From cbdfb75a6181a0355f99029539cb7bc0e41f3ce9 Mon Sep 17 00:00:00 2001 From: bas Date: Thu, 16 Jun 2022 11:19:35 +0200 Subject: [PATCH 01/26] Initial checkin --- orders/advice-orders/README.md | 5 + orders/advice-orders/demo.js | 702 ++++++++++++++++++++++++++++++++ orders/advice-orders/index.html | 137 +++++++ 3 files changed, 844 insertions(+) create mode 100644 orders/advice-orders/README.md create mode 100644 orders/advice-orders/demo.js create mode 100644 orders/advice-orders/index.html diff --git a/orders/advice-orders/README.md b/orders/advice-orders/README.md new file mode 100644 index 0000000..57d3c74 --- /dev/null +++ b/orders/advice-orders/README.md @@ -0,0 +1,5 @@ +# Client-side Samples for Advice Orders + +This is a demonstration on how to create an order advice for an end customer. + +Live demo: https://saxobank.github.io/openapi-samples-js/orders/advice-orders/ \ No newline at end of file diff --git a/orders/advice-orders/demo.js b/orders/advice-orders/demo.js new file mode 100644 index 0000000..deb2621 --- /dev/null +++ b/orders/advice-orders/demo.js @@ -0,0 +1,702 @@ +/*jslint browser: true, for: true, long: true, unordered: true */ +/*global window console demonstrationHelper */ + +(function () { + // Create a helper function to remove some boilerplate code from the example itself. + const demo = demonstrationHelper({ + "responseElm": document.getElementById("idResponse"), + "javaScriptElm": document.getElementById("idJavaScript"), + "accessTokenElm": document.getElementById("idBearerToken"), + "retrieveTokenHref": document.getElementById("idHrefRetrieveToken"), + "tokenValidateButton": document.getElementById("idBtnValidate"), + "accountsList": document.getElementById("idCbxAccount"), + "footerElm": document.getElementById("idFooter") + }); + const fictivePrice = 70; // SIM doesn't allow calls to price endpoint for most instruments + let managedAccountsResponseData = null; + + /** + * Helper function to convert the json string to an object, with error handling. + * @param {boolean} isFromNewOrderEdit Use new order object, or the one for order modifications. + * @return {Object} The newOrderObject from the input field - null if invalid + */ + function getOrderObjectFromJson(isFromNewOrderEdit) { + const orderObjectId = ( + isFromNewOrderEdit + ? "idNewOrderObject" + : "idChangeOrderObject" + ); + let newOrderObject = null; + try { + newOrderObject = JSON.parse(document.getElementById(orderObjectId).value); + if (newOrderObject.hasOwnProperty("AccountKey")) { + // This is the case for single orders, or conditional/related orders + // This function is used for other order types as well, so more order types are considered + newOrderObject.AccountKey = demo.user.accountKey; + } + if (newOrderObject.hasOwnProperty("Orders")) { + // This is the case for OCO, related and conditional orders + newOrderObject.Orders.forEach(function (order) { + if (order.hasOwnProperty("AccountKey")) { + order.AccountKey = demo.user.accountKey; + } + }); + } + document.getElementById(orderObjectId).value = JSON.stringify(newOrderObject, null, 4); + } catch (e) { + console.error(e); + } + return newOrderObject; + } + + /** + * Add an accountKey to the list. + * @param {string} accountKey The value. + * @param {string} description Description to display. + * @return {Element} The accountKey list. + */ + function addAccountToAccountKeyList(accountKey, description) { + const cbxAccountKeys = document.getElementById("idCbxManagedAccountKey"); + const option = document.createElement("option"); + option.text = description; + option.value = accountKey; + cbxAccountKeys.add(option); + return cbxAccountKeys; + } + + /** + * Display the active end client AccountKey in the POST /order editor. + * @return {void} + */ + function updateNewOrderEdit() { + console.error("Not implemented"); + } + + /** + * Remove all items from a combo box. + * @param {string} id The identiefier. + * @return {void} + */ + function clearCombobox(id) { + const cbx = document.getElementById(id); + let i; + for (i = cbx.options.length - 1; i >= 0; i -= 1) { + cbx.remove(i); + } + } + + /** + * Get details about clients under a particular owner. + * @return {void} + */ + function getAccountKeys() { + fetch( + demo.apiUrl + "/port/v1/accounts?IncludeSubAccounts=true&ClientKey=" + encodeURIComponent(demo.user.clientKey), + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + let accountCount = 0; + clearCombobox("idCbxManagedAccountKey"); + responseJson.Data.forEach(function (account) { + if (account.ClientKey === demo.user.clientKey) { + addAccountToAccountKeyList(account.AccountKey, "Your account: " + account.AccountId + " (" + account.AccountType + ")"); + } else if (account.Active) { + addAccountToAccountKeyList(account.AccountKey, "Account end client: " + account.AccountId + " (" + account.AccountType + ")"); + accountCount += 1; + } + }); + managedAccountsResponseData = responseJson.Data; // Keep, so ClientKeys can be looked up by AccountKey + console.log("Found " + accountCount + " managed accounts.\nResponse: " + JSON.stringify(responseJson, null, 4)); + updateNewOrderEdit(); + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * This demo can be used for not only Stocks. You can change the model in the editor to Bond, SrdOnStock, etc. + * @param {Object} responseJson The response with the references. + * @return {string} A message pointing you at the feature to change the order object. + */ + function getRelatedAssetTypesMessage(responseJson) { + let result = ""; + let i; + let relatedInstrument; + + function addAssetTypeToMessage(assetType) { + if (relatedInstrument.AssetType === assetType) { + result += ( + result === "" + ? "" + : "\n\n" + ) + "The response below indicates there is a related " + assetType + ".\nYou can change the order object to AssetType '" + assetType + "' and Uic '" + relatedInstrument.Uic + "' to test " + assetType + " orders."; + } + } + + if (responseJson.hasOwnProperty("RelatedInstruments")) { + for (i = 0; i < responseJson.RelatedInstruments.length; i += 1) { + relatedInstrument = responseJson.RelatedInstruments[i]; + addAssetTypeToMessage("Bond"); + addAssetTypeToMessage("SrdOnStock"); + // The other way around works as well. Show message for Stock. + addAssetTypeToMessage("Stock"); + } + } + if (responseJson.hasOwnProperty("RelatedOptionRootsEnhanced")) { + // Don't loop. Just take the first, for demo purposes. + relatedInstrument = responseJson.RelatedOptionRootsEnhanced[0]; + result += ( + result === "" + ? "" + : "\n\n" + ) + "The response below indicates there are related options.\nYou can use OptionRootId '" + relatedInstrument.OptionRootId + "' in the options example."; + } + return result; + } + + /** + * This function collects the access rights of the logged in user. + * @return {void} + */ + function getAccessRights() { + fetch( + demo.apiUrl + "/root/v1/user", + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + const responseText = "\n\nResponse: " + JSON.stringify(responseJson, null, 4); + if (responseJson.AccessRights.CanTrade) { + console.log("You are allowed to place orders." + responseText); + } else { + console.error("You are not allowed to place orders." + responseText); + } + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * This is an example of getting the trading settings of an instrument. + * @return {void} + */ + function getConditions() { + + /** + * The instrument is tradable, but there might be limitations. If so, display them. + * @param {Object} detailsObject The response with the instrument details. + * @return {void} + */ + function checkTradingStatus(detailsObject) { + let statusDescription = "This instrument has trading limitations:\n"; + if (detailsObject.TradingStatus !== "Tradable") { + if (detailsObject.hasOwnProperty("NonTradableReason")) { + switch (detailsObject.NonTradableReason) { + case "ETFsWithoutKIIDs": + statusDescription += "The issuer has not provided a Key Information Document (KID) for this instrument."; + break; + case "ExpiredInstrument": + statusDescription += "This instrument has expired."; + break; + case "NonShortableInstrument": + statusDescription += "Short selling is not available for this instrument."; + break; + case "NotOnlineClientTradable": + statusDescription += "This instrument is not tradable online."; + break; + case "OfflineTradableBonds": + statusDescription += "This instrument is tradable offline."; + break; + case "ReduceOnlyInstrument": + statusDescription += "This instrument is reduce-only."; + break; + default: + // There are reasons "OtherReason" and "None". + statusDescription += "This instrument is not tradable."; + } + statusDescription += "\n(" + detailsObject.NonTradableReason + ")"; + } else { + // Somehow not reason was supplied. + statusDescription += "Status: " + detailsObject.TradingStatus; + } + window.alert(statusDescription); + } + } + + /** + * Verify if the selected OrderType is supported for the instrument. + * @param {Object} orderObject The object used to POST the new order. + * @param {Array} orderTypes Array with supported order types (Market, Limit, etc). + * @return {void} + */ + function checkSupportedOrderTypes(orderObject, orderTypes) { + if (orderTypes.indexOf(orderObject.OrderType) === -1) { + window.alert("The order type " + orderObject.OrderType + " is not supported for this instrument."); + } + } + + /** + * Verify if the selected account is capable of handling this instrument. + * @param {Array} tradableOn Supported account list. + * @return {void} + */ + function checkSupportedAccounts(tradableOn) { + // First, get the id of the active account: + const activeAccountId = demo.user.accounts.find(function (i) { + return i.accountKey === demo.user.accountKey; + }).accountId; + // Next, check if instrument is allowed on this account: + if (tradableOn.length === 0) { + window.alert("This instrument cannot be traded on any of your accounts."); + } else if (tradableOn.indexOf(activeAccountId) === -1) { + window.alert("This instrument cannot be traded on the selected account " + activeAccountId + ", but only on " + tradableOn.join(", ") + "."); + } + } + + function calculateFactor(tickSize) { + let numberOfDecimals = 0; + if ((tickSize % 1) !== 0) { + numberOfDecimals = tickSize.toString().split(".")[1].length; + } + return Math.pow(10, numberOfDecimals); + } + + function checkTickSize(orderObject, tickSize) { + const factor = calculateFactor(tickSize); // Modulo doesn't support fractions, so multiply with a factor + if (Math.round(orderObject.OrderPrice * factor) % Math.round(tickSize * factor) !== 0) { + window.alert("The price of " + orderObject.OrderPrice + " doesn't match the tick size of " + tickSize); + } + } + + function checkTickSizes(orderObject, tickSizeScheme) { + let tickSize = tickSizeScheme.DefaultTickSize; + let i; + for (i = 0; i < tickSizeScheme.Elements.length; i += 1) { + if (orderObject.OrderPrice <= tickSizeScheme.Elements[i].HighPrice) { + tickSize = tickSizeScheme.Elements[i].TickSize; // The price is below a threshold and therefore not the default + break; + } + } + checkTickSize(orderObject, tickSize); + } + + function checkMinimumTradeSize(orderObject, detailsObject) { + if (orderObject.Amount < detailsObject.MinimumTradeSize) { + window.alert("The order amount must be at least the minimumTradeSize of " + detailsObject.MinimumTradeSize); + } + } + + function checkMinimumOrderValue(orderObject, detailsObject) { + const price = ( + orderObject.hasOwnProperty("OrderPrice") + ? orderObject.OrderPrice + : fictivePrice // SIM doesn't allow calls to price endpoint for most instruments so just take something + ); + if (orderObject.Amount * price < detailsObject.MinimumOrderValue) { + window.alert("The order value (amount * price) must be at least the minimumOrderValue of " + detailsObject.MinimumOrderValue); + } + } + + function checkLotSizes(orderObject, detailsObject) { + if (orderObject.Amount < detailsObject.MinimumLotSize) { + window.alert("The amount must be at least the minimumLotSize of " + detailsObject.MinimumLotSize); + } + if (detailsObject.hasOwnProperty("LotSize") && orderObject.Amount % detailsObject.LotSize !== 0) { + window.alert("The amount must be the lot size or a multiplication of " + detailsObject.LotSize); + } + } + + const newOrderObject = getOrderObjectFromJson(true); + fetch( + demo.apiUrl + "/ref/v1/instruments/details/" + newOrderObject.Uic + "/" + newOrderObject.AssetType + "?AccountKey=" + encodeURIComponent(demo.user.accountKey) + "&FieldGroups=OrderSetting", + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + console.log(getRelatedAssetTypesMessage(responseJson) + "\n\n" + JSON.stringify(responseJson, null, 4)); + if (responseJson.IsTradable === false) { + window.alert("This instrument is not tradable!"); + // For demonstration purposes, the validation continues, but an order ticket shouldn't be shown! + } + checkTradingStatus(responseJson); + checkSupportedOrderTypes(newOrderObject, responseJson.SupportedOrderTypes); + if (newOrderObject.OrderType !== "Market" && newOrderObject.OrderType !== "TraspasoIn") { + if (responseJson.hasOwnProperty("TickSizeScheme")) { + checkTickSizes(newOrderObject, responseJson.TickSizeScheme); + } else if (responseJson.hasOwnProperty("TickSize")) { + checkTickSize(newOrderObject, responseJson.TickSize); + } + } + checkSupportedAccounts(responseJson.TradableOn); + checkMinimumTradeSize(newOrderObject, responseJson); + if (newOrderObject.AssetType === "Stock") { + checkMinimumOrderValue(newOrderObject, responseJson); + } + if (newOrderObject.AssetType === "Stock" && responseJson.LotSizeType !== "NotUsed") { + checkLotSizes(newOrderObject, responseJson); + } + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * This is an example of an order validation. + * @return {void} + */ + function preCheckNewOrder() { + // Bug: Preview doesn't check for limit outside market hours + + function getErrorMessage(responseJson, defaultMessage) { + let errorMessage; + if (responseJson.hasOwnProperty("ErrorInfo")) { + // Be aware that the ErrorInfo.Message might contain line breaks, escaped like "\r\n"! + errorMessage = ( + responseJson.ErrorInfo.hasOwnProperty("Message") + ? responseJson.ErrorInfo.Message + : responseJson.ErrorInfo.ErrorCode // In some cases (AllocationKeyDoesNotMatchAccount) the message is not available + ); + // There can be error messages per order. Try to add them. + if (responseJson.hasOwnProperty("Orders")) { + responseJson.Orders.forEach(function (order) { + errorMessage += "\n- " + getErrorMessage(order, ""); + }); + } + } else { + errorMessage = defaultMessage; + } + return errorMessage; + } + + const newOrderObject = getOrderObjectFromJson(true); + newOrderObject.FieldGroups = ["Costs", "MarginImpactBuySell"]; + fetch( + demo.apiUrl + "/trade/v2/orders/precheck", + { + "method": "POST", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value, + "Content-Type": "application/json; charset=utf-8", + "X-Request-ID": Math.random() // This prevents error 409 (Conflict) from identical previews within 15 seconds + }, + "body": JSON.stringify(newOrderObject) + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + // Response must have PreCheckResult property being "Ok" + if (responseJson.PreCheckResult === "Ok") { + // Secondly, you can have a PreCheckResult of "Ok", but still a (functional) error + // Order could be placed if the account had sufficient margin and funding. + // In this case all calculated cost and margin values are in the response, together with an ErrorInfo object: + if (responseJson.hasOwnProperty("ErrorInfo")) { + // Be aware that the ErrorInfo.Message might contain line breaks, escaped like "\r\n"! + console.error(getErrorMessage(responseJson, "") + "\n\n" + JSON.stringify(responseJson, null, 4)); + } else { + // The order can be placed + console.log("The order can be placed:\n\n" + JSON.stringify(responseJson, null, 4)); + } + } else { + // Order request is syntactically correct, but the order cannot be placed, as it would violate semantic rules + // This can be something like: {"ErrorInfo":{"ErrorCode":"IllegalInstrumentId","Message":"Instrument ID is invalid"},"EstimatedCashRequired":0.0,"PreCheckResult":"Error"} + console.error(getErrorMessage(responseJson, "Order request is syntactically correct, but the order cannot be placed, as it would violate semantic rules:") + "\n\n" + JSON.stringify(responseJson, null, 4) + "\n\nX-Correlation header (for troubleshooting with Saxo): " + response.headers.get("X-Correlation")); + } + }); + } else { + // This can be something like: {"Message":"One or more properties of the request are invalid!","ModelState":{"Orders":["Stop leg of OCO order must have OrderType of either: TrailingStopIfTraded, StopIfTraded, StopLimit"]},"ErrorCode":"InvalidModelState"} + // The developer (you) must fix this. + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * Add an Order to the list. + * @param {string} orderId The value. + * @param {string} description Description to display. + * @return {Element} The orders list. + */ + function addOrderToOrdersList(orderId, description) { + const cbxOrders = document.getElementById("idCbxOrderId"); + const option = document.createElement("option"); + option.text = description; + option.value = orderId; + cbxOrders.add(option); + return cbxOrders; + } + + /** + * Retrieve order details and display them in the PATCH /order editor. + * @return {void} + */ + function getOrderDetailsAndUpdateModifyOrderEdit() { + console.error("Not implemented"); + } + + /** + * This is an example of placing a single leg order. + * @return {void} + */ + function placeNewOrder() { + const headersObject = { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value, + "Content-Type": "application/json; charset=utf-8" + }; + const newOrderObject = getOrderObjectFromJson(true); + fetch( + demo.apiUrl + "/trade/v2/orders", + { + "method": "POST", + "headers": headersObject, + "body": JSON.stringify(newOrderObject) + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + const xRequestId = response.headers.get("X-Request-ID"); + console.log("Successful request:\n" + JSON.stringify(responseJson, null, 4) + ( + xRequestId === null + ? "" + : "\nX-Request-ID response header: " + xRequestId + )); + addOrderToOrdersList(responseJson.OrderId, "New order " + responseJson.OrderId).value = responseJson.OrderId; + getOrderDetailsAndUpdateModifyOrderEdit(); + }); + } else { + console.debug(response); + if (response.status === 403) { + // Don't add this check to your application, but for learning purposes: + // An HTTP Forbidden indicates that your app is not enabled for trading. + // See https://www.developer.saxo/openapi/appmanagement + demo.processError(response, "Your app might not be enabled for trading."); + } else { + demo.processError(response); + } + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * Get the ClientKey of an AccountKey by using a cached response. + * @return {void} + */ + function getClientKeyOfSelectedAccount() { + const accountKeyToFind = document.getElementById("idCbxManagedAccountKey").value; + let result = demo.user.accountKey; + if (managedAccountsResponseData === null) { + console.error("Request managed accounts first, before making this request."); + } + managedAccountsResponseData.forEach(function (account) { + if (account.AccountKey === accountKeyToFind) { + result = account.ClientKey; + } + }); + return result; + } + + /** + * This is an example of getting detailed information of a specific order (in this case the last placed order). + * @return {void} + */ + function getOrderDetails() { + const clientKey = getClientKeyOfSelectedAccount(); + const orderId = document.getElementById("idCbxOrderId").value; + fetch( + demo.apiUrl + "/port/v1/orders/" + orderId + "/details?ClientKey=" + encodeURIComponent(clientKey), + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + if (responseJson === null) { + console.error("The order wasn't found in the list of active orders. Is order " + orderId + " still open?"); + } else { + console.log("Response: " + JSON.stringify(responseJson, null, 4)); + } + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * This is an example of updating a single leg order. + * @return {void} + */ + function modifyLastOrder() { + const newOrderObject = getOrderObjectFromJson(false); + const headersObject = { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value, + "Content-Type": "application/json; charset=utf-8" + }; + fetch( + demo.apiUrl + "/trade/v2/orders", + { + "method": "PATCH", + "headers": headersObject, + "body": JSON.stringify(newOrderObject) + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + const xRequestId = response.headers.get("X-Request-ID"); + console.log("Successful request:\n" + JSON.stringify(responseJson, null, 4) + ( + xRequestId === null + ? "" + : "\nX-Request-ID response header: " + xRequestId + )); + }); + } else { + // If you get a 404 NotFound, the order might already be executed! + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * This is an example of removing an order from the book. + * @return {void} + */ + function cancelLastOrder() { + const adviceDeleteAction = document.getElementById("idCbxAdviceDeleteAction").value; + const orderId = document.getElementById("idCbxOrderId").value; + const accountKey = document.getElementById("idCbxManagedAccountKey").value; + // DELETE /trade/v2/orders/123?AdviceDeleteAction=CancelAdvice + fetch( + demo.apiUrl + "/trade/v2/orders/" + orderId + "?AccountKey=" + encodeURIComponent(accountKey) + "&AdviceDeleteAction=" + adviceDeleteAction, + { + "method": "DELETE", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + // Response must have an OrderId + console.log(JSON.stringify(responseJson, null, 4)); + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * Order changes are broadcasted via ENS. Retrieve the recent events to see what you can expect. + * @return {void} + */ + function getHistoricalEnsEvents() { + const fromDate = new Date(); + fromDate.setMinutes(fromDate.getMinutes() - 5); + fetch( + demo.apiUrl + "/ens/v1/activities?Activities=Orders&FromDateTime=" + fromDate.toISOString(), + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + console.log("Found " + responseJson.Data.length + " events in the last 5 minutes:\n\n" + JSON.stringify(responseJson, null, 4)); + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * Retrieve the list of pending order advices. + * @return {void} + */ + function getOrders() { + const accountKey = document.getElementById("idCbxManagedAccountKey").value; + const clientKey = getClientKeyOfSelectedAccount(); + fetch( + demo.apiUrl + "/port/v1/orders?Status=All&ClientKey=" + encodeURIComponent(clientKey) + "&AccountKey=" + encodeURIComponent(accountKey), + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + responseJson.Data.forEach(function (order) { + addOrderToOrdersList(order.OrderId, order.OrderId + " (" + order.OrderStatus + ")"); + }); + console.log("All open orders for account '" + accountKey + "'.\n\n" + JSON.stringify(responseJson, null, 4)); + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + demo.setupEvents([ + {"evt": "change", "elmId": "idCbxManagedAccountKey", "func": updateNewOrderEdit, "funcsToDisplay": [updateNewOrderEdit]}, + {"evt": "change", "elmId": "idCbxOrderId", "func": getOrderDetailsAndUpdateModifyOrderEdit, "funcsToDisplay": [getOrderDetailsAndUpdateModifyOrderEdit]}, + {"evt": "click", "elmId": "idBtnGetAccountKeys", "func": getAccountKeys, "funcsToDisplay": [getAccountKeys]}, + {"evt": "click", "elmId": "idBtnGetAccessRights", "func": getAccessRights, "funcsToDisplay": [getAccessRights]}, + {"evt": "click", "elmId": "idBtnGetConditions", "func": getConditions, "funcsToDisplay": [getConditions]}, + {"evt": "click", "elmId": "idBtnPreCheckOrder", "func": preCheckNewOrder, "funcsToDisplay": [preCheckNewOrder]}, + {"evt": "click", "elmId": "idBtnPlaceNewOrder", "func": placeNewOrder, "funcsToDisplay": [placeNewOrder]}, + {"evt": "click", "elmId": "idBtnGetOrderDetails", "func": getOrderDetails, "funcsToDisplay": [getOrderDetails]}, + {"evt": "click", "elmId": "idBtnModifyLastOrder", "func": modifyLastOrder, "funcsToDisplay": [modifyLastOrder]}, + {"evt": "click", "elmId": "idBtnCancelLastOrder", "func": cancelLastOrder, "funcsToDisplay": [cancelLastOrder]}, + {"evt": "click", "elmId": "idBtnGetOrders", "func": getOrders, "funcsToDisplay": [getOrders]}, + {"evt": "click", "elmId": "idBtnHistoricalEnsEvents", "func": getHistoricalEnsEvents, "funcsToDisplay": [getHistoricalEnsEvents]} + ]); + demo.displayVersion("trade"); +}()); diff --git a/orders/advice-orders/index.html b/orders/advice-orders/index.html new file mode 100644 index 0000000..9f5d71e --- /dev/null +++ b/orders/advice-orders/index.html @@ -0,0 +1,137 @@ + + + + + + + + + + + Demo for Advice Orders + + + +
+

Advice Orders

+

Example on Order Advices

+← Back to main page +View on GitHub +
+
+
+ +
+ +
+

Give advice on orders

+ +

The order advice flow is only for advisors. The example here is not an advice, but shows how to integrate the flow in your apps. To get a SIM-account configured for order advices, contact your Saxo Bank account manager.

