reqHistoricalData tests added

package.json

@@ -74,14 +74,14 @@
     "rxjs": "^7.8.1"
   },
   "devDependencies": {
-    "@types/jest": "^29.5.4",
+    "@types/jest": "^29.5.5",
     "@types/node": "^18.17.15",
-    "@types/source-map-support": "^0.5.7",
-    "@typescript-eslint/eslint-plugin": "^6.7.0",
-    "@typescript-eslint/parser": "^6.7.0",
+    "@types/source-map-support": "^0.5.8",
+    "@typescript-eslint/eslint-plugin": "^6.7.4",
+    "@typescript-eslint/parser": "^6.7.4",
     "ajv": "^8.12.0",
-    "eslint": "^8.49.0",
-    "eslint-plugin-jest": "^27.2.3",
+    "eslint": "^8.51.0",
+    "eslint-plugin-jest": "^27.4.2",
     "eslint-plugin-rxjs": "^5.0.3",
     "jest": "^29.7.0",
     "jest-environment-node": "^29.7.0",

src/api-next/api-next.ts

@@ -1725,7 +1725,7 @@ export class IBApiNext {
    * - [n] M (months)
    * - [n] Y (years)
    * @param barSizeSetting the size of the bar:
-   * - 1 sec
+   * - 1 secs
    * - 5 secs
    * - 15 secs
    * - 30 secs
@@ -1832,7 +1832,7 @@ export class IBApiNext {
    *
    * @param contract The contract for which we want to retrieve the data.
    * @param barSizeSetting the size of the bar:
-   * - 1 sec
+   * - 1 secs
    * - 5 secs
    * - 15 secs
    * - 30 secs

src/api-next/index.ts

@@ -2,25 +2,22 @@
 
 export {
   AccountSummaries,
+  AccountSummariesUpdate,
   AccountSummaryTagName,
   AccountSummaryTagValues,
   AccountSummaryValue,
   AccountSummaryValues,
-  AccountSummariesUpdate,
 } from "./account/account-summary";
 
-export {
-  AccountUpdate,
-  AccountUpdatesUpdate,
-} from "./account/account-update";
+export { AccountUpdate, AccountUpdatesUpdate } from "./account/account-update";
 
 // common
 
 export { AccountId, ConId, CurrencyCode } from "./common/common-types";
+export { ConnectionState } from "./common/connection-state";
 export { IBApiNextError } from "./common/error";
-export { Logger } from "./common/logger";
 export { ItemListUpdate } from "./common/item-list-update";
-export { ConnectionState } from "./common/connection-state";
+export { Logger } from "./common/logger";
 
 // contract
 
@@ -29,14 +26,14 @@ export { SecurityDefinitionOptionParameterType } from "./contract/sec-def-opt-pa
 
 // market
 
-export { MarketDataType } from "./market/market-data-type";
 export {
   MarketDataTick,
   MarketDataTicks,
   MarketDataUpdate,
 } from "./market/market-data";
-import { TickType as IBApiTickType } from "../api/market/tickType";
+export { MarketDataType } from "./market/market-data-type";
 export { IBApiTickType };
+import { TickType as IBApiTickType } from "../api/market/tickType";
 import { TickType as IBApiNextTickType } from "./market/tick-type";
 export { IBApiNextTickType };
 
@@ -48,26 +45,35 @@ export { PnLSingle } from "./pnl/pnl-single";
 // position
 
 export {
-  Position,
   AccountPositions,
   AccountPositionsUpdate,
+  Position,
 } from "./position/position";
 
-// market depth
+// Market depth
 
 export {
+  OrderBook,
   OrderBookRow,
   OrderBookRowPosition,
   OrderBookRows,
-  OrderBook,
   OrderBookUpdate,
 } from "./market-depth/order-book";
 
 // Order
 
+export { ExecutionDetail } from "./order/execution-detail";
 export { OpenOrder } from "./order/open-order";
 export { OpenOrdersUpdate } from "./order/open-order-update";
-export { ExecutionDetail } from "./order/execution-detail";
+
+// Market scanner
+
+export {
+  MarketScannerItem,
+  MarketScannerItemRank,
+  MarketScannerRows,
+  MarketScannerUpdate,
+} from "./market-scanner/market-scanner";
 
 // IBApiNext
 

src/api-next/market-scanner/market-scanner.ts

@@ -16,216 +16,9 @@ export type MarketScannerRows = Map<MarketScannerItemRank, MarketScannerItem>;
 
 export type MarketScannerUpdate = ItemListUpdate<MarketScannerRows>;
 
