xts-marketdata-api/examples/marketDataTestClient.js

The official JS client library for the Symphony Fintech MarketData API's

//Accessing the XtsMarketDataAPI and XtsMarketDataWS from xts-marketdata-api library

// var XtsMarketDataAPI = require('xts-marketdata-api').XtsMarketDataAPI;
// var XtsMarketDataWS = require('xts-marketdata-api').WS;

//If you want to run the example directly with the code Please uncomment line 7 and 8 and comment line 3 and 4
var XtsMarketDataAPI = require('../lib/MDRestAPI');
var XtsMarketDataWS = require('../lib/MDSocket');

var config = require('./config/config.json');

let secretKey = config.secretKey;
let appKey = config.appKey;
let source = config.source;
let url = config.url;
let userID = null;
let isTradeSymbol = false;

//xtsInteractive for API calls and xtsMarketDataWS for events related functionality
var xtsMarketDataAPI = null;
var xtsMarketDataWS = null;

(async () => {
  //creating the instance of XTSRest
  xtsMarketDataAPI = new XtsMarketDataAPI(url);

  //calling the logIn API
  var loginRequest = {
    secretKey,
    appKey,
  };

  let logIn = await xtsMarketDataAPI.logIn(loginRequest);

  // checking for valid loginRequest
  if (logIn && logIn.type == xtsMarketDataAPI.responseTypes.success) {
    //creating the instance of xtsMarketDataWS
    userID = logIn.result.userID;
    xtsMarketDataWS = new XtsMarketDataWS(url);

    //Instantiating the socket instance
    var socketInitRequest = {
      userID: logIn.result.userID,
      publishFormat: 'JSON',
      broadcastMode: 'Full',
      token: logIn.result.token, // Token Generated after successful LogIn
    };
    xtsMarketDataWS.init(socketInitRequest);

    //Registering the socket Events
    await registerEvents();

    //calling the remaining methods of the Interactive API
    testAPI();
  } else {
    //In case of failure
    console.error(logIn);
  }
})();

async function testAPI() {
  // get enums of application
  await clientConfig();

  let searchInstrumentRequest = {
    searchString: 'REL',
    source: source,
  };

  // search instrument using 3 letter string
  await searchInstrument(searchInstrumentRequest);

  let searchInstrumentByIdRequest = {
    source: source,
    isTradeSymbol: isTradeSymbol,
    instruments: [
      {
        exchangeSegment: xtsMarketDataAPI.exchangeSegments.NSECM,
        exchangeInstrumentID: '2885',
      },
    ],
  };

  // search instrument by ID
  await searchInstrumentById(searchInstrumentByIdRequest);

  // Additional Instrument/contract masters in a single structure
  // This call can be made once in a day and the response can be persisted in local storage or file as per you application design and you can fetch instrumented or Symbols from this dataset throughout the day
  let instrumentMasterRequest = {
    exchangeSegmentList: ['NSECM'],
  };

  await instrumentMaster(instrumentMasterRequest);

  let instrumentByISINRequest = {
    source: source,
    userID: userID,
    ISINList: ['INE121E01018'],
  };
  // search instrument by isin
  await instrumentByISIN(instrumentByISINRequest);

  let getQuotesRequest = {
    isTradeSymbol: isTradeSymbol,
    instruments: [
      {
        exchangeSegment: xtsMarketDataAPI.exchangeSegments.NSECM,
        exchangeInstrumentID: 2885,
      }
    ],
    xtsMessageCode: 1502,
    publishFormat: 'JSON',
  };

  // get details of instrument
  await getQuotes(getQuotesRequest);

  let subscriptionRequest = {
    instruments: [
      {
        exchangeSegment: xtsMarketDataAPI.exchangeSegments.NSECM,
        exchangeInstrumentID: 2885,
      },
      {
        exchangeSegment: xtsMarketDataAPI.exchangeSegments.NSECM,
        exchangeInstrumentID: 11536,
      },
    ],
    xtsMessageCode: 1502,
  };