+
+Order tickets must warn before trading a complex product, provide a KID download and the cost breakdown. See the sample. +
+
+ + +
+
+
+
New order advice:
+ + + + +
+ + +
+
Update order advice:
+ + + +
+ +
+
+
+ +
+
+ +
+Response: 
Click button to launch function.
+
+JS code: 
Click button to show code.
+
+
+ + From 2346610248c3ef1bf4623c950aacd87f257b702e Mon Sep 17 00:00:00 2001 From: bas Date: Thu, 16 Jun 2022 16:38:41 +0200 Subject: [PATCH 02/26] Order details --- orders/advice-orders/demo.js | 87 +++++++++++++++++++++++---------- orders/advice-orders/index.html | 9 ++-- 2 files changed, 65 insertions(+), 31 deletions(-) diff --git a/orders/advice-orders/demo.js b/orders/advice-orders/demo.js index deb2621..524c009 100644 --- a/orders/advice-orders/demo.js +++ b/orders/advice-orders/demo.js @@ -26,19 +26,20 @@ ? "idNewOrderObject" : "idChangeOrderObject" ); + const accountKey = document.getElementById("idCbxManagedAccountKey").value; let newOrderObject = null; try { newOrderObject = JSON.parse(document.getElementById(orderObjectId).value); if (newOrderObject.hasOwnProperty("AccountKey")) { // This is the case for single orders, or conditional/related orders // This function is used for other order types as well, so more order types are considered - newOrderObject.AccountKey = demo.user.accountKey; + newOrderObject.AccountKey = accountKey; } if (newOrderObject.hasOwnProperty("Orders")) { // This is the case for OCO, related and conditional orders newOrderObject.Orders.forEach(function (order) { if (order.hasOwnProperty("AccountKey")) { - order.AccountKey = demo.user.accountKey; + order.AccountKey = accountKey; } }); } @@ -69,7 +70,7 @@ * @return {void} */ function updateNewOrderEdit() { - console.error("Not implemented"); + getOrderObjectFromJson(true); } /** @@ -260,9 +261,10 @@ * @return {void} */ function checkSupportedAccounts(tradableOn) { + const accountKey = document.getElementById("idCbxManagedAccountKey").value; // First, get the id of the active account: - const activeAccountId = demo.user.accounts.find(function (i) { - return i.accountKey === demo.user.accountKey; + const activeAccountId = managedAccountsResponseData.find(function (i) { + return i.AccountKey === accountKey; }).accountId; // Next, check if instrument is allowed on this account: if (tradableOn.length === 0) { @@ -326,8 +328,9 @@ } const newOrderObject = getOrderObjectFromJson(true); + const accountKey = document.getElementById("idCbxManagedAccountKey").value; fetch( - demo.apiUrl + "/ref/v1/instruments/details/" + newOrderObject.Uic + "/" + newOrderObject.AssetType + "?AccountKey=" + encodeURIComponent(demo.user.accountKey) + "&FieldGroups=OrderSetting", + demo.apiUrl + "/ref/v1/instruments/details/" + newOrderObject.Uic + "/" + newOrderObject.AssetType + "?AccountKey=" + encodeURIComponent(accountKey) + "&FieldGroups=OrderSetting", { "method": "GET", "headers": { @@ -455,14 +458,6 @@ return cbxOrders; } - /** - * Retrieve order details and display them in the PATCH /order editor. - * @return {void} - */ - function getOrderDetailsAndUpdateModifyOrderEdit() { - console.error("Not implemented"); - } - /** * This is an example of placing a single leg order. * @return {void} @@ -514,23 +509,28 @@ */ function getClientKeyOfSelectedAccount() { const accountKeyToFind = document.getElementById("idCbxManagedAccountKey").value; - let result = demo.user.accountKey; if (managedAccountsResponseData === null) { console.error("Request managed accounts first, before making this request."); + throw "Request managed accounts first, before making this request."; } - managedAccountsResponseData.forEach(function (account) { - if (account.AccountKey === accountKeyToFind) { - result = account.ClientKey; - } - }); - return result; + return managedAccountsResponseData.find(function (i) { + return i.AccountKey === accountKeyToFind; + }).ClientKey; } /** - * This is an example of getting detailed information of a specific order (in this case the last placed order). + * Retrieve order details and display them in the PATCH /order editor. * @return {void} */ - function getOrderDetails() { + function getOrderDetailsAndUpdateModifyOrderEdit() { + + function copyOptionalProperty(source, dest, propertyName) { + if (source.hasOwnProperty("propertyName")) { + dest[propertyName] = responseJson[propertyName]; + } + } + + const accountKey = document.getElementById("idCbxManagedAccountKey").value; const clientKey = getClientKeyOfSelectedAccount(); const orderId = document.getElementById("idCbxOrderId").value; fetch( @@ -544,9 +544,43 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { + let orderObject; if (responseJson === null) { console.error("The order wasn't found in the list of active orders. Is order " + orderId + " still open?"); } else { + // Only simple stock orders are considered here. Make your own logic for ContractOptions etc. + orderObject = { + "AccountKey": accountKey, + "OrderId": orderId, + "BuySell": responseJson.BuySell, + "Amount": responseJson.Amount, // Check for OrderAmountType! + "AssetType": responseJson.AssetType, + "Uic": responseJson.Uic, + "OrderType": responseJson.OpenOrderType, + "OrderDuration": responseJson.Duration + }; + switch (responseJson.OpenOrderType) { + case "Limit": // A buy order will be executed when the price falls below the provided price point; a sell order when the price increases beyond the provided price point. + case "StopIfBid": // A buy order will be executed when the bid price increases to the provided price point; a sell order when the price falls below. + case "StopIfOffered": // A buy order will be executed when the ask price increases to the provided price point; a sell order when the price falls below. + case "StopIfTraded": // A buy order will be executed when the last price increases to the provided price point; a sell order when the price falls below. + orderObject.OrderPrice = responseJson.Price; + break; + case "StopLimit": // A buy StopLimit order will turn in to a regular limit order once the price goes beyond the OrderPrice. The limit order will have a OrderPrice of the StopLimitPrice. + orderObject.OrderPrice = responseJson.Price; + orderObject.StopLimitPrice = responseJson.StopLimitPrice; + break; + case "TrailingStop": // A trailing stop order type is used to guard a position against a potential loss, but the order price follows that of the position when the price goes up. It does so in steps, trying to keep a fixed distance to the current price. + case "TrailingStopIfBid": + case "TrailingStopIfOffered": + case "TrailingStopIfTraded": + orderObject.OrderPrice = responseJson.Price; + orderObject.TrailingstopDistanceToMarket = responseJson.TrailingStopDistanceToMarket; + orderObject.TrailingStopStep = responseJson.TrailingStopStep; + } + copyOptionalProperty(responseJson, orderObject, "Triggers"); + copyOptionalProperty(responseJson, orderObject, "ExternalReference"); + document.getElementById("idChangeOrderObject").value = JSON.stringify(orderObject, null, 4); console.log("Response: " + JSON.stringify(responseJson, null, 4)); } }); @@ -671,9 +705,12 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { + // Empty order list: + clearCombobox("idCbxOrderId"); responseJson.Data.forEach(function (order) { - addOrderToOrdersList(order.OrderId, order.OrderId + " (" + order.OrderStatus + ")"); + addOrderToOrdersList(order.OrderId, order.OrderId + " (" + order.Status + ")"); }); + getOrderDetailsAndUpdateModifyOrderEdit(); console.log("All open orders for account '" + accountKey + "'.\n\n" + JSON.stringify(responseJson, null, 4)); }); } else { @@ -692,7 +729,7 @@ {"evt": "click", "elmId": "idBtnGetConditions", "func": getConditions, "funcsToDisplay": [getConditions]}, {"evt": "click", "elmId": "idBtnPreCheckOrder", "func": preCheckNewOrder, "funcsToDisplay": [preCheckNewOrder]}, {"evt": "click", "elmId": "idBtnPlaceNewOrder", "func": placeNewOrder, "funcsToDisplay": [placeNewOrder]}, - {"evt": "click", "elmId": "idBtnGetOrderDetails", "func": getOrderDetails, "funcsToDisplay": [getOrderDetails]}, + {"evt": "click", "elmId": "idBtnGetOrderDetails", "func": getOrderDetailsAndUpdateModifyOrderEdit, "funcsToDisplay": [getOrderDetailsAndUpdateModifyOrderEdit]}, {"evt": "click", "elmId": "idBtnModifyLastOrder", "func": modifyLastOrder, "funcsToDisplay": [modifyLastOrder]}, {"evt": "click", "elmId": "idBtnCancelLastOrder", "func": cancelLastOrder, "funcsToDisplay": [cancelLastOrder]}, {"evt": "click", "elmId": "idBtnGetOrders", "func": getOrders, "funcsToDisplay": [getOrders]}, diff --git a/orders/advice-orders/index.html b/orders/advice-orders/index.html index 9f5d71e..7aec17a 100644 --- a/orders/advice-orders/index.html +++ b/orders/advice-orders/index.html @@ -35,10 +35,8 @@

Example on Order Advices

Give advice on orders

-

The order advice flow is only for advisors. The example here is not an advice, but shows how to integrate the flow in your apps. To get a SIM-account configured for order advices, contact your Saxo Bank account manager.

-
-Order tickets must warn before trading a complex product, provide a KID download and the cost breakdown. See the sample. +See other samples for finding instruments, trading in complex instruments and compliance requirements.

- From 5e3ede6352dca7bef607bebab144b69f098d0ec7 Mon Sep 17 00:00:00 2001 From: bas Date: Fri, 17 Jun 2022 11:22:05 +0200 Subject: [PATCH 03/26] Fixes after first demo --- orders/advice-orders/demo.js | 70 +++++++++++++++++++-------------- orders/advice-orders/index.html | 10 ++--- orders/stocks/demo.js | 4 +- 3 files changed, 48 insertions(+), 36 deletions(-) diff --git a/orders/advice-orders/demo.js b/orders/advice-orders/demo.js index 524c009..475483a 100644 --- a/orders/advice-orders/demo.js +++ b/orders/advice-orders/demo.js @@ -265,7 +265,7 @@ // First, get the id of the active account: const activeAccountId = managedAccountsResponseData.find(function (i) { return i.AccountKey === accountKey; - }).accountId; + }).AccountId; // Next, check if instrument is allowed on this account: if (tradableOn.length === 0) { window.alert("This instrument cannot be traded on any of your accounts."); @@ -526,7 +526,7 @@ function copyOptionalProperty(source, dest, propertyName) { if (source.hasOwnProperty("propertyName")) { - dest[propertyName] = responseJson[propertyName]; + dest[propertyName] = source[propertyName]; } } @@ -548,38 +548,15 @@ if (responseJson === null) { console.error("The order wasn't found in the list of active orders. Is order " + orderId + " still open?"); } else { - // Only simple stock orders are considered here. Make your own logic for ContractOptions etc. + // For the PATCH a limited set of fields is required. Feel free to add those fields you'd like to update. orderObject = { "AccountKey": accountKey, "OrderId": orderId, - "BuySell": responseJson.BuySell, - "Amount": responseJson.Amount, // Check for OrderAmountType! "AssetType": responseJson.AssetType, - "Uic": responseJson.Uic, "OrderType": responseJson.OpenOrderType, "OrderDuration": responseJson.Duration }; - switch (responseJson.OpenOrderType) { - case "Limit": // A buy order will be executed when the price falls below the provided price point; a sell order when the price increases beyond the provided price point. - case "StopIfBid": // A buy order will be executed when the bid price increases to the provided price point; a sell order when the price falls below. - case "StopIfOffered": // A buy order will be executed when the ask price increases to the provided price point; a sell order when the price falls below. - case "StopIfTraded": // A buy order will be executed when the last price increases to the provided price point; a sell order when the price falls below. - orderObject.OrderPrice = responseJson.Price; - break; - case "StopLimit": // A buy StopLimit order will turn in to a regular limit order once the price goes beyond the OrderPrice. The limit order will have a OrderPrice of the StopLimitPrice. - orderObject.OrderPrice = responseJson.Price; - orderObject.StopLimitPrice = responseJson.StopLimitPrice; - break; - case "TrailingStop": // A trailing stop order type is used to guard a position against a potential loss, but the order price follows that of the position when the price goes up. It does so in steps, trying to keep a fixed distance to the current price. - case "TrailingStopIfBid": - case "TrailingStopIfOffered": - case "TrailingStopIfTraded": - orderObject.OrderPrice = responseJson.Price; - orderObject.TrailingstopDistanceToMarket = responseJson.TrailingStopDistanceToMarket; - orderObject.TrailingStopStep = responseJson.TrailingStopStep; - } copyOptionalProperty(responseJson, orderObject, "Triggers"); - copyOptionalProperty(responseJson, orderObject, "ExternalReference"); document.getElementById("idChangeOrderObject").value = JSON.stringify(orderObject, null, 4); console.log("Response: " + JSON.stringify(responseJson, null, 4)); } @@ -664,10 +641,11 @@ * @return {void} */ function getHistoricalEnsEvents() { + const accountKey = document.getElementById("idCbxManagedAccountKey").value; const fromDate = new Date(); - fromDate.setMinutes(fromDate.getMinutes() - 5); + fromDate.setMinutes(fromDate.getMinutes() - 10); fetch( - demo.apiUrl + "/ens/v1/activities?Activities=Orders&FromDateTime=" + fromDate.toISOString(), + demo.apiUrl + "/ens/v1/activities?Activities=Orders&FromDateTime=" + fromDate.toISOString() + "&AccountKey=" + encodeURIComponent(accountKey), { "method": "GET", "headers": { @@ -677,7 +655,7 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - console.log("Found " + responseJson.Data.length + " events in the last 5 minutes:\n\n" + JSON.stringify(responseJson, null, 4)); + console.log("Found " + responseJson.Data.length + " event(s) in the last 10 minutes:\n\n" + JSON.stringify(responseJson, null, 4)); }); } else { demo.processError(response); @@ -721,9 +699,43 @@ }); } + /** + * Reflect the new status in the new order advice edit. + * @return {void} + */ + function updateCreateOrderEdit() { + const newStatus = document.getElementById("idCbxAdviceCreateAction").value; + const orderObject = getOrderObjectFromJson(true); + if (!orderObject.hasOwnProperty("Triggers")) { + orderObject.Triggers = [{ + "TriggerType": "Advice" + }]; + } + orderObject.Triggers[0].ApprovalAction = newStatus; + document.getElementById("idNewOrderObject").value = JSON.stringify(orderObject, null, 4); + } + + /** + * Reflect the new status in the modify order advice edit. + * @return {void} + */ + function updateModifyOrderEdit() { + const newStatus = document.getElementById("idCbxAdviceModifyAction").value; + const orderObject = getOrderObjectFromJson(false); + if (!orderObject.hasOwnProperty("Triggers")) { + orderObject.Triggers = [{ + "TriggerType": "Advice" + }]; + } + orderObject.Triggers[0].ApprovalAction = newStatus; + document.getElementById("idChangeOrderObject").value = JSON.stringify(orderObject, null, 4); + } + demo.setupEvents([ {"evt": "change", "elmId": "idCbxManagedAccountKey", "func": updateNewOrderEdit, "funcsToDisplay": [updateNewOrderEdit]}, {"evt": "change", "elmId": "idCbxOrderId", "func": getOrderDetailsAndUpdateModifyOrderEdit, "funcsToDisplay": [getOrderDetailsAndUpdateModifyOrderEdit]}, + {"evt": "change", "elmId": "idCbxAdviceCreateAction", "func": updateCreateOrderEdit, "funcsToDisplay": [updateCreateOrderEdit]}, + {"evt": "change", "elmId": "idCbxAdviceModifyAction", "func": updateModifyOrderEdit, "funcsToDisplay": [updateModifyOrderEdit]}, {"evt": "click", "elmId": "idBtnGetAccountKeys", "func": getAccountKeys, "funcsToDisplay": [getAccountKeys]}, {"evt": "click", "elmId": "idBtnGetAccessRights", "func": getAccessRights, "funcsToDisplay": [getAccessRights]}, {"evt": "click", "elmId": "idBtnGetConditions", "func": getConditions, "funcsToDisplay": [getConditions]}, diff --git a/orders/advice-orders/index.html b/orders/advice-orders/index.html index 7aec17a..fd99019 100644 --- a/orders/advice-orders/index.html +++ b/orders/advice-orders/index.html @@ -69,6 +69,11 @@

Give advice on orders


+ +
+ + + + + +
+ +
+Response: 
Click button to launch function.
+
+JS code: 
Click button to show code.
+
+ + + From 5ceed20cbc9469eb9debc453fab9269623ce3140 Mon Sep 17 00:00:00 2001 From: bas Date: Tue, 28 Jun 2022 11:31:37 +0200 Subject: [PATCH 09/26] Retrieve sessions in two ways --- account-history/performance/demo.js | 8 +- orders/advice-orders/demo.js | 2 +- orders/block-orders/demo.js | 2 +- orders/pre-market-and-after-hours/demo.js | 88 ++++++++++++++++---- orders/pre-market-and-after-hours/index.html | 3 +- orders/stocks/demo.js | 2 +- 6 files changed, 82 insertions(+), 23 deletions(-) diff --git a/account-history/performance/demo.js b/account-history/performance/demo.js index 82c1060..28878a5 100644 --- a/account-history/performance/demo.js +++ b/account-history/performance/demo.js @@ -80,7 +80,7 @@ * @return {void} */ function getClientTimeseries() { - getTimeseries(demo.apiUrl + "/hist/v4/performance/timeseries?ClientKey=" + demo.user.clientKey); + getTimeseries(demo.apiUrl + "/hist/v4/performance/timeseries?ClientKey=" + encodeURIComponent(demo.user.clientKey)); } /** @@ -88,7 +88,7 @@ * @return {void} */ function getAccountTimeseries() { - getTimeseries(demo.apiUrl + "/hist/v4/performance/timeseries?ClientKey=" + demo.user.clientKey + "&AccountKey=" + demo.user.accountKey); + getTimeseries(demo.apiUrl + "/hist/v4/performance/timeseries?ClientKey=" + encodeURIComponent(demo.user.clientKey) + "&AccountKey=" + encodeURIComponent(demo.user.accountKey)); } /** @@ -123,7 +123,7 @@ * @return {void} */ function getClientSummary() { - getSummary(demo.apiUrl + "/hist/v4/performance/summary?ClientKey=" + demo.user.clientKey); + getSummary(demo.apiUrl + "/hist/v4/performance/summary?ClientKey=" + encodeURIComponent(demo.user.clientKey)); } /** @@ -131,7 +131,7 @@ * @return {void} */ function getAccountSummary() { - getSummary(demo.apiUrl + "/hist/v4/performance/summary?ClientKey=" + demo.user.clientKey + "&AccountKey=" + demo.user.accountKey); + getSummary(demo.apiUrl + "/hist/v4/performance/summary?ClientKey=" + encodeURIComponent(demo.user.clientKey) + "&AccountKey=" + encodeURIComponent(demo.user.accountKey)); } /** diff --git a/orders/advice-orders/demo.js b/orders/advice-orders/demo.js index 5d75468..8d11b81 100644 --- a/orders/advice-orders/demo.js +++ b/orders/advice-orders/demo.js @@ -538,7 +538,7 @@ const clientKey = getClientKeyOfSelectedAccount(); const orderId = document.getElementById("idCbxOrderId").value; fetch( - demo.apiUrl + "/port/v1/orders/" + orderId + "?ClientKey=" + encodeURIComponent(clientKey), + demo.apiUrl + "/port/v1/orders/" + encodeURIComponent(demo.user.clientKey) + "/" + orderId, { "method": "GET", "headers": { diff --git a/orders/block-orders/demo.js b/orders/block-orders/demo.js index 6eeb30d..17effac 100644 --- a/orders/block-orders/demo.js +++ b/orders/block-orders/demo.js @@ -483,7 +483,7 @@ */ function getOrderDetails() { fetch( - demo.apiUrl + "/port/v1/orders/" + lastOrderId + "?ClientKey=" + demo.user.clientKey, + demo.apiUrl + "/port/v1/orders/" + encodeURIComponent(demo.user.clientKey) + "/" + lastOrderId, { "method": "GET", "headers": { diff --git a/orders/pre-market-and-after-hours/demo.js b/orders/pre-market-and-after-hours/demo.js index 31dd629..8525329 100644 --- a/orders/pre-market-and-after-hours/demo.js +++ b/orders/pre-market-and-after-hours/demo.js @@ -46,8 +46,48 @@ * Returns trading schedule for a given uic and asset type. * @return {void} */ - function getTradingSchedule() { + function getTradingSessions(sessions) { + const now = new Date(); + let currentTradingSession = "Undefined"; + let responseText = "Current local time: " + now.toLocaleTimeString() + "\n"; + sessions.forEach(function (session) { + const startTime = new Date(session.StartTime); + const endTime = new Date(session.EndTime); + if (now >= startTime && now < endTime) { + // This is the session we are in now, usually the first. + currentTradingSession = session.State; + responseText += "--> "; + } + responseText += "'" + session.State + "' from " + startTime.toLocaleString() + " to " + endTime.toLocaleString() + "\n"; + }); + switch (currentTradingSession) { + case "PreMarket": + case "PostMarket": + //case "PreTrading": + //case "PostTrading": + //case "PreAutomatedTrading": + //case "PostAutomatedTrading": + responseText += "\nWe are outside the AutomatedTrading session, but trading is possible because market is in an extended trading session."; + break; + case "AutomatedTrading": + responseText += "\nWe are in the regular 'AutomatedTrading' session."; + break; + case "Undefined": + responseText += "\nWe are in an unknown trading session. Please report this to Saxo, because this is wrong!"; + break; + default: + responseText += "\nThe market is closed with state: " + currentTradingSession; + } + console.log(responseText); + } + + /** + * Returns trading schedule for a given uic and asset type by using the TradingSchedule endpoint. + * @return {void} + */ + function getTradingSessionsFromTradingSchedule() { const newOrderObject = getOrderObjectFromJson(); + // Saxo has two endpoints serving the trading sessions. Choice is yours. fetch( demo.apiUrl + "/ref/v1/instruments/tradingschedule/" + newOrderObject.Uic + "/" + newOrderObject.AssetType, { @@ -59,18 +99,35 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - const now = new Date(); - let responseText = "Current local time: " + now.toLocaleTimeString() + "\n"; - responseJson.Sessions.forEach(function (session) { - const startTime = new Date(session.StartTime); - const endTime = new Date(session.EndTime); - if (now >= startTime && now < endTime) { - // This is the session we are in now, usually the first. - responseText += "--> "; - } - responseText += session.State + " from " + startTime.toLocaleString() + " to " + endTime.toLocaleString() + "\n"; - }); - console.log(responseText); + getTradingSessions(responseJson.Sessions); + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + + /** + * Returns trading schedule for a given uic and asset type by using the instrument details. + * @return {void} + */ + function getTradingSessionsFromInstrument() { + const newOrderObject = getOrderObjectFromJson(); + // Saxo has two endpoints serving the trading sessions. Choice is yours. + fetch( + demo.apiUrl + "/ref/v1/instruments/details/" + newOrderObject.Uic + "/" + newOrderObject.AssetType + "?FieldGroups=TradingSessions", + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + getTradingSessions(responseJson.TradingSessions.Sessions); }); } else { demo.processError(response); @@ -202,7 +259,7 @@ */ function getOrderDetails() { fetch( - demo.apiUrl + "/port/v1/orders/" + lastOrderId + "?ClientKey=" + demo.user.clientKey, + demo.apiUrl + "/port/v1/orders/" + encodeURIComponent(demo.user.clientKey) + "/" + lastOrderId, { "method": "GET", "headers": { @@ -319,7 +376,8 @@ } demo.setupEvents([ - {"evt": "click", "elmId": "idBtnGetTradingSchedule", "func": getTradingSchedule, "funcsToDisplay": [getTradingSchedule]}, + {"evt": "click", "elmId": "idBtnGetSessionsFromTradingSchedule", "func": getTradingSessionsFromTradingSchedule, "funcsToDisplay": [getTradingSessionsFromTradingSchedule, getTradingSessions]}, + {"evt": "click", "elmId": "idBtnGetSessionsFromInstrument", "func": getTradingSessionsFromInstrument, "funcsToDisplay": [getTradingSessionsFromInstrument, getTradingSessions]}, {"evt": "click", "elmId": "idBtnPreCheckOrder", "func": preCheckNewOrder, "funcsToDisplay": [preCheckNewOrder]}, {"evt": "click", "elmId": "idBtnPlaceNewOrder", "func": placeNewOrder, "funcsToDisplay": [placeNewOrder]}, {"evt": "click", "elmId": "idBtnGetOrderDetails", "func": getOrderDetails, "funcsToDisplay": [getOrderDetails]}, diff --git a/orders/pre-market-and-after-hours/index.html b/orders/pre-market-and-after-hours/index.html index 71a91e2..43f7bb3 100644 --- a/orders/pre-market-and-after-hours/index.html +++ b/orders/pre-market-and-after-hours/index.html @@ -51,7 +51,8 @@

