stoqey/ib

/**
 * This App will print historical last trade price Time&Sales data of and instrument.
 */
import { lastValueFrom, Subscription } from "rxjs";

import { IBApiNextError } from "../api-next";
import { IBApiNextApp } from "./common/ib-api-next-app";

/////////////////////////////////////////////////////////////////////////////////
// The help text                                                               //
/////////////////////////////////////////////////////////////////////////////////

const DESCRIPTION_TEXT =
  "Print historical last trade price Time&Sales data of and instrument.";
const USAGE_TEXT = "Usage: historical-ticks-mid.js <options>";
const OPTION_ARGUMENTS: [string, string][] = [
  [
    "conid=<number>",
    "(required) Contract ID (conId) of contract to receive historical last trade price Time&Sales data for.",
  ],
  ["exchange=<name>", "The destination exchange name."],
  [
    "start=<dateTimeString>",
    "(required if -end not specified) The start date/time of the request. '20170701 12:01:00'. Uses TWS timezone specified at login.",
  ],
  [
    "end=<dateTimeString>",
    "(required if -start not specified) The end date/time of the request. '20170701 13:01:00'. In TWS timezone.",
  ],
  [
    "count=<number>",
    "(required) Number of distinct data points. Max 1000 per request.",
  ],
  [
    "rth=<0/1>",
    "(optional) Data from regular trading hours (1), or all available hours (0). Default is 1",
  ],
];
const EXAMPLE_TEXT =
  "historical-ticks-mid.js -conid=3691937 -exchange=SMART -start=20210604 16:00:00 -count=100";

//////////////////////////////////////////////////////////////////////////////
// The App code                                                             //
//////////////////////////////////////////////////////////////////////////////

class PrintHistoricalTicksLastApp extends IBApiNextApp {
  constructor() {
    super(DESCRIPTION_TEXT, USAGE_TEXT, OPTION_ARGUMENTS, EXAMPLE_TEXT);
  }

  /** The [[Subscription]] on the historic ticks while being collected from TWS (list will grow incrementally). */
  private subscription$: Subscription;

  /**
   * Start the app.
   */
  start(): void {
    super.start();

    if (!this.cmdLineArgs.conid) {
      this.error("-conid argument missing.");
    }
    if (!this.cmdLineArgs.exchange) {
      this.error("-exchange argument missing.");
    }
    if (!this.cmdLineArgs.start && !this.cmdLineArgs.end) {
      this.error("-start or -end argument missing.");
    }
    if (this.cmdLineArgs.start && this.cmdLineArgs.end) {
      this.error("-start and -end argument specified, only use one of both.");
    }
    if (!this.cmdLineArgs.count) {
      this.error("-count argument missing.");
    }

    // We use lastValueFrom here as we are not interested in getting
    // incremental updates.
    // If you do so (e.g. to show results incrementally as received from TWS),
    // use .subscribe({next: update => ...}) instead.

    lastValueFrom(
      this.api.getHistoricalTicksLast(
        {
          conId: this.cmdLineArgs.conid as number,
          exchange: this.cmdLineArgs.exchange as string,
        },
        this.cmdLineArgs.start as string,
        this.cmdLineArgs.end as string,
        this.cmdLineArgs.count as number,
        (this.cmdLineArgs.rth as number) ?? 1,
      ),
    )
      .then((ticks) => {
        this.printObject(ticks);
        this.stop();
      })
      .catch((err: IBApiNextError) => {
        this.error(
          `getHistoricalTicksBidAsk failed with '${err.error.message}'`,
        );
      });
  }

  /**
   * Stop the app with success code.
   */
  stop() {
    this.subscription$?.unsubscribe();
    this.exit();
  }
}

// run the app

new PrintHistoricalTicksLastApp().start();