@stoqey/ibkr
Version:
NodeJS Interactive Brokers wrapper & utilities using @stoqey/ib
548 lines • 34.5 kB
JavaScript
"use strict";
var __extends = (this && this.__extends) || (function () {
var extendStatics = function (d, b) {
extendStatics = Object.setPrototypeOf ||
({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
function (d, b) { for (var p in b) if (Object.prototype.hasOwnProperty.call(b, p)) d[p] = b[p]; };
return extendStatics(d, b);
};
return function (d, b) {
if (typeof b !== "function" && b !== null)
throw new TypeError("Class extends value " + String(b) + " is not a constructor or null");
extendStatics(d, b);
function __() { this.constructor = d; }
d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
};
})();
var __assign = (this && this.__assign) || function () {
__assign = Object.assign || function(t) {
for (var s, i = 1, n = arguments.length; i < n; i++) {
s = arguments[i];
for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
t[p] = s[p];
}
return t;
};
return __assign.apply(this, arguments);
};
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) {
if (f) throw new TypeError("Generator is already executing.");
while (g && (g = 0, op[0] && (_ = 0)), _) try {
if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
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; }
if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
if (t[2]) _.ops.pop();
_.trys.pop(); continue;
}
op = body.call(thisArg, _);
} catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
}
};
var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
if (ar || !(i in from)) {
if (!ar) ar = Array.prototype.slice.call(from, 0, i);
ar[i] = from[i];
}
}
return to.concat(ar || Array.prototype.slice.call(from));
};
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.MarketDataManager = void 0;
var moment_1 = __importDefault(require("moment"));
var rxjs_1 = require("rxjs");
var IBKRConnection_1 = __importDefault(require("../connection/IBKRConnection"));
var ib_1 = require("@stoqey/ib");
var awaitP_1 = __importDefault(require("../utils/awaitP"));
var log_1 = require("../utils/log");
var events_1 = require("../events");
var Portfolios_1 = __importDefault(require("../portfolios/Portfolios"));
var isEmpty_1 = __importDefault(require("lodash/isEmpty"));
var time_utils_1 = require("../utils/time.utils");
var instrument_utils_1 = require("../utils/instrument.utils");
var data_utils_1 = require("../utils/data.utils");
var chart_1 = require("../utils/chart");
var sortBy_1 = __importDefault(require("lodash/sortBy"));
var utils_1 = require("../utils");
var Mkd_1 = require("./Mkd");
var appEvents = events_1.IBKREvents.Instance;
var logsNames = 'MkdMgr';
var MarketDataManager = /** @class */ (function (_super) {
__extends(MarketDataManager, _super);
function MarketDataManager() {
var _this = _super.call(this) || this;
_this.logsNames = logsNames;
_this.GetHistoricalDataUpdates = new Map();
_this.GetTickByTickDataUpdates = new Map();
_this.currentBarData = new Map();
_this.currentTickBarData = new Map();
_this.removeHistoricalDataUpdates = function (contract) {
var symbolId = _this.getSymbolKey(contract);
var subscription = _this.GetHistoricalDataUpdates.get(symbolId);
if (subscription) {
subscription.unsubscribe();
_this.GetHistoricalDataUpdates.delete(symbolId);
}
_this.currentBarData.delete(symbolId);
};
_this.getHistoricalDataUpdates = function (contract, barSizeSetting, whatToShow) { return __awaiter(_this, void 0, void 0, function () {
