Merge pull request #220 from stoqey/issue219

Issue219 fixed

package.json

@@ -75,20 +75,20 @@
  },
  "devDependencies": {
  "@types/jest": "^29.5.12",
- "@types/node": "^18.19.34",
+ "@types/node": "^18.19.41",
  "@types/source-map-support": "^0.5.10",
- "@typescript-eslint/eslint-plugin": "^7.13.0",
- "@typescript-eslint/parser": "^7.13.0",
- "ajv": "^8.16.0",
+ "@typescript-eslint/eslint-plugin": "^7.16.1",
+ "@typescript-eslint/parser": "^7.16.1",
+ "ajv": "^8.17.1",
  "eslint": "^8.57.0",
  "eslint-plugin-jest": "^28.6.0",
  "eslint-plugin-rxjs": "^5.0.3",
  "jest": "^29.7.0",
  "jest-environment-node": "^29.7.0",
  "jest-junit": "^16.0.0",
- "ts-jest": "^29.1.5",
- "typedoc": "^0.25.13",
- "typescript": "^5.4.5"
+ "ts-jest": "^29.2.3",
+ "typedoc": "^0.26.4",
+ "typescript": "^5.5.3"
  },
  "engines": {
  "node": ">=18.0.0"

src/common/errorCode.ts

@@ -18,6 +18,7 @@ export enum ErrorCode {
 
  /** No trading permissions. */
  NO_TRADING_PERMISSIONS = 460,
+
  /**
  * Couldn't connect to TWS.
  *
@@ -282,6 +283,9 @@ export enum ErrorCode {
  /** FA Profile is not supported anymore, use FA Group instead */
  FA_PROFILE_NOT_SUPPORTED = 585,
 
+ /** Invalid position trade derived value */
+ INVALID_POSITION_TRADE_DERIVATED_VALUE = 2150,
+
  /** Part of requested market data is not subscribed. */
  PART_OF_REQUESTED_DATA_NOT_SUBSCRIBED = 10090,
 

src/core/io/encoder.ts

@@ -2735,7 +2735,7 @@ function tagValuesToTokens(tagValues: TagValue[]): unknown[] {
 
  const version = 1;
 
- this.sendMsg(OUT_MSG_ID.REQ_POSITIONS_MULTI, version, reqId);
+ this.sendMsg(OUT_MSG_ID.CANCEL_POSITIONS_MULTI, version, reqId);
  }
 
  /**

src/tests/unit/api-next-live/subscription-registry.test.ts

@@ -45,7 +45,7 @@ describe("Subscription registry Tests", () => {
  // Two active subscriptions for the same Event issue #193
  subscription$ = api.getOpenOrders().subscribe({
  next: (data) => {
- console.log(data);
+ // console.log(data);
  },
  complete: () => {
  console.log("getOpenOrders completed.");

src/tests/unit/api/historical-data.test.ts

@@ -113,60 +113,52 @@ describe("IBApi Historical data Tests", () => {
  ib.reqHistoricalData(
  refId,
  contract,
- "20240508-17:00:00",
+ "20240719-17:00:00",
  "30 S",
  BarSizeSetting.SECONDS_FIFTEEN,
  WhatToShow.BID_ASK,
  0,
  2,
  false,
  );
- })
- .on(
- EventName.historicalData,
- (
- reqId: number,
- time: string,
- open: number,
- high: number,
- low: number,
- close: number,
- volume: number,
- count: number | undefined,
- WAP: number,
- ) => {
- // console.log(
- // counter,
- // time,
- // open,
- // high,
- // low,
- // close,
- // volume,
- // count,
- // WAP,
- // );
- expect(reqId).toEqual(refId);
- if (time.startsWith("finished")) {
- expect(counter).toEqual(2);
- done();
- } else if (counter++ == 1) {
- expect(time).toEqual("1715187585");
- expect(open).toEqual(25.35);
- expect(high).toEqual(25.35);
- expect(low).toEqual(25.35);
- expect(close).toEqual(25.35);
- expect(volume).toEqual(-1);
- expect(count).toEqual(-1);
- expect(WAP).toEqual(-1);
- }
- },
- )
- .on(EventName.error, (err, code, reqId) => {
- if (reqId == refId) done(`[${reqId}] ${err.message} (#${code})`);
- });
+ }).on(
+ EventName.historicalData,
+ (
+ reqId: number,
+ time: string,
+ open: number,
+ high: number,
+ low: number,
+ close: number,
+ volume: number,
+ count: number | undefined,
+ WAP: number,
+ ) => {
+ // console.log(counter, time, open, high, low, close, volume, count, WAP);
+ expect(reqId).toEqual(refId);
+ if (time.startsWith("finished")) {
+ expect(counter).toEqual(2);
+ done();
+ } else if (counter++ == 1) {
+ expect(time).toEqual("1721408385");
+ expect(open).toEqual(11.95);
+ expect(high).toEqual(11.95);
+ expect(low).toEqual(11.9);
+ expect(close).toEqual(11.95);
+ expect(volume).toEqual(-1);
+ expect(count).toEqual(-1);
+ expect(WAP).toEqual(-1);
+ }
+ },
+ );
 
