More enums and enforce typing

stoqey · Sep 22, 2023 · 09522ab · 09522ab
1 parent b43d599
commit 09522ab
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Showing 25 changed files with 210 additions and 91 deletions.
diff --git a/src/api-next/api-next.ts b/src/api-next/api-next.ts
@@ -27,6 +27,7 @@ import {
   ScannerSubscription,
   SecType,
   TagValue,
+  WhatToShow,
 } from "../";
 import LogLevel from "../api/data/enum/log-level";
 import OrderStatus from "../api/order/enum/order-status";
@@ -491,7 +492,7 @@ export class IBApiNext {
    * - AccruedCash — Total accrued cash value of stock, commodities and securities
    * - BuyingPower — Buying power serves as a measurement of the dollar value of securities that one may purchase in a securities account without depositing additional funds
    * - EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions. Cash + stocks + bonds + mutual funds
-   * - PreviousEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
+   * - PreviousDayEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
    * - GrossPositionValue — The sum of the absolute value of all stock and equity option positions
    * - RegTEquity — Regulation T equity for universal account
    * - RegTMargin — Regulation T margin for universal account
@@ -1617,7 +1618,7 @@ export class IBApiNext {
    */
   getHeadTimestamp(
     contract: Contract,
-    whatToShow: string,
+    whatToShow: WhatToShow,
     useRTH: boolean,
     formatDate: number,
   ): Promise<string> {
@@ -1754,7 +1755,7 @@ export class IBApiNext {
     endDateTime: string | undefined,
     durationStr: string,
     barSizeSetting: BarSizeSetting,
-    whatToShow: string,
+    whatToShow: WhatToShow,
     useRTH: number,
     formatDate: number,
   ): Promise<Bar[]> {
@@ -1858,7 +1859,7 @@ export class IBApiNext {
   getHistoricalDataUpdates(
     contract: Contract,
     barSizeSetting: BarSizeSetting,
-    whatToShow: string,
+    whatToShow: WhatToShow,
     formatDate: number,
   ): Observable<Bar> {
     return this.subscriptions
@@ -1943,7 +1944,7 @@ export class IBApiNext {
             startDateTime,
             endDateTime,
             numberOfTicks,
-            "MIDPOINT",
+            WhatToShow.MIDPOINT,
             useRTH,
             false,
           );
@@ -2013,7 +2014,7 @@ export class IBApiNext {
             startDateTime,
             endDateTime,
             numberOfTicks,
-            "BID_ASK",
+            WhatToShow.BID_ASK,
             useRTH,
             ignoreSize,
           );
@@ -2079,7 +2080,7 @@ export class IBApiNext {
             startDateTime,
             endDateTime,
             numberOfTicks,
-            "TRADES",
+            WhatToShow.TRADES,
             useRTH,
             false,
           );

diff --git a/src/api-next/market-scanner/market-scanner.ts b/src/api-next/market-scanner/market-scanner.ts
@@ -19,16 +19,16 @@ export type MarketScannerUpdate = ItemListUpdate<MarketScannerRows>;
 export enum LocationCode {
   BOND_US = "BOND.US",
   EFP = "EFP",
-  FUT_ECBOT = "FUT.ECBOT",
+  //  FUT_ECBOT = "FUT.ECBOT",
   FUT_EU_BELFOX = "FUT.EU.BELFOX",
-  FUT_EU_DTB = "FUT.EU.DTB",
+  //  FUT_EU_DTB = "FUT.EU.DTB",
   FUT_EU_FTA = "FUT.EU.FTA",
   FUT_EU_IDEM = "FUT.EU.IDEM",
   FUT_EU_LIFFE = "FUT.EU.LIFFE",
   FUT_EU_MEFFRV = "FUT.EU.MEFFRV",
   FUT_EU_MONEP = "FUT.EU.MONEP",
   FUT_EU = "FUT.EU",
-  FUT_GLOBEX = "FUT.GLOBEX",
+  //  FUT_GLOBEX = "FUT.GLOBEX",
   FUT_HK_HKFE = "FUT.HK.HKFE",
   FUT_HK_JAPAN = "FUT.HK.JAPAN",
   FUT_HK_KSE = "FUT.HK.KSE",
@@ -42,11 +42,11 @@ export enum LocationCode {
   FUT_NA_CDE = "FUT.NA.CDE",
   FUT_NA = "FUT.NA",
   FUT_NYBOT = "FUT.NYBOT",
-  FUT_NYMEX = "FUT.NYMEX",
+  // FUT_NYMEX = "FUT.NYMEX",
   FUT_NYSELIFFE = "FUT.NYSELIFFE",
   FUT_US = "FUT.US",
   IND_EU_BELFOX = "IND.EU.BELFOX",
-  IND_EU_DTB = "IND.EU.DTB",
+  // IND_EU_DTB = "IND.EU.DTB",
   IND_EU_FTA = "IND.EU.FTA",
   IND_EU_LIFFE = "IND.EU.LIFFE",
   IND_EU_MONEP = "IND.EU.MONEP",

