feat: Add market_depth service, refactor handlers

README.md

@@ -1,37 +1,36 @@
 # TD Ameritrade WsJson API client
 
-This is a node and browser API client for the (undocumented) TDAmeritrade WebSocket API.
+This is a node and browser API client for the (undocumented) TD Ameritrade WebSocket API.
 
 🚧 Work in progress 🚧
 
 # Prerequisites
 
 - Node 16+
 
-Create a `.env` file and set your TDAmeritrade oauth access token:
+Create a `.env` file and set your TD Ameritrade oauth access token:
 
 ```
+CLIENT_ID=your-client-id
 ACCESS_TOKEN=your-access-token
+REFRESH_TOKEN=your-refresh-token
+TOKEN_EXPIRES_AT=your-token-expires-at
 ```
 
 # Building for Node
 
 ```
-
 yarn install
 yarn build
-
 ```
 
 # Running the example app
 
 ```
-
 cd example
 yarn install
 yarn link tda-wsjson-client
 yarn start
-
 ```
 
 # Supported APIs
@@ -52,12 +51,13 @@ yarn start
 - ✅ Option chain quotes
 - ✅ Option quotes
 - ✅ Order events
+- ✅ Market depth
 
 # Not yet implemented
 
 - ❌ Instrument order events
 - ❌ Alert subscription
-- ❌ And many others 😀
+- ❌ And many more 😀
 
 # Usage
 

src/client/messageTypeHelpers.ts

@@ -1,29 +1,9 @@
 import {
   ConnectionResponse,
-  ParsedWebSocketResponse,
   RawPayloadResponse,
   WsJsonRawMessage,
 } from "./tdaWsJsonTypes";
-import { ChartResponse } from "./services/chartMessageHandler";
-import { QuotesResponse } from "./services/quotesMessageHandler";
-import { PositionsResponse } from "./services/positionsMessageHandler";
-import { PlaceOrderSnapshotResponse } from "./services/placeOrderMessageHandler";
-import {
-  OrderEventsPatchResponse,
-  OrderEventsResponse,
-  OrderEventsSnapshotResponse,
-} from "./services/orderEventsMessageHandler";
-import { UserPropertiesResponse } from "./services/userPropertiesMessageHandler";
-import { InstrumentSearchResponse } from "./services/instrumentSearchMessageHandler";
-import { AlertsResponse } from "./types/alertTypes";
-import { OptionChainResponse } from "./services/optionSeriesMessageHandler";
 import { RawLoginResponse } from "./services/loginMessageHandler";
-import { OptionQuotesResponse } from "./services/optionQuotesMessageHandler";
-import { CancelOrderResponse } from "./services/cancelOrderMessageHandler";
-import {
-  OptionSeriesQuotesPatchResponse,
-  OptionSeriesQuotesSnapshotResponse,
-} from "./services/optionSeriesQuotesMessageHandler";
 
 export function isPayloadResponse(
   response: WsJsonRawMessage
@@ -45,97 +25,3 @@ export function isLoginResponse(
   const { service } = header;
   return service === "login";
 }
-
-export function isChartResponse(
-  response: ParsedWebSocketResponse
-): response is ChartResponse {
-  return "candles" in response;
-}
-
-export function isQuotesResponse(
-  response: ParsedWebSocketResponse
-): response is QuotesResponse {
-  return "quotes" in response;
-}
-
-export function isPositionsResponse(
-  response: ParsedWebSocketResponse
-): response is PositionsResponse {
-  return "positions" in response;
-}
-
-export function isUserPropertiesResponse(
-  response: ParsedWebSocketResponse
-): response is UserPropertiesResponse {
-  return "defaultAccountCode" in response;
-}
-
-export function isPlaceOrderResponse(
-  response: ParsedWebSocketResponse
-): response is PlaceOrderSnapshotResponse {
-  return "orders" in response && response.service === "place_order";
-}
-
-export function isCancelOrderResponse(
-  response: ParsedWebSocketResponse
-): response is CancelOrderResponse {
-  return "service" in response && response.service === "cancel_order";
-}
-
-export function isOrderEventsPatchResponse(
-  response: ParsedWebSocketResponse
-): response is OrderEventsPatchResponse {
-  return "patches" in response && response.service === "order_events";
-}
-
-export function isOrderEventsResponse(
-  response: ParsedWebSocketResponse
-): response is OrderEventsResponse {
-  const isSnapshotResponse = (
-    response: ParsedWebSocketResponse
-  ): response is OrderEventsSnapshotResponse =>
-    "orders" in response && response.service === "order_events";
-
-  return isSnapshotResponse(response) || isOrderEventsPatchResponse(response);
-}
-
-// TODO: add support for patch responses
-export function isOptionQuotesResponse(
-  response: ParsedWebSocketResponse
-): response is OptionQuotesResponse {
-  return "service" in response && response.service === "quotes/options";
-}
-
-export function isOptionSeriesQuotesResponse(
-  response: ParsedWebSocketResponse
-): response is OptionSeriesQuotesSnapshotResponse {
-  const isSnapshotResponse = (
-    response: ParsedWebSocketResponse
-  ): response is OptionSeriesQuotesSnapshotResponse =>
-    "series" in response && response.service === "optionSeries/quotes";
-
-  const isPatchResponse = (
-    response: ParsedWebSocketResponse
-  ): response is OptionSeriesQuotesPatchResponse =>
-    "patches" in response && response.service === "optionSeries/quotes";
-
-  return isSnapshotResponse(response) || isPatchResponse(response);
-}
-
-export function isAlertsResponse(
-  response: ParsedWebSocketResponse
-): response is AlertsResponse {
-  return "alerts" in response;
-}
-
-export function isInstrumentsResponse(
-  response: ParsedWebSocketResponse
-): response is InstrumentSearchResponse {
-  return "instruments" in response;
-}
-
-export function isOptionChainResponse(
-  response: ParsedWebSocketResponse
-): response is OptionChainResponse {
-  return "series" in response && response.service === "optionSeries";
-}