var portfoliosManager_1, symbolId_1, getMarketDataLast30Minutes, e_1;
var _this = this;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
_a.trys.push([0, 4, , 5]);
portfoliosManager_1 = Portfolios_1.default.Instance;
if (!(!contract.conId || !contract.exchange)) return [3 /*break*/, 2];
return [4 /*yield*/, this.getContract(contract)];
case 1:
contract = _a.sent();
_a.label = 2;
case 2:
symbolId_1 = this.getSymbolKey(contract);
if (this.GetHistoricalDataUpdates.has(symbolId_1)) {
(0, log_1.warn)("".concat(logsNames, ".getHistoricalDataUpdates"), "Already subscribed to ".concat(symbolId_1));
return [2 /*return*/];
}
getMarketDataLast30Minutes = function () { return __awaiter(_this, void 0, void 0, function () {
var endDateTime, durationStr, barSizeSetting5Sec, historicalData, first, last, lastMarketData;
var _this = this;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
(0, log_1.log)("".concat(logsNames, ".getHistoricalDataUpdates.getMarketDataLast30Minutes"), "".concat(symbolId_1));
endDateTime = (0, moment_1.default)().format('YYYYMMDD HH:mm:ss');
durationStr = '3600 S';
barSizeSetting5Sec = '5 secs';
return [4 /*yield*/, (0, awaitP_1.default)(this.getHistoricalData(contract, endDateTime, durationStr, barSizeSetting5Sec, whatToShow))];
case 1:
historicalData = (_a.sent())[0];
if (!(0, isEmpty_1.default)(historicalData)) {
first = historicalData && historicalData[0];
last = (historicalData || [])[historicalData.length - 1];
(0, chart_1.plotMkdCli)(historicalData);
(0, log_1.log)("".concat(logsNames, ".getHistoricalDataUpdates.getMarketDataLast30Minutes.length"), "".concat(historicalData === null || historicalData === void 0 ? void 0 : historicalData.length, " data points for ").concat(symbolId_1, " from ").concat((0, time_utils_1.formatDateStr)(first === null || first === void 0 ? void 0 : first.date), " to ").concat((0, time_utils_1.formatDateStr)(last === null || last === void 0 ? void 0 : last.date), " @").concat((0, data_utils_1.formatDec)(first === null || first === void 0 ? void 0 : first.close), " -> @").concat((0, data_utils_1.formatDec)(last === null || last === void 0 ? void 0 : last.close), " whatToShow=").concat(whatToShow));
historicalData.forEach(function (marketDataItem) {
_this.cacheBar(marketDataItem);
});
lastMarketData = historicalData[historicalData.length - 1];
if (lastMarketData) {
portfoliosManager_1.updateMarketPrice(contract.conId, lastMarketData.close);
}
}
return [2 /*return*/];
}
});
}); };
return [4 /*yield*/, getMarketDataLast30Minutes()];
case 3:
_a.sent();
(0, log_1.log)("".concat(logsNames, ".getHistoricalDataUpdates"), "Subscribing to ".concat(symbolId_1));
this.GetHistoricalDataUpdates.set(symbolId_1, IBKRConnection_1.default.Instance.ib.getHistoricalDataUpdates(contract, barSizeSetting, whatToShow, 2)
.pipe((0, rxjs_1.catchError)(function (error) {
(0, log_1.warn)("".concat(logsNames, ".getHistoricalDataUpdates"), "Error subscribing to ".concat(symbolId_1), error);
_this.GetHistoricalDataUpdates.delete(symbolId_1);
return (0, rxjs_1.of)(null);
}))
.subscribe(function (bar) {
if (!bar)
return;
var currentTime = new Date(); // Use current time for consistent bar-to-bar timing
var barTime = +bar.time * 1000; // IBKR's bar timestamp
var barMinute = new Date(currentTime).setSeconds(0, 0); // use current time since bigger intervals send same timestamp for each bar
var prevBarData = _this.currentBarData.get(symbolId_1);
var incrementalVolume = bar.volume;
