src/tools/market-data.ts
/**
* This App will print real time market data of a given contract id.
*/
import { Subscription } from "rxjs";
import { IBApiNextError, IBApiNextTickType, IBApiTickType } from "../api-next";
import { IBApiNextApp } from "./common/ib-api-next-app";
/////////////////////////////////////////////////////////////////////////////////
// The help text //
/////////////////////////////////////////////////////////////////////////////////
const DESCRIPTION_TEXT = "Print real time market data of a given contract id.";
const USAGE_TEXT = "Usage: market-data.js <options>";
const OPTION_ARGUMENTS: [string, string][] = [
...IBApiNextApp.DEFAULT_CONTRACT_OPTIONS,
["ticks=<ticks>", "Comma separated list of generic ticks to fetch."],
];
const EXAMPLE_TEXT =
"market-data.js -symbol=AMZN -sectype=STK -exchange=SMART -conid=3691937";
//////////////////////////////////////////////////////////////////////////////
// The App code //
//////////////////////////////////////////////////////////////////////////////
class PrintMarketDataApp extends IBApiNextApp {
constructor() {
super(DESCRIPTION_TEXT, USAGE_TEXT, OPTION_ARGUMENTS, EXAMPLE_TEXT);
}
/** The [[Subscription]] on the MarketData. */
private subscription$: Subscription;
/**
* Start the app.
*/
start(): void {
super.start();
this.subscription$ = this.api
.getMarketData(
this.getContractArg(),
this.cmdLineArgs.ticks as string,
false,
false,
)
.subscribe({
next: (marketData) => {
const changedOrAddedDataWithTickNames = new Map<string, number>();
marketData.added?.forEach((tick, type) => {
if (type > IBApiNextTickType.API_NEXT_FIRST_TICK_ID) {
changedOrAddedDataWithTickNames.set(
IBApiNextTickType[type],
tick.value,
);
} else {
changedOrAddedDataWithTickNames.set(
IBApiTickType[type],
tick.value,
);
}
});
marketData.changed?.forEach((tick, type) => {
if (type > IBApiNextTickType.API_NEXT_FIRST_TICK_ID) {
changedOrAddedDataWithTickNames.set(
IBApiNextTickType[type],
tick.value,
);
} else {
changedOrAddedDataWithTickNames.set(
IBApiTickType[type],
tick.value,
);
}
});
this.printObject(changedOrAddedDataWithTickNames);
},
error: (err: IBApiNextError) => {
this.subscription$?.unsubscribe();
this.error(
`getMarketData failed with '${err.error.message}' (${err.code})`,
);
},
});
}
/**
* Stop the app with success code.
*/
stop() {
this.subscription$?.unsubscribe();
this.exit();
}
}
// run the app
new PrintMarketDataApp().start();