src/client/mockWsJsonClient.ts

@@ -1,7 +1,6 @@
 import { WsJsonClient } from "./wsJsonClient";
 import { PositionsResponse } from "./services/positionsMessageHandler";
 import { RawLoginResponseBody } from "./services/loginMessageHandler";
-import { AlertsResponse } from "./types/alertTypes";
 import { CancelOrderResponse } from "./services/cancelOrderMessageHandler";
 import {
   ChartRequestParams,
@@ -26,10 +25,17 @@
 import { QuotesResponse } from "./services/quotesMessageHandler";
 import { InstrumentSearchResponse } from "./services/instrumentSearchMessageHandler";
 import { UserPropertiesResponse } from "./services/userPropertiesMessageHandler";
+import {
+  CancelAlertResponse,
+  CreateAlertResponse,
+  LookupAlertsResponse,
+} from "./types/alertTypes";
+import { MarketDepthResponse } from "./services/marketDepthMessageHandler";
 
 export default class MockWsJsonClient implements WsJsonClient {
   async *accountPositions(_: string): AsyncIterable<PositionsResponse> {
     return yield {
+      service: "positions",
       positions: [],
     };
   }
@@ -38,13 +44,14 @@
     return Promise.resolve(null);
   }
 
-  cancelAlert(_: number): Promise<AlertsResponse> {
+  cancelAlert(_: number): Promise<CancelAlertResponse> {
     return Promise.resolve({
+      service: "alerts/cancel",
       alerts: [],
     });
   }
 
   cancelOrder(_: number): Promise<CancelOrderResponse> {
     return Promise.resolve({
       service: "cancel_order",
       orderId: 123,
@@ -53,15 +60,17 @@
     });
   }
 
   async *chart(_: ChartRequestParams): AsyncIterable<ChartResponse> {
     return yield {
+      service: "chart",
       symbol: "",
       candles: [],
     };
   }
 
-  createAlert(_: CreateAlertRequestParams): Promise<AlertsResponse> {
+  createAlert(_: CreateAlertRequestParams): Promise<CreateAlertResponse> {
     return Promise.resolve({
+      service: "alerts/create",
       alerts: [],
     });
   }
@@ -80,13 +89,14 @@
     return false;
   }
 
-  async *lookupAlerts(): AsyncIterable<AlertsResponse> {
+  async *lookupAlerts(): AsyncIterable<LookupAlertsResponse> {
     return yield {
+      service: "alerts/lookup",
       alerts: [],
     };
   }
 
   optionChain(_: string): Promise<OptionChainResponse> {
     return Promise.resolve({
       series: [],
       service: "optionSeries",
@@ -94,15 +104,16 @@
   }
 
   optionChainDetails(
     _: OptionChainDetailsRequest
   ): Promise<OptionChainDetailsResponse> {
     return Promise.resolve({
+      service: "option_chain/get",
       seriesDetails: [],
     });
   }
 
   async *optionChainQuotes(
     _: string
   ): AsyncIterable<OptionSeriesQuotesResponse> {
     return yield {
       series: [],
@@ -111,7 +122,7 @@
   }
 
   async *optionQuotes(
     _: OptionQuotesRequestParams
   ): AsyncIterable<OptionQuotesResponse> {
     return yield {
       items: [],
@@ -120,7 +131,7 @@
   }
 
   placeOrder(
     _: PlaceLimitOrderRequestParams
   ): Promise<PlaceOrderSnapshotResponse> {
     return Promise.resolve({
       service: "place_order",
@@ -130,6 +141,7 @@
 
   async *quotes(_: string[]): AsyncIterable<QuotesResponse> {
     return yield {
+      service: "quotes",
       quotes: [],
     };
   }
@@ -145,12 +157,14 @@
 
   searchInstruments(_: string): Promise<InstrumentSearchResponse> {
     return Promise.resolve({
+      service: "instrument_search",
       instruments: [],
     });
   }
 
   userProperties(): Promise<UserPropertiesResponse> {
     return Promise.resolve({
+      service: "user_properties",
       defaultAccountCode: "foo",
       nickname: "foo",
       plDisplayMethod: "foo",
@@ -179,4 +193,12 @@
       service: "order_events",
     };
   }
+
+  async *marketDepth(_: string): AsyncIterable<MarketDepthResponse> {
+    return yield {
+      bidQuotes: [],
+      askQuotes: [],
+      service: "market_depth",
+    };
+  }
 }