diff --git a/src/api/api.ts b/src/api/api.ts
@@ -3,7 +3,7 @@
  */
 /* eslint @typescript-eslint/no-unsafe-declaration-merging:warn */
 import { EventEmitter } from "eventemitter3";
-import { DurationUnit } from "..";
+import { DurationUnit, WhatToShow } from "..";
 
 import { ErrorCode } from "../common/errorCode";
 import { Controller } from "../core/io/controller";
@@ -575,7 +575,7 @@ export class IBApi extends EventEmitter {
    *   securities account without depositing additional funds
    * - EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either
    *   initiate or maintain security positions. Cash + stocks + bonds + mutual funds
-   * - PreviousEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
+   * - PreviousDayEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
    * - GrossPositionValue — The sum of the absolute value of all stock and equity option positions
    * - RegTEquity — Regulation T equity for universal account
    * - RegTMargin — Regulation T margin for universal account
@@ -869,7 +869,7 @@ export class IBApi extends EventEmitter {
   reqHeadTimestamp(
     reqId: number,
     contract: Contract,
-    whatToShow: string,
+    whatToShow: WhatToShow,
     useRTH: boolean,
     formatDate: number,
   ): IBApi {
@@ -968,7 +968,7 @@ export class IBApi extends EventEmitter {
     endDateTime: string,
     durationStr: string,
     barSizeSetting: BarSizeSetting,
-    whatToShow: string,
+    whatToShow: WhatToShow,
     useRTH: number,
     formatDate: number,
     keepUpToDate: boolean,
@@ -1040,7 +1040,7 @@ export class IBApi extends EventEmitter {
     startDateTime: string,
     endDateTime: string,
     numberOfTicks: number,
-    whatToShow: string,
+    whatToShow: WhatToShow,
     useRTH: number,
     ignoreSize: boolean,
   ): IBApi {
@@ -1378,7 +1378,7 @@ export class IBApi extends EventEmitter {
     reqId: number,
     contract: Contract,
     barSize: number,
-    whatToShow: string,
+    whatToShow: WhatToShow,
     useRTH: boolean,
     realTimeBarsOptions: TagValue[] = [],
   ): IBApi {
@@ -1758,7 +1758,7 @@ export declare interface IBApi {
    *   securities account without depositing additional funds.
    * - EquityWithLoanValue: Forms the basis for determining whether a client has the necessary assets to either
    *   initiate or maintain security positions. Cash + stocks + bonds + mutual funds
-   * - PreviousEquityWithLoanValue:  Marginable Equity with Loan value as of 16:00 ET the previous day
+   * - PreviousDayEquityWithLoanValue:  Marginable Equity with Loan value as of 16:00 ET the previous day
    * - GrossPositionValue: The sum of the absolute value of all stock and equity option positions
    * - RegTEquity:Regulation T equity for universal account
    * - RegTMargin. Regulation T margin for universal account

diff --git a/src/api/data/enum/sec-type.ts b/src/api/data/enum/sec-type.ts
@@ -11,35 +11,53 @@ export enum SecType {
   /* Future */
   FUT = "FUT",
 
