feat: Add option quotes (#48)

* feat: Add option quotes

* prettier

* bump deps

README.md

@@ -49,10 +49,10 @@ yarn start
 - ✅ Option chains
 - ✅ Alert lookup
 - ✅ Option chain details
+- ✅ Option quotes
 
 # Not yet implemented
 
-- ❌ Option quotes
 - ❌ Alert subscription
 - ❌ Order events
 - ❌ And many others 😀

package.json

@@ -1,6 +1,6 @@
 {
   "name": "tda-wsjson-client",
-  "version": "0.3.1",
+  "version": "0.3.2",
   "description": "WebSocket client for the TD Ameritrade wsjson API",
   "main": "dist/web.bundle.js",
   "types": "dist/web.d.ts",

src/client/messageTypeHelpers.ts

@@ -18,6 +18,7 @@ import { InstrumentSearchResponse } from "./services/instrumentSearchMessageHand
 import { AlertsResponse } from "./types/alertTypes";
 import { OptionChainResponse } from "./services/optionSeriesMessageHandler";
 import { RawLoginResponse } from "./services/loginMessageHandler";
+import { OptionQuotesResponse } from "./services/optionQuotesMessageHandler";
 
 export function isPayloadResponse(
   response: WsJsonRawMessage
@@ -82,6 +83,12 @@ export function isOrderEventsPatchResponse(
   return "patches" in response && response.service === "order_events";
 }
 
+export function isOptionQuotesResponse(
+  response: ParsedWebSocketResponse
+): response is OptionQuotesResponse {
+  return "service" in response && response.service === "quotes/options";
+}
+
 export function isOrderEventsSnapshotResponse(
   response: ParsedWebSocketResponse
 ): response is OrderEventsSnapshotResponse {

src/client/services/alertLookupMessageHandler.ts

@@ -13,7 +13,7 @@ export type RawAlertLookupResponse = {
 };
 
 export default class AlertLookupMessageHandler
-  implements WebSocketApiMessageHandler<never, AlertsResponse>
+  implements WebSocketApiMessageHandler<never, AlertsResponse | null>
 {
   parseResponse({
     payload: [{ body }],

src/client/services/cancelAlertMessageHandler.ts

@@ -5,7 +5,7 @@ import { debugLog } from "../util";
 import { ApiService } from "./apiService";
 
 export default class CancelAlertMessageHandler
-  implements WebSocketApiMessageHandler<number, AlertsResponse>
+  implements WebSocketApiMessageHandler<number, AlertsResponse | null>
 {
   parseResponse(message: RawPayloadResponse): AlertsResponse | null {
     const [{ body }] = message.payload;

src/client/services/chartMessageHandler.ts

@@ -49,7 +49,8 @@ export type ChartRequestParams = {
 };
 
 export default class ChartMessageHandler
-  implements WebSocketApiMessageHandler<ChartRequestParams, ChartResponse>
+  implements
+    WebSocketApiMessageHandler<ChartRequestParams, ChartResponse | null>
 {
   parseResponse(message: RawPayloadResponse): ChartResponse | null {
     const body = message.payload[0].body as RawPayloadResponseChart;

src/client/services/createAlertMessageHandler.ts

@@ -16,7 +16,7 @@ export type CreateAlertRequestParams = {
 
 export default class CreateAlertMessageHandler
   implements
-    WebSocketApiMessageHandler<CreateAlertRequestParams, AlertsResponse>
+    WebSocketApiMessageHandler<CreateAlertRequestParams, AlertsResponse | null>
 {
   parseResponse(message: RawPayloadResponse): AlertsResponse | null {
     const [{ body }] = message.payload;

src/client/services/optionChainDetailsMessageHandler.ts

@@ -42,10 +42,12 @@ export default class OptionChainDetailsMessageHandler
   implements
     WebSocketApiMessageHandler<
       OptionChainDetailsRequest,
-      OptionChainDetailsResponse
+      OptionChainDetailsResponse | null
     >
 {
-  parseResponse(message: RawPayloadResponse): OptionChainDetailsResponse {
+  parseResponse(
+    message: RawPayloadResponse
+  ): OptionChainDetailsResponse | null {
     const [{ body }] = message.payload;
     const { optionSeries } = body as RawOptionChainDetailsResponse;
     return { seriesDetails: optionSeries };

src/client/services/optionQuotesMessageHandler.ts

@@ -1,17 +1,93 @@
-import WebSocketApiMessageHandler from "./webSocketApiMessageHandler";
+import WebSocketApiMessageHandler, {
+  newPayload,
+} from "./webSocketApiMessageHandler";
 import { RawPayloadRequest, RawPayloadResponse } from "../tdaWsJsonTypes";
-import { throwError } from "../util";
 import { ApiService } from "./apiService";
 
