@stoqey/ibkr
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NodeJS Interactive Brokers wrapper & utilities using @stoqey/ib
246 lines • 12.2 kB
JavaScript
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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 IBKRConnection_1 = __importStar(require("../connection/IBKRConnection"));
var compact_1 = __importDefault(require("lodash/compact"));
var MarketDataManager_1 = __importDefault(require("../marketdata/MarketDataManager"));
var log_utils_1 = require("../utils/log.utils");
var log_1 = require("../utils/log");
var Portfolios = /** @class */ (function () {
function Portfolios() {
var _this = this;
this.currentPortfolios = new Map();
this.closedPositions = new Map();
this.entryPrices = new Map();
this.entryDates = 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.getEntryDate = function (conId) {
return _this.entryDates.get(conId);
};
this.mapPositions = function (positionOg, subscribe) {
var _a, _b, _c, _d;
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);
_this.entryDates.delete(contractId);
(0, log_utils_1.logPosition)("Portfolios.mapPositions", positionToClose, true);
}
}
else {
var existingEntryDate = (_d = (_b = _this.entryDates.get(contractId)) !== null && _b !== void 0 ? _b : (_c = _this.currentPortfolios.get(contractId)) === null || _c === void 0 ? void 0 : _c.entryDate) !== null && _d !== void 0 ? _d : position.entryDate;
var entryDate = existingEntryDate ? new Date(existingEntryDate) : new Date();
position.entryDate = Number.isFinite(entryDate.getTime()) ? entryDate : new Date();
var multiplier = position.contract.multiplier;
if (multiplier) {
position.avgCost = position.avgCost / multiplier;
}
_this.currentPortfolios.set(contractId, position);
_this.entryPrices.set(contractId, position.avgCost);
_this.entryDates.set(contractId, position.entryDate);
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:
if ((0, IBKRConnection_1.isMarketDataOnly)()) {
(0, log_1.log)("Portfolios.asyncPortfolios", "MD_ONLY enabled, skipping portfolio snapshot");
return [2 /*return*/, []];
}
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 () {
if ((0, IBKRConnection_1.isMarketDataOnly)()) {
(0, log_1.log)("Portfolios.syncPortfolios", "MD_ONLY enabled, skipping portfolio subscription");
return;
}
MarketDataManager_1.default.Instance.init();
_this.GetPositions = _this.ib.getPositions()
.pipe((0, rxjs_1.catchError)(function (error) {
(0, log_1.warn)("syncPortfolios", "Error subscribing to positions", error);
return (0, rxjs_1.of)(null);
}))
.subscribe(function (accountUpdates) {
accountUpdates.all.forEach(function (value, key) {
value.forEach(function (position) { return _this.mapPositions(position); });
});
});
};
this.disconnect = function () {
var _a;
(_a = _this.GetPositions) === null || _a === void 0 ? void 0 : _a.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 ((0, IBKRConnection_1.isMarketDataOnly)()) {
(0, log_1.log)("Portfolios.init", "MD_ONLY enabled, skipping portfolio init");
return;
}
if (!_this.ib) {
_this.ib = IBKRConnection_1.default.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;
//# sourceMappingURL=Portfolios.js.map