  // subscribe instrument to get market data
  await subscription(subscriptionRequest);

  let unSubscriptionRequest = {
    instruments: [
      {
        exchangeSegment: xtsMarketDataAPI.exchangeSegments.NSECM,
        exchangeInstrumentID: 22,
      },
      {
        exchangeSegment: xtsMarketDataAPI.exchangeSegments.NSECM,
        exchangeInstrumentID: 11536,
      },
    ],
    xtsMessageCode: 1502,
  };

  // unsubscibe instrument
  await unSubscription(unSubscriptionRequest);

  let getOHLCRequest = {
    exchangeSegment: xtsMarketDataAPI.exchangeSegments.NSECM,
    exchangeInstrumentID: 11536,
    startTime: '1581663304',
    endTime: '1581669000',
    compressionValue: 60,
  };

  // get OHLC data
  await getOHLC(getOHLCRequest);


  // to get index list
  await getIndexList(getIndexListRequest);

  // logout
  await logOut();
}

var subscription = async function (subscriptionRequest) {
  let response = await xtsMarketDataAPI.subscription(subscriptionRequest);
  console.log(response);
  return response;
};


var getIndexList = async function (getIndexListRequest) {
  let response = await xtsMarketDataAPI.getIndexList(getIndexListRequest);
  console.log(response);
  return response;
};

var getOHLC = async function (getOHLCRequest) {
  let response = await xtsMarketDataAPI.getOHLC(getOHLCRequest);
  console.log(response);
  return response;
};

var instrumentByISIN = async function (instrumentByISINRequest) {
  let response = await xtsMarketDataAPI.instrumentByISIN(
    instrumentByISINRequest
  );
  console.log(response);
  return response;
};

var unSubscription = async function (unSubscriptionRequest) {
  let response = await xtsMarketDataAPI.unSubscription(unSubscriptionRequest);
  console.log(response);
  return response;
};

var getQuotes = async function (getQuotesRequest) {
  let response = await xtsMarketDataAPI.getQuotes(getQuotesRequest);
  console.log(response);
  return response;
};

var searchInstrumentById = async function (searchInstrumentByIdRequest) {
  let response = await xtsMarketDataAPI.searchInstrumentById(
    searchInstrumentByIdRequest
  );
  console.log(response);
  return response;
};

var instrumentMaster = async function (instrumentMasterRequest) {
  let response = await xtsMarketDataAPI.instrumentMaster(
    instrumentMasterRequest
  );
  console.log(response);
  return response;
};

var searchInstrument = async function (searchInstrumentRequest) {
  let response = await xtsMarketDataAPI.searchInstrument(
    searchInstrumentRequest
  );
  console.log(response);
  return response;
};

var clientConfig = async function () {
  let response = await xtsMarketDataAPI.clientConfig();
  console.log(response);
  return response;
};

var logOut = async function () {
  let response = await xtsMarketDataAPI.logOut();
  console.log(response);
  return response;
};

var registerEvents = async function () {
  //instantiating the listeners for all event related data

  //"connect" event listener
  xtsMarketDataWS.onConnect((connectData) => {
    console.log(connectData);
  });

  //"joined" event listener
  xtsMarketDataWS.onJoined((joinedData) => {
    console.log(joinedData);
  });

  //"error" event listener
  xtsMarketDataWS.onError((errorData) => {
    console.log(errorData);
  });

  //xts-binary-event listner
  xtsMarketDataWS.onXTSBinaryPacketEvent((data) => {
    console.log(data);
  });

  //"disconnect" event listener
  xtsMarketDataWS.onDisconnect((disconnectData) => {
    console.log(disconnectData);
  });

  //"candleDataEvent" event listener
  xtsMarketDataWS.onCandleDataEvent((candleData) => {
    console.log(candleData);
  });

  // //"logout" event listener
  xtsMarketDataWS.onLogout((logoutData) => {
    console.log(logoutData);
  });
};