-  /* Index. */
-  IND = "IND",
+  CONTFUT = "CONTFUT",
 
-  /** Futures option. */
-  FOP = "FOP",
+  /** Forex pair. */
+  CASH = "CASH",
+
+  /** Bond. */
+  BOND = "BOND",
 
   /** Contract for Difference. */
   CFD = "CFD",
 
-  /** Forex pair. */
-  CASH = "CASH",
+  /** Futures option. */
+  FOP = "FOP",
+
+  /** Warrant. */
+  WAR = "WAR",
+
+  IOPT = "IOPT",
+
+  FWD = "FWD",
 
   /** Combo. */
   BAG = "BAG",
 
-  /** Warrant. */
-  WAR = "WAR",
+  /* Index. */
+  IND = "IND",
 
-  /** Bond. */
-  BOND = "BOND",
+  BILL = "BILL",
 
-  /** Commodity. */
-  CMDTY = "CMDTY",
+  /** Mutual fund. */
+  FUND = "FUND",
+
+  FIXED = "FIXED",
+
+  SLB = "SLB",
 
   /** News. */
   NEWS = "NEWS",
 
-  /** Mutual fund. */
-  FUND = "FUND",
+  /** Commodity. */
+  CMDTY = "CMDTY",
+
+  BSK = "BSK",
+
+  ICU = "ICU",
+
+  ICS = "ICS",
 
   /** Cryptocurrency. */
   CRYPTO = "CRYPTO ",

diff --git a/src/api/historical/what-to-show.ts b/src/api/historical/what-to-show.ts
@@ -0,0 +1,24 @@
+/**
+ * WhatToShow.
+ */
+
+export const WhatToShow = {
+  None: "",
+
+  // only these are valid for real-time bars
+  TRADES: "TRADES",
+  MIDPOINT: "MIDPOINT",
+  BID: "BID",
+  ASK: "ASK",
+
+  BID_ASK: "BID_ASK",
+  HISTORICAL_VOLATILITY: "HISTORICAL_VOLATILITY",
+  OPTION_IMPLIED_VOLATILITY: "OPTION_IMPLIED_VOLATILITY",
+  YIELD_ASK: "YIELD_ASK",
+  YIELD_BID: "YIELD_BID",
+  YIELD_BID_ASK: "YIELD_BID_ASK",
+  YIELD_LAST: "YIELD_LAST",
+  ADJUSTED_LAST: "ADJUSTED_LAST",
+  SCHEDULE: "SCHEDULE",
+} as const;
+export type WhatToShow = (typeof WhatToShow)[keyof typeof WhatToShow];
diff --git a/src/api/market/tickType.ts b/src/api/market/tickType.ts
@@ -293,6 +293,10 @@ export enum TickType {
   /** Number of shares available to short (TWS Build 974+ is required) */
   SHORTABLE_SHARES = 89,
 
+  DELAYED_HALTED = 90,
+
+  REUTERS_2_MUTUAL_FUNDS = 91,
+
   /**
    * Today's closing price of ETF's Net Asset Value (NAV).
    * Calculation is based on prices of ETF's underlying securities.

diff --git a/src/api/order/enum/orderType.ts b/src/api/order/enum/orderType.ts
@@ -20,11 +20,11 @@ export enum OrderType {
   MTL = "MTL",
   PASSV_REL = "PASSV REL",
   PEG_BENCH = "PEG BENCH",
+  PEG_BEST = "PEG BEST",
   PEG_MID = "PEG MID",
   PEG_MKT = "PEG MKT",
   PEG_PRIM = "PEG PRIM",
   PEG_STK = "PEG STK",
-  PEG_BEST = "PEG BEST",
   REL_PLUS_LMT = "REL + LMT",
   REL_PLUS_MKT = "REL + MKT",
   SNAP_MID = "SNAP MID",