Execute orders in the Pre Market and After Hours trading sessions

} }
- + +
diff --git a/orders/stocks/demo.js b/orders/stocks/demo.js index c16b49f..0bc7e9c 100644 --- a/orders/stocks/demo.js +++ b/orders/stocks/demo.js @@ -594,7 +594,7 @@ */ function getOrderDetails() { fetch( - demo.apiUrl + "/port/v1/orders/" + lastOrderId + "?ClientKey=" + demo.user.clientKey, + demo.apiUrl + "/port/v1/orders/" + encodeURIComponent(demo.user.clientKey) + "/" + lastOrderId, { "method": "GET", "headers": { From 97c60f113726acfec5a59b41900992dc6db1dca8 Mon Sep 17 00:00:00 2001 From: bas Date: Tue, 28 Jun 2022 15:54:27 +0200 Subject: [PATCH 10/26] Process different response --- orders/advice-orders/demo.js | 2 +- orders/block-orders/demo.js | 2 +- orders/pre-market-and-after-hours/demo.js | 2 +- orders/stocks/demo.js | 2 +- 4 files changed, 4 insertions(+), 4 deletions(-) diff --git a/orders/advice-orders/demo.js b/orders/advice-orders/demo.js index 8d11b81..6b77fb4 100644 --- a/orders/advice-orders/demo.js +++ b/orders/advice-orders/demo.js @@ -549,7 +549,7 @@ if (response.ok) { response.json().then(function (responseJson) { let orderObject; - if (responseJson === null) { + if (responseJson.Data.length === 0) { console.error("The order wasn't found in the list of active orders. Is order " + orderId + " still open?"); } else { // For the PATCH a limited set of fields is required. Feel free to add those fields you'd like to update. diff --git a/orders/block-orders/demo.js b/orders/block-orders/demo.js index 17effac..dbbf2e3 100644 --- a/orders/block-orders/demo.js +++ b/orders/block-orders/demo.js @@ -493,7 +493,7 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - if (responseJson === null) { + if (responseJson.Data.length === 0) { console.error("The order wasn't found in the list of active orders. Is order " + lastOrderId + " still open?"); } else { console.log("Order correlation: " + responseJson.CorrelationKey + "\n\nResponse: " + JSON.stringify(responseJson, null, 4)); diff --git a/orders/pre-market-and-after-hours/demo.js b/orders/pre-market-and-after-hours/demo.js index 8525329..b2f203e 100644 --- a/orders/pre-market-and-after-hours/demo.js +++ b/orders/pre-market-and-after-hours/demo.js @@ -269,7 +269,7 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - if (responseJson === null) { + if (responseJson.Data.length === 0) { console.error("The order wasn't found in the list of active orders. Is order " + lastOrderId + " still open?"); } else { console.log("Response: " + JSON.stringify(responseJson, null, 4)); diff --git a/orders/stocks/demo.js b/orders/stocks/demo.js index 0bc7e9c..b43e4cb 100644 --- a/orders/stocks/demo.js +++ b/orders/stocks/demo.js @@ -604,7 +604,7 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - if (responseJson === null) { + if (responseJson.Data.length === 0) { console.error("The order wasn't found in the list of active orders. Is order " + lastOrderId + " still open?"); } else { console.log("Response: " + JSON.stringify(responseJson, null, 4)); From 2429b9012ad5f95771847244c865f90bf7f7de84 Mon Sep 17 00:00:00 2001 From: bas Date: Tue, 28 Jun 2022 16:12:22 +0200 Subject: [PATCH 11/26] Some linting --- account-history/performance/demo.js | 40 +++++++++++------------ account-history/unsettled-amounts/demo.js | 21 +++++------- 2 files changed, 29 insertions(+), 32 deletions(-) diff --git a/account-history/performance/demo.js b/account-history/performance/demo.js index 28878a5..0b126b2 100644 --- a/account-history/performance/demo.js +++ b/account-history/performance/demo.js @@ -13,26 +13,26 @@ "footerElm": document.getElementById("idFooter") }); - addDateParam(-6, -1, "pastFiveDays") - addDateParam(-11, -1, "pastTenDays") + addDateParam(-6, -1, "pastFiveDays"); + addDateParam(-11, -1, "pastTenDays"); /** * Returns query parameters within the from and to range, for the named option - * @param {number} from - * @param {number} to - * @param {string} name + * @param {number} from + * @param {number} to + * @param {string} name */ function addDateParam(from, to, name) { - var dateParam = "" - var toDate = new Date() - toDate.setDate(toDate.getDate() + to) - var fromDate = new Date() - fromDate.setDate(fromDate.getDate() + from) - dateParam = "&FromDate=" + fromDate.toISOString().split("T")[0] + "&ToDate=" - dateParam += toDate.toISOString().split("T")[0] + var dateParam = ""; + var toDate = new Date(); + var fromDate = new Date(); + toDate.setDate(toDate.getDate() + to); + fromDate.setDate(fromDate.getDate() + from); + dateParam = "&FromDate=" + fromDate.toISOString().split("T")[0] + "&ToDate="; + dateParam += toDate.toISOString().split("T")[0]; document.getElementsByName(name).forEach(function (option) { - option.value = dateParam - }) + option.value = dateParam; + }); } /** * Reads the selected value of the dropdowns to return the relevant input for the request. @@ -41,10 +41,10 @@ */ function read(identifier) { const selected = document.getElementById("idCbx" + identifier).selectedOptions; + var fieldGroups = ""; + var i; //if set is returned(only FieldGroup), get all inputs if (selected.length > 1) { - let fieldGroups = ""; - let i; // forEach cannot be applied to this object, for reasons. for (i = 0; i < selected.length; i += 1) { //if All is included in selected, only return that entry. @@ -162,10 +162,10 @@ } demo.setupEvents([ - { "evt": "click", "elmId": "idBtnGetClientSummary", "func": getClientSummary, "funcsToDisplay": [getSummary, getClientSummary] }, - { "evt": "click", "elmId": "idBtnGetAccountSummary", "func": getAccountSummary, "funcsToDisplay": [getSummary, getAccountSummary] }, - { "evt": "click", "elmId": "idBtnGetClientTimeseries", "func": getClientTimeseries, "funcsToDisplay": [getTimeseries, getClientTimeseries] }, - { "evt": "click", "elmId": "idBtnGetAccountTimeseries", "func": getAccountTimeseries, "funcsToDisplay": [getTimeseries, getAccountTimeseries] } + {"evt": "click", "elmId": "idBtnGetClientSummary", "func": getClientSummary, "funcsToDisplay": [getSummary, getClientSummary]}, + {"evt": "click", "elmId": "idBtnGetAccountSummary", "func": getAccountSummary, "funcsToDisplay": [getSummary, getAccountSummary]}, + {"evt": "click", "elmId": "idBtnGetClientTimeseries", "func": getClientTimeseries, "funcsToDisplay": [getTimeseries, getClientTimeseries]}, + {"evt": "click", "elmId": "idBtnGetAccountTimeseries", "func": getAccountTimeseries, "funcsToDisplay": [getTimeseries, getAccountTimeseries]} ]); demo.displayVersion("hist"); }()); diff --git a/account-history/unsettled-amounts/demo.js b/account-history/unsettled-amounts/demo.js index 76f47ae..cb5f8e7 100644 --- a/account-history/unsettled-amounts/demo.js +++ b/account-history/unsettled-amounts/demo.js @@ -74,10 +74,10 @@ * @returns {string} */ function parseResponse(response, requestType, requestUrl) { - console.log(requestUrl) + console.log(requestUrl); let endpointDisplay = "Endpoint: \n\t" + requestUrl.split("?")[0].split("openapi")[1] + "?\nParameters: \n\t" + requestUrl.split("?")[1].replaceAll("&", "&\n\t") + "\n"; if (requestType === "Instruments") { - return "Instruments for which amounts are owed\n" + endpointDisplay + return "Instruments for which amounts are owed\n" + endpointDisplay; } let details = []; @@ -127,7 +127,7 @@ if (amountTypeSource !== "All") { parameters += "&AmountTypeSource=" + amountTypeSource; } - let endpoint = demo.apiUrl + "/hist/v1/unsettledamounts" + parameters + let endpoint = demo.apiUrl + "/hist/v1/unsettledamounts" + parameters; fetch( endpoint, { @@ -167,7 +167,7 @@ console.log("You must select a Currency and AmountTypeId first.\nIf the dropdown is empty, execute the 'Get amounts by amount type' first"); return; } - let endpoint = demo.apiUrl + "/hist/v1/unsettledamounts/instruments" + parameters + let endpoint = demo.apiUrl + "/hist/v1/unsettledamounts/instruments" + parameters; fetch( endpoint, { @@ -261,15 +261,12 @@ }); } - - - demo.setupEvents([ - { "evt": "click", "elmId": "idBtnGetUnsettledAmountsByCurrency", "func": getUnsettledAmountsByCurrencyClick, "funcsToDisplay": [getUnsettledAmountsByCurrencyClick, getUnsettledAmountsByCurrency] }, - { "evt": "click", "elmId": "idBtnGetUnsettledAmountsByAmountType", "func": getUnsettledAmountsByAmountTypeClick, "funcsToDisplay": [getUnsettledAmountsByAmountTypeClick, getUnsettledAmountsByCurrency] }, - { "evt": "click", "elmId": "idBtnGetUnsettledAmountsByInstruments", "func": getUnsettledAmountsByInstruments, "funcsToDisplay": [getUnsettledAmountsByInstruments] }, - { "evt": "click", "elmId": "idBtnGetUnsettledAmountsByExchange", "func": getUnsettledAmountsByExchange, "funcsToDisplay": [getUnsettledAmountsByExchange] }, - { "evt": "click", "elmId": "idBtnGetUnsettledAmountsForExchange", "func": getUnsettledAmountsForExchange, "funcsToDisplay": [getUnsettledAmountsForExchange] } + {"evt": "click", "elmId": "idBtnGetUnsettledAmountsByCurrency", "func": getUnsettledAmountsByCurrencyClick, "funcsToDisplay": [getUnsettledAmountsByCurrencyClick, getUnsettledAmountsByCurrency]}, + {"evt": "click", "elmId": "idBtnGetUnsettledAmountsByAmountType", "func": getUnsettledAmountsByAmountTypeClick, "funcsToDisplay": [getUnsettledAmountsByAmountTypeClick, getUnsettledAmountsByCurrency]}, + {"evt": "click", "elmId": "idBtnGetUnsettledAmountsByInstruments", "func": getUnsettledAmountsByInstruments, "funcsToDisplay": [getUnsettledAmountsByInstruments]}, + {"evt": "click", "elmId": "idBtnGetUnsettledAmountsByExchange", "func": getUnsettledAmountsByExchange, "funcsToDisplay": [getUnsettledAmountsByExchange]}, + {"evt": "click", "elmId": "idBtnGetUnsettledAmountsForExchange", "func": getUnsettledAmountsForExchange, "funcsToDisplay": [getUnsettledAmountsForExchange]} ]); demo.displayVersion("hist"); }()); From 9409d623acfa0cdac491a971d826cf602653d84e Mon Sep 17 00:00:00 2001 From: bas Date: Thu, 30 Jun 2022 09:44:11 +0200 Subject: [PATCH 12/26] Find supported exchanges --- instruments/instrument-retrieval/demo.js | 14 +++--- orders/pre-market-and-after-hours/demo.js | 46 ++++++++++++++++++++ orders/pre-market-and-after-hours/index.html | 2 + 3 files changed, 55 insertions(+), 7 deletions(-) diff --git a/instruments/instrument-retrieval/demo.js b/instruments/instrument-retrieval/demo.js index bb712e0..7cc8da1 100644 --- a/instruments/instrument-retrieval/demo.js +++ b/instruments/instrument-retrieval/demo.js @@ -72,6 +72,13 @@ } function processDetailsListResponse(assetType, responseJson) { + // We have the Uic - collect the details + responseJson.Data.forEach(function (instrument) { + const filterOnExchangeId = document.getElementById("idCbxExchange").value; + if (filterOnExchangeId === "-" || filterOnExchangeId === instrument.Exchange.ExchangeId) { + instrumentIds.push(instrument.AssetType + "," + instrument.Uic + "," + instrument.Exchange.ExchangeId + ",\"" + instrument.Description.trim() + "\""); + } + }); if (responseJson.hasOwnProperty("__next")) { // Recursively get next bulk console.debug("Found '__next': " + responseJson.__next); @@ -81,13 +88,6 @@ "callback": processDetailsListResponse }); } - // We have the Uic - collect the details - responseJson.Data.forEach(function (instrument) { - const filterOnExchangeId = document.getElementById("idCbxExchange").value; - if (filterOnExchangeId === "-" || filterOnExchangeId === instrument.Exchange.ExchangeId) { - instrumentIds.push(instrument.AssetType + "," + instrument.Uic + "," + instrument.Exchange.ExchangeId + ",\"" + instrument.Description.trim() + "\""); - } - }); } function processOptionSearchResponse(assetType, responseJson) { diff --git a/orders/pre-market-and-after-hours/demo.js b/orders/pre-market-and-after-hours/demo.js index b2f203e..24329bd 100644 --- a/orders/pre-market-and-after-hours/demo.js +++ b/orders/pre-market-and-after-hours/demo.js @@ -42,6 +42,51 @@ return newOrderObject; } + /** + * Retrieve all exchanges and filter the ones with 'PreMarket' and 'PostMarket' trading sessions. + * @return {void} + */ + function getSupportedExchanges() { + fetch( + demo.apiUrl + "/ref/v1/exchanges?$top=1000", // Get the first 1.000 (actually there are around 200 exchanges available) + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + const now = new Date(); + let responseText = ""; + responseJson.Data.forEach(function (exchange) { + exchange.ExchangeSessions.forEach(function (session) { + const startTime = new Date(session.StartTime); + const endTime = new Date(session.EndTime); + if (session.State === "PreMarket" || session.State === "PostMarket") { + if (now >= startTime && now < endTime) { + // This is the session we are in now. + responseText += "--> "; + } + responseText += exchange.Name + " (" + exchange.ExchangeId + ") has state '" + session.State + "' from " + startTime.toLocaleString() + " to " + endTime.toLocaleString() + "\n"; + } + }); + }); + if (responseText === "") { + console.log("No exchanges found with support for Pre-, or PostMarket trading."); + } else { + console.log(responseText); + } + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + /** * Returns trading schedule for a given uic and asset type. * @return {void} @@ -376,6 +421,7 @@ } demo.setupEvents([ + {"evt": "click", "elmId": "idBtnGetSupportedExchanges", "func": getSupportedExchanges, "funcsToDisplay": [getSupportedExchanges]}, {"evt": "click", "elmId": "idBtnGetSessionsFromTradingSchedule", "func": getTradingSessionsFromTradingSchedule, "funcsToDisplay": [getTradingSessionsFromTradingSchedule, getTradingSessions]}, {"evt": "click", "elmId": "idBtnGetSessionsFromInstrument", "func": getTradingSessionsFromInstrument, "funcsToDisplay": [getTradingSessionsFromInstrument, getTradingSessions]}, {"evt": "click", "elmId": "idBtnPreCheckOrder", "func": preCheckNewOrder, "funcsToDisplay": [preCheckNewOrder]}, diff --git a/orders/pre-market-and-after-hours/index.html b/orders/pre-market-and-after-hours/index.html index 43f7bb3..719ce4f 100644 --- a/orders/pre-market-and-after-hours/index.html +++ b/orders/pre-market-and-after-hours/index.html @@ -51,6 +51,8 @@