if (prevBarData && (prevBarData === null || prevBarData === void 0 ? void 0 : prevBarData.barMinute) === barMinute) {
incrementalVolume = Math.max(0, bar.volume - prevBarData.cumulativeVolume);
}
_this.currentBarData.set(symbolId_1, {
barTime: barTime,
cumulativeVolume: bar.volume,
barMinute: barMinute
});
var marketDataItem = {
instrument: contract,
date: currentTime, // Use current time instead of bar.time
open: bar.open,
high: bar.high,
low: bar.low,
close: bar.close,
volume: incrementalVolume, // Use incremental volume
wap: bar.WAP,
vwap: bar.WAP,
count: bar === null || bar === void 0 ? void 0 : bar.count,
};
_this.cacheBar(marketDataItem);
if (bar === null || bar === void 0 ? void 0 : bar.close) {
portfoliosManager_1.updateMarketPrice(contract.conId, bar.close);
}
appEvents.emit(events_1.IBKREVENTS.IBKR_BAR, marketDataItem);
var volumeStr = incrementalVolume > 0 ? "vol=".concat(incrementalVolume) : '';
var cumulativeStr = bar.volume !== incrementalVolume ? "cumVol=".concat(bar.volume) : '';
var isNewBar = !prevBarData || prevBarData.barMinute !== barMinute;
var barStatus = isNewBar ? '[NEW]' : '[UPD]';
(0, log_1.log)("".concat(logsNames, ".HDU"), "bar for ".concat(symbolId_1, " at ").concat((0, time_utils_1.formatDateStr)(currentTime), " @").concat(bar.close, " ").concat(volumeStr, " ").concat(cumulativeStr, " ").concat(barStatus).trim());
}));
return [3 /*break*/, 5];
case 4:
e_1 = _a.sent();
(0, log_1.warn)("getHistoricalDataUpdates error", e_1);
return [2 /*return*/];
case 5: return [2 /*return*/];
}
});
}); };
_this.getHistoricalData = function (contract_1, endDateTime_1, durationStr_1, barSizeSetting_1, whatToShow_1) {
var args_1 = [];
for (var _i = 5; _i < arguments.length; _i++) {
args_1[_i - 5] = arguments[_i];
}
return __awaiter(_this, __spreadArray([contract_1, endDateTime_1, durationStr_1, barSizeSetting_1, whatToShow_1], args_1, true), void 0, function (contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH) {
var _a, contractInstrument, errContract, symbol, _b, bars, err, mkd;
if (useRTH === void 0) { useRTH = false; }
return __generator(this, function (_c) {
switch (_c.label) {
case 0: return [4 /*yield*/, (0, awaitP_1.default)(this.getContract(contract))];
case 1:
_a = _c.sent(), contractInstrument = _a[0], errContract = _a[1];
if (errContract) {
(0, log_1.warn)("getHistoricalData contract err", errContract);
return [2 /*return*/, null];
}
if (!contractInstrument) {
(0, log_1.warn)("getHistoricalData contract not found", contract);
return [2 /*return*/, null];
}
symbol = this.getSymbolKey(contractInstrument);
return [4 /*yield*/, (0, awaitP_1.default)(IBKRConnection_1.default.Instance.ib.getHistoricalData(contractInstrument, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, 2))];
case 2:
_b = _c.sent(), bars = _b[0], err = _b[1];
if (bars && bars.length > 0) {
mkd = bars.map(function (bar) {
var date = new Date(+bar.time * 1000);
var marketDataItem = {
instrument: contractInstrument === null || contractInstrument === void 0 ? void 0 : contractInstrument.contract,
date: date,
open: bar.open,
high: bar.high,
low: bar.low,
close: bar.close,
volume: bar.volume,
wap: bar.WAP,
vwap: bar.WAP, // same as wap
count: bar === null || bar === void 0 ? void 0 : bar.count,
};
return marketDataItem;
});
return [2 /*return*/, (0, sortBy_1.default)(mkd, 'date')];
}
if (err) {
(0, log_1.warn)("getHistoricalData err ".concat(symbol), err);
}
return [2 /*return*/, null];
}
});
});
};
_this.getHistoricalTicksLast = function (contract_1, startDate_1, endDate_1) {
