@stoqey/ibkr
Version:
NodeJS Interactive Brokers wrapper & utilities using @stoqey/ib
260 lines • 13.6 kB
JavaScript
"use strict";
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
var __generator = (this && this.__generator) || function (thisArg, body) {
var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g = Object.create((typeof Iterator === "function" ? Iterator : Object).prototype);
return g.next = verb(0), g["throw"] = verb(1), g["return"] = verb(2), typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
function verb(n) { return function (v) { return step([n, v]); }; }
function step(op) {
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if (y = 0, t) op = [op[0] & 2, t.value];
switch (op[0]) {
case 0: case 1: t = op; break;
case 4: _.label++; return { value: op[1], done: false };
case 5: _.label++; y = op[1]; op = [0]; continue;
case 7: op = _.ops.pop(); _.trys.pop(); continue;
default:
if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
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if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
}
};
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.IBKRConnection = exports.isMarketDataOnly = void 0;
var ib_1 = require("@stoqey/ib");
var log_1 = require("../utils/log");
var Portfolios_1 = __importDefault(require("../portfolios/Portfolios"));
var Orders_1 = __importDefault(require("../orders/Orders"));
var MarketDataManager_1 = __importDefault(require("../marketdata/MarketDataManager"));
var events_1 = require("../events");
var AccountSummary_1 = require("../account/AccountSummary");
var ibkrEvents = events_1.IBKREvents.Instance;
var isEnabledEnvValue = function (value) {
var normalized = "".concat(value || "").trim().toLowerCase();
return normalized === "true" || normalized === "1" || normalized === "yes";
};
var isMarketDataOnly = function (env) {
if (env === void 0) { env = process.env; }
return isEnabledEnvValue(env.MD_ONLY) || isEnabledEnvValue(env.IBKR_MD_ONLY);
};
exports.isMarketDataOnly = isMarketDataOnly;
var IBKRConnection = /** @class */ (function () {
function IBKRConnection() {
var _this = this;
this.connected = false;
/**
* initializeDep
* Call/Initialize Account summary -> Portfolios -> OpenOrders
*/
this.initializeDep = function () { return __awaiter(_this, void 0, void 0, function () {
var marketDataOnly, accountSummary, marketData, portfolio, openOrders, error_1;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
_a.trys.push([0, 11, , 12]);
marketDataOnly = (0, exports.isMarketDataOnly)();
if (!!marketDataOnly) return [3 /*break*/, 2];
// 1. Account summary
(0, log_1.log)('1. Account summary');
accountSummary = AccountSummary_1.AccountSummary.Instance;
accountSummary.init();
return [4 /*yield*/, accountSummary.getAccountSummaryUpdates()];
case 1:
_a.sent();
return [3 /*break*/, 3];
case 2:
(0, log_1.log)('MD_ONLY enabled, skipping account summary');
_a.label = 3;
case 3:
// Market data is always initialized.
(0, log_1.log)('2. Market data');
marketData = MarketDataManager_1.default.Instance;
return [4 /*yield*/, marketData.init()];
case 4:
_a.sent();
if (!!marketDataOnly) return [3 /*break*/, 9];
// 3. Portfolios
(0, log_1.log)('3. Portfolios');
portfolio = Portfolios_1.default.Instance;
return [4 /*yield*/, portfolio.init()];
case 5:
_a.sent();
return [4 /*yield*/, portfolio.asyncPortfolios()];
case 6:
_a.sent();
// 4. Orders
(0, log_1.log)('4. Orders');
openOrders = Orders_1.default.Instance;
return [4 /*yield*/, openOrders.init()];
case 7:
_a.sent();
return [4 /*yield*/, openOrders.asyncOpenOrders()];
case 8:
_a.sent();
return [3 /*break*/, 10];
case 9:
(0, log_1.log)('MD_ONLY enabled, skipping portfolios and orders');
_a.label = 10;
case 10: return [2 /*return*/, true];
case 11:
error_1 = _a.sent();
(0, log_1.log)('error initialising IBKR', error_1);
