// Create a class with a constructor that takes a username and password and sets the credentials import axios from 'axios'; import type { AccountItem, AuthLoginResponse, Contract } from './tradovate-helpers'; import { computeSec, randomUUIDV4 } from './tradovate-helpers'; export class TradovateClient { private name: string; private password: string; private accessInfo: AuthLoginResponse; private deviceId = randomUUIDV4(); public accountList: AccountItem[] = []; public accountCashBalances: { [accountId: number]: { amount: number; realizedPnL: number; }; } = {}; public positions: { [accountId: number]: { contractId: number; netPos: number; netPrice: number; timestamp: Date; }; } = {}; public daysTraded: { [accountId: number]: number } = {}; private ws: WebSocket; private callbackOnSyncRequest: () => Promise; // Events that we sent out, and tradovate gives us a response for the id we sent out private directEventCallbacks: { [id: number]: (response: any) => void; } = {}; private indirectEventCallbacks: { entityType: | 'order' | 'orderVersion' | 'auditUserAction' | 'command' | 'commandReport' | 'fill' | 'fillFee' | 'executionReport' | 'cashBalance'; eventType: 'Created' | 'Updated'; // Since the entity is not always the same, we need a validator to check if the response is the one we are looking for validator: (response: any) => boolean; callback: (response: any) => void; }[] = []; constructor(name: string, password: string, callbackOnSyncRequest: () => Promise) { this.name = name; this.password = password; this.callbackOnSyncRequest = callbackOnSyncRequest; this.login().then((res) => { if (!res?.accessToken) { console.log('Failed to login', res); return; } console.log('Logged in', res); // check every 2 minutes if the access token is expired setInterval(() => { // If we are within 15 minutes of the expiration time, renew the access token if ( new Date(res.expirationTime).getTime() < new Date().getTime() + 15 * 60 * 1000 ) { this.renewAccessToken(); } }, 2 * 60 * 1000); this.accessInfo = res; const randomnumber = Math.random().toString(36).substring(2, 15); this.ws = new WebSocket(`wss://demo.tradovateapi.com/v1/websocket?r=${randomnumber}`); this.ws.onopen = () => { console.log('Connected to websocket'); this.ws.send('authorize\n2\n\n' + this.accessInfo.accessToken); this.directEventCallbacks[2] = (response: any) => { // Once authorize, start syncing every 60 seconds this.requestAccountUpdates(); setInterval(() => this.requestAccountUpdates(), 60000); // Every 2.5 seconds send a heartbeat setInterval(() => { this.ws.send('[]'); }, 2500); }; }; this.ws.onmessage = (event) => { if (event.data[0] === 'a') { const dataString = event.data.slice(1); const data: ( | { i?: number; // Id s?: number; // Status d?: any; // Data } | { e?: string; d?: { entityType: | 'order' | 'orderVersion' | 'auditUserAction' | 'command' | 'commandReport'; eventType: 'Created' | 'Updated'; entity: any; }; } )[] = JSON.parse(dataString); for (const response of data) { if ( 'i' in response && response.i && this.directEventCallbacks[response.i] ) { this.directEventCallbacks[response.i](response.d); } if ('e' in response && response.e) { // Handle callbacks for (const info of this.indirectEventCallbacks) { if ( response.d?.entityType === info?.entityType && response.d?.eventType === info?.eventType && info?.validator(response.d.entity) ) { info?.callback(response.d.entity); } } // console.log('No callback found', response.d); } } } else if (event.data[0] === 'h') { // Heartbeat response } }; this.ws.onerror = (event) => { console.error('Error on websocket', event); }; }); } private async requestAccountUpdates(): Promise { this.directEventCallbacks[3] = (response: any) => { // Syncing DLL or MLL hit const riskStatusById: { [id: number]: { liquidateOnly?: string } } = ( response.accountRiskStatuses || [] ).reduce((acc: any, item: any) => { acc[item.id] = item; return acc; }, {}); this.accountList = (response.accounts as AccountItem[]).map((account) => { if (riskStatusById[account.id]?.liquidateOnly) { return { ...account, active: false }; } return account; }); this.accountCashBalances = response.cashBalances.reduce( ( acc: { [accountId: number]: { amount: number; realizedPnL: number }; }, item: { accountId: number; amount: number; realizedPnL: number } ) => { acc[item.accountId] = { amount: item.amount, realizedPnL: item.realizedPnL, }; return acc; }, {} as { [accountId: number]: { amount: number; realizedPnL: number } } ); this.positions = response.positions .filter((item) => item.netPos !