var args_1 = [];
for (var _i = 3; _i < arguments.length; _i++) {
args_1[_i - 3] = arguments[_i];
}
return __awaiter(_this, __spreadArray([contract_1, startDate_1, endDate_1], args_1, true), void 0, function (contract, startDate, endDate, numberOfTicks, useRTH) {
var startDateTime, endDateTime, _a, contractInstrument, errContract, symbol, _b, ticks, err, mkd;
if (numberOfTicks === void 0) { numberOfTicks = 1000; }
if (useRTH === void 0) { useRTH = false; }
return __generator(this, function (_c) {
switch (_c.label) {
case 0:
if (!startDate) {
(0, log_1.warn)("getHistoricalTicksLast startDate not set");
return [2 /*return*/, null];
}
if (endDate && startDate > endDate) {
(0, log_1.warn)("getHistoricalTicksLast startDate cannot be great than endDate");
return [2 /*return*/, null];
}
startDateTime = typeof startDate === 'string' ? startDate : (0, moment_1.default)(startDate).format('YYYYMMDD HH:mm:ss');
endDateTime = typeof endDate === 'string' ? endDate : (0, moment_1.default)(endDate).format('YYYYMMDD HH:mm:ss');
return [4 /*yield*/, (0, awaitP_1.default)(this.getContract(contract))];
case 1:
_a = _c.sent(), contractInstrument = _a[0], errContract = _a[1];
if (errContract) {
(0, log_1.warn)("getHistoricalTicksLast contract err", errContract);
return [2 /*return*/, null];
}
if (!contractInstrument) {
(0, log_1.warn)("getHistoricalTicksLast contract not found", contract);
return [2 /*return*/, null];
}
symbol = this.getSymbolKey(contractInstrument);
return [4 /*yield*/, (0, awaitP_1.default)((0, rxjs_1.lastValueFrom)(IBKRConnection_1.default.Instance.ib.getHistoricalTicksLast(contractInstrument, startDateTime, endDateTime, numberOfTicks, useRTH)))];
case 2:
_b = _c.sent(), ticks = _b[0], err = _b[1];
if (ticks && ticks.length > 0) {
mkd = ticks.map(function (bar) {
var date = new Date(+bar.time * 1000);
var tickDataItem = {
contract: contractInstrument === null || contractInstrument === void 0 ? void 0 : contractInstrument.contract,
date: date,
price: bar.price,
size: bar.size,
exchange: bar.exchange,
specialConditions: bar.specialConditions,
};
return tickDataItem;
});
return [2 /*return*/, (0, sortBy_1.default)(mkd, 'date')];
}
if (err) {
(0, log_1.warn)("getHistoricalTicksLast err ".concat(symbol), err);
}
return [2 /*return*/, null];
}
});
});
};
_this.getTickByTickDataUpdates = function (contract) { return __awaiter(_this, void 0, void 0, function () {
var portfoliosManager_2, contractInstrument, symbolId_2, getMarketDataLast30Minutes, e_2;
var _this = this;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
_a.trys.push([0, 4, , 5]);
portfoliosManager_2 = Portfolios_1.default.Instance;
if (!(!contract.conId || !contract.exchange)) return [3 /*break*/, 2];
return [4 /*yield*/, this.getContract(contract)];
case 1:
contractInstrument = (_a.sent());
if (!contractInstrument) {
(0, log_1.warn)("".concat(logsNames, ".getTickByTickDataUpdates"), "Contract not found ".concat(contract));
return [2 /*return*/];
}
contract = contractInstrument.contract;
_a.label = 2;
case 2:
symbolId_2 = (0, instrument_utils_1.getSymbolKey)(contract);
if (this.GetTickByTickDataUpdates.has(symbolId_2)) {
(0, log_1.warn)("".concat(logsNames, ".getTickByTickDataUpdates"), "Already subscribed to ".concat(symbolId_2));
return [2 /*return*/];
}
getMarketDataLast30Minutes = function () { return __awaiter(_this, void 0, void 0, function () {
var endDateTime, durationStr, barSizeSetting5Sec, historicalData, first, last, lastMarketData;
var _this = this;