-export enum LocationCode {
-  BOND_US = "BOND.US",
-  EFP = "EFP",
-  //  FUT_ECBOT = "FUT.ECBOT",
-  FUT_EU_BELFOX = "FUT.EU.BELFOX",
-  //  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_HK_HKFE = "FUT.HK.HKFE",
-  FUT_HK_JAPAN = "FUT.HK.JAPAN",
-  FUT_HK_KSE = "FUT.HK.KSE",
-  FUT_HK_NSE = "FUT.HK.NSE",
-  FUT_HK_OSE_JPN = "FUT.HK.OSE.JPN",
-  FUT_HK_SGX = "FUT.HK.SGX",
-  FUT_HK_SNFE = "FUT.HK.SNFE",
-  FUT_HK_TSE_JPN = "FUT.HK.TSE.JPN",
-  FUT_HK = "FUT.HK",
-  FUT_IPE = "FUT.IPE",
-  FUT_NA_CDE = "FUT.NA.CDE",
-  FUT_NA = "FUT.NA",
-  FUT_NYBOT = "FUT.NYBOT",
-  // 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_FTA = "IND.EU.FTA",
-  IND_EU_LIFFE = "IND.EU.LIFFE",
-  IND_EU_MONEP = "IND.EU.MONEP",
-  IND_EU = "IND.EU",
-  IND_HK_HKFE = "IND.HK.HKFE",
-  IND_HK_JAPAN = "IND.HK.JAPAN",
-  IND_HK_KSE = "IND.HK.KSE",
-  IND_HK_NSE = "IND.HK.NSE",
-  IND_HK_OSE_JPN = "IND.HK.OSE.JPN",
-  IND_HK_SGX = "IND.HK.SGX",
-  IND_HK_SNFE = "IND.HK.SNFE",
-  IND_HK_TSE_JPN = "IND.HK.TSE.JPN",
-  IND_HK = "IND.HK",
-  IND_US = "IND.US",
-  SLB_AQS = "SLB.AQS",
-  STK_AMEX = "STK.AMEX",
-  STK_ARCA = "STK.ARCA",
-  STK_EU_AEB = "STK.EU.AEB",
-  STK_EU_BM = "STK.EU.BM",
-  STK_EU_BVME = "STK.EU.BVME",
-  STK_EU_EBS = "STK.EU.EBS",
-  STK_EU_IBIS = "STK.EU.IBIS",
-  STK_EU_IBIS_ETF = "STK.EU.IBIS-ETF",
-  STK_EU_IBIS_EUSTARS = "STK.EU.IBIS-EUSTARS",
-  STK_EU_IBIS_NEWX = "STK.EU.IBIS-NEWX",
-  STK_EU_IBIS_USSTARS = "STK.EU.IBIS-USSTARS",
-  STK_EU_IBIS_XETRA = "STK.EU.IBIS-XETRA",
-  STK_EU_LSE = "STK.EU.LSE",
-  STK_EU_SBF = "STK.EU.SBF",
-  STK_EU_SBVM = "STK.EU.SBVM",
-  STK_EU_SFB = "STK.EU.SFB",
-  STK_EU_SWISS = "STK.EU.SWISS",
-  STK_EU_VIRTX = "STK.EU.VIRTX",
-  STK_EU = "STK.EU",
-  STK_HK_ASX = "STK.HK.ASX",
-  STK_HK_NSE = "STK.HK.NSE",
-  STK_HK_SEHK = "STK.HK.SEHK",
-  STK_HK_SGX = "STK.HK.SGX",
-  STK_HK_TSE_JPN = "STK.HK.TSE.JPN",
-  STK_HK = "STK.HK",
-  STK_NA_CANADA = "STK.NA.CANADA",
-  STK_NA_TSE = "STK.NA.TSE",
-  STK_NA_VENTURE = "STK.NA.VENTURE",
-  STK_NA = "STK.NA",
-  STK_NASDAQ_NMS = "STK.NASDAQ.NMS",
-  STK_NASDAQ_SCM = "STK.NASDAQ.SCM",
-  STK_NASDAQ = "STK.NASDAQ",
-  STK_NYSE = "STK.NYSE",
-  STK_OTCBB = "STK.OTCBB",
-  STK_PINK = "STK.PINK",
-  STK_US_MAJOR = "STK.US.MAJOR",
-  STK_US_MINOR = "STK.US.MINOR",
-  STK_US = "STK.US",
-  WAR_EU_ALL = "WAR.EU.ALL",
-}
-
-export enum Instrument {
-  STK = "STK",
-  BOND = "BOND",
-  EFP = "EFP",
-  FUT_EU = "FUT.EU",
-  FUT_HK = "FUT.HK",
-  FUT_NA = "FUT.NA",
-  FUT_US = "FUT.US",
-  IND_EU = "IND.EU",
-  IND_HK = "IND.HK",
-  IND_US = "IND.US",
-  PMONITOR = "PMONITOR",
-  PMONITORM = "PMONITORM",
-  SLB_US = "SLB.US",
-  STOCK_EU = "STOCK.EU",
-  STOCK_HK = "STOCK.HK",
-  STOCK_NA = "STOCK.NA",
-  WAR_EU = "WAR.EU",
-}
-
-export enum ScanCode {
-  TOP_PERC_GAIN,