Execute orders in the Pre Market and After Hours trading sessions

} }
+ +

From 444b520547f0aaffc22b283da5ebe3d41be29d80 Mon Sep 17 00:00:00 2001 From: bas Date: Fri, 1 Jul 2022 16:55:09 +0200 Subject: [PATCH 13/26] Update ENS sample --- assets/js/boilerplate.js | 27 ++- .../corporateaction-events-monitoring/demo.js | 37 ++- websockets/historical-market-data/demo.js | 4 +- websockets/options-chain/demo.js | 22 +- websockets/order-events-monitoring/demo.js | 228 ++++++++++-------- websockets/order-events-monitoring/index.html | 87 ++++++- websockets/primary-monitoring/demo.js | 6 +- websockets/protobuf/demo.js | 15 +- websockets/realtime-quotes/demo.js | 15 +- websockets/trade-messages/demo.js | 13 +- 10 files changed, 288 insertions(+), 166 deletions(-) diff --git a/assets/js/boilerplate.js b/assets/js/boilerplate.js index 6b42711..f84c317 100644 --- a/assets/js/boilerplate.js +++ b/assets/js/boilerplate.js @@ -2,7 +2,7 @@ /*global console */ /* - * boilerplate v1.29 + * boilerplate v1.30 * * This script contains a set of helper functions for validating the token and populating the account selection. * Logging to the console is mirrored to the output in the examples. @@ -410,6 +410,10 @@ function demonstrationHelper(settings) { */ function getDataFromApi() { + /** + * For security reasons a welcome message can be displayed. The customer can verify if this is as expected. + * @return {void} + */ function showWelcomeMessage(responseJson) { const lastLoginTime = new Date(responseJson.LastLoginTime); let message = "Welcome " + responseJson.Name + "."; @@ -427,6 +431,19 @@ function demonstrationHelper(settings) { console.log(message); } + /** + * Fire an event to let possible subscribers (in demo.js) know that accountKey, clientKey and userKey are available. + * @return {void} + */ + function triggerDemoDataLoadedEvent() { + const demoDataLoadedEvent = new Event("demoDataLoaded"); + document.dispatchEvent(demoDataLoadedEvent); + } + + /** + * Response is received. It is a BATCH response (https://github.com/SaxoBank/openapi-samples-js/tree/main/batch-request). Unpack it, and populate required fields. + * @return {void} + */ function processBatchResponse(responseArray) { const requestIdMarker = "X-Request-Id:"; let requestId = ""; @@ -468,6 +485,7 @@ function demonstrationHelper(settings) { } }); console.log("The token is valid - hello " + user.name + "\nUserId: " + userId + "\nClientId: " + clientId); + triggerDemoDataLoadedEvent(); functionToRun(); // Run the function } @@ -552,7 +570,12 @@ function demonstrationHelper(settings) { * @return {void} */ function setupEvent(eventToSetup) { - document.getElementById(eventToSetup.elmId).addEventListener(eventToSetup.evt, function () { + const elm = ( + eventToSetup.elmId === "" + ? document + : document.getElementById(eventToSetup.elmId) + ); + elm.addEventListener(eventToSetup.evt, function () { run(eventToSetup.func); displaySourceCode(eventToSetup.funcsToDisplay); }); diff --git a/websockets/corporateaction-events-monitoring/demo.js b/websockets/corporateaction-events-monitoring/demo.js index dc02854..b923e9c 100644 --- a/websockets/corporateaction-events-monitoring/demo.js +++ b/websockets/corporateaction-events-monitoring/demo.js @@ -1,4 +1,4 @@ -/*jslint this: true, browser: true, long: true, bitwise: true */ +/*jslint this: true, browser: true, long: true, bitwise: true, unordered: true */ /*global window console demonstrationHelper */ /** @@ -83,7 +83,6 @@ } } - /** * This is an example of subscribing to ENS, which notifies about corporate action activities: Announcement, update and payment * @return {void} @@ -99,9 +98,9 @@ ], "CorporateActionEventFilter": { "CANotificationTypes": [ - "Announcement", - "Update", - "Payment" + "Announcement", + "Update", + "Payment" ] }, "FieldGroups": [ @@ -110,7 +109,6 @@ ] } }; - if (ensSubscription.lastSequenceId !== null) { // If specified and message with SequenceId available in ENS cache, streaming of events start from SequenceId. // If sequenceId not found in ENS system, Subscription Error with "Sequence id unavailable". @@ -190,9 +188,7 @@ const contextId = document.getElementById("idContextId").value; const urlPathEns = "/ens/v1/activities/subscriptions/" + encodeURIComponent(contextId); - removeSubscription(ensSubscription.isActive, urlPathEns, function () { - console.log("ENS unsubscribed."); - }); + removeSubscription(ensSubscription.isActive, urlPathEns, callbackOnSuccess); } /** @@ -201,6 +197,7 @@ */ function recreateSubscriptions() { unsubscribe(function () { + console.log("ENS unsubscribed."); if (ensSubscription.isActive) { subscribeEns(); // Resubscribe and retrieve missed messages, if any } @@ -257,11 +254,12 @@ /** * This function processes the heartbeat messages, containing info about system health. * https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages + * @param {number} messageId The message sequence number * @param {Array} payload The list of messages * @return {void} */ - function handleHeartbeat(payload) { - // Heartbeat messages are sent every 20 seconds. If there is a minute without messages, this is an error. + function handleHeartbeat(messageId, payload) { + // Heartbeat messages are sent every "responseJson.InactivityTimeout" seconds. If there is a minute without messages, this indicates an error. if (Array.isArray(payload)) { payload.forEach(function (heartbeatMessages) { heartbeatMessages.Heartbeats.forEach(function (heartbeat) { @@ -276,7 +274,7 @@ ensSubscription.isRecentDataReceived = true; break; } - console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString()); + console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString() + " (#" + messageId + ")"); break; default: console.error("Unknown heartbeat message received: " + JSON.stringify(payload)); @@ -425,11 +423,11 @@ // Remember the last SequenceId. This can be used to retrieve the gap after an unwanted disconnect. getNewLastSequenceId(message.payload); ensSubscription.isRecentDataReceived = true; - console.log("Streaming corporate action activities from ENS " + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); + console.log("Streaming corporate action activities from ENS #" + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); break; case "_heartbeat": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages - handleHeartbeat(message.payload); + handleHeartbeat(message.messageId, message.payload); break; case "_resetsubscriptions": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages @@ -479,14 +477,6 @@ }); } - /** - * When you want to use a different account, there is no need to setup a different connection. Just delete the existing subscription and open a new subscription. - * @return {void} - */ - function switchAccount() { - recreateSubscriptions(); - } - /** * This is an example of unsubscribing, including a reset of the state. * @return {void} @@ -494,6 +484,7 @@ function unsubscribeAndResetState() { unsubscribe(function () { ensSubscription.isActive = false; + console.log("ENS unsubscribed."); }); } @@ -508,7 +499,7 @@ window.clearInterval(ensSubscription.activityMonitor); } - document.getElementById("idContextId").value = "MyApp_CoAc_" + Date.now(); // Some unique + document.getElementById("idContextId").value = "MyApp_CoAc_" + Date.now(); // Some unique value document.getElementById("idReferenceId").value = ensSubscription.reference; // Display reference id demo.setupEvents([ {"evt": "click", "elmId": "idBtnCreateConnection", "func": createConnection, "funcsToDisplay": [createConnection]}, diff --git a/websockets/historical-market-data/demo.js b/websockets/historical-market-data/demo.js index 5313dae..2805cad 100644 --- a/websockets/historical-market-data/demo.js +++ b/websockets/historical-market-data/demo.js @@ -256,10 +256,10 @@ messages.forEach(function (message) { switch (message.referenceId) { case "MyChartDataEvent": - console.log("Streaming trade level change event " + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); + console.log("Streaming chart data event #" + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); break; case "_heartbeat": - console.debug("Heartbeat event " + message.messageId + " received: " + JSON.stringify(message.payload)); + console.debug("Heartbeat event #" + message.messageId + " received: " + JSON.stringify(message.payload)); break; case "_resetsubscriptions": // The server is not able to send messages and client needs to reset subscriptions by recreating them. diff --git a/websockets/options-chain/demo.js b/websockets/options-chain/demo.js index ed0bf60..8acf235 100644 --- a/websockets/options-chain/demo.js +++ b/websockets/options-chain/demo.js @@ -252,6 +252,14 @@ * @return {void} */ function prepareSnapshotForWindowUpdates() { + + function createEmptyStrike(nameOfSide1, nameOfSide2) { + const emptyStrike = {}; + emptyStrike[nameOfSide1] = {}; + emptyStrike[nameOfSide2] = {}; + return emptyStrike; + } + snapshot.Expiries.forEach(function (expiry) { const nameOfSide1 = ( isFxBinaryOption() @@ -278,10 +286,7 @@ expiry.Strikes = []; // Add empty strikes for (i = 0; i < expiry.StrikeCount; i += 1) { - expiry.Strikes.push({ - [nameOfSide1]: {}, - [nameOfSide2]: {} - }); + expiry.Strikes.push(createEmptyStrike(nameOfSide1, nameOfSide2)); } } }); @@ -505,11 +510,12 @@ /** * This function processes the heartbeat messages, containing info about system health. * https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages + * @param {number} messageId The message sequence number * @param {Array} payload The list of messages * @return {void} */ - function handleHeartbeat(payload) { - // Heartbeat messages are sent every 20 seconds. If there is a minute without messages, this is an error. + function handleHeartbeat(messageId, payload) { + // Heartbeat messages are sent every "responseJson.InactivityTimeout" seconds. If there is a minute without messages, this indicates an error. if (Array.isArray(payload)) { payload.forEach(function (heartbeatMessages) { heartbeatMessages.Heartbeats.forEach(function (heartbeat) { @@ -524,7 +530,7 @@ optionsChainSubscription.isRecentDataReceived = true; break; } - console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString()); + console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString() + " (#" + messageId + ")"); break; default: console.error("Unknown heartbeat message received: " + JSON.stringify(payload)); @@ -660,7 +666,7 @@ break; case "_heartbeat": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages - handleHeartbeat(message.payload); + handleHeartbeat(message.messageId, message.payload); break; case "_resetsubscriptions": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages diff --git a/websockets/order-events-monitoring/demo.js b/websockets/order-events-monitoring/demo.js index 2cbf28a..4de7e74 100644 --- a/websockets/order-events-monitoring/demo.js +++ b/websockets/order-events-monitoring/demo.js @@ -1,4 +1,4 @@ -/*jslint this: true, browser: true, long: true, bitwise: true */ +/*jslint this: true, browser: true, long: true, bitwise: true, unordered: true */ /*global window console demonstrationHelper */ /** @@ -18,26 +18,26 @@ "footerElm": document.getElementById("idFooter") }); // These objects contains the state of the subscriptions, so a reconnect can be processed and health can be monitored. - const balanceSubscription = { - "reference": "MyBalanceEvent", + const ensSubscription = { + "reference": "", "isActive": false, "activityMonitor": null, - "isRecentDataReceived": false + "isRecentDataReceived": false, + "lastSequenceId": null }; - const positionSubscription = { - "reference": "MyPositionEvent", + const balanceSubscription = { + "reference": "", "isActive": false, "activityMonitor": null, "isRecentDataReceived": false }; - const ensSubscription = { - "reference": "MyEnsEvent", + const positionSubscription = { + "reference": "", "isActive": false, "activityMonitor": null, - "isRecentDataReceived": false, - "lastSequenceId": null + "isRecentDataReceived": false }; - let connection; + let connection = null; /** * Test if the browser supports the features required for websockets. @@ -52,22 +52,51 @@ ); } + /** + * Get the input data and convert it to an object to be sent as request body. + * @param {string} textAreaId Identifies which textarea element to use. + * @return {Object} The object from the input field - null if invalid. + */ + function getObjectFromTextArea(textAreaId) { + let object = null; + try { + object = JSON.parse(document.getElementById(textAreaId).value); + if (object.hasOwnProperty("Arguments")) { + if (object.Arguments.hasOwnProperty("AccountKey")) { + object.Arguments.AccountKey = demo.user.accountKey; + } + if (object.Arguments.hasOwnProperty("ClientKey")) { + object.Arguments.ClientKey = demo.user.clientKey; + } + } + document.getElementById(textAreaId).value = JSON.stringify(object, null, 4); + } catch (e) { + console.error(e); + } + return object; + } + + /** + * Get the ContextId from the ENS post body. + * @return {string} The ContextId which was entered in the TextArea. + */ + function getContextId() { + const data = getObjectFromTextArea("idEnsRequestObject"); + return data.ContextId; + } + /** * This is an example of constructing the websocket connection. * @return {void} */ function createConnection() { const accessToken = document.getElementById("idBearerToken").value; - const contextId = encodeURIComponent(document.getElementById("idContextId").value); + const contextId = encodeURIComponent(getContextId()); const streamerUrl = demo.streamerUrl + "?authorization=" + encodeURIComponent("BEARER " + accessToken) + "&contextId=" + contextId; if (!isWebSocketsSupportedByBrowser()) { console.error("This browser doesn't support WebSockets."); throw "This browser doesn't support WebSockets."; } - if (contextId !== document.getElementById("idContextId").value) { - console.error("Invalid characters in Context ID."); - throw "Invalid characters in Context ID."; - } try { connection = new window.WebSocket(streamerUrl); connection.binaryType = "arraybuffer"; @@ -96,24 +125,22 @@ } /** - * This is an example of subscribing to changes in the account balance. + * This is an example of subscribing to ENS, which notifies about order and position events. And withdrawals and deposits are published on this subscription. * @return {void} */ - function subscribeBalances() { - const data = { - "ContextId": document.getElementById("idContextId").value, - "ReferenceId": balanceSubscription.reference, - "RefreshRate": 10000, // Default is every second, which probably is too chatty - "Arguments": { - "AccountKey": demo.user.accountKey, - "ClientKey": demo.user.clientKey, - "FieldGroups": [ - "MarginOverview" - ] - } - }; + function subscribeEns() { + const data = getObjectFromTextArea("idEnsRequestObject"); + if (ensSubscription.lastSequenceId !== null) { + // If specified and message with SequenceId available in ENS cache, streaming of events start from SequenceId. + // If sequenceId not found in ENS system, Subscription Error with "Sequence id unavailable". + // If not specified and FromDateTime is not specified, subscription will be real-time subscription. + data.Arguments.SequenceId = ensSubscription.lastSequenceId; + document.getElementById("idEnsRequestObject").value = JSON.stringify(data, null, 4); + console.log("Supplied last received SequenceId to retrieve gap: " + ensSubscription.lastSequenceId); + } + ensSubscription.reference = data.ReferenceId; fetch( - demo.apiUrl + "/port/v1/balances/subscriptions", + demo.apiUrl + "/ens/v1/activities/subscriptions", { "method": "POST", "headers": { @@ -124,16 +151,20 @@ } ).then(function (response) { if (response.ok) { - balanceSubscription.isRecentDataReceived = true; // Start positive, will be set to 'false' after the next monitor health check. - balanceSubscription.isActive = true; + ensSubscription.isRecentDataReceived = true; // Start positive, will be set to 'false' after the next monitor health check. + ensSubscription.isActive = true; response.json().then(function (responseJson) { // Monitor connection every "InactivityTimeout" seconds. - if (balanceSubscription.activityMonitor === null) { - balanceSubscription.activityMonitor = window.setInterval(function () { - monitorActivity(balanceSubscription); + if (ensSubscription.activityMonitor === null) { + ensSubscription.activityMonitor = window.setInterval(function () { + monitorActivity(ensSubscription); }, responseJson.InactivityTimeout * 1000); } - console.log("Subscription for balance changes created with readyState " + connection.readyState + " and data: " + JSON.stringify(data, null, 4) + ".\n\nResponse: " + JSON.stringify(responseJson, null, 4)); + console.log("Subscription for order changes created with" + ( + connection === null + ? "" + : " readyState " + connection.readyState + " and" + ) + " data: " + JSON.stringify(data, null, 4) + ".\n\nResponse: " + JSON.stringify(responseJson, null, 4)); }); } else { demo.processError(response); @@ -144,22 +175,14 @@ } /** - * This is an example of subscribing to changes in net positions. - * These changes are published in ENS as well, this can be used as a catch up, every minute, because due to price changes is has many updates. + * This is an example of subscribing to changes in the account balance. * @return {void} */ - function subscribePositions() { - const data = { - "ContextId": document.getElementById("idContextId").value, - "ReferenceId": positionSubscription.reference, - "RefreshRate": 60000, // Default is every second, which probably is too chatty - "Arguments": { - "AccountKey": demo.user.accountKey, - "ClientKey": demo.user.clientKey - } - }; + function subscribeBalances() { + const data = getObjectFromTextArea("idBalancesRequestObject"); + balanceSubscription.reference = data.ReferenceId; fetch( - demo.apiUrl + "/port/v1/netpositions/subscriptions", + demo.apiUrl + "/port/v1/balances/subscriptions", { "method": "POST", "headers": { @@ -170,16 +193,20 @@ } ).then(function (response) { if (response.ok) { - positionSubscription.isRecentDataReceived = true; // Start positive, will be set to 'false' after the next monitor health check. - positionSubscription.isActive = true; + balanceSubscription.isRecentDataReceived = true; // Start positive, will be set to 'false' after the next monitor health check. + balanceSubscription.isActive = true; response.json().then(function (responseJson) { // Monitor connection every "InactivityTimeout" seconds. - if (positionSubscription.activityMonitor === null) { - positionSubscription.activityMonitor = window.setInterval(function () { - monitorActivity(positionSubscription); + if (balanceSubscription.activityMonitor === null) { + balanceSubscription.activityMonitor = window.setInterval(function () { + monitorActivity(balanceSubscription); }, responseJson.InactivityTimeout * 1000); } - console.log("Subscription for position changes created with readyState " + connection.readyState + " and data: " + JSON.stringify(data, null, 4) + ".\n\nResponse: " + JSON.stringify(responseJson, null, 4)); + console.log("Subscription for balance changes created with" + ( + connection === null + ? "" + : " readyState " + connection.readyState + " and" + ) + " data: " + JSON.stringify(data, null, 4) + ".\n\nResponse: " + JSON.stringify(responseJson, null, 4)); }); } else { demo.processError(response); @@ -190,35 +217,15 @@ } /** - * This is an example of subscribing to ENS, which notifies about order and position events. And withdrawals and deposits are published on this subscription. + * This is an example of subscribing to changes in net positions. + * These changes are published in ENS as well, this can be used as a catch up, every minute, because due to price changes is has many updates. * @return {void} */ - function subscribeEns() { - const data = { - "ContextId": document.getElementById("idContextId").value, - "ReferenceId": ensSubscription.reference, - "Arguments": { - "AccountKey": demo.user.accountKey, - "Activities": [ - "AccountFundings", - "Orders", - "Positions" - ], - "FieldGroups": [ - "DisplayAndFormat", - "ExchangeInfo" - ] - } - }; - if (ensSubscription.lastSequenceId !== null) { - // If specified and message with SequenceId available in ENS cache, streaming of events start from SequenceId. - // If sequenceId not found in ENS system, Subscription Error with "Sequence id unavailable". - // If not specified and FromDateTime is not specified, subscription will be real-time subscription. - data.Arguments.SequenceId = ensSubscription.lastSequenceId; - console.log("Supplied last received SequenceId to retrieve gap: " + ensSubscription.lastSequenceId); - } + function subscribePositions() { + const data = getObjectFromTextArea("idPositionsRequestObject"); + positionSubscription.reference = data.ReferenceId; fetch( - demo.apiUrl + "/ens/v1/activities/subscriptions", + demo.apiUrl + "/port/v1/netpositions/subscriptions", { "method": "POST", "headers": { @@ -229,16 +236,20 @@ } ).then(function (response) { if (response.ok) { - ensSubscription.isRecentDataReceived = true; // Start positive, will be set to 'false' after the next monitor health check. - ensSubscription.isActive = true; + positionSubscription.isRecentDataReceived = true; // Start positive, will be set to 'false' after the next monitor health check. + positionSubscription.isActive = true; response.json().then(function (responseJson) { // Monitor connection every "InactivityTimeout" seconds. - if (ensSubscription.activityMonitor === null) { - ensSubscription.activityMonitor = window.setInterval(function () { - monitorActivity(ensSubscription); + if (positionSubscription.activityMonitor === null) { + positionSubscription.activityMonitor = window.setInterval(function () { + monitorActivity(positionSubscription); }, responseJson.InactivityTimeout * 1000); } - console.log("Subscription for order changes created with readyState " + connection.readyState + " and data: " + JSON.stringify(data, null, 4) + ".\n\nResponse: " + JSON.stringify(responseJson, null, 4)); + console.log("Subscription for position changes created with" + ( + connection === null + ? "" + : " readyState " + connection.readyState + " and" + ) + " data: " + JSON.stringify(data, null, 4) + ".\n\nResponse: " + JSON.stringify(responseJson, null, 4)); }); } else { demo.processError(response); @@ -287,7 +298,7 @@ } } - const contextId = document.getElementById("idContextId").value; + const contextId = getContextId(); const urlPathEns = "/ens/v1/activities/subscriptions/" + encodeURIComponent(contextId); const urlPathBalance = "/port/v1/balances/subscriptions/" + encodeURIComponent(contextId); const urlPathPosition = "/port/v1/netpositions/subscriptions/" + encodeURIComponent(contextId); @@ -366,11 +377,12 @@ /** * This function processes the heartbeat messages, containing info about system health. * https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages + * @param {number} messageId The message sequence number * @param {Array} payload The list of messages * @return {void} */ - function handleHeartbeat(payload) { - // Heartbeat messages are sent every 20 seconds. If there is a minute without messages, this is an error. + function handleHeartbeat(messageId, payload) { + // Heartbeat messages are sent every "responseJson.InactivityTimeout" seconds. If there is a minute without messages, this indicates an error. if (Array.isArray(payload)) { payload.forEach(function (heartbeatMessages) { heartbeatMessages.Heartbeats.forEach(function (heartbeat) { @@ -391,7 +403,7 @@ positionSubscription.isRecentDataReceived = true; break; } - console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString()); + console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString() + " (#" + messageId + ")"); break; default: console.error("Unknown heartbeat message received: " + JSON.stringify(payload)); @@ -540,19 +552,19 @@ // Remember the last SequenceId. This can be used to retrieve the gap after an unwanted disconnect. getNewLastSequenceId(message.payload); ensSubscription.isRecentDataReceived = true; - console.log("Streaming order/position/fundings event from ENS " + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); + console.log("Streaming order/position/fundings event from ENS #" + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); break; case balanceSubscription.reference: balanceSubscription.isRecentDataReceived = true; - console.log("Streaming balance change event " + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); + console.log("Streaming balance change event #" + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); break; case positionSubscription.reference: positionSubscription.isRecentDataReceived = true; - console.log("Streaming position change event " + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); + console.log("Streaming position change event #" + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); break; case "_heartbeat": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages - handleHeartbeat(message.payload); + handleHeartbeat(message.messageId, message.payload); break; case "_resetsubscriptions": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages @@ -584,7 +596,7 @@ */ function extendSubscription() { fetch( - demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(document.getElementById("idContextId").value), + demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(getContextId()), { "method": "PUT", "headers": { @@ -635,8 +647,28 @@ window.clearInterval(ensSubscription.activityMonitor); } - document.getElementById("idContextId").value = "MyApp_" + Date.now(); // Some unique value + /** + * Sync data of js config with the edits in the HTML. + * @return {void} + */ + function populateTextAreas() { + const defaultContextId = "MyApp_" + Date.now(); // Some unique value + const lastWeek = new Date(); + let data = getObjectFromTextArea("idEnsRequestObject"); + lastWeek.setDate(lastWeek.getDate() - 7); + data.ContextId = defaultContextId; + data.Arguments.FromDateTime = lastWeek.toISOString(); + document.getElementById("idEnsRequestObject").value = JSON.stringify(data, null, 4); + data = getObjectFromTextArea("idBalancesRequestObject"); + data.ContextId = defaultContextId; + document.getElementById("idBalancesRequestObject").value = JSON.stringify(data, null, 4); + data = getObjectFromTextArea("idPositionsRequestObject"); + data.ContextId = defaultContextId; + document.getElementById("idPositionsRequestObject").value = JSON.stringify(data, null, 4); + } + demo.setupEvents([ + {"evt": "demoDataLoaded", "elmId": "", "func": populateTextAreas, "funcsToDisplay": [populateTextAreas]}, {"evt": "click", "elmId": "idBtnCreateConnection", "func": createConnection, "funcsToDisplay": [createConnection]}, {"evt": "click", "elmId": "idBtnStartListener", "func": startListener, "funcsToDisplay": [startListener]}, {"evt": "click", "elmId": "idBtnSubscribeEns", "func": subscribeEns, "funcsToDisplay": [subscribeEns]}, diff --git a/websockets/order-events-monitoring/index.html b/websockets/order-events-monitoring/index.html index 8726df3..50d3f3f 100644 --- a/websockets/order-events-monitoring/index.html +++ b/websockets/order-events-monitoring/index.html @@ -9,6 +9,12 @@ Demo for Monitoring the Order Events +
@@ -30,25 +36,86 @@

Subscribe to Order and Position Events

Monitor order, positions and balance updates

This example shows how to setup real time monitoring for order events and position changes using websockets. -
-
-Be aware that ENS-events from partial fills might be received in a different order, due to the nature of the distributed system. -
-
- -
-
+

Be aware that ENS-events from partial fills might be received in a different order, due to the nature of the distributed system.

+

+
+
ENS request arguments:
+ +
+ +
Balance request arguments:
+ +
+ +
Position request arguments:
+ -Place order with SaxoTraderGO
+
+
+
+Place an order with SaxoTraderGO to see what happens.

-
+

Response: 
Click button to launch function.