return __generator(this, function (_a) {
switch (_a.label) {
case 0:
(0, log_1.log)("".concat(logsNames, ".getTickByTickDataUpdates.getMarketDataLast30Minutes"), "".concat(symbolId_2));
endDateTime = (0, moment_1.default)().format('YYYYMMDD HH:mm:ss');
durationStr = '3600 S';
barSizeSetting5Sec = '5 secs';
return [4 /*yield*/, (0, awaitP_1.default)(this.getHistoricalData(contract, endDateTime, durationStr, barSizeSetting5Sec, ib_1.WhatToShow.TRADES))];
case 1:
historicalData = (_a.sent())[0];
if (!(0, isEmpty_1.default)(historicalData)) {
first = historicalData && historicalData[0];
last = (historicalData || [])[historicalData.length - 1];
(0, chart_1.plotMkdCli)(historicalData);
(0, log_1.log)("".concat(logsNames, ".getTickByTickDataUpdates.getMarketDataLast30Minutes.length"), "".concat(historicalData === null || historicalData === void 0 ? void 0 : historicalData.length, " data points for ").concat(symbolId_2, " from ").concat((0, time_utils_1.formatDateStr)(first === null || first === void 0 ? void 0 : first.date), " to ").concat((0, time_utils_1.formatDateStr)(last === null || last === void 0 ? void 0 : last.date), " @").concat((0, data_utils_1.formatDec)(first === null || first === void 0 ? void 0 : first.close), " -> @").concat((0, data_utils_1.formatDec)(last === null || last === void 0 ? void 0 : last.close), " whatToShow=TRADES"));
historicalData.forEach(function (marketDataItem) {
_this.cacheBar(marketDataItem);
});
lastMarketData = historicalData[historicalData.length - 1];
if (lastMarketData) {
portfoliosManager_2.updateMarketPrice(contract.conId, lastMarketData.close);
}
}
return [2 /*return*/];
}
});
}); };
return [4 /*yield*/, getMarketDataLast30Minutes()];
case 3:
_a.sent();
(0, log_1.log)("".concat(logsNames, ".getTickByTickDataUpdates"), "Subscribing to ".concat(symbolId_2));
this.GetTickByTickDataUpdates.set(symbolId_2, this.ib.getTickByTickAllLastDataUpdates(contract, 0, false)
.pipe((0, rxjs_1.catchError)(function (error) {
(0, log_1.warn)("".concat(logsNames, ".getTickByTickDataUpdates"), "Error subscribing to ".concat(symbolId_2), error);
_this.GetTickByTickDataUpdates.delete(symbolId_2);
return (0, rxjs_1.of)(null);
}))
.subscribe(function (tick) {
var tickData = {
contract: contract,
date: new Date(+tick.time * 1000),
price: tick.price,
size: tick.size,
exchange: tick.exchange,
specialConditions: tick.specialConditions,
};
_this.onTickByTickDataUpdates(tickData);
// log(`${logsNames}.TDU`, `tick for ${symbolId} at ${formatDateStr(new Date(tickData.date))} @${tickData.price} size=${tickData.size} ${tickData.exchange ? `exchange=${tickData.exchange}` : ''} ${tickData.specialConditions ? `specialConditions=${tickData.specialConditions}` : ''}`);
}));
(0, log_1.log)("".concat(logsNames, ".getTickByTickDataUpdates"), "Subscribed to ".concat(symbolId_2));
return [3 /*break*/, 5];
case 4:
e_2 = _a.sent();
(0, log_1.warn)("getTickByTickDataUpdates error", e_2);
return [2 /*return*/];
case 5: return [2 /*return*/];
}
});
}); };
_this.onTickByTickDataUpdates = function (tick) {
var symbolKey = (0, instrument_utils_1.getSymbolKey)(tick.contract);
var tickDate = tick.date;
var tickSecond = new Date(tickDate.setMilliseconds(0));
var currentBarData = _this.currentTickBarData.get(symbolKey);
// If we have existing data for this symbol
if (currentBarData) {
if (currentBarData.barSecond === tickSecond.getTime()) {
// SAME SECOND: Update the existing bar
currentBarData.close = tick.price;
currentBarData.volume += (tick.size || 0);