return [2 /*return*/, false];
case 12: return [2 /*return*/];
}
});
}); };
}
Object.defineProperty(IBKRConnection, "Instance", {
get: function () {
return this._instance || (this._instance = new this());
},
enumerable: false,
configurable: true
});
Object.defineProperty(IBKRConnection.prototype, "ib", {
get: function () {
return this.ibApiNext;
},
enumerable: false,
configurable: true
});
;
IBKRConnection.prototype.init = function (opt) {
if (this.connected || this.ibApiNext) {
(0, log_1.log)('already init');
return Promise.resolve(true);
}
if (opt) {
if (!opt.reconnectInterval)
opt.reconnectInterval = 1000;
if (!opt.connectionWatchdogInterval)
opt.connectionWatchdogInterval = 1;
(0, log_1.log)('init with options', opt);
this.ibApiNext = new ib_1.IBApiNext(opt);
}
else {
opt = {};
// reconnect interval from env
opt.reconnectInterval = parseInt(process.env.IBKR_RECONNECT_INTERVAL) || 1000;
opt.connectionWatchdogInterval = parseInt(process.env.IBKR_WATCHDOG_INTERVAL) || 1;
// port and host from env
opt.host = process.env.IBKR_HOST || '127.0.0.1';
opt.port = parseInt(process.env.IBKR_PORT) || 7497;
(0, log_1.log)('init with env', opt);
this.ibApiNext = new ib_1.IBApiNext(opt);
}
this.ibApiNext.logLevel = 5;
return this.connect();
};
IBKRConnection.prototype.connect = function () {
return __awaiter(this, arguments, void 0, function (clientId) {
var _this = this;
if (clientId === void 0) { clientId = 0; }
return __generator(this, function (_a) {
if (process.env.IBKR_CLIENT_ID) {
clientId = parseInt(process.env.IBKR_CLIENT_ID);
}
;
return [2 /*return*/, new Promise(function (resolve) {
// connect to IBKR
if (_this.connected) {
_this.initializeDep();
resolve(true);
}
_this.errors = _this.ibApiNext.errorSubject.subscribe(function (error) {
(0, log_1.log)("IBKRConnection.ibApiNext.errors", error.message);
});
_this.ibApiNext.connectionState.subscribe(function (state) {
(0, log_1.log)('connection state', state);
switch (state) {
case ib_1.ConnectionState.Connecting:
_this.connectionState = state;
(0, log_1.log)('connecting to ibkr');
break;
case ib_1.ConnectionState.Connected:
_this.connectionState = state;
_this.connected = true;
(0, log_1.log)('connected to ibkr');
resolve(true);
break;
case ib_1.ConnectionState.Disconnected:
(0, log_1.log)('disconnected from ibkr', _this.connectionState);
_this.connected = false;
if (_this.connectionState === ib_1.ConnectionState.Connecting) {
_this.connectionState = state;
// if was connecting, then reject
resolve(false);
}
break;
default:
break;
}
});
if (!_this.connection) {
_this.connection = _this.ibApiNext.connectionState.subscribe(function (state) {
(0, log_1.log)('connection state', state);
switch (state) {
case ib_1.ConnectionState.Connecting:
_this.connectionState = state;
(0, log_1.log)('connecting to ibkr');
break;
case ib_1.ConnectionState.Connected:
_this.connectionState = state;
_this.connected = true;
_this.initializeDep();
ibkrEvents.emit(events_1.IBKREVENTS.IBKR_CONNECTED);
(0, log_1.log)('connected to ibkr');
break;
case ib_1.ConnectionState.Disconnected:
(0, log_1.log)('disconnected from ibkr', _this.connectionState);
_this.connected = false;
// TODO disconnect
if (_this.connectionState === ib_1.ConnectionState.Connecting) {
_this.connectionState = state;
}
if (_this.connectionState === ib_1.ConnectionState.Disconnected) {
// process.exit(0);
console.log('ConnectionState.Disconnected', ib_1.ConnectionState.Disconnected);
}
break;
default:
break;
}
});
}
_this.ibApiNext.connect(clientId);
})];
});
});
};
IBKRConnection.prototype.disconnect = function () {
// TODO others....
if (this.connection) {
this.connection.unsubscribe();
}
};
return IBKRConnection;
}());
exports.IBKRConnection = IBKRConnection;
exports.default = IBKRConnection;
//# sourceMappingURL=IBKRConnection.js.map