JS code: 
Click button to show code.
diff --git a/websockets/primary-monitoring/demo.js b/websockets/primary-monitoring/demo.js index efe6592..32d67bb 100644 --- a/websockets/primary-monitoring/demo.js +++ b/websockets/primary-monitoring/demo.js @@ -1,4 +1,4 @@ -/*jslint this: true, browser: true, long: true, bitwise: true */ +/*jslint this: true, browser: true, long: true, bitwise: true, unordered: true */ /*global window console demonstrationHelper */ /** @@ -222,11 +222,11 @@ messages.forEach(function (message) { switch (message.referenceId) { case "MyTradeLevelChangeEvent": - console.log("Streaming trade level change event " + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); + console.log("Streaming trade level change event #" + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); break; case "_heartbeat": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages - console.debug("Heartbeat event " + message.messageId + " received: " + JSON.stringify(message.payload)); + console.debug("Heartbeat event #" + message.messageId + " received: " + JSON.stringify(message.payload)); break; case "_resetsubscriptions": // The server is not able to send messages and client needs to reset subscriptions by recreating them. diff --git a/websockets/protobuf/demo.js b/websockets/protobuf/demo.js index 32b08ec..f33d73d 100644 --- a/websockets/protobuf/demo.js +++ b/websockets/protobuf/demo.js @@ -549,11 +549,12 @@ /** * This function processes the heartbeat messages, containing info about system health. * https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages + * @param {number} messageId The message sequence number * @param {Array} payload The list of messages * @return {void} */ - function handleHeartbeat(payload) { - // Heartbeat messages are sent every 20 seconds. If there is a minute without messages, this is an error. + function handleHeartbeat(messageId, payload) { + // Heartbeat messages are sent every "responseJson.InactivityTimeout" seconds. If there is a minute without messages, this indicates an error. if (Array.isArray(payload)) { payload.forEach(function (heartbeatMessages) { heartbeatMessages.Heartbeats.forEach(function (heartbeat) { @@ -577,7 +578,7 @@ } }); } - console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString()); + console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString() + " (#" + messageId + ")"); break; default: console.error("Unknown heartbeat message received: " + JSON.stringify(payload)); @@ -599,7 +600,7 @@ */ function handlePriceUpdate(message, bundleId, bundleCount) { const subscription = getSubscriptionByReference(orderTicketSubscriptions, message.referenceId); - console.log("Individual price update event " + message.messageId + " received (" + bundleId + " of " + bundleCount + ") with reference id " + message.referenceId + ":\nUic " + subscription.uic + " " + subscription.assetType + "\n" + JSON.stringify(message.payload, null, 4)); + console.log("Individual price update event #" + message.messageId + " received (" + bundleId + " of " + bundleCount + ") with reference id " + message.referenceId + ":\nUic " + subscription.uic + " " + subscription.assetType + "\n" + JSON.stringify(message.payload, null, 4)); } /** @@ -722,15 +723,15 @@ // Notice that the format of the messages of the two list endpoints is different. // The /prices contain no Uic, that must be derived from the referenceId. // Since /infoprices is about lists, it always contains the Uic. - console.log("Price list update event " + message.messageId + " received in bundle of " + messages.length + " (reference id " + message.referenceId + "):\n" + JSON.stringify(message.payload, null, 4)); + console.log("Price list update event #" + message.messageId + " received in bundle of " + messages.length + " (reference id " + message.referenceId + "):\n" + JSON.stringify(message.payload, null, 4)); break; case protoBufListSubscription.referenceId: protoBufListSubscription.isRecentDataReceived = true; - console.log("Price list update event " + message.messageId + " received in bundle of " + messages.length + " (reference id " + message.referenceId + "):\n" + JSON.stringify(message.payload, null, 4)); + console.log("Price list update event #" + message.messageId + " received in bundle of " + messages.length + " (reference id " + message.referenceId + "):\n" + JSON.stringify(message.payload, null, 4)); break; case "_heartbeat": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages - handleHeartbeat(message.payload); + handleHeartbeat(message.messageId, message.payload); break; case "_resetsubscriptions": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages diff --git a/websockets/realtime-quotes/demo.js b/websockets/realtime-quotes/demo.js index 3110438..3f2b353 100644 --- a/websockets/realtime-quotes/demo.js +++ b/websockets/realtime-quotes/demo.js @@ -468,11 +468,12 @@ /** * This function processes the heartbeat messages, containing info about system health. * https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages + * @param {number} messageId The message sequence number * @param {Array} payload The list of messages * @return {void} */ - function handleHeartbeat(payload) { - // Heartbeat messages are sent every 20 seconds. If there is a minute without messages, this is an error. + function handleHeartbeat(messageId, payload) { + // Heartbeat messages are sent every "responseJson.InactivityTimeout" seconds. If there is a minute without messages, this indicates an error. if (Array.isArray(payload)) { payload.forEach(function (heartbeatMessages) { heartbeatMessages.Heartbeats.forEach(function (heartbeat) { @@ -496,7 +497,7 @@ } }); } - console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString()); + console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString() + " (#" + messageId + ")"); break; default: console.error("Unknown heartbeat message received: " + JSON.stringify(payload)); @@ -572,7 +573,7 @@ */ function handlePriceUpdate(message, bundleId, bundleCount) { const subscription = getSubscriptionByReference(orderTicketSubscriptions, message.referenceId); - console.log("Individual price update event " + message.messageId + " received (" + bundleId + " of " + bundleCount + ") with reference id " + message.referenceId + ":\nUic " + subscription.uic + " " + subscription.assetType + "\n" + JSON.stringify(message.payload, null, 4)); + console.log("Individual price update event #" + message.messageId + " received (" + bundleId + " of " + bundleCount + ") with reference id " + message.referenceId + ":\nUic " + subscription.uic + " " + subscription.assetType + "\n" + JSON.stringify(message.payload, null, 4)); } /** @@ -695,11 +696,11 @@ // Notice that the format of the messages of the two list endpoints is different. // The /prices contain no Uic, that must be derived from the referenceId. // Since /infoprices is about lists, it always contains the Uic. - console.log("Price list update event " + message.messageId + " received in bundle of " + messages.length + " (reference id " + message.referenceId + "):\n" + JSON.stringify(message.payload, null, 4)); + console.log("Price list update event #" + message.messageId + " received in bundle of " + messages.length + " (reference id " + message.referenceId + "):\n" + JSON.stringify(message.payload, null, 4)); break; case "_heartbeat": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages - handleHeartbeat(message.payload); + handleHeartbeat(message.messageId, message.payload); break; case "_resetsubscriptions": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages @@ -714,7 +715,7 @@ break; case tradeLevelSubscription.referenceId: handleTradeLevelMessage(message.payload); - console.log("Streaming trade level change event " + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); + console.log("Streaming trade level change event #" + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); break; default: orderTicketSubscriptions.forEach(function (orderTicketSubscription) { diff --git a/websockets/trade-messages/demo.js b/websockets/trade-messages/demo.js index f736f3a..ec08592 100644 --- a/websockets/trade-messages/demo.js +++ b/websockets/trade-messages/demo.js @@ -1,4 +1,4 @@ -/*jslint this: true, browser: true, long: true, bitwise: true */ +/*jslint this: true, browser: true, long: true, bitwise: true, unordered: true */ /*global window console demonstrationHelper */ /** @@ -379,11 +379,12 @@ /** * This function processes the heartbeat messages, containing info about system health. * https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages + * @param {number} messageId The message sequence number * @param {Array} payload The list of messages * @return {void} */ - function handleHeartbeat(payload) { - // Heartbeat messages are sent every 20 seconds. If there is a minute without messages, this is an error. + function handleHeartbeat(messageId, payload) { + // Heartbeat messages are sent every "responseJson.InactivityTimeout" seconds. If there is a minute without messages, this indicates an error. if (Array.isArray(payload)) { payload.forEach(function (heartbeatMessages) { heartbeatMessages.Heartbeats.forEach(function (heartbeat) { @@ -398,7 +399,7 @@ tradeMessageSubscription.isRecentDataReceived = true; break; } - console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString()); + console.debug("No data, but heartbeat received for " + heartbeat.OriginatingReferenceId + " @ " + new Date().toLocaleTimeString() + " (#" + messageId + ")"); break; default: console.error("Unknown heartbeat message received: " + JSON.stringify(payload)); @@ -530,11 +531,11 @@ tradeMessageSubscription.isRecentDataReceived = true; handleTradeMessages(message.payload); demo.displaySourceCode([handleTradeMessages]); - console.log("Streaming trade message(s) " + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); + console.log("Streaming trade message(s) #" + message.messageId + " received: " + JSON.stringify(message.payload, null, 4)); break; case "_heartbeat": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages - handleHeartbeat(message.payload); + handleHeartbeat(message.messageId, message.payload); break; case "_resetsubscriptions": // https://www.developer.saxo/openapi/learn/plain-websocket-streaming#PlainWebSocketStreaming-Controlmessages From 92a18a6eddc48e8899147dc8694c5c44193ba5e3 Mon Sep 17 00:00:00 2001 From: bas Date: Wed, 6 Jul 2022 16:20:43 +0200 Subject: [PATCH 14/26] Make TokenRefreshTime explicit --- assets/js/boilerplate.js | 2 +- .../corporateaction-events-monitoring/demo.js | 13 +++++++++---- websockets/historical-market-data/demo.js | 13 +++++++++---- websockets/options-chain/demo.js | 13 +++++++++---- websockets/order-events-monitoring/demo.js | 11 ++++++++--- websockets/primary-monitoring/demo.js | 13 +++++++++---- websockets/protobuf/demo.js | 13 +++++++++---- websockets/realtime-quotes/demo.js | 13 +++++++++---- websockets/trade-messages/demo.js | 13 +++++++++---- 9 files changed, 72 insertions(+), 32 deletions(-) diff --git a/assets/js/boilerplate.js b/assets/js/boilerplate.js index f84c317..88e1fa8 100644 --- a/assets/js/boilerplate.js +++ b/assets/js/boilerplate.js @@ -625,7 +625,7 @@ function demonstrationHelper(settings) { // The JWT contains an header, payload and checksum // Payload is a base64 encoded JSON string payload = JSON.parse(window.atob(tokenArray[1])); - // An example about the different claims can be found here: authentication/token-explained/ + // An example on getting the different claims can be found here: https://saxobank.github.io/openapi-samples-js/authentication/token-explained/ return Math.floor((payload.exp * 1000 - now.getTime()) / 1000); } catch (error) { console.error("Error getting expiration time of token: " + token); diff --git a/websockets/corporateaction-events-monitoring/demo.js b/websockets/corporateaction-events-monitoring/demo.js index b923e9c..f20dd15 100644 --- a/websockets/corporateaction-events-monitoring/demo.js +++ b/websockets/corporateaction-events-monitoring/demo.js @@ -454,21 +454,26 @@ } /** - * This is an example of extending the websocket session, when a token refresh took place. + * This is an example of extending the websocket session, after a token refresh took place. * @return {void} */ function extendSubscription() { + // Be sure to refresh the token first, using the OAuth2 server (not included in this sample). + // Example: https://saxobank.github.io/openapi-samples-js/authentication/oauth2-implicit-flow/ + const token = document.getElementById("idBearerToken").value; fetch( demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(document.getElementById("idContextId").value), { "method": "PUT", "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value + "Authorization": "Bearer " + token } } ).then(function (response) { + const newExpirationTime = new Date(); + newExpirationTime.setSeconds(newExpirationTime.getSeconds() + demo.getSecondsUntilTokenExpiry(token)); if (response.ok) { - console.log("Subscription extended."); + console.log("Subscription extended until " + newExpirationTime.toLocaleString() + "."); } else { demo.processError(response); } @@ -505,7 +510,7 @@ {"evt": "click", "elmId": "idBtnCreateConnection", "func": createConnection, "funcsToDisplay": [createConnection]}, {"evt": "click", "elmId": "idBtnStartListener", "func": startListener, "funcsToDisplay": [startListener]}, {"evt": "click", "elmId": "idBtnSubscribeEns", "func": subscribeEns, "funcsToDisplay": [subscribeEns]}, - {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription]}, + {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription, demo.getSecondsUntilTokenExpiry]}, {"evt": "click", "elmId": "idBtnUnsubscribe", "func": unsubscribeAndResetState, "funcsToDisplay": [unsubscribeAndResetState]}, {"evt": "click", "elmId": "idBtnDisconnect", "func": disconnect, "funcsToDisplay": [disconnect]} ]); diff --git a/websockets/historical-market-data/demo.js b/websockets/historical-market-data/demo.js index 2805cad..9166076 100644 --- a/websockets/historical-market-data/demo.js +++ b/websockets/historical-market-data/demo.js @@ -317,21 +317,26 @@ } /** - * This is an example of extending the websocket session, when a token refresh took place. + * This is an example of extending the websocket session, after a token refresh took place. * @return {void} */ function extendSubscription() { + // Be sure to refresh the token first, using the OAuth2 server (not included in this sample). + // Example: https://saxobank.github.io/openapi-samples-js/authentication/oauth2-implicit-flow/ + const token = document.getElementById("idBearerToken").value; fetch( demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(document.getElementById("idContextId").value), { "method": "PUT", "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value + "Authorization": "Bearer " + token } } ).then(function (response) { + const newExpirationTime = new Date(); + newExpirationTime.setSeconds(newExpirationTime.getSeconds() + demo.getSecondsUntilTokenExpiry(token)); if (response.ok) { - console.log("Subscription extended."); + console.log("Subscription extended until " + newExpirationTime.toLocaleString() + "."); } else { demo.processError(response); } @@ -380,7 +385,7 @@ {"evt": "click", "elmId": "idBtnCreateConnection", "func": createConnection, "funcsToDisplay": [createConnection]}, {"evt": "click", "elmId": "idBtnStartListener", "func": startListener, "funcsToDisplay": [startListener]}, {"evt": "click", "elmId": "idBtnSubscribe", "func": subscribe, "funcsToDisplay": [subscribe]}, - {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription]}, + {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription, demo.getSecondsUntilTokenExpiry]}, {"evt": "click", "elmId": "idBtnUnsubscribe", "func": unsubscribe, "funcsToDisplay": [unsubscribe]}, {"evt": "click", "elmId": "idBtnDisconnect", "func": disconnect, "funcsToDisplay": [disconnect]} ]); diff --git a/websockets/options-chain/demo.js b/websockets/options-chain/demo.js index 8acf235..72493d6 100644 --- a/websockets/options-chain/demo.js +++ b/websockets/options-chain/demo.js @@ -693,21 +693,26 @@ } /** - * This is an example of extending the websocket session, when a token refresh took place. + * This is an example of extending the websocket session, after a token refresh took place. * @return {void} */ function extendSubscription() { + // Be sure to refresh the token first, using the OAuth2 server (not included in this sample). + // Example: https://saxobank.github.io/openapi-samples-js/authentication/oauth2-implicit-flow/ + const token = document.getElementById("idBearerToken").value; fetch( demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(document.getElementById("idContextId").value), { "method": "PUT", "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value + "Authorization": "Bearer " + token } } ).then(function (response) { + const newExpirationTime = new Date(); + newExpirationTime.setSeconds(newExpirationTime.getSeconds() + demo.getSecondsUntilTokenExpiry(token)); if (response.ok) { - console.log("Subscription extended."); + console.log("Subscription extended until " + newExpirationTime.toLocaleString() + "."); } else { demo.processError(response); } @@ -744,7 +749,7 @@ {"evt": "click", "elmId": "idBtnSubscribeOptionsChain", "func": subscribeOptionsChain, "funcsToDisplay": [subscribeOptionsChain, addExpiries]}, {"evt": "click", "elmId": "idBtnUpdateSubscription", "func": updateSubscription, "funcsToDisplay": [updateSubscription, subscribeOptionsChain]}, {"evt": "click", "elmId": "idBtnResetSubscription", "func": resetSubscription, "funcsToDisplay": [resetSubscription, subscribeOptionsChain]}, - {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription]}, + {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription, demo.getSecondsUntilTokenExpiry]}, {"evt": "click", "elmId": "idBtnUnsubscribe", "func": unsubscribeAndResetState, "funcsToDisplay": [unsubscribeAndResetState]}, {"evt": "click", "elmId": "idBtnDisconnect", "func": disconnect, "funcsToDisplay": [disconnect]} ]); diff --git a/websockets/order-events-monitoring/demo.js b/websockets/order-events-monitoring/demo.js index 4de7e74..20e743f 100644 --- a/websockets/order-events-monitoring/demo.js +++ b/websockets/order-events-monitoring/demo.js @@ -595,17 +595,22 @@ * @return {void} */ function extendSubscription() { + // Be sure to refresh the token first, using the OAuth2 server (not included in this sample). + // Example: https://saxobank.github.io/openapi-samples-js/authentication/oauth2-implicit-flow/ + const token = document.getElementById("idBearerToken").value; fetch( demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(getContextId()), { "method": "PUT", "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value + "Authorization": "Bearer " + token } } ).then(function (response) { + const newExpirationTime = new Date(); + newExpirationTime.setSeconds(newExpirationTime.getSeconds() + demo.getSecondsUntilTokenExpiry(token)); if (response.ok) { - console.log("Subscription extended."); + console.log("Subscription extended until " + newExpirationTime.toLocaleString() + "."); } else { demo.processError(response); } @@ -675,7 +680,7 @@ {"evt": "click", "elmId": "idBtnSubscribeBalances", "func": subscribeBalances, "funcsToDisplay": [subscribeBalances]}, {"evt": "click", "elmId": "idBtnSubscribePositions", "func": subscribePositions, "funcsToDisplay": [subscribePositions]}, {"evt": "click", "elmId": "idBtnSwitchAccount", "func": switchAccount, "funcsToDisplay": [switchAccount, recreateSubscriptions]}, - {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription]}, + {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription, demo.getSecondsUntilTokenExpiry]}, {"evt": "click", "elmId": "idBtnUnsubscribe", "func": unsubscribeAndResetState, "funcsToDisplay": [unsubscribeAndResetState]}, {"evt": "click", "elmId": "idBtnDisconnect", "func": disconnect, "funcsToDisplay": [disconnect]} ]); diff --git a/websockets/primary-monitoring/demo.js b/websockets/primary-monitoring/demo.js index 32d67bb..be7f348 100644 --- a/websockets/primary-monitoring/demo.js +++ b/websockets/primary-monitoring/demo.js @@ -331,21 +331,26 @@ } /** - * This is an example of extending the websocket session, when a token refresh took place. + * This is an example of extending the websocket session, after a token refresh took place. * @return {void} */ function extendSubscription() { + // Be sure to refresh the token first, using the OAuth2 server (not included in this sample). + // Example: https://saxobank.github.io/openapi-samples-js/authentication/oauth2-implicit-flow/ + const token = document.getElementById("idBearerToken").value; fetch( demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(document.getElementById("idContextId").value), { "method": "PUT", "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value + "Authorization": "Bearer " + token } } ).then(function (response) { + const newExpirationTime = new Date(); + newExpirationTime.setSeconds(newExpirationTime.getSeconds() + demo.getSecondsUntilTokenExpiry(token)); if (response.ok) { - console.log("Subscription extended."); + console.log("Subscription extended until " + newExpirationTime.toLocaleString() + "."); } else { demo.processError(response); } @@ -395,7 +400,7 @@ {"evt": "click", "elmId": "idBtnSubscribe", "func": subscribe, "funcsToDisplay": [subscribe]}, {"evt": "click", "elmId": "idBtnBecomePrimary", "func": requestPrimaryPriceSession, "funcsToDisplay": [requestPrimaryPriceSession]}, {"evt": "click", "elmId": "idBtnBecomePrimaryAgain", "func": requestPrimaryPriceSessionAgain, "funcsToDisplay": [requestPrimaryPriceSessionAgain]}, - {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription]}, + {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription, demo.getSecondsUntilTokenExpiry]}, {"evt": "click", "elmId": "idBtnUnsubscribe", "func": unsubscribe, "funcsToDisplay": [unsubscribe]}, {"evt": "click", "elmId": "idBtnDisconnect", "func": disconnect, "funcsToDisplay": [disconnect]} ]); diff --git a/websockets/protobuf/demo.js b/websockets/protobuf/demo.js index f33d73d..4d4a441 100644 --- a/websockets/protobuf/demo.js +++ b/websockets/protobuf/demo.js @@ -770,21 +770,26 @@ } /** - * This is an example of extending the websocket session, when a token refresh took place. + * This is an example of extending the websocket session, after a token refresh took place. * @return {void} */ function extendSubscription() { + // Be sure to refresh the token first, using the OAuth2 server (not included in this sample). + // Example: https://saxobank.github.io/openapi-samples-js/authentication/oauth2-implicit-flow/ + const token = document.getElementById("idBearerToken").value; fetch( demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(document.getElementById("idContextId").value), { "method": "PUT", "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value + "Authorization": "Bearer " + token } } ).then(function (response) { + const newExpirationTime = new Date(); + newExpirationTime.setSeconds(newExpirationTime.getSeconds() + demo.getSecondsUntilTokenExpiry(token)); if (response.ok) { - console.log("Subscription extended."); + console.log("Subscription extended until " + newExpirationTime.toLocaleString() + "."); } else { demo.processError(response); } @@ -956,7 +961,7 @@ {"evt": "click", "elmId": "idBtnSubscribeListProtoBuf", "func": subscribeListProtoBuf, "funcsToDisplay": [subscribeListProtoBuf]}, {"evt": "click", "elmId": "idBtnSubscribeOrderTicketProtoBuf", "func": subscribeOrderTicketProtoBuf, "funcsToDisplay": [subscribeOrderTicketProtoBuf, subscribeOrderTicket]}, {"evt": "click", "elmId": "idBtnSwitchAccount", "func": switchAccount, "funcsToDisplay": [switchAccount, recreateSubscriptions]}, - {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription]}, + {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription, demo.getSecondsUntilTokenExpiry]}, {"evt": "click", "elmId": "idBtnUnsubscribe", "func": unsubscribeAndResetState, "funcsToDisplay": [unsubscribeAndResetState, unsubscribe]}, {"evt": "click", "elmId": "idBtnDisconnect", "func": disconnect, "funcsToDisplay": [disconnect]} ]); diff --git a/websockets/realtime-quotes/demo.js b/websockets/realtime-quotes/demo.js index 3f2b353..7f9b02a 100644 --- a/websockets/realtime-quotes/demo.js +++ b/websockets/realtime-quotes/demo.js @@ -743,21 +743,26 @@ } /** - * This is an example of extending the websocket session, when a token refresh took place. + * This is an example of extending the websocket session, after a token refresh took place. * @return {void} */ function extendSubscription() { + // Be sure to refresh the token first, using the OAuth2 server (not included in this sample). + // Example: https://saxobank.github.io/openapi-samples-js/authentication/oauth2-implicit-flow/ + const token = document.getElementById("idBearerToken").value; fetch( demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(document.getElementById("idContextId").value), { "method": "PUT", "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value + "Authorization": "Bearer " + token } } ).then(function (response) { + const newExpirationTime = new Date(); + newExpirationTime.setSeconds(newExpirationTime.getSeconds() + demo.getSecondsUntilTokenExpiry(token)); if (response.ok) { - console.log("Subscription extended."); + console.log("Subscription extended until " + newExpirationTime.toLocaleString() + "."); } else { demo.processError(response); } @@ -1048,7 +1053,7 @@ {"evt": "click", "elmId": "idBtnSubscribeList", "func": subscribeList, "funcsToDisplay": [subscribeList]}, {"evt": "click", "elmId": "idBtnSubscribeOrderTicket", "func": subscribeOrderTicket, "funcsToDisplay": [subscribeOrderTicket]}, {"evt": "click", "elmId": "idBtnSwitchAccount", "func": switchAccount, "funcsToDisplay": [switchAccount, recreateSubscriptions]}, - {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription]}, + {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription, demo.getSecondsUntilTokenExpiry]}, {"evt": "click", "elmId": "idBtnUnsubscribe", "func": unsubscribeAndResetState, "funcsToDisplay": [unsubscribeAndResetState, unsubscribe]}, {"evt": "click", "elmId": "idBtnDisconnect", "func": disconnect, "funcsToDisplay": [disconnect]} ]); diff --git a/websockets/trade-messages/demo.js b/websockets/trade-messages/demo.js index ec08592..753c5b5 100644 --- a/websockets/trade-messages/demo.js +++ b/websockets/trade-messages/demo.js @@ -562,21 +562,26 @@ } /** - * This is an example of extending the websocket session, when a token refresh took place. + * This is an example of extending the websocket session, after a token refresh took place. * @return {void} */ function extendSubscription() { + // Be sure to refresh the token first, using the OAuth2 server (not included in this sample). + // Example: https://saxobank.github.io/openapi-samples-js/authentication/oauth2-implicit-flow/ + const token = document.getElementById("idBearerToken").value; fetch( demo.apiUrl + "/streamingws/authorize?contextid=" + encodeURIComponent(document.getElementById("idContextId").value), { "method": "PUT", "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value + "Authorization": "Bearer " + token } } ).then(function (response) { + const newExpirationTime = new Date(); + newExpirationTime.setSeconds(newExpirationTime.getSeconds() + demo.getSecondsUntilTokenExpiry(token)); if (response.ok) { - console.log("Subscription extended."); + console.log("Subscription extended until " + newExpirationTime.toLocaleString() + "."); } else { demo.processError(response); } @@ -612,7 +617,7 @@ {"evt": "click", "elmId": "idBtnCreateConnection", "func": createConnection, "funcsToDisplay": [createConnection]}, {"evt": "click", "elmId": "idBtnStartListener", "func": startListener, "funcsToDisplay": [startListener]}, {"evt": "click", "elmId": "idBtnSubscribeTradeMessages", "func": subscribeTradeMessages, "funcsToDisplay": [subscribeTradeMessages]}, - {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription]}, + {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription, demo.getSecondsUntilTokenExpiry]}, {"evt": "click", "elmId": "idBtnUnsubscribe", "func": unsubscribeAndResetState, "funcsToDisplay": [unsubscribeAndResetState]}, {"evt": "click", "elmId": "idBtnDisconnect", "func": disconnect, "funcsToDisplay": [disconnect]} ]); From d842ba06f2d3389c10c81f9afbef668e5492bfe3 Mon Sep 17 00:00:00 2001 From: bas Date: Wed, 6 Jul 2022 19:17:02 +0200 Subject: [PATCH 15/26] Better explain OAPI.OP.TakeTradeSession --- README.md | 6 ++-- basics/user-info/demo.js | 4 +-- .../pricesubscriptionhelper.js | 8 ++--- websockets/primary-monitoring/demo.js | 33 +++++++++++++++++-- websockets/primary-monitoring/index.html | 19 ++++++----- websockets/realtime-quotes/demo.js | 8 ++--- 6 files changed, 53 insertions(+), 25 deletions(-) diff --git a/README.md b/README.md index 0e93b24..950ef18 100644 --- a/README.md +++ b/README.md @@ -47,11 +47,11 @@ Samples run against Saxo's simulation environment and require an **access token* - [Unsettled Amounts](account-history/unsettled-amounts/) 7. Using websockets - [Monitor Orders and Positions](websockets/order-events-monitoring/) - - [Monitor Premium Price Feed Status](websockets/primary-monitoring/) - - [Realtime quotes](websockets/realtime-quotes/) + - [Monitor TradeLevel Status for Realtime Prices](websockets/primary-monitoring/) + - [Realtime Quotes](websockets/realtime-quotes/) - [Monitor Trade Messages](websockets/trade-messages/) - [Historical Market Data](websockets/historical-market-data/) - - [Options chain](websockets/options-chain/) + - [Options Chain](websockets/options-chain/) - [Protobuf protocol](websockets/protobuf/) ## Sample Apps diff --git a/basics/user-info/demo.js b/basics/user-info/demo.js index 27b6a16..4ac7369 100644 --- a/basics/user-info/demo.js +++ b/basics/user-info/demo.js @@ -233,8 +233,8 @@ "OAPI.OP.SMSG.PCM.ReplyOnOwnedClients": "Reply on cases for clients in hierarchy.", "OAPI.OP.SMSG.PartnerCaseManagement.Reply": "Reply to secure messaging thread on cases.", "OAPI.OP.SMSG.PartnerCaseManagement.View": "View secure messaging thread on cases.", - "OAPI.OP.TakePriceSession": "Take the premium price feed.", - "OAPI.OP.TakeTradeSession": "Take the fulltradingandchat mode.", + "OAPI.OP.TakePriceSession": "You can upgrade to Premium price feed (DataLevel).", + "OAPI.OP.TakeTradeSession": "You can upgrade to FullTradingAndChat mode (TradeLevel).", "OAPI.OP.TemporaryParkedOrders": "You can park your orders.", "OAPI.OP.TemporaryParkedOrdersOnAnyClient": "Park orders of any client.", "OAPI.OP.TemporaryParkedOrdersOnOwnedClients": "Park orders for clients in hierarchy.", diff --git a/sample-apps/realtime-quotes/pricesubscriptionhelper.js b/sample-apps/realtime-quotes/pricesubscriptionhelper.js index 2242fd8..c9edc94 100644 --- a/sample-apps/realtime-quotes/pricesubscriptionhelper.js +++ b/sample-apps/realtime-quotes/pricesubscriptionhelper.js @@ -221,11 +221,11 @@ function priceSubscriptionHelper(demo) { fetch(demo.apiUrl + "/root/v1/user", getFetchBody("GET")).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - if (responseJson.AccessRights.CanTakePriceSession) { - console.log("You can request the primary price session. Proceeding to request.."); - subscribeToTradeLevelChanges(); + if (responseJson.Operations.indexOf("OAPI.OP.TakeTradeSession") === -1) { + console.error("You are not allowed to upgrade your session to FullTradingAndChat."); } else { - console.error("You are not allowed to request a primary session for realtime prices."); + console.log("Session has operation 'OAPI.OP.TakeTradeSession':\nYou can upgrade your session to FullTradingAndChat!\n\nProceeding to request.."); + subscribeToTradeLevelChanges(); } }); } else { diff --git a/websockets/primary-monitoring/demo.js b/websockets/primary-monitoring/demo.js index be7f348..bef13df 100644 --- a/websockets/primary-monitoring/demo.js +++ b/websockets/primary-monitoring/demo.js @@ -49,10 +49,10 @@ if (response.ok) { response.json().then(function (responseJson) { const responseText = "\n\nResponse: " + JSON.stringify(responseJson, null, 4); - if (responseJson.AccessRights.CanTrade) { - console.log("You can take the Price Session!" + responseText); + if (responseJson.Operations.indexOf("OAPI.OP.TakeTradeSession") === -1) { + console.error("You are not allowed to upgrade your session to FullTradingAndChat." + responseText); } else { - console.error("You are not allowed to take the price session." + responseText); + console.log("Session has operation 'OAPI.OP.TakeTradeSession':\nYou can upgrade your session to FullTradingAndChat!" + responseText); } }); } else { @@ -274,6 +274,32 @@ }); } + /** + * This is an example of requesting the active session capabilities. + * @return {void} + */ + function getSessionCapabilities() { + fetch( + demo.apiUrl + "/root/v1/sessions/capabilities", + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + console.log("Response: " + JSON.stringify(responseJson, null, 4)); + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + /** * This is an example of making the current app primary, so real time prices can be shown. Other apps are notified and get delayed prices. * @return {void} @@ -398,6 +424,7 @@ {"evt": "click", "elmId": "idBtnCreateConnection", "func": createConnection, "funcsToDisplay": [createConnection]}, {"evt": "click", "elmId": "idBtnStartListener", "func": startListener, "funcsToDisplay": [startListener]}, {"evt": "click", "elmId": "idBtnSubscribe", "func": subscribe, "funcsToDisplay": [subscribe]}, + {"evt": "click", "elmId": "idBtnGetSessionCapabilities", "func": getSessionCapabilities, "funcsToDisplay": [getSessionCapabilities]}, {"evt": "click", "elmId": "idBtnBecomePrimary", "func": requestPrimaryPriceSession, "funcsToDisplay": [requestPrimaryPriceSession]}, {"evt": "click", "elmId": "idBtnBecomePrimaryAgain", "func": requestPrimaryPriceSessionAgain, "funcsToDisplay": [requestPrimaryPriceSessionAgain]}, {"evt": "click", "elmId": "idBtnExtendSubscription", "func": extendSubscription, "funcsToDisplay": [extendSubscription, demo.getSecondsUntilTokenExpiry]}, diff --git a/websockets/primary-monitoring/index.html b/websockets/primary-monitoring/index.html index beb5451..637602a 100644 --- a/websockets/primary-monitoring/index.html +++ b/websockets/primary-monitoring/index.html @@ -8,12 +8,12 @@ - Demo for Monitoring the Premium Price Feed Status + Demo for Monitoring the TradeLevel Status
-

