JS client for accessing stocks.dnmsk.ru api data.

https://stocks.dnmsk.ru is platform for algo trading on MOEX stocks exchange. Translating live data with post-processing are one of side effects that you can use for own purpose.

1. Use your account for .dnmsk.ru services and create api app on stocks.dnmsk.ru.

2. Initialize api instance

import Ws from "ru.dnmsk.stocks.api";

var client = new Ws({
  targetGetter: Promise,
  tokenGetter: Promise,
  onOpenFn: data => {...}
});

Props desribed in order that they calling. a. targetGetter must to return Api endpoint address. b. tokenGetter returns jwt token created with ClientID and ClientSecret. c. onOpenFn will be called after success authentication process. All steps will be repeated on disconnect. Channels resubs automatically.

3. Generate jwt token.

payload = {
  client_id: ClientID,
  exp: (now + 2.minute).to_i,
  nbf: (now - 1.minute).to_i,
  iat: now.to_i
}
jwt_token = JWT.encode(payload, ClientSecret, 'HS512')

4. Make queries to api.

   a.

   Subscribing to live data

   channel = client.connectChannel(CHANNEL_NAME, DATA, onReceive)

   b.

   Unsubscribing channel

   channel.disconnect()

   c.

   Quering without subscribe

   client.api.get(CHANNEL_NAME, DATA).then(onReceive)

Channels and data.

Channels

Basically query looks like {DATA_SOURCE}/{CLASS}/{SECURITY?}/{OPTION?}?{QUERY1&QUERYN} onReceive will be called each time on new data available. There are three types channel, defference is in returning array of data:

1. Stocks. data_summary/{CLASS} - returns data for currency, stocks, futures and options

2. Bonds data_bonds/{CLASS} - returns data for bonds

3. Orderbook data_orderbook/{CLASS}/{SECTION} - return orderbook.

{CLASS} - check class codes on MOEX or in your trade terminal {SECURITY} - check security code on MOEX or in your trade terminal {OPTION} - available only with_nested property. Will add all linked with CLASS/SECURIY instruments, like Stocks, Currencies, Futures and Options.

Query

Available is only for Stocks and bonds. fields=a,b,c - send only selected fields in result target=all - add summary report for selected query interval=mode - set up grouping interval. Available modes: [D, H1, M30, M5, M1, S1, TICK] skip=a,b,c - remove selected securities from result limit=N - limit number of rows for each security.

Data

Additional properties for query to channel.

date_from, date_to dates in YYYYMMDD format. By default equals today.

.API

Api has the same query interface with Channels. Available additional queries.

PING - returns current delays in system. Time between start query and receiving data is ping to stocks.dnmsk.