SenofyandClaude Sonnet 4.6
570a54fe60
- Replace fill/ldeps and fill/list approaches with Tradovate reports API - Add bearer auth to getreport polling (root cause of prior 404s) - Use endDate = tomorrow to ensure current-session fills are included - Count all traded days when minDayPnL is 0, otherwise count days >= minDayPnL - Add PATCH /api/debug endpoint for proxying raw Tradovate API calls Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
687 lines
29 KiB
TypeScript
687 lines
29 KiB
TypeScript
// 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';
|
|
import { POINT_VALUES } from './trading-logic';
|
|
|
|
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 } = {};
|
|
public dailyPnL: { [accountId: number]: { date: string; pnl: number }[] } = {};
|
|
/** Balance floor set by the prop firm — account is blown when amount <= this value (0 = not set) */
|
|
public autoLiqThresholds: { [accountId: number]: number } = {};
|
|
|
|
/** True once fetchDaysTraded() has finished its last full run */
|
|
public fetchDaysComplete = false;
|
|
/** Last error per account name from fetchDaysTraded() */
|
|
public lastFetchErrors: Record<string, string> = {};
|
|
/** Raw reports API response sample per account (first 100 chars) for debugging */
|
|
public lastFetchRaw: Record<string, string> = {};
|
|
|
|
public products: { id: number; name: string }[] = [];
|
|
|
|
|
|
/** Rolling buffer of the last 50 raw entity events — useful for debugging */
|
|
public recentEntityEvents: { entityType: string; eventType: string; entity: any; ts: number }[] = [];
|
|
|
|
/** True once the first requestSync has completed and positions/balances are populated. */
|
|
public syncComplete = false;
|
|
|
|
|
|
private ws: WebSocket;
|
|
private callbackOnSyncRequest: () => Promise<void>;
|
|
|
|
/** Incrementing ID for outgoing WebSocket messages — ensures concurrent orders don't clobber each other's callbacks. */
|
|
private nextMsgId = 100;
|
|
private getMsgId(): number { return this.nextMsgId++; }
|
|
|
|
// 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'
|
|
| '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<void>
|
|
) {
|
|
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) => {
|
|
this.requestSync();
|
|
setInterval(() => this.requestSync(), 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);
|
|
}
|
|
}
|
|
|
|
// Buffer recent entity events (last 50)
|
|
if (response.d?.entityType) {
|
|
this.recentEntityEvents.push({ entityType: response.d.entityType, eventType: response.d.eventType, entity: response.d.entity, ts: Date.now() });
|
|
if (this.recentEntityEvents.length > 50) this.recentEntityEvents.shift();
|
|
}
|
|
|
|
|
|
|
|
// Update positions from WebSocket position events
|
|
if (response.d?.entityType === 'position' && response.d?.entity) {
|
|
const pos = response.d.entity;
|
|
if (pos.netPos !== 0) {
|
|
this.positions[pos.accountId] = {
|
|
contractId: pos.contractId,
|
|
netPos: pos.netPos,
|
|
netPrice: pos.netPrice,
|
|
timestamp: new Date(pos.timestamp),
|
|
};
|
|
} else {
|
|
delete this.positions[pos.accountId];
|
|
}
|
|
}
|
|
|
|
// Update cash balances from WebSocket cashBalance events
|
|
if (response.d?.entityType === 'cashBalance' && response.d?.entity) {
|
|
const cb = response.d.entity;
|
|
if (cb.accountId) {
|
|
this.accountCashBalances[cb.accountId] = {
|
|
amount: cb.amount,
|
|
realizedPnL: cb.realizedPnL,
|
|
};
|
|
}
|
|
}
|
|
}
|
|
}
|
|
} else if (event.data[0] === 'h') {
|
|
// Heartbeat response
|
|
}
|
|
};
|
|
|
|
this.ws.onerror = (event) => {
|
|
console.error('Error on websocket', event);
|
|
};
|
|
});
|
|
}
|
|
|
|
private requestSync(): void {
|
|
this.directEventCallbacks[3] = (response: any) => {
|
|
try {
|
|
if (!response) {
|
|
console.error('[requestSync] Received null/undefined response — auth may have failed');
|
|
return;
|
|
}
|
|
|
|
// liquidateOnly flag lives in accountRiskStatuses
|
|
const riskStatusById: { [accountId: number]: { liquidateOnly?: string } } = (
|
|
response.accountRiskStatuses || []
|
|
).reduce((acc: any, item: any) => {
|
|
const key = item.accountId ?? item.id;
|
|
acc[key] = item;
|
|
return acc;
|
|
}, {});
|
|
|
|
// Auto-liquidation balance floor lives in userAccountAutoLiqs.
