Reference
Scripting Reference
Global objects and functions
| Name | Description |
|---|---|
| spx | SPX market data object. |
| vix | VIX market data object. |
| vix9d | VIX9D market data object. |
| vix1d | VIX1D market data object. |
| es | ES (Futures) market data object. |
| bots | Trademade bots configuration. |
| bot | The bot that is currently in scope. This value is only set for bot scripts and entry filter scripts, otherwise it is undefined. |
| externals | Trademade externals. |
| kv | Key-value store object. |
| accountValues | Account values for the default Interactive Brokers account. |
| info(msg) | Sends an info message via Telegram. The msg parameter must be a string. |
| warn(msg) | Sends a warning message via Telegram. The msg parameter must be a string. |
| error(msg) | Sends an error message via Telegram. The msg parameter must be a string. |
| log(msg) | Emits a message to the Trademade log file. The msg parameter must be a string. |
| telegramCommand(cmd) | Executes the cmd Telegram command. The preceding slash (/) is not required. For example, telegramCommand("status") would run the /status command with the output being returned to the user via Telegram. |
Types
MarketData
Properties
| Name | Type | Description |
|---|---|---|
| last | Number | Last price |
| open | Number | Current session open price |
| close | Number | The closing price from the previous day |
| high | Number | High price for the day |
| low | Number | Low price for the day |
| isTradingHours | Boolean | A boolean that indicates if the instrument is currently trading |
Bots
An ECMAScript Array object with a few additional methods and properties.
Properties
| Name | Type | Description |
|---|---|---|
| current | Bot | The current bot in context for the script. |
| length | Number | The total number of bots. |
Methods
| Name | Return type | Description |
|---|---|---|
| get(name) | Bot | Get the bot with the specified name. |
| find(regexp) | Bot | Finds the first bot that matches the given regular expression or string. |
| findAll(regxp) | Iterator | Returns an iterator with all bots that match the given regular expression. |
Bot
Properties
| Name | Type | Description |
|---|---|---|
| name | String | The bot name |
| open | Boolean | A boolean value that indicates if the bot has any open positions |
| type | String | The position type of the bot |
| openCount | Number | The number of open trades |
| isTradingHours | Boolean | A boolean value that indicates if the market is currently open and trading |
| dailyClosedProfit | Number | The daily P/L for the bot's closed positions |
| dailyEntryCount | Number | The number of entries the bot has made for the current day |
| dailyExitCount | Number | The number of closed trades for the current day |
| tags | Array of String | The array of tags that are applied to this bot. |
| delta | Number | The delta value for the currently open position. An error will be raised if there is no open position. |
| currentPrice | Number | The current price of the currently open position. An error will be raised if there is no open position. |
| entryPrice | Number | The entry price of the currently open position. An error will be raised if there is no open position. |
| expiry | String | The expiry date-time of the currently open position. This value can be parsed by Date.parse(). An error will be raised if there is no open position. |
| dte | Number | The number of days to expiration for the currently open position. An error will be raised if there is no open position. |
| position | Number | The quantity for the currently open position. This value will be negative for credit and positive for debit positions. An error will be raised if there is no open position. |
Methods
| Name | Return type | Description |
|---|---|---|
| close() | None | Immediately closes the position. |
| isStopEnabled(type) | boolean | Returns a boolean that indicates if type stop monitor is enabled. The type parameter is a string and must be one of: delta, percent, itm, value, or auto-close. |
| enableStop(type) | None | Enables the stop monitor for the specified stop type. The type parameter is a string and must be one of: delta, percent, itm, value, or auto-close. |
| disableStop(type) | None | Disables the stop monitor for the specified stop type. The type parameter is a string and must be one of: delta, percent, itm, value, or auto-close. |
Externals
Properties
| Name | Type | Description |
|---|---|---|
| id | External | The external object identified by id. This is the id attribute defined on the external's configuration. |
External
Properties
| Name | Type | Description |
|---|---|---|
| data | Object | The data returned by the API endpoint. This value will be null if the endpoint has not yet been fetched, or if there was an error accessing the endpoint. |
| updateTime | Date | The last time the data was updated. This value is null if the endpoint has not yet been fetched. |
| isError | boolean | Returns a boolean that indicates if there was an error accessing the API endpoint. |
| errorText | String | The text when an error is returned from the API endpoint. |
| errorCode | Number | The response code when an error is returned from the API endpoint. |
KVStore
Methods
| Name | Return type | Description |
|---|---|---|
| get(key) | Object | Get an object from the key-value store. This will return null if no mapping exists for the given key. The key parameter must be a string. |
| set(key, value) | None | Sets an object in the key-value store. The key parameter must be a string and value must be a primitive type (string, number or boolean). |
Account Values
The Account Values object exposes the current account values that are available to TWS. Values are accessible as though they are keys in a hash map, for example:
log(accountValues['ExcessLiquidity'])
A null value will be returned if the value does not exist.
See the TWS API documentation for a full listing of available values.