-  TOP_PERC_LOSE,
-  MOST_ACTIVE,
-  ALL_SYMBOLS_ASC,
-  ALL_SYMBOLS_DESC,
-  BOND_CUSIP_AZ,
-  BOND_CUSIP_ZA,
-  FAR_MATURITY_DATE,
-  HALTED,
-  HIGH_BOND_ASK_CURRENT_YIELD_ALL,
-  HIGH_BOND_ASK_YIELD_ALL,
-  HIGH_BOND_DEBT_2_BOOK_RATIO,
-  HIGH_BOND_DEBT_2_EQUITY_RATIO,
-  HIGH_BOND_DEBT_2_TAN_BOOK_RATIO,
-  HIGH_BOND_EQUITY_2_BOOK_RATIO,
-  HIGH_BOND_EQUITY_2_TAN_BOOK_RATIO,
-  HIGH_BOND_NET_ASK_CURRENT_YIELD_ALL,
-  HIGH_BOND_NET_ASK_YIELD_ALL,
-  HIGH_BOND_NET_SPREAD_ALL,
-  HIGH_BOND_SPREAD_ALL,
-  HIGH_COUPON_RATE,
-  HIGH_DIVIDEND_YIELD,
-  HIGH_DIVIDEND_YIELD_IB,
-  HIGHEST_SLB_BID,
-  HIGH_GROWTH_RATE,
-  HIGH_MOODY_RATING_ALL,
-  HIGH_OPEN_GAP,
-  HIGH_OPT_IMP_VOLAT,
-  HIGH_OPT_IMP_VOLAT_OVER_HIST,
-  HIGH_OPT_OPEN_INTEREST_PUT_CALL_RATIO,
-  HIGH_OPT_VOLUME_PUT_CALL_RATIO,
-  HIGH_PE_RATIO,
-  HIGH_PRICE_2_BOOK_RATIO,
-  HIGH_PRICE_2_TAN_BOOK_RATIO,
-  HIGH_QUICK_RATIO,
-  HIGH_RETURN_ON_EQUITY,
-  HIGH_SYNTH_BID_REV_NAT_YIELD,
-  HIGH_VS_13W_HL,
-  HIGH_VS_26W_HL,
-  HIGH_VS_52W_HL,
-  HOT_BY_OPT_VOLUME,
-  HOT_BY_PRICE,
-  HOT_BY_PRICE_RANGE,
-  HOT_BY_VOLUME,
-  LIMIT_UP_DOWN,
-  LOW_BOND_BID_CURRENT_YIELD_ALL,
-  LOW_BOND_BID_YIELD_ALL,
-  LOW_BOND_DEBT_2_BOOK_RATIO,
-  LOW_BOND_DEBT_2_EQUITY_RATIO,
-  LOW_BOND_DEBT_2_TAN_BOOK_RATIO,
-  LOW_BOND_EQUITY_2_BOOK_RATIO,
-  LOW_BOND_EQUITY_2_TAN_BOOK_RATIO,
-  LOW_BOND_NET_BID_CURRENT_YIELD_ALL,
-  LOW_BOND_NET_BID_YIELD_ALL,
-  LOW_BOND_NET_SPREAD_ALL,
-  LOW_BOND_SPREAD_ALL,
-  LOW_COUPON_RATE,
-  LOWEST_SLB_ASK,
-  LOW_GROWTH_RATE,
-  LOW_MOODY_RATING_ALL,
-  LOW_OPEN_GAP,
-  LOW_OPT_IMP_VOLAT,
-  LOW_OPT_IMP_VOLAT_OVER_HIST,
-  LOW_OPT_OPEN_INTEREST_PUT_CALL_RATIO,
-  LOW_OPT_VOLUME_PUT_CALL_RATIO,
-  LOW_PE_RATIO,
-  LOW_PRICE_2_BOOK_RATIO,
-  LOW_PRICE_2_TAN_BOOK_RATIO,
-  LOW_QUICK_RATIO,
-  LOW_RETURN_ON_EQUITY,
-  LOW_SYNTH_ASK_REV_NAT_YIELD,
-  LOW_VS_13W_HL,
-  LOW_VS_26W_HL,
-  LOW_VS_52W_HL,
-  LOW_WAR_REL_IMP_VOLAT,
-  MARKET_CAP_USD_ASC,
-  MARKET_CAP_USD_DESC,
-  MOST_ACTIVE_AVG_USD,
-  MOST_ACTIVE_USD,
-  NEAR_MATURITY_DATE,
-  NOT_OPEN,
-  OPT_OPEN_INTEREST_MOST_ACTIVE,
-  OPT_VOLUME_MOST_ACTIVE,
-  PMONITOR_AVAIL_CONTRACTS,
-  PMONITOR_CTT,
-  PMONITOR_IBOND,
-  PMONITOR_RFQ,
-  TOP_OPEN_PERC_GAIN,
-  TOP_OPEN_PERC_LOSE,
-  TOP_OPT_IMP_VOLAT_GAIN,
-  TOP_OPT_IMP_VOLAT_LOSE,
-  TOP_PRICE_RANGE,
-  TOP_STOCK_BUY_IMBALANCE_ADV_RATIO,
-  TOP_STOCK_SELL_IMBALANCE_ADV_RATIO,
-  TOP_TRADE_COUNT,
-  TOP_TRADE_RATE,
-  TOP_VOLUME_RATE,
-  WSH_NEXT_ANALYST_MEETING,
-  WSH_NEXT_EARNINGS,
-  WSH_NEXT_EVENT,
-  WSH_NEXT_MAJOR_EVENT,
-  WSH_PREV_ANALYST_MEETING,
-  WSH_PREV_EARNINGS,
-  WSH_PREV_EVENT,
-}
+// for backward compatibility. Type moved to `api`
+export {
+  Instrument,
+  LocationCode,
+  ScanCode,
+} from "../../api/market-scanner/market-scanner";