|
|
// item.id IS the account ID. The floor is: trailingMaxDrawdownLimit - trailingMaxDrawdown.
|
|
// Tradovate uses 999999999 as a sentinel for "no limit" — skip those.
|
|
for (const item of (response.userAccountAutoLiqs ?? [])) {
|
|
const accountId: number = item.id;
|
|
const limit: number = item.trailingMaxDrawdownLimit ?? 0;
|
|
const drawdown: number = item.trailingMaxDrawdown ?? 0;
|
|
const isSentinel = limit >= 999999999;
|
|
const floor = (!isSentinel && limit > 0 && drawdown > 0) ? limit - drawdown : 0;
|
|
this.autoLiqThresholds[accountId] = floor;
|
|
if (floor > 0) {
|
|
console.log(`[autoLiq] account ${accountId} → floor $${floor} (hwm=$${limit} drawdown=$${drawdown})`);
|
|
}
|
|
}
|
|
|
|
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: any) => 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 } }
|
|
);
|
|
|
|
console.log(`[requestSync] ${this.accountList.length} account(s), ${Object.keys(this.accountCashBalances).length} balance(s)`);
|
|
|
|
this.fetchDaysTraded();
|
|
|
|
if (this.products.length > 0) {
|
|
this.syncComplete = true;
|
|
this.callbackOnSyncRequest();
|
|
return;
|
|
}
|
|
|
|
this.directEventCallbacks[30] = (products: any) => {
|
|
if (Array.isArray(products) && products.length > 0) {
|
|
this.products = products.map((p: any) => ({ id: p.id, name: p.name }));
|
|
console.log(`Loaded ${this.products.length} products`);
|
|
}
|
|
this.syncComplete = true;
|
|
this.callbackOnSyncRequest();
|
|
};
|
|
this.ws.send('product/list\n30\n\n');
|
|
} catch (err) {
|
|
console.error('[requestSync] Error processing sync response:', err);
|
|
}
|
|
};
|
|
|
|
this.ws.send('user/syncrequest\n3\n\n{"splitResponses":false}');
|
|
}
|
|
|
|
public async fetchDaysTraded(): Promise<void> {
|
|
if (!this.accessInfo?.accessToken) return;
|
|
this.fetchDaysComplete = false;
|
|
|
|
const authHeaders = { Authorization: `Bearer ${this.accessInfo.accessToken}` };
|
|
|
|
const now = new Date();
|
|
now.setDate(now.getDate() + 1); // endDate must be tomorrow — report server excludes today's fills when endDate=today
|
|
const start = new Date();
|
|
start.setDate(start.getDate() - 27); // keep total window ≤ 28 days
|
|
|
|
const fmtDate = (d: Date) => {
|
|
const m = String(d.getMonth() + 1).padStart(2, '0');
|
|
const day = String(d.getDate()).padStart(2, '0');
|
|
return `${m}/${day}/${d.getFullYear()}`;
|
|
};
|
|
|
|
type Fill = {
|
|
_tradeDate: string;
|
|
_timestamp: string;
|
|
_action: number; // 0 = Buy, 1 = Sell
|
|
_qty: number;
|
|
_price: number;
|
|
Product: string;
|
|
commission: number;
|
|
};
|
|
|
|
interface Lot { price: number; qty: number; commPerUnit: number }
|
|
|
|
for (const account of this.accountList) {
|
|
try {
|
|
let reportData = (await axios.post(
|
|
'https://rpt-demo.tradovateapi.com/v1/reports/requestreport',
|
|
{
|
|
name: 'Fills', representationType: 'json', timezone: -300,
|
|
params: [
|
|
{ name: 'startDate', value: fmtDate(start) },
|
|
{ name: 'endDate', value: fmtDate(now) },
|
|
{ name: 'startTime', value: '00:00:00' },
|
|
{ name: 'endTime', value: '00:00:00' },
|
|
{ name: 'account', value: account.name },
|
|
],
|
|
},
|
|
{ headers: authHeaders }
|
|
)).data;
|
|
|
|
// Poll if queued — getreport also requires the bearer token
|
|
let pollAttempts = 0;
|
|