+export type OptionQuotesRequestParams = {
+  underlyingSymbol: string;
+  seriesNames: string[];
+  minStrike: number;
+  maxStrike: number;
+};
+
+type RawOptionQuotesSnapshotBodyResponse = {
+  exchanges: string[];
+  items: { symbol: string; values: any[] }[];
+};
+
+type RawOptionQuotesPatchBodyResponse = {
+  patches: {
+    op: string;
+    path: string;
+    value: any;
+  }[];
+};
+
+export type OptionQuotesResponse =
+  | OptionQuotesSnapshotResponse
+  | OptionQuotesPatchResponse;
+
+export type OptionQuotesSnapshotResponse = {
+  items: { symbol: string; values: any[] }[];
+  service: "quotes/options";
+};
+
+export type OptionQuotesPatchResponse = {
+  patches: {
+    op: string;
+    path: string;
+    value: any;
+  }[];
+  service: "quotes/options";
+};
+
 export default class OptionQuotesMessageHandler
-  implements WebSocketApiMessageHandler<any, any>
+  implements
+    WebSocketApiMessageHandler<
+      OptionQuotesRequestParams,
+      OptionQuotesResponse | null
+    >
 {
-  parseResponse(_: RawPayloadResponse): any {
-    throwError("Not implemented");
+  parseResponse(message: RawPayloadResponse): OptionQuotesResponse | null {
+    const [{ header, body }] = message.payload;
+    switch (header.type) {
+      case "snapshot": {
+        const { items } = body as RawOptionQuotesSnapshotBodyResponse;
+        return { items, service: "quotes/options" };
+      }
+      case "patch": {
+        const { patches } = body as RawOptionQuotesPatchBodyResponse;
+        return { patches, service: "quotes/options" };
+      }
+      default:
+        console.warn("Unexpected quotes/options response", message);
+        return null;
+    }
   }
 
-  buildRequest(_: any): RawPayloadRequest {
-    throwError("Not implemented");
+  buildRequest({
+    underlyingSymbol,
+    seriesNames,
+    minStrike,
+    maxStrike,
+  }: OptionQuotesRequestParams): RawPayloadRequest {
+    return newPayload({
+      header: { service: "quotes/options", id: "quotes/options", ver: 0 },
+      params: {
+        underlyingSymbol,
+        exchange: "BEST",
+        fields: [
+          "BID",
+          "ASK",
+          "PROBABILITY_ITM",
+          "DELTA",
+          "OPEN_INT",
+          "VOLUME",
+        ],
+        filter: { seriesNames, minStrike, maxStrike },
+      },
+    });
   }
 
   service: ApiService = "quotes/options";

src/client/services/orderEventsMessageHandler.ts

@@ -96,7 +96,7 @@ export type OrderEventsResponse =
   | OrderEventsPatchResponse;
 
 export default class OrderEventsMessageHandler
-  implements WebSocketApiMessageHandler<never, OrderEventsResponse>
+  implements WebSocketApiMessageHandler<never, OrderEventsResponse | null>
 {
   parseResponse(message: RawPayloadResponse): OrderEventsResponse | null {
     const [{ header, body }] = message.payload;

src/client/services/placeOrderMessageHandler.ts

@@ -89,7 +89,7 @@ export default class PlaceOrderMessageHandler
   implements
     WebSocketApiMessageHandler<
       PlaceLimitOrderRequestParams,
-      PlaceOrderResponse
+      PlaceOrderResponse | null
     >
 {
   parseResponse(message: RawPayloadResponse): PlaceOrderResponse | null {

src/client/services/positionsMessageHandler.ts

@@ -75,7 +75,7 @@ export type PositionsResponse = {
 };
 
 export default class PositionsMessageHandler
-  implements WebSocketApiMessageHandler<string, PositionsResponse>
+  implements WebSocketApiMessageHandler<string, PositionsResponse | null>
 {
   parseResponse(message: RawPayloadResponse): PositionsResponse | null {
     const [{ header, body }] = message.payload;

src/client/services/quotesMessageHandler.ts

@@ -52,7 +52,7 @@ export type QuotesResponseItem = {
 };
 
 export default class QuotesMessageHandler
-  implements WebSocketApiMessageHandler<string[], QuotesResponse>
+  implements WebSocketApiMessageHandler<string[], QuotesResponse | null>
 {
   parseResponse({
     payload: [{ header, body }],

src/client/services/subscribeToAlertMessageHandler.ts

@@ -15,7 +15,7 @@ export const DEFAULT_ALERT_TYPES = [
 ];
 
 export default class SubscribeToAlertMessageHandler
-  implements WebSocketApiMessageHandler<string[], AlertsResponse>
+  implements WebSocketApiMessageHandler<string[], AlertsResponse | null>
 {
   parseResponse(message: RawPayloadResponse): AlertsResponse | null {
     const [{ body }] = message.payload;

src/client/services/webSocketApiMessageHandler.ts

@@ -9,7 +9,7 @@ import { ApiService } from "./apiService";
 export default interface WebSocketApiMessageHandler<ReqType, ResType> {
   service: ApiService;
   buildRequest: (args: ReqType) => RawPayloadRequest;
-  parseResponse: (message: RawPayloadResponse) => ResType | null;
+  parseResponse: (message: RawPayloadResponse) => ResType;
 }
 
 export function newPayload(item: RawPayloadRequestItem) {

src/client/tdaWsJsonTypes.ts

@@ -41,6 +41,7 @@ import {
 import { CancelOrderResponse } from "./types/placeOrderTypes";
 import { OptionChainDetailsResponse } from "./services/optionChainDetailsMessageHandler";
 import { RawLoginResponse } from "./services/loginMessageHandler";
+import { OptionQuotesResponse } from "./services/optionQuotesMessageHandler";
 
 export type RawPayloadResponseItemBody =
   | RawPayloadResponseQuotesSnapshot
@@ -113,4 +114,5 @@ export type ParsedWebSocketResponse =
   | PlaceOrderSnapshotResponse
   | PlaceOrderPatchResponse
   | OptionChainResponse
-  | OptionChainDetailsResponse;
+  | OptionChainDetailsResponse
+  | OptionQuotesResponse;

src/client/util.ts

@@ -23,7 +23,7 @@ export function debugLog(...args: any[]) {
   }
 }
 
-type Constructor<T> = new (...args: any[]) => T;
+export type Constructor<T> = new (...args: any[]) => T;
 
 // https://stackoverflow.com/questions/17392349/how-can-i-check-if-element-is-an-instanceof-u
 // Filters the array to only elements of the specified type.