src/api/api.ts

@@ -89,7 +89,7 @@
  * Refer to the official {@link https://interactivebrokers.github.io/tws-api/|Trader Workstation API documentation} for
  * details.
  */
 export class IBApi extends EventEmitter {
   /**
    * Create a IB API object.
    *
@@ -928,12 +928,15 @@
    * @param reqId The request's unique identifier.
    * @param contract The contract for which we want to retrieve the data.
    * @param endDateTime Request's ending time with format yyyyMMdd HH:mm:ss {TMZ}
-   * @param durationStr The amount of time for which the data needs to be retrieved:
-   * - " S (seconds) - " D (days)
-   * - " W (weeks) - " M (months)
-   * - " Y (years)
+   * @param durationStr The amount of time for which the data needs to be retrieved (number space unit).
+   * Note: min duration is "30 S", available units:
+   * - S (seconds)
+   * - D (days)
+   * - W (weeks)
+   * - M (months)
+   * - Y (years)
    * @param barSizeSetting the size of the bar:
-   * - 1 sec
+   * - 1 secs
    * - 5 secs
    * - 15 secs
    * - 30 secs
@@ -1613,7 +1616,7 @@
 }
 
 // Event emitter interface
 export declare interface IBApi {
   /**
    * Notifies when an event has been received (called for the any type for event).
    *

src/api/historical/bar-size-setting.ts

@@ -22,8 +22,8 @@ export enum BarSizeSetting {
   HOURS_FOUR = "4 hours",
   HOURS_EIGHT = "8 hours",
   DAYS_ONE = "1 day",
-  WEEKS_ONE = "1W",
-  MONTHS_ONE = "1M"
+  WEEKS_ONE = "1 week", // "1W" or "1 week"?
+  MONTHS_ONE = "1 month", // "1M" or "1 month"?
 }
 
 export default BarSizeSetting;