@stoqey/ibkr
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NodeJS Interactive Brokers wrapper & utilities using @stoqey/ib
184 lines • 8.96 kB
JavaScript
;
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var __importDefault = (this && this.__importDefault) || function (mod) {
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Object.defineProperty(exports, "__esModule", { value: true });
exports.Portfolios = void 0;
var rxjs_1 = require("rxjs");
var ib_1 = require("@stoqey/ib");
var connection_1 = require("../connection");
var compact_1 = __importDefault(require("lodash/compact"));
var MarketDataManager_1 = __importDefault(require("../marketdata/MarketDataManager"));
var log_utils_1 = require("../utils/log.utils");
var Portfolios = /** @class */ (function () {
function Portfolios() {
var _this = this;
this.currentPortfolios = new Map();
this.closedPositions = new Map();
this.entryPrices = new Map();
this.updateMarketPrice = function (conId, close) {
var _a;
var position = (_a = _this.currentPortfolios) === null || _a === void 0 ? void 0 : _a.get(conId);
if (position) {
var newPosition = __assign({}, position);
newPosition.marketPrice = close;
_this.currentPortfolios.set(conId, newPosition);
}
};
this.getEntryPrice = function (conId) {
return _this.entryPrices.get(conId);
};
this.mapPositions = function (positionOg, subscribe) {
var _a;
if (subscribe === void 0) { subscribe = false; }
if (!positionOg) {
return;
}
var position = __assign({}, positionOg);
var contractId = (_a = position === null || position === void 0 ? void 0 : position.contract) === null || _a === void 0 ? void 0 : _a.conId;
if (contractId) {
if (position.contract.exchange === "VALUE") {
return;
}
if (!position.pos) {
var positionToClose = _this.currentPortfolios.get(contractId);
if (positionToClose) {
_this.closedPositions.set(contractId, positionToClose);
_this.currentPortfolios.delete(contractId);
_this.entryPrices.delete(contractId);
(0, log_utils_1.logPosition)("Portfolios.mapPositions", positionToClose, true);
}
}
else {
var multiplier = position.contract.multiplier;
if (multiplier) {
position.avgCost = position.avgCost / multiplier;
}
_this.currentPortfolios.set(contractId, position);
_this.entryPrices.set(contractId, position.avgCost);
if (_this.closedPositions.has(contractId)) {
_this.closedPositions.delete(contractId);
}
// When successful
if (subscribe) {
var isBuy = position.pos > 0;
var whatToShow = isBuy ? ib_1.WhatToShow.ASK : ib_1.WhatToShow.BID;
var barSize = "5 secs";
MarketDataManager_1.default.Instance.getHistoricalDataUpdates(position.contract, barSize, whatToShow);
}
(0, log_utils_1.logPosition)("Portfolios.mapPositions", position);
}
}
return position;
};
/**
* getPortfolios
*/
this.asyncPortfolios = function () { return __awaiter(_this, void 0, void 0, function () {
var getPositions, positions;
var _this = this;
return __generator(this, function (_a) {
switch (_a.label) {
case 0: return [4 /*yield*/, (0, rxjs_1.firstValueFrom)(this.ib.getPositions())];
case 1:
getPositions = _a.sent();
positions = [];
getPositions.all.forEach(function (value, key) {
positions = (0, compact_1.default)(value.map(function (position) { return _this.mapPositions(position); }));
});
return [2 /*return*/, positions];
}
});
}); };
this.syncPortfolios = function () {
MarketDataManager_1.default.Instance.init();
_this.GetPositions = _this.ib.getPositions().subscribe(function (accountUpdates) {
accountUpdates.all.forEach(function (value, key) {
value.forEach(function (position) { return _this.mapPositions(position); });
});
});
};
this.disconnect = function () {
_this.GetPositions.unsubscribe();
};
this.getPositions = function () { return __awaiter(_this, void 0, void 0, function () {
return __generator(this, function (_a) {
return [2 /*return*/, this.asyncPortfolios()];
});
}); };
this.init = function () {
if (!_this.ib) {
_this.ib = connection_1.IBKRConnection.Instance.ib;
_this.syncPortfolios();
}
};
}
Object.defineProperty(Portfolios, "Instance", {
get: function () {
return this._instance || (this._instance = new this());
},
enumerable: false,
configurable: true
});
Object.defineProperty(Portfolios.prototype, "positions", {
get: function () {
return Array.from(this.currentPortfolios.values());
},
enumerable: false,
configurable: true
});
Portfolios.prototype.getLatestClosedPosition = function (conId) {
return this.closedPositions.get(conId);
};
return Portfolios;
}());
exports.Portfolios = Portfolios;
exports.default = Portfolios;
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