@stoqey/ibkr
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NodeJS Interactive Brokers wrapper & utilities using @stoqey/ib
16 lines (15 loc) • 770 B
TypeScript
import { TickByTickAllLast } from "../interfaces";
import { Contract, WhatToShow } from "@stoqey/ib";
import { GetHistoricalData } from "../utils/instrument.utils";
import { Instrument } from "../interfaces";
export interface GetHistoricalDataTicks {
instrument: Instrument | Contract;
startDate: Date;
endDate?: Date;
whatToShow?: WhatToShow;
saveToDb?: (mkd: TickByTickAllLast[]) => Promise<void>;
calculate?: boolean;
}
export declare const aggregateTicksBySeconds: (ticks: TickByTickAllLast[]) => TickByTickAllLast[];
export declare const getHistoricalDataTicks: (opt: GetHistoricalDataTicks) => Promise<TickByTickAllLast[]>;
export declare const getSecondsHourlyHistoricalDataTicks: (opt: GetHistoricalData) => Promise<TickByTickAllLast[]>;