Tradovate Typescript

A Typescript package for quickly connecting and deploying trading strategies toyarn Tradovate.

Project Status

Nearing 1.0 release, tests need to be written for some key components.

Installation

npm install tradovate --save

yarn add tradovate

Usage

Connecting to quote data can be done in a few lines of code.

import 'dotenv/config'
import {TradovateService, AccessTokenRequestBody, MarketDataSocket} from '../../src'

const credentials: AccessTokenRequestBody = {
    name: process.env.TV_USER!,
    password: process.env.TV_PASSWORD!,
    appId: process.env.TV_APP_ID,
    appVersion: '1.0.0',
    cid: process.env.TV_CID,
    sec: process.env.TV_SECRET
}

const service = new TradovateService()

const mdSocket = new MarketDataSocket()

async function main() {
    await service.connect(credentials)

    await mdSocket.connect()

    await mdSocket.subscribeQuote('ESU3', item => {
        console.log(item)
    })

    setTimeout(() => {
        mdSocket.disconnect()
    }, 30 * 60 * 1000)
}

main()

Note: you need a funded Tradovate account with API access enabled and a CME Information License Agreement (ILA) for above code to work.

License

Tradovate Typescript is freely distributable under the terms of the MIT license.