- ib.connect();
+ ib.on(EventName.disconnected, () => done())
+ .on(EventName.info, (msg, code) => console.info("INFO", code, msg))
+ .on(EventName.error, (err, code, reqId) => {
+ if (reqId > 0) done(`[${reqId}] ${err.message} (#${code})`);
+ else console.error("ERROR", err.message, code, reqId);
+ })
+ .connect();
  });
 
  it("Weekly market data", (done) => {

src/tests/unit/api/order/placeConditionalOrder.test.ts

@@ -51,7 +51,7 @@ const sample_percent_condition: OrderCondition = new PercentChangeCondition(
  ConjunctionConnection.OR,
 );
 const sample_time_condition: OrderCondition = new TimeCondition(
- "20250101-12:00:00",
+ "20250102-17:00:00",
  true,
  ConjunctionConnection.OR,
 );
@@ -369,7 +369,25 @@ describe("Place Conditional Orders", () => {
  },
  );
 
- ib.connect();
+ ib.connect()
+ .on(EventName.error, (error, code, reqId) => {
+ if (reqId > 0) {
+ const msg = `[${reqId}] ${error.message} (Error #${code})`;
+ if (
+ error.message.includes("Warning:") ||
+ error.message.includes("Order Message:")
+ ) {
+ logger.warn(msg);
+ } else {
+ ib.disconnect();
+ done(msg);
+ }
+ } else {
+ console.error("ERROR", error.message, code, reqId);
+ }
+ })
+ .on(EventName.info, (msg, code) => console.info("INFO", code, msg))
+ .on(EventName.disconnected, () => done());
  });
 
  test("placeOrder with VolumeCondition", (done) => {

src/tests/unit/api/order/placeOrder.test.ts

@@ -16,6 +16,7 @@ import logger from "../../../../common/logger";
 import {
  sample_crypto,
  sample_etf,
+ sample_future,
  sample_option,
  sample_stock,
 } from "../../sample-data/contracts";
@@ -284,11 +285,7 @@ describe("Place Orders", () => {
  test("Issue #203", (done) => {
  let refId: number;
 
- const refContract: Contract = {
- conId: 708846212,
- exchange: "CME",
- symbol: "MES",
- };
+ const refContract: Contract = sample_future;
  const refOrder: Order = {
  action: OrderAction.BUY,
  lmtPrice: 1,

src/tests/unit/api/api.test.ts → src/tests/unit/api/pnl.test.ts

@@ -43,6 +43,7 @@ describe("IBApi Tests", () => {
  }
  if (_conId === undefined && pos) {
  _conId = contract.conId;
+ // console.info(JSON.stringify(contract));
  }
  expect(account).toBeTruthy();
  expect(contract).toBeTruthy();
@@ -90,19 +91,31 @@ describe("IBApi Tests", () => {
  const refId = 44;
  let received = false;
 
- ib.on(
+ ib.once(EventName.connected, () => {
+ console.log("reqPnLSingle", refId);
+ ib.reqPnLSingle(refId, _account, "", _conId);
+ }).on(
  EventName.pnlSingle,
  (
  reqId: number,
  pos: number,
- dailyPnL: number,
+ _dailyPnL: number,
  unrealizedPnL: number,
- realizedPnL: number,
+ _realizedPnL: number,
  value: number,
  ) => {
+ console.log(
+ "pnlSingle",
+ reqId,
+ pos,
+ _dailyPnL,
+ unrealizedPnL,
+ _realizedPnL,
+ value,
+ );
  expect(reqId).toEqual(refId);
  expect(pos).toBeTruthy();
- expect(dailyPnL).toBeTruthy();
+ // expect(dailyPnL).toBeTruthy(); We may have no daily PnL (on week-ends)
  expect(unrealizedPnL).toBeTruthy();
  // expect(realizedPnL).toBeTruthy(); We may have no realized PnL today
  expect(value).toBeTruthy();
@@ -113,10 +126,21 @@ describe("IBApi Tests", () => {
  }
  received = true;
  },
- ).on(EventName.error, (err, code, reqId) => {
- if (reqId == refId) done(`[${reqId}] ${err.message} (#${code})`);
- });
+ );
 
- ib.connect().reqPnLSingle(refId, _account, null, _conId);
+ ib.on(EventName.disconnected, () => done())
+ .on(EventName.info, (msg, code) => console.info("INFO", code, msg))
+ .on(EventName.error, (err, code, reqId) => {
+ const msg = `[${reqId}] ${err.message} (#${code})`;
+ if (
+ reqId > 0 &&
+ code != ErrorCode.INVALID_POSITION_TRADE_DERIVATED_VALUE
+ ) {
+ done(msg);
+ } else {
+ console.error("ERROR", msg);
+ }
+ })
+ .connect();
  });
 });