== 0) .reduce( ( acc: { [accountId: number]: { contractId: number; netPos: number; netPrice: number; timestamp: Date; }; }, item: { accountId: number; contractId: number; netPos: number; netPrice: number; timestamp: Date; } ) => { acc[item.accountId] = { contractId: item.contractId, netPos: item.netPos, netPrice: item.netPrice, timestamp: new Date(item.timestamp), }; return acc; }, {} as { [accountId: number]: { contractId: number; netPos: number; netPrice: number; timestamp: Date; }; } ); this.callbackOnSyncRequest(); this.fetchDaysTraded(); }; this.ws.send('user/syncrequest\n3\n\n{"splitResponses":false}'); } private async fetchDaysTraded(): Promise { if (!this.accessInfo?.accessToken) return; const cutoff = new Date(); cutoff.setDate(cutoff.getDate() - 28); for (const account of this.accountList) { try { const res = await axios.get( `https://demo.tradovateapi.com/v1/fill/ldeps?masterid=${account.id}`, { headers: { Authorization: `Bearer ${this.accessInfo.accessToken}` } } ); const fills: { timestamp: string }[] = res.data ?? []; const tradingDays = new Set( fills .filter((f) => new Date(f.timestamp) >= cutoff) .map((f) => new Date(f.timestamp).toDateString()) ); this.daysTraded[account.id] = tradingDays.size; } catch (err) { console.error(`[fetchDaysTraded] account ${account.id}`, err); this.daysTraded[account.id] = 0; } } } private async login(): Promise { const chl = '' + (Date.now() - 1581e9); const sec = computeSec(this.name, this.password, this.deviceId, chl); const generateEncodedPassword = (e) => { const { name: t, password: n } = e, o = t.length % n.length, r = (n.slice(o) + n.slice(0, o)).split('').reverse().join(''); return btoa(r); }; const res = await axios.post('https://live.tradovateapi.com/v1/auth/accesstokenrequest', { name: this.name, password: generateEncodedPassword({ name: this.name, password: this.password }), environment: 'demo', appId: 'tradovate_trader(web)', appVersion: '3.251205.0', deviceId: this.deviceId, cid: '1', chl: chl, sec: sec, enc: true, }); if (res.status !== 200) { console.error('Failed to login', res.data); } return res.data; } private async renewAccessToken(): Promise { const res = await axios.get('https://live.tradovateapi.com/v1/auth/renewAccessToken', { headers: { Authorization: `Bearer ${this.accessInfo.accessToken}`, }, }); if (res.status !== 200) { console.error('Failed to renew access token', res.data); } console.log('Renewed access token'); this.accessInfo = res.data; } async getAccountList(): Promise { if (!this.accessInfo?.accessToken) { console.log('Not authenticated'); return []; } const res = await axios.get('https://demo.tradovateapi.com/v1/account/list', { headers: { Authorization: `Bearer ${this.accessInfo.accessToken}`, }, }); return res.data; } async requestContractsFromSocket(names: string[]): Promise<{ [name: string]: Contract; }> { if (!this.ws) { console.log('Websocket not connected'); return {}; } return new Promise((resolve) => { this.directEventCallbacks[10] = (response: any) => { resolve( (response || []).reduce((acc: { [name: string]: Contract }, item: Contract) => { return { ...acc, [item.name]: item }; }, {} as { [name: string]: Contract }) ); }; this.ws.send(`contract/finds\n10\nnames=${names.join(',')}`); }); } async sendOrder( accountId: number, contractId: number, quantity: number, action: 'Buy' | 'Sell', orderType: 'Market' | 'Limit', price?: number ): Promise { if (!this.ws) { console.log('Websocket not connected'); return; } this.ws.send( `user/registeraudituseraction\n25\n\n${JSON.stringify({ accountId: accountId, actionType: action + orderType, details: `DOM MESZ5: Buy ${orderType}, Buy ${quantity} ${orderType}${ price ? ` ${price}` : '' }, TIF Day`, })}` ); return new Promise((resolve, reject) => { this.directEventCallbacks[26] = (response: any) => { // console.log('Order id', response?.orderId); console.log('Order placed, order id: ', response); // TODO: Implement for limit orders and rejected market orders // If we don't get a response within 5 seconds, reject the promise setTimeout(() => { reject(new Error('No response from order placement')); }, 5000); this.indirectEventCallbacks.push({ entityType: 'fill', eventType: 'Created', validator: (item: any) => item?.orderId === response?.orderId, callback: (response: any) => { resolve(response); }, }); }; this.ws.send( `order/placeorder\n26\n\n${JSON.stringify({ accountId: accountId, action: action, symbol: contractId, orderQty: quantity, orderType: orderType, price: price, timeInForce: 'Day', text: 'DOM', })}` ); }); } }