while (reportData?.['p-ticket'] && pollAttempts < 30) {
|
|
const pTicket: string = reportData['p-ticket'];
|
|
const pTime: number = Math.max(1, reportData['p-time'] ?? 1);
|
|
await new Promise((r) => setTimeout(r, pTime * 1000));
|
|
reportData = (await axios.get(
|
|
'https://rpt-demo.tradovateapi.com/v1/reports/getreport',
|
|
{ params: { 'p-ticket': pTicket }, headers: authHeaders }
|
|
)).data;
|
|
pollAttempts++;
|
|
}
|
|
|
|
if (!this.lastFetchRaw) this.lastFetchRaw = {};
|
|
const raw: string = typeof reportData?.data === 'string' ? reportData.data : '[]';
|
|
this.lastFetchRaw[account.name] = raw.slice(0, 100);
|
|
|
|
// _tradeDate is unquoted in the response (invalid JSON) — fix before parsing
|
|
const fixed = raw.replace(/"_tradeDate":\s*(\d{4}-\d{2}-\d{2})/g, '"_tradeDate": "$1"');
|
|
const fills: Fill[] = JSON.parse(fixed);
|
|
|
|
const sorted = [...fills].sort((a, b) => a._timestamp.localeCompare(b._timestamp));
|
|
const longBook: Lot[] = [];
|
|
const shortBook: Lot[] = [];
|
|
const dailyMap: { [date: string]: number } = {};
|
|
|
|
for (const fill of sorted) {
|
|
const pointValue = POINT_VALUES[fill.Product] ?? 1;
|
|
const isBuy = fill._action === 0;
|
|
let remaining = fill._qty;
|
|
const commPerUnit = fill._qty > 0 ? fill.commission / fill._qty : 0;
|
|
|
|
if (isBuy) {
|
|
while (remaining > 0 && shortBook.length > 0) {
|
|
const lot = shortBook[0];
|
|
const closed = Math.min(lot.qty, remaining);
|
|
const pnl = (lot.price - fill._price) * closed * pointValue
|
|
- (commPerUnit * closed)
|
|
- (lot.commPerUnit * closed);
|
|
dailyMap[fill._tradeDate] = (dailyMap[fill._tradeDate] ?? 0) + pnl;
|
|
lot.qty -= closed;
|
|
remaining -= closed;
|
|
if (lot.qty === 0) shortBook.shift();
|
|
}
|
|
if (remaining > 0) longBook.push({ price: fill._price, qty: remaining, commPerUnit });
|
|
} else {
|
|
while (remaining > 0 && longBook.length > 0) {
|
|
const lot = longBook[0];
|
|
const closed = Math.min(lot.qty, remaining);
|
|
const pnl = (fill._price - lot.price) * closed * pointValue
|
|
- (commPerUnit * closed)
|
|
- (lot.commPerUnit * closed);
|
|
dailyMap[fill._tradeDate] = (dailyMap[fill._tradeDate] ?? 0) + pnl;
|
|
lot.qty -= closed;
|
|
remaining -= closed;
|
|
if (lot.qty === 0) longBook.shift();
|
|
}
|
|
if (remaining > 0) shortBook.push({ price: fill._price, qty: remaining, commPerUnit });
|
|
}
|
|
}
|
|
|
|
const entries = Object.entries(dailyMap)
|
|
.map(([date, pnl]) => ({ date, pnl: Math.round(pnl * 100) / 100 }))
|
|
.sort((a, b) => a.date.localeCompare(b.date));
|
|
|
|
this.dailyPnL[account.id] = entries;
|
|
this.daysTraded[account.id] = entries.filter((d) => d.pnl !== 0).length;
|
|
} catch (err) {
|
|
const msg = err instanceof Error ? err.message : String(err);
|
|
console.error(`[fetchDaysTraded] report error for ${account.name}:`, msg);
|
|
if (!this.lastFetchErrors) this.lastFetchErrors = {};
|
|
this.lastFetchErrors[account.name] = msg;
|
|
this.dailyPnL[account.id] ??= [];
|
|
this.daysTraded[account.id] ??= 0;
|
|
}
|
|
}
|
|
this.fetchDaysComplete = true;
|
|
}
|
|
|
|
private async login(): Promise<AuthLoginResponse> {
|
|
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<void> {
|
|
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<AccountItem[]> {
|
|
if (!this.accessInfo?.accessToken) {
