api_key=${apiKey}`;
const protocol = "fbs";
this.websocket = new reconnecting_websocket_1.default(url, protocol, Object.assign({ WebSocket: WebSocketCtor, minReconnectionDelay }, rest));
this.websocket.binaryType = "arraybuffer";
this.websocket.onopen = this.onOpen;
this.websocket.onclose = this.onClose;
this.websocket.onerror = this.onError;
this.websocket.onmessage = this.onMessage;
}
get isOpen() {
return this.websocket.readyState === this.websocket.OPEN;
}
newOrderSingle(nos) {
const bytes = (0, domain_1.newOrderSingle)()
.account(nos.account)
.clOrderId(nos.clOrderId)
.execVenues(nos.execVenues)
.farPrice(nos.farPrice)
.farQty(nos.farQty)
.farTenor(nos.farTenor)
.orderType(nos.orderType)
.price(nos.price)
.priceTolerance(nos.priceTolerance)
.qty(nos.qty)
.quoteId(nos.quoteId)
.securityType(nos.securityType)
.side(nos.side)
.strategy(nos.strategy)
.strategyParameters(nos.strategyParameters)
.symbol(nos.symbol)
.tenor(nos.tenor)
.text(nos.text)
.timeInForce(nos.timeInForce)
.venue(nos.venue)
.build();
this.websocket.send(bytes);
}
orderCancelRequest(ocr) {
const bytes = (0, domain_1.orderCancelRequest)()
.account(ocr.account)
.clOrderId(ocr.clOrderId)
.orderId(ocr.orderId)
.origClOrderId(ocr.origClOrderId)
.securityType(ocr.securityType)
.symbol(ocr.symbol)
.tenor(ocr.tenor)
.venue(ocr.venue)
.build();
this.websocket.send(bytes);
}
orderReplaceRequest(orr) {
const bytes = (0, domain_1.orderReplaceRequest)()
.account(orr.account)
.execInst(orr.execInst)
.clOrderId(orr.clOrderId)
.orderId(orr.orderId)
.origClOrderId(orr.origClOrderId)
.price(orr.price)
.qty(orr.qty)
.securityType(orr.securityType)
.symbol(orr.symbol)
.tenor(orr.tenor)
.venue(orr.venue)
.build();
this.websocket.send(bytes);
}
heartbeat(requestId) {
const bytes = (0, domain_1.heartbeat)()
.requestId(requestId)
.build();
this.websocket.send(bytes);
}
testRequest(requestId) {
const bytes = (0, domain_1.testRequest)()
.requestId(requestId)
.build();
this.websocket.send(bytes);
}
}
exports.OrdersClient = OrdersClient;