Monitor Premium Price Feed Status

-

Subscribe to Status Events for Realtime Prices

+

Monitor TradeLevel Status

+

Subscribe to TradeLevel Status Update Events for Realtime Prices

← Back to main page View on GitHub
@@ -28,19 +28,20 @@

Subscribe to Status Events for Realtime Prices

-

Monitor 'Premium Price Feed' status

-Only one application is allowed to show real time quotes. This is the 'Primary' application. This example shows how to get and keep this status.
-In order to monitor the status, you can subscribe to changes, or keep track of the heartbeat messages broadcasting the change as well. +

Upgrade and monitor 'TradeLevel' status

+Only one application is allowed to show real time quotes. This is the 'Primary' application and is handled by the TradeLevel status being 'FullTradingAndChat'. This example shows how to get and keep this status.
+In order to monitor the status, you must subscribe to changes, or keep track of the heartbeat messages broadcasting the change as well.



- +
- - +
+ +
Launch SaxoTraderGO as primary
diff --git a/websockets/realtime-quotes/demo.js b/websockets/realtime-quotes/demo.js index 7f9b02a..9c1c7cc 100644 --- a/websockets/realtime-quotes/demo.js +++ b/websockets/realtime-quotes/demo.js @@ -908,11 +908,11 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - if (responseJson.AccessRights.CanTakePriceSession) { - console.log("You can request the primary price session. Proceeding to request.."); - subscribeToTradeLevelChanges(); + if (responseJson.Operations.indexOf("OAPI.OP.TakeTradeSession") === -1) { + console.error("You are not allowed to upgrade your session to FullTradingAndChat."); } else { - console.error("You are not allowed to request a primary session for realtime prices."); + console.log("Session has operation 'OAPI.OP.TakeTradeSession':\nYou can upgrade your session to FullTradingAndChat!\n\nProceeding to request.."); + subscribeToTradeLevelChanges(); } }); } else { From 64237f76e5c2e39c7dda5d49fd246c01163edc43 Mon Sep 17 00:00:00 2001 From: bas Date: Thu, 7 Jul 2022 09:07:00 +0200 Subject: [PATCH 16/26] Better explanation --- basics/user-info/demo.js | 4 ++-- sample-apps/realtime-quotes/pricesubscriptionhelper.js | 3 ++- websockets/primary-monitoring/demo.js | 3 ++- websockets/realtime-quotes/demo.js | 3 ++- 4 files changed, 8 insertions(+), 5 deletions(-) diff --git a/basics/user-info/demo.js b/basics/user-info/demo.js index 4ac7369..38292b4 100644 --- a/basics/user-info/demo.js +++ b/basics/user-info/demo.js @@ -233,8 +233,8 @@ "OAPI.OP.SMSG.PCM.ReplyOnOwnedClients": "Reply on cases for clients in hierarchy.", "OAPI.OP.SMSG.PartnerCaseManagement.Reply": "Reply to secure messaging thread on cases.", "OAPI.OP.SMSG.PartnerCaseManagement.View": "View secure messaging thread on cases.", - "OAPI.OP.TakePriceSession": "You can upgrade to Premium price feed (DataLevel).", - "OAPI.OP.TakeTradeSession": "You can upgrade to FullTradingAndChat mode (TradeLevel).", + "OAPI.OP.TakePriceSession": "You can upgrade the DataLevel of your session to Premium mode.", + "OAPI.OP.TakeTradeSession": "You can upgrade the TradeLevel of your session to FullTradingAndChat mode.", "OAPI.OP.TemporaryParkedOrders": "You can park your orders.", "OAPI.OP.TemporaryParkedOrdersOnAnyClient": "Park orders of any client.", "OAPI.OP.TemporaryParkedOrdersOnOwnedClients": "Park orders for clients in hierarchy.", diff --git a/sample-apps/realtime-quotes/pricesubscriptionhelper.js b/sample-apps/realtime-quotes/pricesubscriptionhelper.js index c9edc94..8656701 100644 --- a/sample-apps/realtime-quotes/pricesubscriptionhelper.js +++ b/sample-apps/realtime-quotes/pricesubscriptionhelper.js @@ -221,8 +221,9 @@ function priceSubscriptionHelper(demo) { fetch(demo.apiUrl + "/root/v1/user", getFetchBody("GET")).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { + // More info about the user operations can be found @ https://saxobank.github.io/openapi-samples-js/basics/user-info/ if (responseJson.Operations.indexOf("OAPI.OP.TakeTradeSession") === -1) { - console.error("You are not allowed to upgrade your session to FullTradingAndChat."); + console.error("You are not allowed to upgrade your TradeLevel to FullTradingAndChat."); } else { console.log("Session has operation 'OAPI.OP.TakeTradeSession':\nYou can upgrade your session to FullTradingAndChat!\n\nProceeding to request.."); subscribeToTradeLevelChanges(); diff --git a/websockets/primary-monitoring/demo.js b/websockets/primary-monitoring/demo.js index bef13df..bca241b 100644 --- a/websockets/primary-monitoring/demo.js +++ b/websockets/primary-monitoring/demo.js @@ -49,8 +49,9 @@ if (response.ok) { response.json().then(function (responseJson) { const responseText = "\n\nResponse: " + JSON.stringify(responseJson, null, 4); + // More info about the user operations can be found @ https://saxobank.github.io/openapi-samples-js/basics/user-info/ if (responseJson.Operations.indexOf("OAPI.OP.TakeTradeSession") === -1) { - console.error("You are not allowed to upgrade your session to FullTradingAndChat." + responseText); + console.error("You are not allowed to upgrade your TradeLevel to FullTradingAndChat."); } else { console.log("Session has operation 'OAPI.OP.TakeTradeSession':\nYou can upgrade your session to FullTradingAndChat!" + responseText); } diff --git a/websockets/realtime-quotes/demo.js b/websockets/realtime-quotes/demo.js index 9c1c7cc..3a656b8 100644 --- a/websockets/realtime-quotes/demo.js +++ b/websockets/realtime-quotes/demo.js @@ -908,8 +908,9 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { + // More info about the user operations can be found @ https://saxobank.github.io/openapi-samples-js/basics/user-info/ if (responseJson.Operations.indexOf("OAPI.OP.TakeTradeSession") === -1) { - console.error("You are not allowed to upgrade your session to FullTradingAndChat."); + console.error("You are not allowed to upgrade your TradeLevel to FullTradingAndChat."); } else { console.log("Session has operation 'OAPI.OP.TakeTradeSession':\nYou can upgrade your session to FullTradingAndChat!\n\nProceeding to request.."); subscribeToTradeLevelChanges(); From 22d10b2dad053f667f713743ee162fd9f0dcb87b Mon Sep 17 00:00:00 2001 From: bas Date: Wed, 20 Jul 2022 15:29:33 +0200 Subject: [PATCH 17/26] URL change --- .../example_nodejs/package-lock.json | 2 +- .../oauth2-certificate-flow/example_nodejs/package.json | 2 +- .../redirect/backend-js/package-lock.json | 2 +- .../oauth2-code-flow/redirect/backend-js/package.json | 2 +- orders/advice-orders/index.html | 9 +++------ orders/algo-orders/index.html | 2 +- 6 files changed, 8 insertions(+), 11 deletions(-) diff --git a/authentication/oauth2-certificate-flow/example_nodejs/package-lock.json b/authentication/oauth2-certificate-flow/example_nodejs/package-lock.json index 44b9d21..3d6399b 100644 --- a/authentication/oauth2-certificate-flow/example_nodejs/package-lock.json +++ b/authentication/oauth2-certificate-flow/example_nodejs/package-lock.json @@ -7,7 +7,7 @@ "": { "name": "certificate-based-auth", "version": "1.0.0", - "license": "SEE LICENSE IN https://github.com/SaxoBank/openapi-samples-js/blob/master/LICENSE", + "license": "SEE LICENSE IN https://github.com/SaxoBank/openapi-samples-js/blob/main/LICENSE", "dependencies": { "jsonwebtoken": "^8.5.1", "node-fetch": "^3.2.4" diff --git a/authentication/oauth2-certificate-flow/example_nodejs/package.json b/authentication/oauth2-certificate-flow/example_nodejs/package.json index 12249f8..f438dc9 100644 --- a/authentication/oauth2-certificate-flow/example_nodejs/package.json +++ b/authentication/oauth2-certificate-flow/example_nodejs/package.json @@ -4,7 +4,7 @@ "description": "Retrieve a token using the certificate flow", "main": "example.js", "type": "module", - "license": "SEE LICENSE IN https://github.com/SaxoBank/openapi-samples-js/blob/master/LICENSE", + "license": "SEE LICENSE IN https://github.com/SaxoBank/openapi-samples-js/blob/main/LICENSE", "repository": { "type": "git", "url": "https://github.com/SaxoBank/openapi-samples-js" diff --git a/authentication/oauth2-code-flow/redirect/backend-js/package-lock.json b/authentication/oauth2-code-flow/redirect/backend-js/package-lock.json index c2d87d7..4dcf9bb 100644 --- a/authentication/oauth2-code-flow/redirect/backend-js/package-lock.json +++ b/authentication/oauth2-code-flow/redirect/backend-js/package-lock.json @@ -7,7 +7,7 @@ "": { "name": "retrieve-token", "version": "1.0.0", - "license": "SEE LICENSE IN https://github.com/SaxoBank/openapi-samples-js/blob/master/LICENSE", + "license": "SEE LICENSE IN https://github.com/SaxoBank/openapi-samples-js/blob/main/LICENSE", "dependencies": { "express": "~4.18.1", "morgan": "~1.10.0", diff --git a/authentication/oauth2-code-flow/redirect/backend-js/package.json b/authentication/oauth2-code-flow/redirect/backend-js/package.json index d17c7d2..4de829d 100644 --- a/authentication/oauth2-code-flow/redirect/backend-js/package.json +++ b/authentication/oauth2-code-flow/redirect/backend-js/package.json @@ -4,7 +4,7 @@ "description": "Retrieve and refresh an OAuth2 Code Flow token for the Saxo OpenApi", "main": "server.js", "type": "module", - "license": "SEE LICENSE IN https://github.com/SaxoBank/openapi-samples-js/blob/master/LICENSE", + "license": "SEE LICENSE IN https://github.com/SaxoBank/openapi-samples-js/blob/main/LICENSE", "repository": { "type": "git", "url": "https://github.com/SaxoBank/openapi-samples-js" diff --git a/orders/advice-orders/index.html b/orders/advice-orders/index.html index fd99019..950022b 100644 --- a/orders/advice-orders/index.html +++ b/orders/advice-orders/index.html @@ -69,11 +69,9 @@

Give advice on orders

diff --git a/orders/algo-orders/index.html b/orders/algo-orders/index.html index 56943f7..6ec02ef 100644 --- a/orders/algo-orders/index.html +++ b/orders/algo-orders/index.html @@ -30,7 +30,7 @@

Demo on Algorithmic Orders

Basics of an Algo Order

An Algo order is a regular Order that has an AlgoOrderData section added in the Place Order or Change Order requests.
-Get the strategy guide here and the developer description at the Developer Portal.
+Get the strategy guide here and the developer description at the Developer Portal.
Order tickets must warn before trading a complex product, provide a KID download and the cost breakdown. See the sample.
Algo-orders can be used for pre-market trading in US Stocks.