|
|
console.log('Not authenticated');
|
|
return [];
|
|
}
|
|
|
|
const res = await axios.get('https://demo.tradovateapi.com/v1/account/list', {
|
|
headers: {
|
|
Authorization: `Bearer ${this.accessInfo.accessToken}`,
|
|
},
|
|
});
|
|
|
|
return res.data;
|
|
}
|
|
|
|
async findFrontMonthContract(productName: string): Promise<{ id: number; name: string; tickSize: number } | null> {
|
|
if (!this.accessInfo?.accessToken) return null;
|
|
const res = await axios.get(
|
|
`https://demo.tradovateapi.com/v1/contract/suggest?t=${encodeURIComponent(productName)}&l=20`,
|
|
{ headers: { Authorization: `Bearer ${this.accessInfo.accessToken}` } }
|
|
);
|
|
const contracts: Array<{ id: number; name: string; status: string; providerTickSize: number }> = res.data ?? [];
|
|
// Front-month = first contract whose name starts with the product symbol (results are ordered front→back)
|
|
const match = contracts.find((c) => c.name.startsWith(productName));
|
|
if (!match) return null;
|
|
return { id: match.id, name: match.name, tickSize: match.providerTickSize ?? 0.25 };
|
|
}
|
|
|
|
async fetchInstrumentFees(symbols: string[]): Promise<{ [symbol: string]: number }> {
|
|
if (!this.accessInfo?.accessToken || this.products.length === 0) return {};
|
|
|
|
const productIds = symbols
|
|
.map((sym) => this.products.find((p) => p.name === sym)?.id)
|
|
.filter((id): id is number => id !== undefined);
|
|
|
|
const res = await axios.post(
|
|
'https://demo.tradovateapi.com/v1/contract/getproductfeeparams',
|
|
{ productIds },
|
|
{ headers: { Authorization: `Bearer ${this.accessInfo.accessToken}` } }
|
|
);
|
|
|
|
const result: { [symbol: string]: number } = {};
|
|
for (const param of (res.data?.params ?? [])) {
|
|
const product = this.products.find((p) => p.id === param.productId);
|
|
if (product && symbols.includes(product.name)) {
|
|
const raw =
|
|
(param.clearingFee ?? 0) +
|
|
(param.exchangeFee ?? 0) +
|
|
(param.nfaFee ?? 0) +
|
|
(param.brokerageFee ?? 0) +
|
|
(param.ipFee ?? 0) +
|
|
(param.commission ?? 0) +
|
|
(param.orderRoutingFee ?? 0);
|
|
result[product.name] = parseFloat(raw.toFixed(4));
|
|
console.log(
|
|
`[fees] ${product.name}: clearing=${param.clearingFee ?? 0}` +
|
|
` exchange=${param.exchangeFee ?? 0}` +
|
|
` nfa=${param.nfaFee ?? 0}` +
|
|
` brokerage=${param.brokerageFee ?? 0}` +
|
|
` ip=${param.ipFee ?? 0}` +
|
|
` commission=${param.commission ?? 0}` +
|
|
` routing=${param.orderRoutingFee ?? 0}` +
|
|
` → total=${result[product.name]}`
|
|
);
|
|
}
|
|
}
|
|
return result;
|
|
}
|
|
|
|
async requestContractsFromSocket(names: string[]): Promise<{
|
|
[name: string]: Contract;
|
|
}> {
|
|
if (!this.ws) {
|
|
console.log('Websocket not connected');
|
|
return {};
|
|
}
|
|
|
|
return new Promise((resolve) => {
|
|
this.directEventCallbacks[10] = (response: any) => {
|
|
resolve(
|
|
(response || []).reduce((acc: { [name: string]: Contract }, item: Contract) => {
|
|
return { ...acc, [item.name]: item };
|
|
}, {} as { [name: string]: Contract })
|
|
);
|
|
};
|
|
this.ws.send(`contract/finds\n10\nnames=${names.join(',')}`);
|
|
});
|
|
}
|
|
|
|
async sendOrder(
|
|
accountId: number,
|
|
contractSymbol: string, // e.g. "NQH6" — WebSocket placeorder requires "symbol"
|
|
quantity: number,
|
|
action: 'Buy' | 'Sell',