currentBarData.count++;
currentBarData.high = Math.max(currentBarData.high, tick.price);
currentBarData.low = Math.min(currentBarData.low, tick.price);
_this.currentTickBarData.set(symbolKey, currentBarData);
}
else {
// NEW SECOND: Send completed bar, start fresh
_this.cacheBar(currentBarData); // saves it just like the historical data updates
appEvents.emit(events_1.IBKREVENTS.IBKR_BAR, currentBarData);
(0, utils_1.logBar)("".concat(logsNames, ".TDU"), currentBarData);
// Create new bar for this tick
var newBar = {
instrument: tick.contract,
date: tickDate,
barTime: tickDate.getTime(),
barSecond: tickSecond.getTime(),
count: 1,
open: tick.price,
high: tick.price,
low: tick.price,
close: tick.price,
volume: tick.size
};
_this.currentTickBarData.set(symbolKey, newBar);
}
}
else {
// FIRST TICK: Create initial bar
var newBar = {
instrument: tick.contract,
date: tickDate,
barTime: tickDate.getTime(),
barSecond: tickSecond.getTime(),
count: 1,
open: tick.price,
high: tick.price,
low: tick.price,
close: tick.price,
volume: tick.size
};
_this.currentTickBarData.set(symbolKey, newBar);
}
if (tick === null || tick === void 0 ? void 0 : tick.price) {
Portfolios_1.default.Instance.updateMarketPrice(tick.contract.conId, tick.price);
}
};
_this.removeTickByTickDataUpdates = function (contract) {
var symbolId = _this.getSymbolKey(contract);
var subscription = _this.GetTickByTickDataUpdates.get(symbolId);
if (subscription) {
subscription.unsubscribe();
_this.GetTickByTickDataUpdates.delete(symbolId);
}
_this.currentTickBarData.delete(symbolId);
};
_this.getContract = function (contract) { return __awaiter(_this, void 0, void 0, function () {
var _a, contracts, err, firstContract;
return __generator(this, function (_b) {
switch (_b.label) {
case 0:
if (contract === null || contract === void 0 ? void 0 : contract.contract) {
return [2 /*return*/, contract];
}
;
return [4 /*yield*/, (0, awaitP_1.default)(this.ib.getContractDetails(contract))];
case 1:
_a = _b.sent(), contracts = _a[0], err = _a[1];
if (contracts && contracts.length > 0) {
firstContract = contracts[0];
return [2 /*return*/, __assign(__assign({}, firstContract), firstContract.contract)];
}
if (err) {
(0, log_1.warn)("getContract err ".concat(JSON.stringify(contract || {})), err);
}
return [2 /*return*/, null];
}
});
}); };
_this.searchContracts = function (contract) { return __awaiter(_this, void 0, void 0, function () {
var _a, contracts, err;
return __generator(this, function (_b) {
switch (_b.label) {
case 0: return [4 /*yield*/, (0, awaitP_1.default)(this.ib.getContractDetails(contract))];
case 1:
_a = _b.sent(), contracts = _a[0], err = _a[1];
if (contracts && contracts.length > 0) {
return [2 /*return*/, contracts.map(function (c) {
return __assign(__assign({}, c), c.contract);
})];
}
if (err) {
(0, log_1.warn)("getContract err ".concat(JSON.stringify(contract || {})), err);
}
return [2 /*return*/, []];
}
});
}); };
_this.init = function () {
var ib = IBKRConnection_1.default.Instance.ib;
if (!_this.ib) {
_this.ib = ib;
// ib.getHistoricalData // async
// ib.getHistoricalDataUpdates() // subscribe
}
};
return _this;
}
Object.defineProperty(MarketDataManager, "Instance", {
get: function () {
return this._instance || (this._instance = new this());
},
enumerable: false,
configurable: true
});
return MarketDataManager;
}(Mkd_1.MkdManager));
exports.MarketDataManager = MarketDataManager;
exports.default = MarketDataManager;
//# sourceMappingURL=MarketDataManager.js.map