diff --git a/src/api/order/enum/tif.ts b/src/api/order/enum/tif.ts
@@ -0,0 +1,18 @@
+/**
+ * Time in Force.
+ */
+
+export const TimeInForce = {
+  DAY: "DAY",
+  GTC: "GTC",
+  OPG: "OPG",
+  IOC: "IOC",
+  GTD: "GTD",
+  GTT: "GTT",
+  AUC: "AUC",
+  FOK: "FOK",
+  GTX: "GTX",
+  DTC: "DTC",
+  Minutes: "Minutes",
+} as const;
+export type TimeInForce = (typeof TimeInForce)[keyof typeof TimeInForce];
diff --git a/src/api/order/order.ts b/src/api/order/order.ts
@@ -1,8 +1,9 @@
-import SoftDollarTier from "../data/container/soft-dollar-tier";
-import TagValue from "../data/container/tag-value";
-import OrderCondition from "./condition/order-condition";
-import OrderAction from "./enum/order-action";
+import { SoftDollarTier } from "../data/container/soft-dollar-tier";
+import { TagValue } from "../data/container/tag-value";
+import { OrderCondition } from "./condition/order-condition";
+import { OrderAction } from "./enum/order-action";
 import { OrderType } from "./enum/orderType";
+import { TimeInForce } from "./enum/tif";
 import { OrderComboLeg } from "./orderComboLeg";
 
 /**
@@ -77,7 +78,7 @@ export interface Order {
    * - FOK - If the entire Fill-or-Kill order does not execute as soon as it becomes available, the entire order is canceled.
    * - DTC - Day until Canceled
    */
-  tif?: string;
+  tif?: TimeInForce;
 
   /** One-Cancels-All group identifier. */
   ocaGroup?: string;

diff --git a/src/api/order/stop.ts b/src/api/order/stop.ts
@@ -1,5 +1,6 @@
 import OrderAction from "./enum/order-action";
 import { OrderType } from "./enum/orderType";
+import { TimeInForce } from "./enum/tif";
 
 /**
  * Represents a stop order.
@@ -11,11 +12,11 @@ export class StopOrder {
     public totalQuantity: number,
     public transmit?: boolean,
     public parentId?: number,
-    public tif?: string
+    public tif?: TimeInForce,
   ) {
     this.transmit = this.transmit ?? true;
     this.parentId = this.parentId ?? 0;
-    this.tif = this.tif ?? "DAY";
+    this.tif = this.tif ?? TimeInForce.DAY;
   }
 
   public orderType = OrderType.STP;

diff --git a/src/api/order/stopLimit.ts b/src/api/order/stopLimit.ts
@@ -1,5 +1,6 @@
 import OrderAction from "./enum/order-action";
 import { OrderType } from "./enum/orderType";
+import { TimeInForce } from "./enum/tif";
 
 /**
  * Represents a stop-limit order.
@@ -12,11 +13,11 @@ export class StopLimitOrder {
     public totalQuantity?: boolean,
     public transmit?: boolean,
     public parentId?: number,
-    public tif?: string
+    public tif?: TimeInForce,
   ) {
     this.transmit = this.transmit ?? true;
     this.parentId = this.parentId ?? 0;
-    this.tif = this.tif ?? "DAY";
+    this.tif = this.tif ?? TimeInForce.DAY;
   }
 
   public orderType = OrderType.STP_LMT;

diff --git a/src/api/order/trailingStop.ts b/src/api/order/trailingStop.ts
@@ -1,5 +1,6 @@
-import OrderAction from "./enum/order-action";
+import { OrderAction } from "./enum/order-action";
 import { OrderType } from "./enum/orderType";
+import { TimeInForce } from "./enum/tif";
 
 /**
  * Represents a trailing-stop order.
@@ -32,11 +33,11 @@ export class TrailingStopOrder {
     public trailingPercent?: number,
     public transmit?: boolean,
     public parentId?: number,
-    public tif?: string
+    public tif?: TimeInForce,
   ) {
     this.transmit = this.transmit ?? true;
     this.parentId = this.parentId ?? 0;
-    this.tif = this.tif ?? "DAY";
+    this.tif = this.tif ?? TimeInForce.DAY;
   }
 
   /** The order's type (must be [[OrderType.TRAIL]]). */