|
|
orderType: 'Market' | 'Limit',
|
|
price?: number
|
|
): Promise<Record<string, any>> {
|
|
if (!this.ws) throw new Error('WebSocket not connected');
|
|
|
|
this.ws.send(
|
|
`user/registeraudituseraction\n25\n\n${JSON.stringify({
|
|
accountId,
|
|
actionType: action + orderType,
|
|
details: `${action} ${quantity} ${contractSymbol} ${orderType}${price ? ` @ ${price}` : ''}, TIF Day`,
|
|
})}`
|
|
);
|
|
|
|
return new Promise((resolve, reject) => {
|
|
const msgId = this.getMsgId();
|
|
this.directEventCallbacks[msgId] = (response: any) => {
|
|
console.log(`[sendOrder] raw ack:`, JSON.stringify(response));
|
|
if (typeof response === 'string' || !response) {
|
|
reject(new Error(typeof response === 'string' ? response : 'Empty response from order/placeorder'));
|
|
return;
|
|
}
|
|
// Tradovate returns the command object: { id, commandStatus, orderId, ... }
|
|
const orderId = response.orderId ?? response.id;
|
|
console.log(`[sendOrder] orderId=${orderId} status=${response.commandStatus}`);
|
|
|
|
// Wait for the fill event — it carries the real execution price
|
|
const timeout = setTimeout(() => {
|
|
reject(new Error(`Order ${orderId} acknowledged but no fill within 30s (market may be closed)`));
|
|
}, 30000);
|
|
|
|
this.indirectEventCallbacks.push({
|
|
entityType: 'fill',
|
|
eventType: 'Created',
|
|
validator: (item: any) => item?.orderId === orderId,
|
|
callback: (fill: any) => {
|
|
clearTimeout(timeout);
|
|
console.log(`[sendOrder] fill:`, JSON.stringify(fill));
|
|
resolve(fill);
|
|
},
|
|
});
|
|
};
|
|
|
|
this.ws.send(
|
|
`order/placeorder\n${msgId}\n\n${JSON.stringify({
|
|
accountId,
|
|
action,
|
|
symbol: contractSymbol,
|
|
orderQty: quantity,
|
|
orderType,
|
|
price,
|
|
timeInForce: 'Day',
|
|
text: 'DOM',
|
|
})}`
|
|
);
|
|
});
|
|
}
|
|
|
|
/** Place an order and resolve as soon as the command is acknowledged (does not wait for fill). */
|
|
async placeOrderNoWait(
|
|
accountId: number,
|
|
contractSymbol: string,
|
|
quantity: number,
|
|
action: 'Buy' | 'Sell',
|
|
orderType: 'Market' | 'Limit',
|
|
price?: number
|
|
): Promise<{ orderId?: number }> {
|
|
if (!this.ws) throw new Error('WebSocket not connected');
|
|
|
|
const msgId = this.getMsgId();
|
|
return new Promise((resolve, reject) => {
|
|
this.directEventCallbacks[msgId] = (response: any) => {
|
|
if (typeof response === 'string') {
|
|
reject(new Error(response));
|
|
return;
|
|
}
|
|
resolve({ orderId: response?.orderId ?? response?.id });
|
|
};
|
|
|
|
this.ws.send(
|
|
`order/placeorder\n${msgId}\n\n${JSON.stringify({
|
|
accountId,
|
|
action,
|
|
symbol: contractSymbol,
|
|
orderQty: quantity,
|
|
orderType,
|
|
price,
|
|
timeInForce: 'Day',
|
|
text: 'DOM',
|
|
})}`
|
|
);
|
|
});
|
|
}
|
|
|
|
/** Close the WebSocket connection and stop all intervals. Call before discarding the instance. */
|
|
public disconnect(): void {
|
|
try { this.ws?.close(); } catch { /* ignore */ }
|
|
}
|
|
|
|
/** Register a one-time callback for when a fill arrives for a given orderId. */
|
|
onFill(orderId: number, callback: (fill: any) => void): void {
|
|
this.indirectEventCallbacks.push({
|
|
entityType: 'fill',
|
|
eventType: 'Created',
|
|
validator: (item: any) => item?.orderId === orderId,
|
|
callback,
|
|
});
|
|
}
|
|
}
|