From 54a1caa966b4bd3890a09e94d7e7f9a107954870 Mon Sep 17 00:00:00 2001 From: bas Date: Wed, 20 Jul 2022 17:02:16 +0200 Subject: [PATCH 18/26] New design of AdviceOrders --- orders/advice-orders/demo.js | 170 +++++++++++++++----------------- orders/advice-orders/index.html | 32 +++--- 2 files changed, 89 insertions(+), 113 deletions(-) diff --git a/orders/advice-orders/demo.js b/orders/advice-orders/demo.js index 6b77fb4..ad86d47 100644 --- a/orders/advice-orders/demo.js +++ b/orders/advice-orders/demo.js @@ -17,15 +17,10 @@ /** * Helper function to convert the json string to an object, with error handling. - * @param {boolean} isFromNewOrderEdit Use new order object, or the one for order modifications. * @return {Object} The newOrderObject from the input field - null if invalid */ - function getOrderObjectFromJson(isFromNewOrderEdit) { - const orderObjectId = ( - isFromNewOrderEdit - ? "idNewOrderObject" - : "idChangeOrderObject" - ); + function getOrderObjectFromJson() { + const orderObjectId = "idNewOrderObject"; const accountKey = document.getElementById("idCbxManagedAccountKey").value; let newOrderObject = null; try { @@ -50,6 +45,20 @@ return newOrderObject; } + /** + * Helper function to convert the json string to an object, with error handling. + * @return {Object} The newAdviceObject from the input field - null if invalid + */ + function getAdviceObjectFromJson() { + let newAdviceObject = null; + try { + newAdviceObject = JSON.parse(document.getElementById("idChangeAdviceObject").value); + } catch (e) { + console.error(e); + } + return newAdviceObject; + } + /** * Add an accountKey to the list. * @param {string} accountKey The value. @@ -70,7 +79,7 @@ * @return {void} */ function updateNewOrderEdit() { - getOrderObjectFromJson(true); + getOrderObjectFromJson(); } /** @@ -331,7 +340,7 @@ } } - const newOrderObject = getOrderObjectFromJson(true); + const newOrderObject = getOrderObjectFromJson(); const accountKey = document.getElementById("idCbxManagedAccountKey").value; fetch( demo.apiUrl + "/ref/v1/instruments/details/" + newOrderObject.Uic + "/" + newOrderObject.AssetType + "?AccountKey=" + encodeURIComponent(accountKey) + "&FieldGroups=OrderSetting", @@ -403,7 +412,7 @@ return errorMessage; } - const newOrderObject = getOrderObjectFromJson(true); + const newOrderObject = getOrderObjectFromJson(); newOrderObject.FieldGroups = ["Costs", "MarginImpactBuySell"]; fetch( demo.apiUrl + "/trade/v2/orders/precheck", @@ -469,9 +478,10 @@ function placeNewOrder() { const headersObject = { "Authorization": "Bearer " + document.getElementById("idBearerToken").value, - "Content-Type": "application/json; charset=utf-8" + "Content-Type": "application/json; charset=utf-8", + "X-Request-ID": Math.random() // This prevents error 409 (Conflict) from identical previews within 15 seconds }; - const newOrderObject = getOrderObjectFromJson(true); + const newOrderObject = getOrderObjectFromJson(); fetch( demo.apiUrl + "/trade/v2/orders", { @@ -489,7 +499,7 @@ : "\nX-Request-ID response header: " + xRequestId )); addOrderToOrdersList(responseJson.OrderId, "New order " + responseJson.OrderId).value = responseJson.OrderId; - getOrderDetailsAndUpdateModifyOrderEdit(); + getOrderDetails(); }); } else { console.debug(response); @@ -523,22 +533,28 @@ } /** - * Retrieve order details and display them in the PATCH /order editor. - * @return {void} + * Helper function to determine if OrderId is a number. + * @param {string} n The value. + * @return {boolean} True is the parameter is numeric. */ - function getOrderDetailsAndUpdateModifyOrderEdit() { - - function copyOptionalProperty(source, dest, propertyName) { - if (source.hasOwnProperty("propertyName")) { - dest[propertyName] = source[propertyName]; - } - } + function isNumeric(n) { + // Source https://stackoverflow.com/questions/18082/validate-decimal-numbers-in-javascript-isnumeric + return !Number.isNaN(parseFloat(n)) && Number.isFinite(n); + } - const accountKey = document.getElementById("idCbxManagedAccountKey").value; + /** + * Retrieve order details. + * @return {void} + */ + function getOrderDetails() { const clientKey = getClientKeyOfSelectedAccount(); const orderId = document.getElementById("idCbxOrderId").value; + if (isNumeric(orderId)) { + console.error("An OrderId must be selected first."); + return; + } fetch( - demo.apiUrl + "/port/v1/orders/" + encodeURIComponent(demo.user.clientKey) + "/" + orderId, + demo.apiUrl + "/port/v1/orders/" + encodeURIComponent(clientKey) + "/" + orderId, { "method": "GET", "headers": { @@ -548,22 +564,7 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - let orderObject; - if (responseJson.Data.length === 0) { - console.error("The order wasn't found in the list of active orders. Is order " + orderId + " still open?"); - } else { - // For the PATCH a limited set of fields is required. Feel free to add those fields you'd like to update. - orderObject = { - "AccountKey": accountKey, - "OrderId": orderId, - "AssetType": responseJson.AssetType, - "OrderType": responseJson.OpenOrderType, - "OrderDuration": responseJson.Duration - }; - copyOptionalProperty(responseJson, orderObject, "Triggers"); - document.getElementById("idChangeOrderObject").value = JSON.stringify(orderObject, null, 4); - console.log("Response: " + JSON.stringify(responseJson, null, 4)); - } + console.log("Response: " + JSON.stringify(responseJson, null, 4)); }); } else { demo.processError(response); @@ -574,31 +575,31 @@ } /** - * This is an example of updating a single leg order. + * This is an example of updating an advice. * @return {void} */ - function modifyLastOrder() { - const newOrderObject = getOrderObjectFromJson(false); + function updateAdvice() { + const orderId = document.getElementById("idCbxOrderId").value; + const newAdviceObject = getAdviceObjectFromJson(); const headersObject = { "Authorization": "Bearer " + document.getElementById("idBearerToken").value, "Content-Type": "application/json; charset=utf-8" }; + if (isNumeric(orderId)) { + console.error("An OrderId must be selected first."); + return; + } fetch( - demo.apiUrl + "/trade/v2/orders", + demo.apiUrl + "/trade/v2/orders/" + orderId + "/advice", { - "method": "PATCH", + "method": "PUT", "headers": headersObject, - "body": JSON.stringify(newOrderObject) + "body": JSON.stringify(newAdviceObject) } ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - const xRequestId = response.headers.get("X-Request-ID"); - console.log("Successful request:\n" + JSON.stringify(responseJson, null, 4) + ( - xRequestId === null - ? "" - : "\nX-Request-ID response header: " + xRequestId - )); + console.log("Successful request:\n" + JSON.stringify(responseJson, null, 4)); }); } else { // If you get a 404 NotFound, the order might already be executed! @@ -610,16 +611,19 @@ } /** - * This is an example of removing an order from the book. + * This is an example of cancelling an advice, leading to an order cancel. * @return {void} */ - function cancelLastOrder() { + function cancelOrderAdvice() { const adviceDeleteAction = document.getElementById("idCbxAdviceDeleteAction").value; const orderId = document.getElementById("idCbxOrderId").value; - const accountKey = document.getElementById("idCbxManagedAccountKey").value; - // DELETE /trade/v2/orders/123?AdviceDeleteAction=CancelAdvice + if (isNumeric(orderId)) { + console.error("An OrderId must be selected first."); + return; + } + // DELETE /trade/v2/orders/123/advice?AdviceDeleteAction=RejectAdvice fetch( - demo.apiUrl + "/trade/v2/orders/" + orderId + "?AccountKey=" + encodeURIComponent(accountKey) + "&AdviceDeleteAction=" + adviceDeleteAction, + demo.apiUrl + "/trade/v2/orders/" + orderId + "/advice?AdviceDeleteAction=" + adviceDeleteAction, { "method": "DELETE", "headers": { @@ -629,7 +633,7 @@ ).then(function (response) { if (response.ok) { response.json().then(function (responseJson) { - // Response must have an OrderId + // Response will echo the OrderId console.log(JSON.stringify(responseJson, null, 4)); }); } else { @@ -689,11 +693,15 @@ response.json().then(function (responseJson) { // Empty order list: clearCombobox("idCbxOrderId"); - responseJson.Data.forEach(function (order) { - addOrderToOrdersList(order.OrderId, order.OrderId + " (" + order.Status + ")"); - }); - getOrderDetailsAndUpdateModifyOrderEdit(); - console.log("All open orders for account '" + accountKey + "'.\n\n" + JSON.stringify(responseJson, null, 4)); + if (responseJson.Data.length === 0) { + console.error("No orders found on account " + accountKey); + } else { + responseJson.Data.forEach(function (order) { + addOrderToOrdersList(order.OrderId, order.OrderId + " (" + order.Status + ")"); + }); + getOrderDetails(); + console.log("All open orders for account '" + accountKey + "'.\n\n" + JSON.stringify(responseJson, null, 4)); + } }); } else { demo.processError(response); @@ -703,51 +711,29 @@ }); } - /** - * Reflect the new status in the new order advice edit. - * @return {void} - */ - function updateCreateOrderEdit() { - const newStatus = document.getElementById("idCbxAdviceCreateAction").value; - const orderObject = getOrderObjectFromJson(true); - if (!orderObject.hasOwnProperty("Triggers")) { - orderObject.Triggers = [{ - "TriggerType": "Advice" - }]; - } - orderObject.Triggers[0].ApprovalAction = newStatus; - document.getElementById("idNewOrderObject").value = JSON.stringify(orderObject, null, 4); - } - /** * Reflect the new status in the modify order advice edit. * @return {void} */ function updateModifyOrderEdit() { const newStatus = document.getElementById("idCbxAdviceModifyAction").value; - const orderObject = getOrderObjectFromJson(false); - if (!orderObject.hasOwnProperty("Triggers")) { - orderObject.Triggers = [{ - "TriggerType": "Advice" - }]; - } - orderObject.Triggers[0].ApprovalAction = newStatus; - document.getElementById("idChangeOrderObject").value = JSON.stringify(orderObject, null, 4); + const adviceObject = getAdviceObjectFromJson(); + adviceObject.AdviceAction = newStatus; + document.getElementById("idChangeAdviceObject").value = JSON.stringify(adviceObject, null, 4); } demo.setupEvents([ {"evt": "change", "elmId": "idCbxManagedAccountKey", "func": updateNewOrderEdit, "funcsToDisplay": [updateNewOrderEdit]}, - {"evt": "change", "elmId": "idCbxOrderId", "func": getOrderDetailsAndUpdateModifyOrderEdit, "funcsToDisplay": [getOrderDetailsAndUpdateModifyOrderEdit]}, - {"evt": "change", "elmId": "idCbxAdviceCreateAction", "func": updateCreateOrderEdit, "funcsToDisplay": [updateCreateOrderEdit]}, + {"evt": "change", "elmId": "idCbxOrderId", "func": getOrderDetails, "funcsToDisplay": [getOrderDetails]}, {"evt": "change", "elmId": "idCbxAdviceModifyAction", "func": updateModifyOrderEdit, "funcsToDisplay": [updateModifyOrderEdit]}, {"evt": "click", "elmId": "idBtnGetAccountKeys", "func": getAccountKeys, "funcsToDisplay": [getAccountKeys]}, {"evt": "click", "elmId": "idBtnGetAccessRights", "func": getAccessRights, "funcsToDisplay": [getAccessRights]}, {"evt": "click", "elmId": "idBtnGetConditions", "func": getConditions, "funcsToDisplay": [getConditions]}, {"evt": "click", "elmId": "idBtnPreCheckOrder", "func": preCheckNewOrder, "funcsToDisplay": [preCheckNewOrder]}, {"evt": "click", "elmId": "idBtnPlaceNewOrder", "func": placeNewOrder, "funcsToDisplay": [placeNewOrder]}, - {"evt": "click", "elmId": "idBtnGetOrderDetails", "func": getOrderDetailsAndUpdateModifyOrderEdit, "funcsToDisplay": [getOrderDetailsAndUpdateModifyOrderEdit]}, - {"evt": "click", "elmId": "idBtnModifyLastOrder", "func": modifyLastOrder, "funcsToDisplay": [modifyLastOrder]}, - {"evt": "click", "elmId": "idBtnCancelLastOrder", "func": cancelLastOrder, "funcsToDisplay": [cancelLastOrder]}, + {"evt": "click", "elmId": "idBtnGetOrderDetails", "func": getOrderDetails, "funcsToDisplay": [getOrderDetails]}, + {"evt": "click", "elmId": "idBtnUpdateAdvice", "func": updateAdvice, "funcsToDisplay": [updateAdvice]}, + {"evt": "click", "elmId": "idBtnCancelOrderAdvice", "func": cancelOrderAdvice, "funcsToDisplay": [cancelOrderAdvice]}, {"evt": "click", "elmId": "idBtnGetOrders", "func": getOrders, "funcsToDisplay": [getOrders]}, {"evt": "click", "elmId": "idBtnHistoricalEnsEvents", "func": getHistoricalEnsEvents, "funcsToDisplay": [getHistoricalEnsEvents]} ]); diff --git a/orders/advice-orders/index.html b/orders/advice-orders/index.html index 950022b..ec183cd 100644 --- a/orders/advice-orders/index.html +++ b/orders/advice-orders/index.html @@ -55,18 +55,6 @@

Give advice on orders


New order advice:
-
- +



From 996a607e435dc01e5a6180a71e903a2cc4500bcf Mon Sep 17 00:00:00 2001 From: bas Date: Thu, 21 Jul 2022 10:20:03 +0200 Subject: [PATCH 19/26] Fix README URL --- orders/advice-orders/README.md | 4 ++-- orders/pre-market-and-after-hours/README.md | 6 ++---- 2 files changed, 4 insertions(+), 6 deletions(-) diff --git a/orders/advice-orders/README.md b/orders/advice-orders/README.md index 57d3c74..37146e3 100644 --- a/orders/advice-orders/README.md +++ b/orders/advice-orders/README.md @@ -1,5 +1,5 @@ # Client-side Samples for Advice Orders -This is a demonstration on how to create an order advice for an end customer. +This is a demonstration on how to create and update an order advice for an end customer. -Live demo: https://saxobank.github.io/openapi-samples-js/orders/advice-orders/ \ No newline at end of file +Live demo: diff --git a/orders/pre-market-and-after-hours/README.md b/orders/pre-market-and-after-hours/README.md index d87bddd..9360d49 100644 --- a/orders/pre-market-and-after-hours/README.md +++ b/orders/pre-market-and-after-hours/README.md @@ -1,7 +1,5 @@ # Client-side Samples for placing Stock Orders Outside the Regular Trading Session -This is a demonstration on how to place a stock order in the after hours or pre-market. +This is a demonstration on how to place a stock order in the after hours, or pre-market. -This sample can be used for bonds, leveraged products and SRDs as well. - -Live demo: https://saxobank.github.io/openapi-samples-js/orders/pre-market-and-after-hours/ \ No newline at end of file +Live demo: From 02a42406dcd5b68b34fc3a1ccb5ae58f8c644742 Mon Sep 17 00:00:00 2001 From: bas Date: Thu, 21 Jul 2022 15:32:09 +0200 Subject: [PATCH 20/26] AccountKey required in requests --- orders/advice-orders/demo.js | 17 +++++++++++------ orders/advice-orders/index.html | 1 + 2 files changed, 12 insertions(+), 6 deletions(-) diff --git a/orders/advice-orders/demo.js b/orders/advice-orders/demo.js index ad86d47..54f5411 100644 --- a/orders/advice-orders/demo.js +++ b/orders/advice-orders/demo.js @@ -50,9 +50,12 @@ * @return {Object} The newAdviceObject from the input field - null if invalid */ function getAdviceObjectFromJson() { + const accountKey = document.getElementById("idCbxManagedAccountKey").value; let newAdviceObject = null; try { newAdviceObject = JSON.parse(document.getElementById("idChangeAdviceObject").value); + newAdviceObject.AccountKey = accountKey; + document.getElementById("idChangeAdviceObject").value = JSON.stringify(newAdviceObject, null, 4); } catch (e) { console.error(e); } @@ -75,11 +78,12 @@ } /** - * Display the active end client AccountKey in the POST /order editor. + * Display the active end client AccountKey in the edits. * @return {void} */ - function updateNewOrderEdit() { + function addSelectedAccountKeyToEdits() { getOrderObjectFromJson(); + getAdviceObjectFromJson(); } /** @@ -123,7 +127,7 @@ }); managedAccountsResponseData = responseJson.Data; // Keep, so ClientKeys can be looked up by AccountKey console.log("Found " + accountCount + " managed accounts.\nResponse: " + JSON.stringify(responseJson, null, 4)); - updateNewOrderEdit(); + addSelectedAccountKeyToEdits(); }); } else { demo.processError(response); @@ -616,14 +620,15 @@ */ function cancelOrderAdvice() { const adviceDeleteAction = document.getElementById("idCbxAdviceDeleteAction").value; + const accountKey = document.getElementById("idCbxManagedAccountKey").value; const orderId = document.getElementById("idCbxOrderId").value; if (isNumeric(orderId)) { console.error("An OrderId must be selected first."); return; } - // DELETE /trade/v2/orders/123/advice?AdviceDeleteAction=RejectAdvice + // DELETE /trade/v2/orders/123/advice?AdviceDeleteAction={Reject/Revoke}&AccountKey={AccountKey} fetch( - demo.apiUrl + "/trade/v2/orders/" + orderId + "/advice?AdviceDeleteAction=" + adviceDeleteAction, + demo.apiUrl + "/trade/v2/orders/" + orderId + "/advice?AdviceDeleteAction=" + adviceDeleteAction + "&AccountKey=" + encodeURIComponent(accountKey), { "method": "DELETE", "headers": { @@ -723,7 +728,7 @@ } demo.setupEvents([ - {"evt": "change", "elmId": "idCbxManagedAccountKey", "func": updateNewOrderEdit, "funcsToDisplay": [updateNewOrderEdit]}, + {"evt": "change", "elmId": "idCbxManagedAccountKey", "func": addSelectedAccountKeyToEdits, "funcsToDisplay": [addSelectedAccountKeyToEdits]}, {"evt": "change", "elmId": "idCbxOrderId", "func": getOrderDetails, "funcsToDisplay": [getOrderDetails]}, {"evt": "change", "elmId": "idCbxAdviceModifyAction", "func": updateModifyOrderEdit, "funcsToDisplay": [updateModifyOrderEdit]}, {"evt": "click", "elmId": "idBtnGetAccountKeys", "func": getAccountKeys, "funcsToDisplay": [getAccountKeys]}, diff --git a/orders/advice-orders/index.html b/orders/advice-orders/index.html index ec183cd..2716a29 100644 --- a/orders/advice-orders/index.html +++ b/orders/advice-orders/index.html @@ -90,6 +90,7 @@

Give advice on orders

From dbf135770eedd6e3e6be43224f93d08dba6c200f Mon Sep 17 00:00:00 2001 From: bas <3939334+basgroot@users.noreply.github.com> Date: Thu, 18 Aug 2022 14:37:16 +0200 Subject: [PATCH 21/26] Update README.md --- orders/pre-market-and-after-hours/README.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/orders/pre-market-and-after-hours/README.md b/orders/pre-market-and-after-hours/README.md index 9360d49..8ee44f2 100644 --- a/orders/pre-market-and-after-hours/README.md +++ b/orders/pre-market-and-after-hours/README.md @@ -1,5 +1,5 @@ -# Client-side Samples for placing Stock Orders Outside the Regular Trading Session +# Client-side Samples for placing Stock Orders during Extended Trading Hours (ETH) -This is a demonstration on how to place a stock order in the after hours, or pre-market. +This is a demonstration on how to place a stock order outside the AutomatedTradingSessions. Live demo: From 681470290e889307a14b319dd9064dc783a00002 Mon Sep 17 00:00:00 2001 From: bas Date: Fri, 19 Aug 2022 09:35:09 +0200 Subject: [PATCH 22/26] Move around --- README.md | 1 + .../README.md | 0 .../demo.js | 0 .../index.html | 0 4 files changed, 1 insertion(+) rename orders/{pre-market-and-after-hours => extended-trading-hours}/README.md (100%) rename orders/{pre-market-and-after-hours => extended-trading-hours}/demo.js (100%) rename orders/{pre-market-and-after-hours => extended-trading-hours}/index.html (100%) diff --git a/README.md b/README.md index d770ac2..6c7f67c 100644 --- a/README.md +++ b/README.md @@ -31,6 +31,7 @@ Samples run against Saxo's simulation environment and require an **access token* - [Option Orders](orders/options/) - [Multi-leg Orders](orders/option-strategies/) - [Future Orders](orders/futures/) + - [Extended Trading Hours (ETH)](orders/extended-trading-hours/) - [Fx Option Orders](orders/fx-options/) - [OCO Orders](orders/oco-orders/) - [Algorithmic Orders](orders/algo-orders/) diff --git a/orders/pre-market-and-after-hours/README.md b/orders/extended-trading-hours/README.md similarity index 100% rename from orders/pre-market-and-after-hours/README.md rename to orders/extended-trading-hours/README.md diff --git a/orders/pre-market-and-after-hours/demo.js b/orders/extended-trading-hours/demo.js similarity index 100% rename from orders/pre-market-and-after-hours/demo.js rename to orders/extended-trading-hours/demo.js diff --git a/orders/pre-market-and-after-hours/index.html b/orders/extended-trading-hours/index.html similarity index 100% rename from orders/pre-market-and-after-hours/index.html rename to orders/extended-trading-hours/index.html From 0f82868f87d2894ed7f89c752ce92ca01931540e Mon Sep 17 00:00:00 2001 From: bas Date: Fri, 19 Aug 2022 13:45:12 +0200 Subject: [PATCH 23/26] Extend ETH demo --- orders/extended-trading-hours/demo.js | 108 +++++++++++++++++++++++ orders/extended-trading-hours/index.html | 15 +++- 2 files changed, 119 insertions(+), 4 deletions(-) diff --git a/orders/extended-trading-hours/demo.js b/orders/extended-trading-hours/demo.js index 24329bd..afa1e3c 100644 --- a/orders/extended-trading-hours/demo.js +++ b/orders/extended-trading-hours/demo.js @@ -42,6 +42,41 @@ return newOrderObject; } + /** + * Not all accounts support ETH trading. + * @return {void} + */ + function getCheckAccountSupport() { + fetch( + demo.apiUrl + "/port/v1/accounts/" + encodeURIComponent(demo.user.accountKey), + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + switch (responseJson.AllowedTradingSessions) { + case "Regular": + console.error("The selected account only supports the regular trading sessions."); + break; + case "All": + console.log("The selected account supports ETH trading sessions."); + break; + default: + console.error("Unrecognized AllowedTradingSessions value found: " + responseJson.AllowedTradingSessions); + } + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + /** * Retrieve all exchanges and filter the ones with 'PreMarket' and 'PostMarket' trading sessions. * @return {void} @@ -87,6 +122,42 @@ }); } + /** + * Not all instruments support ETH trading. + * @return {void} + */ + function getCheckInstrumentSupport() { + const newOrderObject = getOrderObjectFromJson(); + fetch( + demo.apiUrl + "/ref/v1/instruments/details/" + newOrderObject.Uic + "/" + newOrderObject.AssetType, + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + switch (responseJson.SupportedTradingSessions) { + case "Regular": + console.error("The selected instrument only supports the regular trading sessions."); + break; + case "All": + console.log("The selected instrument supports ETH trading sessions. You can combine the AccountCheck and this InstrumentCheck by providing an AccountKey in this tequest."); + break; + default: + console.error("Unrecognized SupportedTradingSessions value found: " + responseJson.AllowedTradingSessions); + } + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + /** * Returns trading schedule for a given uic and asset type. * @return {void} @@ -182,6 +253,40 @@ }); } + /** + * The regular instrument prices stop after the AutomatedTradingSession. The PreMarket and PostMarket sessions have their own prices. + * @return {void} + */ + function getEthPrices() { + // The regular instrument prices stop after the AutomatedTradingSession. The PreMarket and PostMarket sessions have their own prices. + // Retrieve them: + const newOrderObject = getOrderObjectFromJson(); + let url = demo.apiUrl + "/trade/v1/infoprices?Uic=" + newOrderObject.Uic + "&AssetType=" + newOrderObject.AssetType; + // With the AccountKey, the price is specific for your account + url += "&AccountKey=" + newOrderObject.AccountKey; + // The FieldGroup "ExtendedTradingHoursPriceData" requests ETH prices + url += "&FieldGroups=" + encodeURIComponent("ExtendedTradingHoursPriceData,DisplayAndFormat,InstrumentPriceDetails,MarketDepth,PriceInfo,PriceInfoDetails,Quote"); + fetch( + url, + { + "method": "GET", + "headers": { + "Authorization": "Bearer " + document.getElementById("idBearerToken").value + } + } + ).then(function (response) { + if (response.ok) { + response.json().then(function (responseJson) { + console.log(JSON.stringify(responseJson, null, 4)); + }); + } else { + demo.processError(response); + } + }).catch(function (error) { + console.error(error); + }); + } + /** * This is an example of an order validation. * @return {void} @@ -421,9 +526,12 @@ } demo.setupEvents([ + {"evt": "click", "elmId": "idBtnCheckAccountSupport", "func": getCheckAccountSupport, "funcsToDisplay": [getCheckAccountSupport]}, {"evt": "click", "elmId": "idBtnGetSupportedExchanges", "func": getSupportedExchanges, "funcsToDisplay": [getSupportedExchanges]}, + {"evt": "click", "elmId": "idBtnCheckInstrumentSupport", "func": getCheckInstrumentSupport, "funcsToDisplay": [getCheckInstrumentSupport]}, {"evt": "click", "elmId": "idBtnGetSessionsFromTradingSchedule", "func": getTradingSessionsFromTradingSchedule, "funcsToDisplay": [getTradingSessionsFromTradingSchedule, getTradingSessions]}, {"evt": "click", "elmId": "idBtnGetSessionsFromInstrument", "func": getTradingSessionsFromInstrument, "funcsToDisplay": [getTradingSessionsFromInstrument, getTradingSessions]}, + {"evt": "click", "elmId": "idBtnGetEthPrices", "func": getEthPrices, "funcsToDisplay": [getEthPrices]}, {"evt": "click", "elmId": "idBtnPreCheckOrder", "func": preCheckNewOrder, "funcsToDisplay": [preCheckNewOrder]}, {"evt": "click", "elmId": "idBtnPlaceNewOrder", "func": placeNewOrder, "funcsToDisplay": [placeNewOrder]}, {"evt": "click", "elmId": "idBtnGetOrderDetails", "func": getOrderDetails, "funcsToDisplay": [getOrderDetails]}, diff --git a/orders/extended-trading-hours/index.html b/orders/extended-trading-hours/index.html index 719ce4f..5c6868c 100644 --- a/orders/extended-trading-hours/index.html +++ b/orders/extended-trading-hours/index.html @@ -8,12 +8,12 @@ - Place orders outside regular trading session + Extended Trading Hours (ETH)
-

