Skip to content

Latest commit

 

History

History
151 lines (112 loc) · 3.97 KB

README.md

File metadata and controls

151 lines (112 loc) · 3.97 KB
Raw

Ninjatrader npm

A tiny js wrapper for the NinjaTrader 8 file api.

Read NinjaTrader's documentation for more information about how the file api works.

Getting Started

npm install ninjatrader

or

yarn add ninjatrader

In NinjaTrader, enable automated trading by making sure AT Interface is checked under Tools > Options > Automated Trading Interface.

Example

Initialize

import NinjaTrader from 'ninjatrader';

const nt = new NinjaTrader({
    account: "Sim101"
});

Place a market order

import { NinjaTraderAction, NinjaTraderTif, OrderStatus } from 'ninjatrader';

const order = await nt.market({
    action: NinjaTraderAction.Buy,
    quantity: 69,
    tif: NinjaTraderTif.Day,
    instrument: "AMC",
    onUpdate: (status: OrderStatus, state: OrderState) => {
        switch(status) {
            case OrderStatus.Rejected:
                // order rejected
                break;
            case OrderStatus.Filled:
                // order filled
                console.log(state); // { quantity: 69, price: 49.40 }
                break;
        }
    },
    onRejected: (state: OrderState) => {
        // order rejected
        console.log(state); // { quantity: 0, price: 0 }
    }
}); // order accepted after await

Place a limit order with a stop loss

import { NinjaTraderAction, NinjaTraderTif } from 'ninjatrader';

const order = await nt.limit({
    action: NinjaTraderAction.Buy,
    quantity: 69,
    tif: NinjaTraderTif.Day,
    instrument: "GME",
    limitPrice: 1000,
    stopPrice: 980
});

console.log(order); // { quantity: 69, price: 998.12 }

Cancel an order

import { NinjaTraderAction, NinjaTraderTif } from 'ninjatrader';

const orderId = "1"; // random unique id

nt.market({
    action: NinjaTraderAction.Buy,
    quantity: 69,
    tif: NinjaTraderTif.Day,
    instrument: "BTCUSD",
    orderId
});

nt.cancel({
    orderId
});

Update an order

import { NinjaTraderAction, NinjaTraderTif } from 'ninjatrader';

const orderId = "1"; // random unique id

nt.limit({
    action: NinjaTraderAction.Buy,
    quantity: 69,
    tif: NinjaTraderTif.Day,
    limitPrice: 17.21,
    stopPrice: 17.15,
    instrument: "BB",
    orderId
});

nt.change({
    quantity: 69,
    stopPrice: 17.19,
    orderId
});

Listen for connection status

nt.onConnected("Simulated Data Feed", () => {
    // simulated data feed connected
});

nt.onDisconnected("Simulated Data Feed", () => {
    // simulated data feed disconnected
});

nt.onConnection("Simulated Data Feed", (connected: boolean) => {
    console.log(connected); // true / false
})

Listen for position changes

nt.onPosition("ETHUSD", (position: PositionUpdateState) => {
    console.log(position); // { position: 'LONG', quantity: 4, price: 2336.46 }
});

License

Copyright (c) 2021 Stephen Poole

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.