Pre Market and After Hours

-

Place orders outside regular trading session

+

Extended Trading Hours (ETH)

+

Place orders outside regular AutomatedTrading session

← Back to main page View on GitHub
@@ -29,10 +29,12 @@

Place orders outside regular trading session

Execute orders in the Pre Market and After Hours trading sessions

-This example shows how place an order outside the regular trading hours. This is done by adding the ExecuteAtTradingSession enum set to "All". If the exchange supports this and AutomatedTrading session is not running, the order is moved to either pre-, or post trading. +This example shows how place an order for the extended trading hours. This is done by adding the ExecuteAtTradingSession enum set to "All". If the exchange supports this and AutomatedTrading session is not running, the order is moved to either pre-, or post trading session.
The default value is "Regular".
+ETH trading is not available for all accounts. It must be enabled for an account. +

POST body containing order parameters:

+
+ +

+ +
From 67dba7740504b7f4f7c7299c96a81a68c728c967 Mon Sep 17 00:00:00 2001 From: bas Date: Fri, 19 Aug 2022 14:08:24 +0200 Subject: [PATCH 24/26] Remove ETH --- README.md | 1 - orders/extended-trading-hours/README.md | 5 - orders/extended-trading-hours/demo.js | 543 ----------------------- orders/extended-trading-hours/index.html | 80 ---- 4 files changed, 629 deletions(-) delete mode 100644 orders/extended-trading-hours/README.md delete mode 100644 orders/extended-trading-hours/demo.js delete mode 100644 orders/extended-trading-hours/index.html diff --git a/README.md b/README.md index 6c7f67c..d770ac2 100644 --- a/README.md +++ b/README.md @@ -31,7 +31,6 @@ Samples run against Saxo's simulation environment and require an **access token* - [Option Orders](orders/options/) - [Multi-leg Orders](orders/option-strategies/) - [Future Orders](orders/futures/) - - [Extended Trading Hours (ETH)](orders/extended-trading-hours/) - [Fx Option Orders](orders/fx-options/) - [OCO Orders](orders/oco-orders/) - [Algorithmic Orders](orders/algo-orders/) diff --git a/orders/extended-trading-hours/README.md b/orders/extended-trading-hours/README.md deleted file mode 100644 index 8ee44f2..0000000 --- a/orders/extended-trading-hours/README.md +++ /dev/null @@ -1,5 +0,0 @@ -# Client-side Samples for placing Stock Orders during Extended Trading Hours (ETH) - -This is a demonstration on how to place a stock order outside the AutomatedTradingSessions. - -Live demo: diff --git a/orders/extended-trading-hours/demo.js b/orders/extended-trading-hours/demo.js deleted file mode 100644 index afa1e3c..0000000 --- a/orders/extended-trading-hours/demo.js +++ /dev/null @@ -1,543 +0,0 @@ -/*jslint browser: true, for: true, long: true, unordered: true */ -/*global window console demonstrationHelper */ - -(function () { - // Create a helper function to remove some boilerplate code from the example itself. - const demo = demonstrationHelper({ - "responseElm": document.getElementById("idResponse"), - "javaScriptElm": document.getElementById("idJavaScript"), - "accessTokenElm": document.getElementById("idBearerToken"), - "retrieveTokenHref": document.getElementById("idHrefRetrieveToken"), - "tokenValidateButton": document.getElementById("idBtnValidate"), - "accountsList": document.getElementById("idCbxAccount"), - "footerElm": document.getElementById("idFooter") - }); - let lastOrderId = "0"; - - /** - * Helper function to convert the json string to an object, with error handling. - * @return {Object} The newOrderObject from the input field - null if invalid - */ - function getOrderObjectFromJson() { - let newOrderObject = null; - try { - newOrderObject = JSON.parse(document.getElementById("idNewOrderObject").value); - if (newOrderObject.hasOwnProperty("AccountKey")) { - // This is the case for single orders, or conditional/related orders - // This function is used for other order types as well, so more order types are considered - newOrderObject.AccountKey = demo.user.accountKey; - } - if (newOrderObject.hasOwnProperty("Orders")) { - // This is the case for OCO, related and conditional orders - newOrderObject.Orders.forEach(function (order) { - if (order.hasOwnProperty("AccountKey")) { - order.AccountKey = demo.user.accountKey; - } - }); - } - document.getElementById("idNewOrderObject").value = JSON.stringify(newOrderObject, null, 4); - } catch (e) { - console.error(e); - } - return newOrderObject; - } - - /** - * Not all accounts support ETH trading. - * @return {void} - */ - function getCheckAccountSupport() { - fetch( - demo.apiUrl + "/port/v1/accounts/" + encodeURIComponent(demo.user.accountKey), - { - "method": "GET", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value - } - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - switch (responseJson.AllowedTradingSessions) { - case "Regular": - console.error("The selected account only supports the regular trading sessions."); - break; - case "All": - console.log("The selected account supports ETH trading sessions."); - break; - default: - console.error("Unrecognized AllowedTradingSessions value found: " + responseJson.AllowedTradingSessions); - } - }); - } else { - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * Retrieve all exchanges and filter the ones with 'PreMarket' and 'PostMarket' trading sessions. - * @return {void} - */ - function getSupportedExchanges() { - fetch( - demo.apiUrl + "/ref/v1/exchanges?$top=1000", // Get the first 1.000 (actually there are around 200 exchanges available) - { - "method": "GET", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value - } - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - const now = new Date(); - let responseText = ""; - responseJson.Data.forEach(function (exchange) { - exchange.ExchangeSessions.forEach(function (session) { - const startTime = new Date(session.StartTime); - const endTime = new Date(session.EndTime); - if (session.State === "PreMarket" || session.State === "PostMarket") { - if (now >= startTime && now < endTime) { - // This is the session we are in now. - responseText += "--> "; - } - responseText += exchange.Name + " (" + exchange.ExchangeId + ") has state '" + session.State + "' from " + startTime.toLocaleString() + " to " + endTime.toLocaleString() + "\n"; - } - }); - }); - if (responseText === "") { - console.log("No exchanges found with support for Pre-, or PostMarket trading."); - } else { - console.log(responseText); - } - }); - } else { - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * Not all instruments support ETH trading. - * @return {void} - */ - function getCheckInstrumentSupport() { - const newOrderObject = getOrderObjectFromJson(); - fetch( - demo.apiUrl + "/ref/v1/instruments/details/" + newOrderObject.Uic + "/" + newOrderObject.AssetType, - { - "method": "GET", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value - } - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - switch (responseJson.SupportedTradingSessions) { - case "Regular": - console.error("The selected instrument only supports the regular trading sessions."); - break; - case "All": - console.log("The selected instrument supports ETH trading sessions. You can combine the AccountCheck and this InstrumentCheck by providing an AccountKey in this tequest."); - break; - default: - console.error("Unrecognized SupportedTradingSessions value found: " + responseJson.AllowedTradingSessions); - } - }); - } else { - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * Returns trading schedule for a given uic and asset type. - * @return {void} - */ - function getTradingSessions(sessions) { - const now = new Date(); - let currentTradingSession = "Undefined"; - let responseText = "Current local time: " + now.toLocaleTimeString() + "\n"; - sessions.forEach(function (session) { - const startTime = new Date(session.StartTime); - const endTime = new Date(session.EndTime); - if (now >= startTime && now < endTime) { - // This is the session we are in now, usually the first. - currentTradingSession = session.State; - responseText += "--> "; - } - responseText += "'" + session.State + "' from " + startTime.toLocaleString() + " to " + endTime.toLocaleString() + "\n"; - }); - switch (currentTradingSession) { - case "PreMarket": - case "PostMarket": - //case "PreTrading": - //case "PostTrading": - //case "PreAutomatedTrading": - //case "PostAutomatedTrading": - responseText += "\nWe are outside the AutomatedTrading session, but trading is possible because market is in an extended trading session."; - break; - case "AutomatedTrading": - responseText += "\nWe are in the regular 'AutomatedTrading' session."; - break; - case "Undefined": - responseText += "\nWe are in an unknown trading session. Please report this to Saxo, because this is wrong!"; - break; - default: - responseText += "\nThe market is closed with state: " + currentTradingSession; - } - console.log(responseText); - } - - /** - * Returns trading schedule for a given uic and asset type by using the TradingSchedule endpoint. - * @return {void} - */ - function getTradingSessionsFromTradingSchedule() { - const newOrderObject = getOrderObjectFromJson(); - // Saxo has two endpoints serving the trading sessions. Choice is yours. - fetch( - demo.apiUrl + "/ref/v1/instruments/tradingschedule/" + newOrderObject.Uic + "/" + newOrderObject.AssetType, - { - "method": "GET", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value - } - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - getTradingSessions(responseJson.Sessions); - }); - } else { - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * Returns trading schedule for a given uic and asset type by using the instrument details. - * @return {void} - */ - function getTradingSessionsFromInstrument() { - const newOrderObject = getOrderObjectFromJson(); - // Saxo has two endpoints serving the trading sessions. Choice is yours. - fetch( - demo.apiUrl + "/ref/v1/instruments/details/" + newOrderObject.Uic + "/" + newOrderObject.AssetType + "?FieldGroups=TradingSessions", - { - "method": "GET", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value - } - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - getTradingSessions(responseJson.TradingSessions.Sessions); - }); - } else { - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * The regular instrument prices stop after the AutomatedTradingSession. The PreMarket and PostMarket sessions have their own prices. - * @return {void} - */ - function getEthPrices() { - // The regular instrument prices stop after the AutomatedTradingSession. The PreMarket and PostMarket sessions have their own prices. - // Retrieve them: - const newOrderObject = getOrderObjectFromJson(); - let url = demo.apiUrl + "/trade/v1/infoprices?Uic=" + newOrderObject.Uic + "&AssetType=" + newOrderObject.AssetType; - // With the AccountKey, the price is specific for your account - url += "&AccountKey=" + newOrderObject.AccountKey; - // The FieldGroup "ExtendedTradingHoursPriceData" requests ETH prices - url += "&FieldGroups=" + encodeURIComponent("ExtendedTradingHoursPriceData,DisplayAndFormat,InstrumentPriceDetails,MarketDepth,PriceInfo,PriceInfoDetails,Quote"); - fetch( - url, - { - "method": "GET", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value - } - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - console.log(JSON.stringify(responseJson, null, 4)); - }); - } else { - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * This is an example of an order validation. - * @return {void} - */ - function preCheckNewOrder() { - // Bug: Preview doesn't check for limit outside market hours - - function getErrorMessage(responseJson, defaultMessage) { - let errorMessage; - if (responseJson.hasOwnProperty("ErrorInfo")) { - // Be aware that the ErrorInfo.Message might contain line breaks, escaped like "\r\n"! - errorMessage = ( - responseJson.ErrorInfo.hasOwnProperty("Message") - ? responseJson.ErrorInfo.Message - : responseJson.ErrorInfo.ErrorCode // In some cases (AllocationKeyDoesNotMatchAccount) the message is not available - ); - // There can be error messages per order. Try to add them. - if (responseJson.hasOwnProperty("Orders")) { - responseJson.Orders.forEach(function (order) { - errorMessage += "\n- " + getErrorMessage(order, ""); - }); - } - } else { - errorMessage = defaultMessage; - } - return errorMessage; - } - - const newOrderObject = getOrderObjectFromJson(); - newOrderObject.FieldGroups = ["Costs", "MarginImpactBuySell"]; - fetch( - demo.apiUrl + "/trade/v2/orders/precheck", - { - "method": "POST", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value, - "Content-Type": "application/json; charset=utf-8", - "X-Request-ID": Math.random() // This prevents error 409 (Conflict) from identical previews within 15 seconds - }, - "body": JSON.stringify(newOrderObject) - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - // Response must have PreCheckResult property being "Ok" - if (responseJson.PreCheckResult === "Ok") { - // Secondly, you can have a PreCheckResult of "Ok", but still a (functional) error - // Order could be placed if the account had sufficient margin and funding. - // In this case all calculated cost and margin values are in the response, together with an ErrorInfo object: - if (responseJson.hasOwnProperty("ErrorInfo")) { - // Be aware that the ErrorInfo.Message might contain line breaks, escaped like "\r\n"! - console.error(getErrorMessage(responseJson, "") + "\n\n" + JSON.stringify(responseJson, null, 4)); - } else { - // The order can be placed - console.log("The order can be placed:\n\n" + JSON.stringify(responseJson, null, 4)); - } - } else { - // Order request is syntactically correct, but the order cannot be placed, as it would violate semantic rules - // This can be something like: {"ErrorInfo":{"ErrorCode":"IllegalInstrumentId","Message":"Instrument ID is invalid"},"EstimatedCashRequired":0.0,"PreCheckResult":"Error"} - console.error(getErrorMessage(responseJson, "Order request is syntactically correct, but the order cannot be placed, as it would violate semantic rules:") + "\n\n" + JSON.stringify(responseJson, null, 4) + "\n\nX-Correlation header (for troubleshooting with Saxo): " + response.headers.get("X-Correlation")); - } - }); - } else { - // This can be something like: {"Message":"One or more properties of the request are invalid!","ModelState":{"Orders":["Stop leg of OCO order must have OrderType of either: TrailingStopIfTraded, StopIfTraded, StopLimit"]},"ErrorCode":"InvalidModelState"} - // The developer (you) must fix this. - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * This is an example of placing a single leg order. - * @return {void} - */ - function placeNewOrder() { - const headersObject = { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value, - "Content-Type": "application/json; charset=utf-8" - }; - const newOrderObject = getOrderObjectFromJson(); - fetch( - demo.apiUrl + "/trade/v2/orders", - { - "method": "POST", - "headers": headersObject, - "body": JSON.stringify(newOrderObject) - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - const xRequestId = response.headers.get("X-Request-ID"); - console.log("Successful request:\n" + JSON.stringify(responseJson, null, 4) + ( - xRequestId === null - ? "" - : "\nX-Request-ID response header: " + xRequestId - )); - lastOrderId = responseJson.OrderId; - }); - } else { - console.debug(response); - if (response.status === 403) { - // Don't add this check to your application, but for learning purposes: - // An HTTP Forbidden indicates that your app is not enabled for trading. - // See https://www.developer.saxo/openapi/appmanagement - demo.processError(response, "Your app might not be enabled for trading."); - } else { - demo.processError(response); - } - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * This is an example of getting detailed information of a specific order (in this case the last placed order). - * @return {void} - */ - function getOrderDetails() { - fetch( - demo.apiUrl + "/port/v1/orders/" + encodeURIComponent(demo.user.clientKey) + "/" + lastOrderId, - { - "method": "GET", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value - } - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - if (responseJson.Data.length === 0) { - console.error("The order wasn't found in the list of active orders. Is order " + lastOrderId + " still open?"); - } else { - console.log("Response: " + JSON.stringify(responseJson, null, 4)); - } - }); - } else { - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * This is an example of updating a single leg order. - * @return {void} - */ - function modifyLastOrder() { - const newOrderObject = getOrderObjectFromJson(); - const headersObject = { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value, - "Content-Type": "application/json; charset=utf-8" - }; - newOrderObject.OrderId = lastOrderId; - fetch( - demo.apiUrl + "/trade/v2/orders", - { - "method": "PATCH", - "headers": headersObject, - "body": JSON.stringify(newOrderObject) - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - const xRequestId = response.headers.get("X-Request-ID"); - console.log("Successful request:\n" + JSON.stringify(responseJson, null, 4) + ( - xRequestId === null - ? "" - : "\nX-Request-ID response header: " + xRequestId - )); - }); - } else { - // If you get a 404 NotFound, the order might already be executed! - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * This is an example of removing an order from the book. - * @return {void} - */ - function cancelLastOrder() { - fetch( - demo.apiUrl + "/trade/v2/orders/" + lastOrderId + "?AccountKey=" + encodeURIComponent(demo.user.accountKey), - { - "method": "DELETE", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value - } - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - // Response must have an OrderId - console.log(JSON.stringify(responseJson, null, 4)); - }); - } else { - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - /** - * Order changes are broadcasted via ENS. Retrieve the recent events to see what you can expect. - * @return {void} - */ - function getHistoricalEnsEvents() { - const fromDate = new Date(); - fromDate.setMinutes(fromDate.getMinutes() - 10); - fetch( - demo.apiUrl + "/ens/v1/activities?Activities=Orders&FromDateTime=" + fromDate.toISOString(), - { - "method": "GET", - "headers": { - "Authorization": "Bearer " + document.getElementById("idBearerToken").value - } - } - ).then(function (response) { - if (response.ok) { - response.json().then(function (responseJson) { - console.log("Found " + responseJson.Data.length + " event(s) in the last 10 minutes:\n\n" + JSON.stringify(responseJson, null, 4)); - }); - } else { - demo.processError(response); - } - }).catch(function (error) { - console.error(error); - }); - } - - demo.setupEvents([ - {"evt": "click", "elmId": "idBtnCheckAccountSupport", "func": getCheckAccountSupport, "funcsToDisplay": [getCheckAccountSupport]}, - {"evt": "click", "elmId": "idBtnGetSupportedExchanges", "func": getSupportedExchanges, "funcsToDisplay": [getSupportedExchanges]}, - {"evt": "click", "elmId": "idBtnCheckInstrumentSupport", "func": getCheckInstrumentSupport, "funcsToDisplay": [getCheckInstrumentSupport]}, - {"evt": "click", "elmId": "idBtnGetSessionsFromTradingSchedule", "func": getTradingSessionsFromTradingSchedule, "funcsToDisplay": [getTradingSessionsFromTradingSchedule, getTradingSessions]}, - {"evt": "click", "elmId": "idBtnGetSessionsFromInstrument", "func": getTradingSessionsFromInstrument, "funcsToDisplay": [getTradingSessionsFromInstrument, getTradingSessions]}, - {"evt": "click", "elmId": "idBtnGetEthPrices", "func": getEthPrices, "funcsToDisplay": [getEthPrices]}, - {"evt": "click", "elmId": "idBtnPreCheckOrder", "func": preCheckNewOrder, "funcsToDisplay": [preCheckNewOrder]}, - {"evt": "click", "elmId": "idBtnPlaceNewOrder", "func": placeNewOrder, "funcsToDisplay": [placeNewOrder]}, - {"evt": "click", "elmId": "idBtnGetOrderDetails", "func": getOrderDetails, "funcsToDisplay": [getOrderDetails]}, - {"evt": "click", "elmId": "idBtnModifyLastOrder", "func": modifyLastOrder, "funcsToDisplay": [modifyLastOrder]}, - {"evt": "click", "elmId": "idBtnCancelLastOrder", "func": cancelLastOrder, "funcsToDisplay": [cancelLastOrder]}, - {"evt": "click", "elmId": "idBtnHistoricalEnsEvents", "func": getHistoricalEnsEvents, "funcsToDisplay": [getHistoricalEnsEvents]} - ]); - demo.displayVersion("trade"); -}()); diff --git a/orders/extended-trading-hours/index.html b/orders/extended-trading-hours/index.html deleted file mode 100644 index 5c6868c..0000000 --- a/orders/extended-trading-hours/index.html +++ /dev/null @@ -1,80 +0,0 @@ - - - - - - - - - - - Extended Trading Hours (ETH) - - -
-

Extended Trading Hours (ETH)

-

Place orders outside regular AutomatedTrading session

-← Back to main page -View on GitHub -
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- -
- -
-

Execute orders in the Pre Market and After Hours trading sessions

-This example shows how place an order for the extended trading hours. This is done by adding the ExecuteAtTradingSession enum set to "All". If the exchange supports this and AutomatedTrading session is not running, the order is moved to either pre-, or post trading session. -
-The default value is "Regular". -
-ETH trading is not available for all accounts. It must be enabled for an account. -
-
-POST body containing order parameters:
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-Response: 
Click button to launch function.
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-JS code: 
Click button to show code.
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- - From d90d1130e752b03da56e770f71249bf1fa61fb71 Mon Sep 17 00:00:00 2001 From: bas Date: Fri, 19 Aug 2022 15:31:45 +0200 Subject: [PATCH 25/26] Add link to readme --- README.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index d770ac2..c04f563 100644 --- a/README.md +++ b/README.md @@ -35,7 +35,8 @@ Samples run against Saxo's simulation environment and require an **access token* - [OCO Orders](orders/oco-orders/) - [Algorithmic Orders](orders/algo-orders/) - [Conditional or Sleeping Orders](orders/conditional-orders/) - - [Block Orders](orders/block-orders/) + - [Block Orders (for partners)](orders/block-orders/) + - [Advise Orders (for partners)](orders/advice-orders/) - [Regulatory Requirements](orders/regulatory-requirements/) 5. Portfolio - [Display positions and orders](portfolio/positions-orders/) From d01c328200f491898c9ab0d3a8a9f1f38568e22e Mon Sep 17 00:00:00 2001 From: bas Date: Tue, 29 Nov 2022 08:17:51 +0100 Subject: [PATCH 26/26] Doc --- orders/README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/orders/README.md b/orders/README.md index 15b7d23..5b362be 100644 --- a/orders/README.md +++ b/orders/README.md @@ -14,5 +14,6 @@ Examples on - [OCO Orders](oco-orders) - [FX Options](fx-options) - [Block Orders](block-orders) +- [Advice Orders](advice-orders) More on order placement: