import { EventEmitter } from "eventemitter3";
import { DurationUnit, MarketDataType, OrderCancel, OrderStatus, WhatToShow } from "..";
import { ErrorCode } from "../common/errorCode";
import { Contract } from "./contract/contract";
import { ContractDescription } from "./contract/contractDescription";
import { ContractDetails } from "./contract/contractDetails";
import { DeltaNeutralContract } from "./contract/deltaNeutralContract";
import WshEventData from "./contract/wsh";
import DepthMktDataDescription from "./data/container/depth-mkt-data-description";
import FamilyCode from "./data/container/family-code";
import NewsProvider from "./data/container/news-provider";
import SoftDollarTier from "./data/container/soft-dollar-tier";
import TagValue from "./data/container/tag-value";
import { EventName } from "./data/enum/event-name";
import FADataType from "./data/enum/fa-data-type";
import LogLevel from "./data/enum/log-level";
import MIN_SERVER_VER from "./data/enum/min-server-version";
import OptionExerciseAction from "./data/enum/option-exercise-action";
import { BarSizeSetting } from "./historical/bar-size-setting";
import { HistogramEntry } from "./historical/histogramEntry";
import { HistoricalTick } from "./historical/historicalTick";
import { HistoricalTickBidAsk, TickAttribBidAsk } from "./historical/historicalTickBidAsk";
import { HistoricalTickLast, TickAttribLast } from "./historical/historicalTickLast";
import { ScannerSubscription } from "./market/scannerSubscription";
import { TickByTickDataType } from "./market/tickByTickDataType";
import { TickType } from "./market/tickType";
import { Execution } from "./order/execution";
import { Order } from "./order/order";
import { OrderState } from "./order/orderState";
import { CommissionReport } from "./report/commissionReport";
import { ExecutionFilter } from "./report/executionFilter";
/**
 * Input arguments on the [[IBApi]] class constructor.
 */
export interface IBApiCreationOptions {
    /**
     * Hostname of the TWS (or IB Gateway).
     *
     * Default is 'localhost'.
     */
    host?: string;
    /**
     * Hostname of the TWS (or IB Gateway).
     *
     * Default is 7496, which is the TWS default (4001 is default for IB Gateway Live-Accounts and 4002 for
     * Demo-Accounts).
     */
    port?: number;
    /**
     * A unique client id (per TWS or IB Gateway instance).
     *
     * Default is 0.
     *
     * @deprecated The attributes should not be used anymore.
     * Use clientId argument [[IBApi.connect]] instead.
     */
    clientId?: number;
    /**
     * Max. number of requests per second, sent to TWS/IB Gateway.
     * Default is 40. IB specifies 50 requests/s as maximum.
     *
     * Note that sending large amount of requests within a small amount of time, significantly increases resource
     * consumption of the TWS/IB Gateway (especially memory consumption). If you experience any lags, hangs or crashes
     * on TWS/IB Gateway while sending request bursts, try to reduce this value.
     */
    maxReqPerSec?: number;
}
/** Maximum supported version. */
export declare const MAX_SUPPORTED_SERVER_VERSION = MIN_SERVER_VER.CME_TAGGING_FIELDS_IN_OPEN_ORDER;
/** Minimum supported version. */
export declare const MIN_SERVER_VER_SUPPORTED = 38;
/**
 * Typescript implementation of the Interactive Brokers TWS (or IB Gateway) API.
 *
 * Refer to the official {@link https://interactivebrokers.github.io/tws-api/|Trader Workstation API documentation} for
 * details.
 */
export declare class IBApi extends EventEmitter {
    /**
     * Create a IB API object.
     *
     * @param options Creation options.
     */
    constructor(options?: IBApiCreationOptions);
    /** The I/O queue controller object. */
    private controller;
    /**
     * Get the IB API Server version.
     *
     * @see [[MIN_SERVER_VER]]
     */
    get serverVersion(): number;
    /**
     * Returns `true` if currently connected to server, `false` otherwise.
     */
    get isConnected(): boolean;
    /**
     * Allows to switch between different current (V100+) and previous connection mechanisms.
     *
     * @deprecated pre-V100 support will be removed. Please consider updating your
     * TWS and/or IB Gateway version.
     */
    disableUseV100Plus(): void;
    /**
     * Connect to the TWS or IB Gateway.
     *
     * @param clientId A unique client id (per TWS or IB Gateway instance).
     * When not specified, the client id from [[IBApiCreationOptions]] or the default client id (0) will used.
     */
    connect(clientId?: number): IBApi;
    /**
     * Disconnect from the TWS or IB Gateway.
     */
    disconnect(): IBApi;
    /**
     * Calculate the volatility for an option.
     * Request the calculation of the implied volatility based on hypothetical option and its underlying prices.
     * The calculation will be emitted as tickOptionComputation event.
     *
     * @param reqId Unique identifier of the request.
     * @param contract The option's contract for which the volatility wants to be calculated.
     * @param optionPrice Hypothetical option price.
     * @param underPrice Hypothetical option's underlying price.
     *
     * @see [[cancelCalculateImpliedVolatility]]
     */
    calculateImpliedVolatility(reqId: number, contract: Contract, optionPrice: number, underPrice: number): IBApi;
    /**
     * Calculates an option's price based on the provided volatility and its underlying price.
     * The calculation will be emitted as tickOptionComputation event.
     *
     * @param reqId Unique identifier of the request.
     * @param contract The option's contract for which the price wants to be calculated.
     * @param volatility Hypothetical volatility.
     * @param underPrice Hypothetical underlying price.
     *
     * @see [[cancelCalculateOptionPrice]]
     */
    calculateOptionPrice(reqId: number, contract: Contract, volatility: number, underPrice: number): IBApi;
    /**
     * Cancels the account's summary request.
     * After requesting an account's summary, invoke this function to cancel it.
     *
     * @param reqId The identifier of the previously performed account request.
     *
     * @see [[reqAccountSummary]]
     */
    cancelAccountSummary(reqId: number): IBApi;
    /**
     * Cancels account updates request for account and/or model.
     *
     * @param reqId Account subscription to cancel.
     *
     * @see [[reqAccountUpdatesMulti]]
     */
    cancelAccountUpdatesMulti(reqId: number): IBApi;
    /**
     * Cancels an option's implied volatility calculation request.
     *
     * @param reqId The identifier of the implied volatility's calculation request.
     *
     * @see [[calculateImpliedVolatility]]
     */
    cancelCalculateImpliedVolatility(reqId: number): IBApi;
    /**
     * Cancels an option's price calculation request.
     *
     * @param reqId The identifier of the option's price's calculation request.
     *
     * @see [[calculateOptionPrice]]
     */
    cancelCalculateOptionPrice(reqId: number): IBApi;
    /**
     * Cancels Fundamental data request.
     *
     * @param reqId The request's identifier.
     *
     * @see [[reqFundamentalData]]
     */
    cancelFundamentalData(reqId: number): IBApi;
    /**
     * Cancels a pending [[reqHeadTimeStamp]] request.
     *
     * @param reqId Id of the request
     *
     * @see [[reqHeadTimeStamp]]
     */
    cancelHeadTimestamp(reqId: number): IBApi;
    /**
     * Cancels a historical data request.
     *
     * @param reqId The request's identifier.
     *
     * @see [[reqHistogramData]]
     */
    cancelHistogramData(reqId: number): IBApi;
    /**
     * Cancels a historical data request.
     *
     * @param reqId The request's identifier.
     *
     * @see [[reqHistoricalData]]
     */
    cancelHistoricalData(reqId: number): IBApi;
    /**
     * Cancels a RT Market Data request.
     *
     * @param reqId The request's identifier.
     *
     * @see [[reqMktData]]
     */
    cancelMktData(reqId: number): IBApi;
    /**
     * Cancel a market depth's request.
     *
     * @param reqId The request's identifier.
     * @param isSmartDepth TODO document
     *
     * @see [[reqMktDepth]]
     */
    cancelMktDepth(reqId: number, isSmartDepth: boolean): IBApi;
    /**
     * Cancels IB's news bulletin subscription.
     *
     * @see [[reqNewsBulletins]]
     */
    cancelNewsBulletins(): IBApi;
    /**
     * Cancels an active order placed by from the same API client ID.
     *
     * Note: API clients cannot cancel individual orders placed by other clients.
     * Use [[reqGlobalCancel]] instead.
     *
     * @param orderId Specify which order should be cancelled by its identifier.
     * @param orderCancel Specify the time the order should be cancelled. An empty string will cancel the order immediately.
     *
     * @see [[placeOrder]], [[reqGlobalCancel]]
     */
    cancelOrder(orderId: number, orderCancelParam?: string | OrderCancel): IBApi;
    /**
     * Cancels subscription for real time updated daily PnL.
     *
     * @param reqId The request's identifier.
     *
     * @see [[reqPnL]]
     */
    cancelPnL(reqId: number): IBApi;
    /**
     * Cancels real time subscription for a positions daily PnL information.
     *
     * @param reqId The request's identifier.
     *
     * @see [[reqPnLSingle]]
     */
    cancelPnLSingle(reqId: number): IBApi;
    /**
     * Cancels a previous position subscription request made with reqPositions.
     *
     * @see [[reqPositions]]
     */
    cancelPositions(): IBApi;
    /**
     * Cancels positions request for account and/or model.
     *
     * @param reqId The identifier of the request to be canceled.
     *
     * @see [[reqPositionsMulti]]
     */
    cancelPositionsMulti(reqId: number): IBApi;
    /**
     * Cancels Real Time Bars' subscription.
     *
     * @param reqId The request's identifier.
     */
    cancelRealTimeBars(reqId: number): IBApi;
    /**
     * Cancels Scanner Subscription.
     *
     * @param reqId The subscription's unique identifier.
     *
     * @see [[reqScannerSubscription]], [[reqScannerParameters]]
     */
    cancelScannerSubscription(reqId: number): IBApi;
    /**
     * Cancels tick-by-tick data.
     *
     * @param reqId Unique identifier of the request.
     *
     * @see [[reqTickByTickData]]
     */
    cancelTickByTickData(reqId: number): IBApi;
    /**
     * Exercises an options contract.
     *
     * Note: this function is affected by a TWS setting which specifies if an exercise request must be finalized.
     *
     * @param reqId The exercise request's identifier.
     * @param contract The option [[Contract]] to be exercised.
     * @param exerciseAction 1 to exercise the option, 2 to let the option lapse.
     * @param exerciseQuantity Number of contracts to be exercised.
     * @param account Destination account.
     * @param override Specifies whether your setting will override the system's natural action.
     * For example, if your action is "exercise" and the option is not in-the-money,
     * by natural action the option would not exercise.
     * If you have override set to "yes" the natural action would be overridden and the out-of-the money option would be
     *   exercised. Set to 1 to override, set to 0 not to.
     */
    exerciseOptions(reqId: number, contract: Contract, exerciseAction: OptionExerciseAction, exerciseQuantity: number, account: string, override: number): IBApi;
    /**
     * Places or modifies an order.
     * @param id The order's unique identifier.
     * Use a sequential id starting with the id received at the nextValidId method.
     * If a new order is placed with an order ID less than or equal to the order ID of a previous order an error will
     *   occur.
     * @param contract The order's [[Contract]].
     * @param order The [[Order]] object.
     *
     * @see [[reqAllOpenOrders]], [[reqAutoOpenOrders]], [[reqOpenOrders]], [[cancelOrder]], [[reqGlobalCancel]]
     */
    placeOrder(id: number, contract: Contract, order: Order): IBApi;
    /**
     * Requests all available Display Groups in TWS.
     *
     * @param reqId The ID of this request.
     */
    queryDisplayGroups(reqId: number): IBApi;
    /**
     * Replaces Financial Advisor's settings A Financial Advisor can define three different configurations:
     *
     * - Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts
     * in the group.
     * - Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value.
     * - Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers.
     * More information at
     * https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fpdfhighlights%2FPDF-AdvisorAllocations.php%3Fib_entity%3Dllc
     *
     * @param faDataType The configuration to change.
     * @param xml Zhe xml-formatted configuration string.
     */
    replaceFA(reqId: number, faDataType: FADataType, xml: string): IBApi;
    /**
     * Requests a specific account's summary.
     * This method will subscribe to the account summary as presented in the TWS' Account Summary tab.
     * The data is emitted as accountSummary event.
     *
     * https://www.interactivebrokers.com/en/software/tws/accountwindowtop.htm
     *
     * @param reqId The unique request identifier.
     * @param group Set to "All" to return account summary data for all accounts,
     * or set to a specific Advisor Account Group name that has already been created in TWS Global Configuration.
     * @param tags A comma separated list with the desired tags:
     * - AccountType — Identifies the IB account structure
     * - NetLiquidation — The basis for determining the price of the assets in your account. Total cash value + stock
     *   value + options value + bond value
     * - TotalCashValue — Total cash balance recognized at the time of trade + futures PNL
     * - SettledCash — Cash recognized at the time of settlement - purchases at the time of trade - commissions - taxes -
     *   fees
     * - AccruedCash — Total accrued cash value of stock, commodities and securities
     * - BuyingPower — Buying power serves as a measurement of the dollar value of securities that one may purchase in a
     *   securities account without depositing additional funds
     * - EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either
     *   initiate or maintain security positions. Cash + stocks + bonds + mutual funds
     * - PreviousDayEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
     * - GrossPositionValue — The sum of the absolute value of all stock and equity option positions
     * - RegTEquity — Regulation T equity for universal account
     * - RegTMargin — Regulation T margin for universal account
     * - SMA — Special Memorandum Account: Line of credit created when the market value of securities in a Regulation T
     *   account increase in value
     * - InitMarginReq — Initial Margin requirement of whole portfolio
     * - MaintMarginReq — Maintenance Margin requirement of whole portfolio
     * - AvailableFunds — This value tells what you have available for trading
     * - ExcessLiquidity — This value shows your margin cushion, before liquidation
     * - Cushion — Excess liquidity as a percentage of net liquidation value
     * - FullInitMarginReq — Initial Margin of whole portfolio with no discounts or intraday credits
     * - FullMaintMarginReq — Maintenance Margin of whole portfolio with no discounts or intraday credits
     * - FullAvailableFunds — Available funds of whole portfolio with no discounts or intraday credits
     * - FullExcessLiquidity — Excess liquidity of whole portfolio with no discounts or intraday credits
     * - LookAheadNextChange — Time when look-ahead values take effect
     * - LookAheadInitMarginReq — Initial Margin requirement of whole portfolio as of next period's margin change
     * - LookAheadMaintMarginReq — Maintenance Margin requirement of whole portfolio as of next period's margin change
     * - LookAheadAvailableFunds — This value reflects your available funds at the next margin change
     * - LookAheadExcessLiquidity — This value reflects your excess liquidity at the next margin change
     * - HighestSeverity — A measure of how close the account is to liquidation
     * - DayTradesRemaining — The Number of Open/Close trades a user could put on before Pattern Day Trading is detected.
     *   A value of "-1" means that the user can put on unlimited day trades.
     * - Leverage — GrossPositionValue / NetLiquidation
     * - $LEDGER — Single flag to relay all cash balance tags*, only in base currency.
     * - $LEDGER:CURRENCY — Single flag to relay all cash balance tags*, only in the specified currency.
     * - $LEDGER:ALL — Single flag to relay all cash balance tags* in all currencies.
     *
     * @see [[cancelAccountSummary]]
     */
    reqAccountSummary(reqId: number, group: string, tags: string): IBApi;
    /**
     * Subscribes to a specific account's information and portfolio.
     * Through this method, a single account's subscription can be started/stopped.
     * As a result from the subscription, the account's information, portfolio and last update time will be emitted as
     * updateAccountValue, updateAccountPortfolio, updateAccountTime event respectively.
     *
     * All account values and positions will be returned initially, and then there will only be updates when there is a
     * change in a position, or to an account value every 3 minutes if it has changed.
     *
     * Only one account can be subscribed at a time.
     *
     * A second subscription request for another account when the previous one is still active will cause the first one
     * to be canceled in favour of the second one. Consider user reqPositions if you want to retrieve all your accounts'
     * portfolios directly.
     *
     * @param subscribe Set to true to start the subscription and to false to stop it.
     * @param acctCode The account id (i.e. U123456) for which the information is requested.
     *
     * @see [[reqPositions]]
     */
    reqAccountUpdates(subscribe: boolean, acctCode: string): IBApi;
    /**
     * Requests account updates for account and/or model.
     *
     * @param reqId Identifier to label the request.
     * @param acctCode Account values can be requested for a particular account
     * @param modelCode Values can also be requested for a model
     * @param ledgerAndNLV returns light-weight request; only currency positions as opposed to account values and
     *   currency positions.
     *
     * @see [[cancelAccountUpdatesMulti]]
     */
    reqAccountUpdatesMulti(reqId: number, acctCode: string, modelCode: string, ledgerAndNLV: boolean): IBApi;
    /**
     * Requests all current open orders in associated accounts at the current moment.
     * The existing orders will be received via the openOrder and orderStatus events.
     *
     * Open orders are returned once; this function does not initiate a subscription.
     *
     * @see [[reqAutoOpenOrders]], [[reqOpenOrders]]
     */
    reqAllOpenOrders(): IBApi;
    /**
     * Requests status updates about future orders placed from TWS. Can only be used with client ID 0.
     *
     * @param bAutoBind if set to `true`, the newly created orders will be assigned an API order ID and implicitly
     *   associated with this client. If set to `false, future orders will not be.
     *
     * @see [[reqAllOpenOrders]], [[reqOpenOrders]], [[cancelOrder]], [[reqGlobalCancel]]
     */
    reqAutoOpenOrders(bAutoBind: boolean): IBApi;
    /**
     * Requests completed orders.
     *
     * @param apiOnly Request only API orders.
     */
    reqCompletedOrders(apiOnly: boolean): IBApi;
    /**
     * Requests metadata from the WSH calendar.
     *
     * @param reqId The unique request identifier.
     *
     * @see [[reqCancelWshMetaData]]
     */
    reqWshMetaData(reqId: number): this;
    /**
     * Cancels pending request for WSH metadata.
     *
     * @param reqId The unique request identifier.
     */
    reqCancelWshMetaData(reqId: number): this;
    /**
     * Requests event data from the wSH calendar.
     *
     * @param reqId The unique request identifier.
     * @param wshEventData Contract id (conId) of ticker or WshEventData describing wanted events.
     *
     * @see [[reqCancelWshEventData]]
     */
    reqWshEventData(reqId: number, wshEventData: number | WshEventData): this;
    /**
     * Cancels pending WSH event data request.
     *
     * @param reqId The unique request identifier.
     */
    reqCancelWshEventData(reqId: number): this;
    /**
     * Requests contract information.
     * This method will provide all the contracts matching the contract provided.
     *
     * It can also be used to retrieve complete options and futures chains.
     * Though it is now (in API version > 9.72.12) advised to use reqSecDefOptParams for that purpose.
     *
     * This information will be emitted as contractDetails event.
     *
     * @param reqId The unique request identifier.
     * @param contract The contract used as sample to query the available contracts.
     */
    reqContractDetails(reqId: number, contract: Contract): IBApi;
    /**
     * Requests TWS's current time.
     */
    reqCurrentTime(): IBApi;
    /**
     * Requests current day's (since midnight) executions matching the filter.
     * Only the current day's executions can be retrieved.
     * Along with the executions, the CommissionReport will also be returned.
     *
     * The execution details will be emitted as execDetails event.
     *
     * @param reqId The request's unique identifier.
     * @param filter The filter criteria used to determine which execution reports are returned.
     */
    reqExecutions(reqId: number, filter: ExecutionFilter): IBApi;
    /**
     * Requests family codes for an account, for instance if it is a FA, IBroker, or associated account.
     */
    reqFamilyCodes(): IBApi;
    /**
     * Requests the contract's fundamental data. Fundamental data is emitted as fundamentalData event.
     *
     * @param reqId The request's unique identifier.
     * @param contract The contract's description for which the data will be returned.
     * @param reportType there are three available report types:
     * - ReportSnapshot: Company overview.
     * - ReportsFinSummary: Financial summary.
     * - ReportRatios: Financial ratios.
     * - ReportsFinStatements: Financial statements.
     * - RESC: Analyst estimates.
     */
    reqFundamentalData(reqId: number, contract: Contract, reportType: string, fundamentalDataOptions?: TagValue[]): IBApi;
    /**
     * Cancels all active orders.
     * This method will cancel ALL open orders including those placed directly from TWS.
     *
     * @see [[cancelOrder]]
     */
    reqGlobalCancel(orderCancel?: OrderCancel): IBApi;
    /**
     * Returns the timestamp of earliest available historical data for a contract and data type.
     *
     * @param reqId An identifier for the request.
     * @param contract [[Contract]] object for which head timestamp is being requested.
     * @param whatToShow Type of data for head timestamp - "BID", "ASK", "TRADES", etc
     * @param useRTH Use regular trading hours only, `true` for yes or `false` for no.
     * @param formatDate Set to 1 to obtain the bars' time as yyyyMMdd HH:mm:ss, set to 2 to obtain it like system time
     *   format in seconds.
     */
    reqHeadTimestamp(reqId: number, contract: Contract, whatToShow: WhatToShow, useRTH: boolean, formatDate: number): IBApi;
    /**
     * Returns data histogram of specified contract.
     *
     * @param reqId An identifier for the request.
     * @param contract [[Contract]] object for which histogram is being requested
     * @param useRTH Use regular trading hours only, `true` for yes or `false` for no.
     * @param period Period of which data is being requested
     * @param periodUnit Unit of the period of which data is being requested
     */
    reqHistogramData(reqId: number, contract: Contract, useRTH: boolean, period: number, periodUnit: DurationUnit): IBApi;
    /**
     * Requests contracts' historical data. When requesting historical data, a finishing time and date is required along
     * with a duration string. For example, having:
     * ````- endDateTime: 20130701 23:59:59 GMT```
     * ````- durationStr: 3 ```
     * will return three days of data counting backwards from July 1st 2013 at 23:59:59 GMT resulting in all the
     * available bars of the last three days until the date and time specified.
     *
     * It is possible to specify a timezone optionally.
     *
     * The resulting bars will be emitted as historicalData event.
     *
     * @param reqId The request's unique identifier.
     * @param contract The contract for which we want to retrieve the data.
     * @param endDateTime Request's ending time with format yyyyMMdd HH:mm:ss {TMZ}
     * @param durationStr The amount of time for which the data needs to be retrieved (number space unit).
     * Note: min duration is "30 S", available units:
     * - S (seconds)
     * - D (days)
     * - W (weeks)
     * - M (months)
     * - Y (years)
     * @param barSizeSetting the size of the bar:
     * - 1 secs
     * - 5 secs
     * - 15 secs
     * - 30 secs
     * - 1 min
     * - 2 mins
     * - 3 mins
     * - 5 mins
     * - 15 mins
     * - 30 mins
     * - 1 hour
     * - 1 day
     * @param whatToShow the kind of information being retrieved:
     * - TRADES
     * - MIDPOINT
     * - BID
     * - ASK
     * - BID_ASK
     * - HISTORICAL_VOLATILITY
     * - OPTION_IMPLIED_VOLATILITY
     * - FEE_RATE
     * - REBATE_RATE
     * @param useRTH Set to `false` to obtain the data which was also generated outside of the Regular Trading Hours, set to `true`
     *   to obtain only the RTH data
     * @param formatDate Set to 1 to obtain the bars' time as yyyyMMdd HH:mm:ss, set to 2 to obtain it like system time
     *   format in seconds
     * @param keepUpToDate Set to `true` to received continuous updates on most recent bar data. If `true`, and
     *   endDateTime cannot be specified.
     */
    reqHistoricalData(reqId: number, contract: Contract, endDateTime: string, durationStr: string, barSizeSetting: BarSizeSetting, whatToShow: WhatToShow, useRTH: number | boolean, formatDate: number, keepUpToDate: boolean): IBApi;
    /**
     * Requests historical news headlines.
     *
     * @param reqId ID of the request.
     * @param conId Contract id of ticker.
     * @param providerCodes A '+'-separated list of provider codes .
     * @param startDateTime Marks the (exclusive) start of the date range. The format is yyyy-MM-dd HH:mm:ss.0
     * @param endDateTime Marks the (inclusive) end of the date range. The format is yyyy-MM-dd HH:mm:ss.0
     * @param totalResults The maximum number of headlines to fetch (1 - 300).
     */
    reqHistoricalNews(reqId: number, conId: number, providerCodes: string, startDateTime: string, endDateTime: string, totalResults: number, historicalNewsOptions?: TagValue[]): IBApi;
    /**
     * Requests historical Time&Sales data for an instrument.
     *
     * @param reqId ID of the request.
     * @param contract [[Contract]] object that is subject of query
     * @param startDateTime "20170701 12:01:00". Uses TWS timezone specified at login.
     * @param endDateTime "20170701 13:01:00". In TWS timezone. Exactly one of start time and end time has to be defined.
     * @param numberOfTicks Number of distinct data points. Max currently 1000 per request.
     * @param whatToShow 	(Bid_Ask, Midpoint, Trades) Type of data requested.
     * @param useRTH Data from regular trading hours (1), or all available hours (0)
     * @param ignoreSize A filter only used when the source price is Bid_Ask
     */
    reqHistoricalTicks(reqId: number, contract: Contract, startDateTime: string, endDateTime: string, numberOfTicks: number, whatToShow: WhatToShow, useRTH: number | boolean, ignoreSize: boolean): IBApi;
    /**
     * Requests the next valid order ID at the current moment.
     *
     * @param numIds deprecated- this parameter will not affect the value returned to nextValidId
     */
    reqIds(numIds?: number): IBApi;
    /**
     * Requests the accounts to which the logged user has access to.
     */
    reqManagedAccts(): IBApi;
    /**
     * Switches data type returned from reqMktData request to "frozen", "delayed" or "delayed-frozen" market data.
     * Requires TWS/IBG v963+.
     *
     * The API can receive frozen market data from Trader Workstation.
     * Frozen market data is the last data recorded in our system.
     * During normal trading hours, the API receives real-time market data.
     * Invoking this function with argument 2 requests a switch to frozen data immediately or after the close.
     * When the market reopens, the market data type will automatically switch back to real time if available.
     *
     * @param marketDataType By default only real-time (1) market data is enabled.
     * - 1 (real-time) disables frozen, delayed and delayed-frozen market data.
     * - 2 (frozen) enables frozen market data.
     * - 3 (delayed) enables delayed and disables delayed-frozen market data.
     * - 4 (delayed-frozen) enables delayed and delayed-frozen market data.
     */
    reqMarketDataType(marketDataType: MarketDataType): IBApi;
    /**
     * Requests the contract's market depth (order book).
     *
     * This request must be direct-routed to an exchange and not smart-routed.
     *
     * The number of simultaneous market depth requests allowed in an account is calculated based on a formula
     * that looks at an accounts equity, commissions, and quote booster packs.
     *
     * @param reqId The request's identifier.
     * @param contract The [[Contract]] for which the depth is being requested.
     * @param numRows The number of rows on each side of the order book.
     * @param isSmartDepth Flag indicates that this is smart depth request.
     * @param mktDepthOptions TODO document
     *
     * @see [[cancelMktDepth]]
     */
    reqMktDepth(reqId: number, contract: Contract, numRows: number, isSmartDepth: boolean, mktDepthOptions?: TagValue[]): IBApi;
    /**
     * Requests details about a given market rule.
     * The market rule for an instrument on a particular exchange provides details about how the minimum price increment
     * changes with price. A list of market rule ids can be obtained by invoking reqContractDetails on a particular
     * contract. The returned market rule ID list will provide the market rule ID for the instrument in the correspond
     * valid exchange list in contractDetails.
     *
     * @param marketRuleId The id of market rule.
     */
    reqMarketRule(marketRuleId: number): IBApi;
    /**
     * Requests matching stock symbols.
     *
     * Thr result will be emitted as symbolSamples event.
     *
     * @param reqId ID to specify the request
     * @param pattern Either start of ticker symbol or (for larger strings) company name.
     */
    reqMatchingSymbols(reqId: number, pattern: string): IBApi;
    /**
     * Requests real time market data.
     * Returns market data for an instrument either in real time or 10-15 minutes delayed (depending on the market data
     * type specified).
     *
     * @param reqId The request's identifier.
     * @param contract The [[Contract]] for which the data is being requested
     * @param genericTickList comma  separated ids of the available generic ticks:
     * - 100 Option Volume (currently for stocks)
     * - 101 Option Open Interest (currently for stocks)
     * - 104 Historical Volatility (currently for stocks)
     * - 105 Average Option Volume (currently for stocks)
     * - 106 Option Implied Volatility (currently for stocks)
     * - 162 Index Future Premium
     * - 165 Miscellaneous Stats
     * - 221 Mark Price (used in TWS P&L computations)
     * - 225 Auction values (volume, price and imbalance)
     * - 233 RTVolume - contains the last trade price, last trade size, last trade time, total volume, VWAP, and single
     *   trade flag.
     * - 236 Shortable
     * - 256 Inventory
     * - 258 Fundamental Ratios
     * - 411 Realtime Historical Volatility
     * - 456 IBDividends
     * @param snapshot For users with corresponding real time market data subscriptions.
     * A `true` value will return a one-time snapshot, while a `false` value will provide streaming data.
     * @param regulatorySnapshot Snapshot for US stocks requests NBBO snapshots for users which have "US Securities
     *   Snapshot Bundle" subscription but not corresponding Network A, B, or C subscription necessary for streaming *
     *   market data. One-time snapshot of current market price that will incur a fee of 1 cent to the account per
     *   snapshot.
     *
     * @see [[cancelMktData]]
     */
    reqMktData(reqId: number, contract: Contract, genericTickList: string, snapshot: boolean, regulatorySnapshot: boolean): IBApi;
    /**
     * Requests venues for which market data is returned to updateMktDepthL2 (those with market makers)
     */
    reqMktDepthExchanges(): IBApi;
    /**
     * Requests news article body given articleId.
     *
     * @param requestId ID of the request.
     * @param providerCode Short code indicating news provider, e.g. FLY
     * @param articleId ID of the specific article.
     */
    reqNewsArticle(requestId: number, providerCode: string, articleId: string, newsArticleOptions?: TagValue[]): IBApi;
    /**
     * Subscribes to IB's News Bulletins.
     *
     * @param allMsgs If set to `true, will return all the existing bulletins for the current day.
     * If set to `false` to receive only the new bulletins.
     *
     * @see [[cancelNewsBulletin]]
     */
    reqNewsBulletins(allMsgs: boolean): IBApi;
    /**
     * Requests news providers which the user has subscribed to.
     */
    reqNewsProviders(): IBApi;
    /**
     * Requests all open orders placed by this specific API client (identified by the API client id).
     * For client ID 0, this will bind previous manual TWS orders.
     */
    reqOpenOrders(): IBApi;
    /**
     * Creates subscription for real time daily PnL and unrealized PnL updates.
     *
     * @param reqId ID of the request.
     * @param account Account for which to receive PnL updates.
     * @param modelCode Specify to request PnL updates for a specific model.
     */
    reqPnL(reqId: number, account: string, modelCode?: string | null): IBApi;
    /**
     * Requests real time updates for daily PnL of individual positions.
     *
     * @param reqId ID of the request.
     * @param account Account in which position exists.
     * @param modelCode Model in which position exists.
     * @param conId Contract ID (conId) of contract to receive daily PnL updates for.
     * Note: does not return message if invalid conId is entered.
     */
    reqPnLSingle(reqId: number, account: string, modelCode: string | null, conId: number): IBApi;
    /**
     * Subscribes to position updates for all accessible accounts.
     * All positions sent initially, and then only updates as positions change.
     *
     * @see [[cancelPositions]]
     */
    reqPositions(): IBApi;
    /**
     * Requests position subscription for account and/or model.
     * Initially all positions are returned and then updates are returned for any position changes in real time.
     *
     * @param reqId Request's identifier.
     * @param account If an account Id is provided, only the account's positions belonging to the specified model will be
     *   delivered.
     * @param modelCode The code of the model's positions we are interested in.
     *
     * @see [[cancelPositionsMulti]]
     */
    reqPositionsMulti(reqId: number, account: string, modelCode: string | null): IBApi;
    /**
     * Requests real time bars.
     *
     * Currently, only 5 seconds bars are provided.
     *
     * This request is subject to the same pacing as any historical data request: no more than 60 API queries in more
     * than 600 seconds. Real time bars subscriptions are also included in the calculation of the number of Level 1
     * market data subscriptions allowed in an account.
     *
     * @param reqId The request's unique identifier.
     * @param contract The [[Contract]] for which the depth is being requested
     * @param barSize currently being ignored
     * @param whatToShow the nature of the data being retrieved:
     * - TRADES
     * - MIDPOINT
     * - BID
     * - ASK
     * @param useRTH Set to `false` to obtain the data which was also generated ourside of the Regular Trading Hours.
     * Set to `true` to obtain only the RTH data
     *
     * @see [[cancelRealTimeBars]]
     */
    reqRealTimeBars(reqId: number, contract: Contract, barSize: number, whatToShow: WhatToShow, useRTH: boolean, realTimeBarsOptions?: TagValue[]): IBApi;
    /**
     * Requests an XML list of scanner parameters valid in TWS.
     *
     * Not all parameters are valid from API scanner.
     *
     * @sse [[reqScannerSubscription]]
     */
    reqScannerParameters(): IBApi;
    /**
     * Starts a subscription to market scan results based on the provided parameters.
     *
     * @param reqId The request's identifier.
     * @param subscription Summary of the scanner subscription including its filters.
     * @param scannerSubscriptionOptions TODO document
     * @param scannerSubscriptionFilterOptions TODO document
     *
     * @see [[reqScannerParameters]]
     */
    reqScannerSubscription(reqId: number, subscription: ScannerSubscription, scannerSubscriptionOptions?: TagValue[], scannerSubscriptionFilterOptions?: TagValue[]): IBApi;
    /**
     * Requests security definition option parameters for viewing a contract's option chain.
     *
     * @param reqId The request's identifier.
     * @param underlyingSymbol Underlying symbol name.
     * @param futFopExchange The exchange on which the returned options are trading.
     * Can be set to the empty string "" for all exchanges.
     * @param underlyingSecType The type of the underlying security, i.e. STK
     * @param underlyingConId the contract ID of the underlying security
     */
    reqSecDefOptParams(reqId: number, underlyingSymbol: string, futFopExchange: string, underlyingSecType: string, underlyingConId: number): IBApi;
    /**
     * Returns the mapping of single letter codes to exchange names given the mapping identifier.
     *
     * @param reqId The id of the request.
     * @param bboExchange The mapping identifier received from on tickReqParams event.
     */
    reqSmartComponents(reqId: number, bboExchange: string): IBApi;
    /**
     * Requests pre-defined Soft Dollar Tiers.
     *
     * This is only supported for registered professional advisors and hedge and mutual funds who have configured Soft
     * Dollar Tiers in Account Management.
     *
     * Refer to:
     * https://www.interactivebrokers.com/en/software/am/am/manageaccount/requestsoftdollars.htm?Highlight=soft%20dollar%20tier.
     *
     * @param reqId The id of the request.
     */
    reqSoftDollarTiers(reqId: number): IBApi;
    /**
     * Requests tick-by-tick data.
     *
     * @param reqId Unique identifier of the request.
     * @param contract The [[Contract]] for which tick-by-tick data is requested.
     * @param tickType tick-by-tick data type: "Last", "AllLast", "BidAsk" or "MidPoint".
     * @param numberOfTicks number of ticks.
     * @param ignoreSize ignore size flag.
     */
    reqTickByTickData(reqId: number, contract: Contract, tickType: TickByTickDataType, numberOfTicks: number, ignoreSize: boolean): IBApi;
    /**
     * Requests the FA configuration A Financial Advisor can define three different configurations:
     *
     * - 1. Groups: offer traders a way to create a group of accounts and apply a single allocation method to all
     * accounts in the group.
     * - 2. Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value.
     * - 3. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers.
     *
     * More information at
     * https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fpdfhighlights%2FPDF-AdvisorAllocations.php%3Fib_entity%3Dllc
     *
     * @param faDataType The configuration to change. Set to 1, 2 or 3 as defined above.
     */
    requestFA(faDataType: number): IBApi;
    /**
     * Integrates API client and TWS window grouping.
     *
     * @param reqId The Id chosen for this subscription request.
     * @param groupId The display group for integration.
     */
    subscribeToGroupEvents(reqId: number, groupId: number): IBApi;
    /**
     * Updates the contract displayed in a TWS Window Group.
     *
     * @param reqId The ID chosen for this request.
     * @param contractInfo An encoded value designating a unique IB contract.
     * Possible values include:
     * - none = empty selection
     * - contractID = any non-combination contract. Examples 8314 for IBM SMART; 8314 for IBM ARCA
     * - combo = if any combo is selected Note: This request from the API does not get a TWS response unless an error
     *   occurs.
     */
    updateDisplayGroup(reqId: number, contractInfo: string): IBApi;
    /**
     * Cancels a TWS Window Group subscription.
     *
     * @param reqId The request ID.
     *
     * @sse [[subscribeToGroupEvents]]
     */
    unsubscribeFromGroupEvents(reqId: number): IBApi;
    /**
     * Changes the TWS/GW log level.
     *
     * The default is [[LOG_LEVEL.ERROR]]
     *
     * @param logLevel The log level.
     */
    setServerLogLevel(logLevel: LogLevel): IBApi;
    /**
     * Requests the user info of the logged user.
     */
    reqUserInfo(reqId: number): IBApi;
}
export declare interface IBApi {
    /**
     * Notifies when an event has been received (called for the any type for event).
     *
     * @param listener
     * event: Name of the event.
     *
     * arguments: event arguments.
     */
    on(event: EventName.all, listener: (event: string, arguments: string[]) => void): this;
    /**
     * Notifies when the connection to TWS/IB Gateway has been established successfully.
     *
     * @param listener Notification callback.
     *
     * @see [[connect]]
     */
    on(event: EventName.connected, listener: () => void): this;
    /**
     * Notifies that the TCP socket connection to the TWS/IB Gateway has been disconnected.
     *
     * @param listener Notification callback.
     *
     * @see [[disconnect]]
     */
    on(event: EventName.disconnected, listener: () => void): this;
    /**
     * Provides status information messages for development / logging purpose.
     *
     * message: Message text.
     * code: Message code.
     */
    on(event: EventName.info, listener: (message: string, code: number) => void): this;
    /**
     * Notifies about an error and TCP socket connection to the TWS/IB Gateway.
     *
     * `disconnected` event will arrive soon afterwards.
     *
     * @param listener
     * error: The error details.
     *
     * code: The code identifying the error.
     *
     * reqId: The request identifier which generated the error.
     */
    on(event: EventName.error, listener: (error: Error, code: ErrorCode, reqId: number, advancedOrderReject?: unknown) => void): this;
    /**
     * Notifies about the API server version.
     *
     * Will arrive soon after `connected` event.
     *
     * @param listener
     * serverVersion: The server version.
  
     * serverConnectionTime: The connection time.
     *
     * @see [[connect]]
     */
    on(event: EventName.server, listener: (serverVersion: number, serverConnectionTime: string) => void): this;
    /**
     * Notifies when data has been received from the server.
     *
     * @param listener
     * tokens: Array of received tokens.
     */
    on(event: EventName.received, listener: (tokens: string[]) => void): this;
    /**
     * Notifies when data is sent to the server.
     *
     * @param listener
     * tokens: Array of token to be sent.
     */
    on(event: EventName.sent, listener: (tokens: string[]) => void): this;
    /**
     * Notifies about the the result to request.
     *
     * @param listener
     * event: Name of the event.
     *
     * arguments: event arguments.
     */
    on(event: EventName.result, listener: (event: string, arguments: string[]) => void): this;
    /**
     * Notifies when all the account's information has finished.
     *
     * @param listener
     * account: The account's id
     *
     * @see [[reqAccountUpdates]]
     */
    on(event: EventName.accountDownloadEnd, listener: (account: string) => void): this;
    /**
     * Receives the account information.
     * This method will receive the account information just as it appears in the TWS' Account Summary Window.
     *
     * @param listener
     * reqID: The request's unique identifier.
     *
     * account:	The account id.
     *
     * tag: The account's attribute being received. Possible values:
     * - AccountType:Identifies the IB account structure.
     * - NetLiquidation: The basis for determining the price of the assets in your account. Total cash value + stock
     *   value + options value + bond value.
     * - TotalCashValue: Total cash balance recognized at the time of trade + futures PNL.
     * - SettledCash: Cash recognized at the time of settlement - purchases at the time of trade - commissions - taxes -
     *   fees.
     * - AccruedCash: Total accrued cash value of stock, commodities and securities.
     * - BuyingPower: Buying power serves as a measurement of the dollar value of securities that one may purchase in a
     *   securities account without depositing additional funds.
     * - EquityWithLoanValue: Forms the basis for determining whether a client has the necessary assets to either
     *   initiate or maintain security positions. Cash + stocks + bonds + mutual funds
     * - PreviousDayEquityWithLoanValue:  Marginable Equity with Loan value as of 16:00 ET the previous day
     * - GrossPositionValue: The sum of the absolute value of all stock and equity option positions
     * - RegTEquity:Regulation T equity for universal account
     * - RegTMargin. Regulation T margin for universal account
     * - SMA: Special Memorandum Account: Line of credit created when the market value of securities in a Regulation T
     *   account increase in value
     * - InitMarginReq: Initial Margin requirement of whole portfolio
     * - MaintMarginReq: Maintenance Margin requirement of whole portfolio
     * - AvailableFunds: This value tells what you have available for trading
     * - ExcessLiquidity: This value shows your margin cushion, before liquidation
     * - Cushion: Excess liquidity as a percentage of net liquidation value
     * - FullInitMarginReq: Initial Margin of whole portfolio with no discounts or intraday credits
     * - FullMaintMarginReq: Maintenance Margin of whole portfolio with no discounts or intraday credits
     * - FullAvailableFunds: Available funds of whole portfolio with no discounts or intraday credits
     * - FullExcessLiquidity: Excess liquidity of whole portfolio with no discounts or intraday credits
     * - LookAheadNextChange: Time when look-ahead values take effect
     * - LookAheadInitMarginReq: Initial Margin requirement of whole portfolio as of next period's margin change
     * - LookAheadMaintMarginReq: Maintenance Margin requirement of whole portfolio as of next period's margin change
     * - LookAheadAvailableFunds: This value reflects your available funds at the next margin change
     * - LookAheadExcessLiquidity: This value reflects your excess liquidity at the next margin change
     * - HighestSeverity: A measure of how close the account is to liquidation
     * - DayTradesRemaining: The Number of Open/Close trades a user could put on before Pattern Day Trading is detected.
     *   A value of "-1" means that the user can put on unlimited day trades.
     * - Leverage: GrossPositionValue / NetLiquidation
     *
     * value: the account's attribute's value.
     *
     * @see [[reqAccountSummary]]
     */
    on(event: EventName.accountSummary, listener: (reqId: number, account: string, tag: string, value: string, currency: string) => void): this;
    /**
     * Notifies when all the accounts' information has ben received.
     *
     * Requires TWS 967+ to receive accountSummaryEnd in linked account structures.
     *
     * @param listener
     * reqID: The request's unique identifier.
     *
     * @see [[reqAccountSummary]]
     */
    on(event: EventName.accountSummaryEnd, listener: (reqId: number) => void): this;
    /**
     * Provides the account updates.
     *
     * @param listener
     * requestId:	The id of request.
     *
     * account: The account with updates.
     *
     * modelCode: The model code with updates.
     *
     * key: The name of parameter.
     *
     * value: The value of parameter.
     *
     * currency: The currency of parameter.
     *
     * @see [[reqAccountUpdatesMulti]]
     */
    on(event: EventName.accountUpdateMulti, listener: (reqId: number, account: string, modelCode: string, key: string, value: string, currency: string) => void): this;
    /**
     * Indicates all the account updates have been transmitted.
     *
     * @param listener
     * requestId:	The id of request.
     *
     * @see [[reqAccountUpdatesMulti]]
     */
    on(event: EventName.accountUpdateMultiEnd, listener: (reqId: number) => void): this;
    /**
     * Delivers the Bond contract data after this has been requested via reqContractDetails.
     *
     * @param listener
     * reqId:	The request's identifier.
     *
     * contract: The bond contract's information.
     *
     * @see [[reqAccountUpdatesMulti]]
     */
    on(event: EventName.bondContractDetails, listener: (reqId: number, contract: Contract) => void): this;
    /**
     * Provides the [[CommissionReport]] of an [[Execution]]
     *
     * @param listener
     * commissionReport: The commission report.
     *
     * @see [[reqExecutions]]
     */
    on(event: EventName.commissionReport, listener: (commissionReport: CommissionReport) => void): this;
    /**
     * Feeds in completed orders.
     *
     * @param listener
     * contract: The order's [[Contract]].
     *
     * order: The completed [[Order]].
     *
     * orderState: The order's [[OrderState]].
     *
     * @see [[reqCompletedOrders]]
     */
    on(event: EventName.completedOrder, listener: (contract: Contract, order: Order, orderState: OrderState) => void): this;
    /**
     * Notifies the end of the completed orders' reception.
     *
     * @param listener Completion callback function.
     *
     * @see [[reqCompletedOrders]]
     */
    on(event: EventName.completedOrdersEnd, listener: () => void): this;
    /**
     * Returns meta data from the WSH calendar.
     *
     * @param listener
     *
     * reqId: The unique request identifier.
     *
     * dataJson: metadata in json format
     *
     * @see [[reqWshMetaData]]
     */
    on(event: EventName.wshMetaData, listener: (reqId: number, dataJson: string) => void): this;
    /**
     * Returns calendar events from the WSH.
     *
     * @param listener
     *
     * reqId: The unique request identifier.
     *
     * dataJson: event data in json format
     *
     * @see [[reqWshEventData]]
     */
    on(event: EventName.wshEventData, listener: (reqId: number, dataJson: string) => void): this;
    /**
     * Callback to indicate the API connection has closed.
     * Following a API <-> TWS broken socket connection, this function is not called automatically but must be triggered
     * by API client code.
     *
     * @param listener Connection closed callback function.
     *
     * @see [[disconnect]]
     */
    on(event: EventName.connectionClosed, listener: () => void): this;
    /**
     * Receives the full contract's definitions.
     * This method will return all contracts matching the requested via [[reqContractDetails]]
     * For example, one can obtain the whole option chain with it.
     *
     * @param listener
     * reqId: The unique request identifier.
     *
     * contractDetails: The instrument's complete definition.
     *
     * @see [[reqContractDetails]]
     */
    on(event: EventName.contractDetails, listener: (reqId: number, contractDetails: ContractDetails) => void): this;
    /**
     * After all contracts matching the request were returned, this method will mark the end of their reception.
     *
     * @param listener
     * reqId: the request's identifier
     *
     * @see [[reqContractDetails]]
     */
    on(event: EventName.contractDetailsEnd, listener: (reqId: number) => void): this;
    /**
     * TWS's current time.
     *
     * TWS is synchronized with the server (not local computer) using NTP and this function
     * will receive the current time in TWS.
     *
     * @param listener
     * time: The current time in TWS.
     *
     * @see [[reqCurrentTime]]
     */
    on(event: EventName.currentTime, listener: (time: number) => void): this;
    /**
     * Upon accepting a Delta-Neutral DN RFQ(request for quote), the server sends a `deltaNeutralValidation` message
     * with the [[DeltaNeutralContract]]structure.
     * If the delta and price fields are empty in the original request, the confirmation will contain the current
     * values from the server. These values are locked when RFQ is processed and remain locked until the RFQ is cancelled.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * deltaNeutralContract	Delta-Neutral [[Contract]].
     */
    on(event: EventName.deltaNeutralValidation, listener: (reqId: number, deltaNeutralContract: DeltaNeutralContract) => void): this;
    /**
     * When requesting market data snapshots, this market will indicate the snapshot reception is finished.
     *
     * Expected to occur 11 seconds after beginning of request.
     *
     * @param listener
     * reqId: The request's identifier.
     */
    on(event: EventName.tickSnapshotEnd, listener: (reqId: number) => void): this;
    /**
     * Returns the market data type (real-time, frozen, delayed, delayed-frozen) of ticker sent by [[reqMktData]]
     * when TWS switches from real-time to frozen and back and from delayed to delayed-frozen and back.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * marketDataType:
     * Signals that now API starts to tick with the following market data:
     * - 1: real-time
     * - 2: frozen
     * - 3: delayed
     * - 4: delayed-frozen
     */
    on(event: EventName.marketDataType, listener: (reqId: number, marketDataType: number) => void): this;
    /**
     * A one-time response to querying the display groups.
     *
     * @param listener
     * reqId: The ID of the request.
     *
     * groups: A list of integers representing visible Group ID separated by the "|" character, and sorted by most used
     *   group first.
     *
     * @see [[queryDisplayGroups]]
     */
    on(event: EventName.displayGroupList, listener: (reqId: number, groups: string) => void): this;
    /**
     * Call triggered once after receiving the subscription request, and will be sent again
     * if the selected contract in the subscribed display group has changed.
     *
     * @param listener
     * reqId: The ID of the request.
     *
     * contractInfo: The contract information.
     *
     * @see [[subscribeToGroupEvents]]
     */
    on(event: EventName.displayGroupUpdated, listener: (reqId: number, contractInfo: string) => void): this;
    /**
     * Handles errors generated within the API itself.
     *
     * If an exception is thrown within the API code it will be notified here.
     * Possible cases include errors while reading the information from the socket or even mishandling at API
     * implementation.
     *
     * @param listener
     * error: The thrown exception.
     */
    on(event: EventName.error, listener: (error: Error) => void): this;
    /**
     * Errors sent by the TWS are received here.
     *
     * If an exception is thrown within the API code it will be notified here.
     * Possible cases include errors while reading the information from the socket or even mishandling at API
     * implementation.
     *
     * @param listener
     * id: The request identifier which generated the error. Note: -1 will indicate a notification and not true error
     *   condition.
     *
     * errorCode: The code identifying the error.
     *
     * errorMsg: Error's description. Currently Latin-1 encoded error messages are supported.
     * If logged into TWS in a different language it is recommended to enabled the setting in
     * TWS Global Configuration -> API -> Settings -> Show API errors in English.
     */
    on(event: EventName.error, listener: (id: number, errorCode: number, errorMsg: string, advancedOrderReject?: unknown) => void): this;
    /**
     * Provides the executions which happened in the last 24 hours.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * contract: The [[Contract]] of the [[Order]].
     *
     * execution: The [[Execution]] details.
     *
     * @see [[reqExecutions]]
     */
    on(event: EventName.execDetails, listener: (reqId: number, contract: Contract, execution: Execution) => void): this;
    /**
     * Indicates the end of the [[Execution]] reception.
     *
     * @param listener
     * reqId The request's identifier.
     *
     * @see [[reqExecutions]]
     */
    on(event: EventName.execDetailsEnd, listener: (reqId: number) => void): this;
    /**
     * Returns array of family codes.
     *
     * @param listener
     * familyCodes Array of family codes.
     *
     * @see [[reqFamilyCodes]]
     */
    on(event: EventName.familyCodes, listener: (familyCodes: FamilyCode[]) => void): this;
    /**
     * Returns array of sample contract descriptions.
     *
     * @param listener
     * contractDescriptions Array of contract descriptions.
     *
     * @see [[reqFamilyCodes]]
     */
    on(event: EventName.contractDescriptions, listener: (reqId: number, contractDescriptions: ContractDescription[]) => void): this;
    /**
     * Returns fundamental data.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * data: xml-formatted fundamental data.
     *
     * @see [[reqFundamentalData]]
     */
    on(event: EventName.fundamentalData, listener: (reqId: number, data: string) => void): this;
    /**
     * Returns beginning of data for contract for specified data type.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * headTimestamp: string identifying earliest data.
     *
     * @see [[reqHeadTimestamp]]
     */
    on(event: EventName.headTimestamp, listener: (reqId: number, headTimestamp: string) => void): this;
    /**
     * Returns data histogram.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * data: Tuple of histogram data, number of trades at specified price level.
     *
     * @see [[reqHistogramData]]
     */
    on(event: EventName.histogramData, listener: (reqId: number, data: HistogramEntry[]) => void): this;
    /**
     * Returns the requested historical data bars.
     *
     * @param listener
     * reqId:	the request's identifier
     *
     * time: the time the bar represents
     * open: price at open of time period
     * high: high price during time period
     * low: low price during time period
     * close: price at close of time period
     * volume: share volume during time period
     * count: trade count during time period
     * WAP: weighted average price
     * hasGaps: identifies whether or not there are gaps in the data.
     * The time zone of the bar is the time zone chosen on the TWS login screen.
     * Smallest bar size is 1 second.
     *
     * @see https://interactivebrokers.github.io/tws-api/historical_bars.html#hd_what_to_show
     * for additional context regarding meaning of price for different bar types
     */
    on(event: EventName.historicalData, listener: (reqId: number, time: string, open: number, high: number, low: number, close: number, volume: number, count: number | undefined, WAP: number, 
    /**  @deprecated */
    hasGaps: boolean | undefined) => void): this;
    /**
     * Receives bars in real time if keepUpToDate is `true` in reqHistoricalData.
     * Similar to realTimeBars function, except returned data is a composite of historical data and
     * real time data that is equivalent to TWS chart functionality to keep charts up to date.
     *
     * Returned bars are successfully updated using real time data.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * time: the time the bar represents
     * open: price at open of time period
     * high: high price during time period
     * low: low price during time period
     * close: price at close of time period
     * volume: share volume during time period
     * count: trade count during time period
     * WAP: weighted average price
     * The time zone of the bar is the time zone chosen on the TWS login screen.
     * Smallest bar size is 1 second.
     *
     * @see [[reqHistoricalData]]
     */
    on(event: EventName.historicalDataUpdate, listener: (reqId: number, time: string, open: number, high: number, low: number, close: number, volume: number, count: number, WAP: number) => void): this;
    on(event: EventName.historicalNews, listener: (reqId: number, time: string, providerCode: string, articleId: string, headline: string) => void): this;
    /**
     * Returns news headline.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * hasMore: `true` if there are more results available, `false` otherwise
     *
     * @see [[reqHistoricalNews]]
     */
    on(event: EventName.historicalNewsEnd, listener: (reqId: number, hasMore: boolean) => void): this;
    /**
     * Returns historical price tick data.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * ticks: Array of [[HistoricalTick]] objects.
     *
     * done: Flag to indicate if all historical tick data has been received.
     *
     * @see [[reqHistoricalTicks]]
     */
    on(event: EventName.historicalTicks, listener: (reqId: number, ticks: HistoricalTick[], done: boolean) => void): this;
    /**
     * Returns historical bid/ask tick data.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * ticks: Array of [[HistoricalTickBidAsk]] objects.
     *
     * done: Flag to indicate if all historical tick data has been received.
     *
     * @see [[reqHistoricalTicks]]
     */
    on(event: EventName.historicalTicksBidAsk, listener: (reqId: number, ticks: HistoricalTickBidAsk[], done: boolean) => void): this;
    /**
     * Returns historical last price tick data.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * ticks: Array of [[HistoricalTickLas]] objects.
     *
     * done: Flag to indicate if all historical tick data has been received.
     *
     * @see [[reqHistoricalTicks]]
     */
    on(event: EventName.historicalTicksLast, listener: (reqId: number, ticks: HistoricalTickLast[], done: boolean) => void): this;
    /**
     * Receives a comma-separated string with the managed account ids.
     * Occurs automatically on initial API client connection.
     *
     * @param listener
     * accountsList: A comma-separated string with the managed account ids.
     *
     * @see [[reqManagedAccts]]
     */
    on(event: EventName.managedAccounts, listener: (accountsList: string) => void): this;
    /**
     * Returns minimum price increment structure for a particular market rule ID.
     * Market rule IDs for an instrument on valid exchanges can be obtained from the contractDetails object for that
     * contract.
     *
     * @param listener
     * marketRuleId: The Market rule IDs.
     *
     * priceIncrements: Array of price increments.
     *
     * @see [[reqMarketRule]]
     */
    on(event: EventName.marketRule, listener: (marketRuleId: number, priceIncrements: unknown[]) => void): this;
    /**
     * Called when receives Depth Market Data Descriptions.
     *
     * @param listener
     * depthMktDataDescriptions: Array of [[DepthMktDataDescription]] objects.
     *
     * @see [[reqMktDepthExchanges]]
     */
    on(event: EventName.mktDepthExchanges, listener: (depthMktDataDescriptions: DepthMktDataDescription[]) => void): this;
    /**
     * Called when receives News Article.
     *
     * @param listener
     * reqId:	The request ID.
     *
     * articleType: The type of news article (0 - plain text or html, 1 - binary data / pdf)
     *
     * articleText:	The body of article (if articleType == 1, the binary data is encoded using the Base64 scheme)
     *
     * @see [[reqNewsArticle]]
     */
    on(event: EventName.newsArticle, listener: (reqId: number, articleType: number, articleText: string) => void): this;
    /**
     * Returns array of subscribed API news providers for this user
     *
     * @param listener
     * newsProviders:	Array of [NewsProvider]] objects.
     *
     * @see [[reqNewsProviders]]
     */
    on(event: EventName.newsProviders, listener: (newsProviders: NewsProvider[]) => void): this;
    /**
     * Receives next valid order id.
     * Will be invoked automatically upon successful API client connection, or after call to [[reqIds]].
     *
     * Important: the next valid order ID is only valid at the time it is received.
     *
     * @param listener
     * orderId: The next order id.
     *
     * @see [[reqIds]]
     */
    on(event: EventName.nextValidId, listener: (orderId: number) => void): this;
    /**
     * Feeds in currently open orders.
     *
     * @param listener
     * orderId: The order's unique id.
     *
     * contract: The order's [[Contract]]
     *
     * order: The currently active [[Order]]
     *
     * orderState: The order's [[OrderState]]
     *
     * @see [[placeOrder]], [[reqAllOpenOrders]], [[reqAutoOpenOrders]]
     */
    on(event: EventName.openOrder, listener: (orderId: number, contract: Contract, order: Order, orderState: OrderState) => void): this;
    /**
     * Notifies the end of the open orders' reception.
     *
     * @param listener Completion callback.
     *
     * @see [[placeOrder]], [[reqAllOpenOrders]], [[reqAutoOpenOrders]]
     */
    on(event: EventName.openOrderEnd, listener: () => void): this;
    /**
     * Response to API bind order control message.
     *
     * @param listener Completion callback.
     * orderId: permId
     *
     * apiClientId: API client id.
     *
     * apiOrderId: API order id.
     *
     * @see [[reqOpenOrders]]
     */
    on(event: EventName.orderBound, listener: (permId: number, clientId: number, orderId: number) => void): this;
    /**
     * Gives the up-to-date information of an order every time it changes.
     * Often there are duplicate orderStatus messages.
     *
     * @param listener Completion callback.
     * orderId: The order's client id.
     *
     * status: The current status of the order.
     * Possible values:
     * - PendingSubmit: indicates that you have transmitted the order, but have not yet received confirmation that it has
     *   been accepted by the order destination.
     * - PendingCancel: indicates that you have sent a request to cancel the order but have not yet received cancel
     *   confirmation from the order destination. At this point, your order is not confirmed canceled. It is not
     *   guaranteed that the cancellation will be successful.
     * - PreSubmitted: indicates that a simulated order type has been accepted by the IB system and that this order has
     *   yet to be elected. The order is held in the IB system until the election criteria are met. At that time the
     *   order is transmitted to the order destination as specified.
     * - Submitted: indicates that your order has been accepted by the system.
     * - ApiCancelled: after an order has been submitted and before it has been acknowledged, an API client client can
     *   request its cancellation, producing this state.
     * - Cancelled: indicates that the balance of your order has been confirmed canceled by the IB system.
     * This could occur unexpectedly when IB or the destination has rejected your order.
     * - Filled: indicates that the order has been completely filled. Market orders executions will not always trigger a
     *   Filled status.
     * - Inactive: indicates that the order was received by the system but is no longer active because it was rejected or
     *   canceled.
     *
     * filled: Number of filled positions.
     *
     * remaining: The remnant positions.
     *
     * avgFillPrice: Average filling price.
     *
     * permId	the order's permId used by the TWS to identify orders.
     *
     * parentId: parent's id. Used for bracket and auto trailing stop orders.
     *
     * lastFillPrice: Price at which the last positions were filled.
     *
     * clientId:	API client which submitted the order.
     *
     * whyHeld:	this field is used to identify an order held when TWS is trying to locate shares for a short sell.
     * The value used to indicate this is 'locate'.
     *
     * mktCapPrice: If an order has been capped, this indicates the current capped price.
     * Requires TWS 967+ and API v973.04+.
     *
     * @see [[placeOrder]], [[reqAllOpenOrders]], [[reqAutoOpenOrders]]
     */
    on(event: EventName.orderStatus, listener: (orderId: number, status: OrderStatus, filled: number, remaining: number, avgFillPrice: number, permId?: number, parentId?: number, lastFillPrice?: number, clientId?: number, whyHeld?: string, mktCapPrice?: number) => void): this;
    /**
     * Receives PnL updates in real time for the daily PnL and the total unrealized PnL for an account.
     *
     * @param listener
     * reqId:	The request ID.
     *
     * dailyPnL: The dailyPnL updates for the account in real time.
     *
     * unrealizedPnL:	The total unrealized PnL updates for the account in real time.
     *
     * unrealizedPnL:	The total realized PnL updates for the account in real time.
     *
     * @see [[reqPnL]]
     */
    on(event: EventName.pnl, listener: (reqId: number, dailyPnL: number, unrealizedPnL?: number, realizedPnL?: number) => void): this;
    /**
     * Receives real time updates for single position daily PnL values.
     *
     * @param listener
     * reqId:	The request ID.
     *
     * pos: Current size of the position
     *
     * dailyPnL: The daily PnL for the position
     *
     * unrealizedPnL:	The total unrealized PnL for the position (since inception) updating in real time.
     *
     * value: The current market value of the position.
     *
     * @see [[reqSinglePnL]]
     */
    on(event: EventName.pnlSingle, listener: (reqId: number, pos: number, dailyPnL: number, unrealizedPnL: number | undefined, realizedPnL: number | undefined, value: number) => void): this;
    /**
     * Provides the portfolio's open positions.
     *
     * @param listener
     * account: The account holding the position.
     *
     * contract: The position's [[Contract]]
     *
     * pos: The number of positions held.
     *
     * avgCost: The average cost of the position.
     *
     * @see [[reqPositions]]
     */
    on(event: EventName.position, listener: (account: string, contract: Contract, pos: number, avgCost?: number) => void): this;
    /**
     * Indicates all the positions have been transmitted.
     *
     * @param listener Completion callback.
     *
     * @see [[reqPnL]]
     */
    on(event: EventName.positionEnd, listener: () => void): this;
    /**
     * Provides the portfolio's open positions.
     *
     * @param listener
     * reqId:	The request ID.
     *
     * account: The account holding the position.
     *
     * modelCode: The model code holding the position.
     *
     * contract: The position's [[Contract]]
     *
     * pos: The number of positions held.
     *
     * avgCost: The average cost of the position.
     *
     * @see [[reqPositionsMulti]]
     */
    on(event: EventName.positionMulti, listener: (reqId: number, account: string, modelCode: string, contract: Contract, pos: number, avgCost: number) => void): this;
    /**
     * Indicates all the positions have been transmitted.
     *
     * @param listener
     * reqId:	The request ID.
     *
     * @see [[reqPositionsMulti]]
     */
    on(event: EventName.positionMultiEnd, listener: (reqId: number) => void): this;
    /**
     * Updates the real time 5 seconds bars.
     *
     * @param listener
     * reqId:	The request ID.
     * date: The bar's date and time (Epoch/Unix time).
     * open: The bar's open point.
     * high: The bar's high point.
     * low: The bar's low point.
     * close: The bar's closing point.
     * volume: The bar's traded volume (only returned for TRADES data).
     * WAP:	the bar's Weighted Average Price rounded to minimum increment (only available for TRADES).
     * count: the number of trades during the bar's timespan (only available for TRADES).
     *
     * @see [[reqRealTimeBars]]
     */
    on(event: EventName.realtimeBar, listener: (reqId: number, date: number, open: number, high: number, low: number, close: number, volume: number, WAP: number, count: number) => void): this;
    /**
     * Receives the Financial Advisor's configuration available in the TWS.
     *
     * @param listener
     * faDataType: one of:
     * - 1: Groups: offer traders a way to create a group of accounts and apply a single allocation method to all
     *   accounts in the group.
     * - 2: Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value.
     * - 3: Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers.
     *
     * faXmlData: The xml-formatted configuration.
     *
     * @see [[requestFA]], [[replaceFA]]
     */
    on(event: EventName.receiveFA, listener: (faDataType: number, faXmlData: string) => void): this;
    /**
     * Notifies the end of the FA replace.
     *
     * @param listener
     * reqId: The id of request.
     *
     * text: The message text.
     *
     * @see [[requestFA]], [[replaceFA]]
     */
    on(event: EventName.replaceFAEnd, listener: (reqId: number, text: string) => void): this;
    /**
     * Returns conId and exchange for CFD market data request re-route.
     *
     * @param listener
     * reqId: The id of request.
     *
     * conId: Contract Id of the underlying instrument which has market data.
     *
     * exchange: Exchange code of the underlying.
     */
    on(event: EventName.rerouteMktDataReq, listener: (reqId: number, conId: number, exchange: string) => void): this;
    /**
     * Returns the conId and exchange for an underlying contract when a request is made for level 2 data for an
     * instrument which does not have data in IB's database. For example stock CFDs and index CFDs.
     *
     * @param listener
     * reqId: The id of request.
     *
     * conId: Contract Id of the underlying instrument which has market data.
     *
     * exchange: Exchange code of the underlying.
     */
    on(event: EventName.rerouteMktDepthReq, listener: (reqId: number, conId: number, exchange: string) => void): this;
    /**
     * Provides the data resulting from the market scanner request.
     *
     * @param listener
     * reqId: The id of request.
     *
     * rank: The ranking within the response of this bar.
     *
     * contractDetails: The data [[ContractDetails].
     *
     * distance: variable, according to query.
     *
     * benchmark: variable, according to query.
     *
     * projection: variable, according to query.
     *
     * legStr: Describes the combo legs when the scanner is returning EFP.
     *
     * @see [[reqScannerSubscription]]
     */
    on(event: EventName.scannerData, listener: (reqId: number, rank: number, contractDetails: ContractDetails, distance: string, benchmark: string, projection: string, legsStr?: string) => void): this;
    /**
     * Indicates the scanner data reception has terminated.
     *
     * @param listener
     * reqId: The id of request.
     *
     * @see [[reqScannerSubscription]]
     */
    on(event: EventName.scannerDataEnd, listener: (reqId: number) => void): this;
    /**
     * Provides the xml-formatted parameters available from TWS market scanners (not all available in API).
     *
     * @param listener
     * xml: The xml-formatted string with the available parameters.
     *
     * @see [[reqScannerParameters]]
     */
    on(event: EventName.scannerParameters, listener: (xml: string) => void): this;
    /**
     * Provides the option chain for an underlying on an exchange specified in reqSecDefOptParams.
     * There will be multiple callbacks to securityDefinitionOptionParameter if multiple exchanges are specified in
     * reqSecDefOptParams.
     *
     * @param listener
     * reqId: The id of request.
     *
     * underlyingConId: The conID of the underlying security.
     *
     * tradingClass: The option trading class.
     *
     * multiplier: The option multiplier.
     *
     * expirations: An array of the expiries for the options of this underlying on this exchange.
     *
     * strikes:  An array	of of the possible strikes for options of this underlying on this exchange.
     *
     * @see [[reqSecDefOptParams]]
     */
    on(event: EventName.securityDefinitionOptionParameter, listener: (reqId: number, exchange: string, underlyingConId: number, tradingClass: string, multiplier: string, expirations: string[], strikes: number[]) => void): this;
    /**
     * Called when all callbacks to securityDefinitionOptionParameter are complete.
     *
     * @param listener
     * reqId: The id of request.
     *
     * @see [[reqSecDefOptParams]]
     */
    on(event: EventName.securityDefinitionOptionParameterEnd, listener: (reqId: number) => void): this;
    /**
     * Bit number to exchange + exchange abbreviation dictionary.
     *
     * @param listener
     * reqId: The id of request.
     *
     * @see [[reqSmartComponents]]
     */
    on(event: EventName.smartComponents, listener: (reqId: number, theMap: Map<number, [string, string]>) => void): this;
    /**
     * Called when receives Soft Dollar Tier configuration information.
     *
     * @param listener
     * reqId: The id of request.
     *
     * tiers:	An array of [[SoftDollarTier]] objects that contains all Soft Dollar Tiers information.
     *
     * @see [[reqSoftDollarTiers]]
     */
    on(event: EventName.softDollarTiers, listener: (reqId: number, tiers: SoftDollarTier[]) => void): this;
    /**
     * Provides an array of sample contract descriptions.
     *
     * @param listener
     * reqId: The id of request.
     *
     * tiers:	An array of  [[ContractDescription]]  objects.
     *
     * @see [[reqMatchingSymbols]]
     */
    on(event: EventName.symbolSamples, listener: (reqId: number, contractDescriptions: ContractDescription[]) => void): this;
    /**
     * Provides "Last" or "AllLast" tick-by-tick real-time tick.
     *
     * @param listener
     * reqId: The id of request.
     *
     * tickType: The tick-by-tick real-time tick type: "Last" or "AllLast".
     *
     * time: The tick-by-tick real-time tick timestamp.
     *
     * price: The tick-by-tick real-time tick last price.
     *
     * size: The tick-by-tick real-time tick last size.
     *
     * tickAttribLast: The tick-by-tick real-time last tick attribs (bit 0 - past limit, bit 1 - unreported).
     *
     * exchange: The tick-by-tick real-time tick exchange.
     *
     * specialConditions: The tick-by-tick real-time tick special conditions.
     *
     * @see [[reqTickByTickData]]
     */
    on(event: EventName.tickByTickAllLast, listener: (reqId: number, tickType: number, time: string, price: number, size: number, tickAttribLast: TickAttribLast, exchange: string, specialConditions: string) => void): this;
    /**
     * Provides "BidAsk" tick-by-tick real-time tick.
     *
     * @param listener
     * reqId: The id of request.
     *
     * time: The tick-by-tick real-time tick timestamp.
     *
     * bidPrice: The tick-by-tick real-time tick bid price.
     *
     * askPrice: The  tick-by-tick real-time tick ask price.
     *
     * bidSize: The tick-by-tick real-time tick bid size.
     *
     * askSize: The  tick-by-tick real-time tick ask size.
     *
     * tickAttribLast: The tick-by-tick real-time bid/ask tick attribs (bit 0 - bid past low, bit 1 - ask past high).
     *
     * @see [[reqTickByTickData]]
     */
    on(event: EventName.tickByTickBidAsk, listener: (reqId: number, time: number, bidPrice: number, askPrice: number, bidSize: number, askSize: number, tickAttribBidAsk: TickAttribBidAsk) => void): this;
    /**
     * Provides "MidPoint" tick-by-tick real-time tick.
     *
     * @param listener
     * reqId: The id of request.
     *
     * time: The tick-by-tick real-time tick timestamp.
     *
     * midPoint: The tick-by-tick real-time tick mid point.
     *
     * @see [[reqTickByTickData]]
     */
    on(event: EventName.tickByTickMidPoint, listener: (reqId: number, time: number, midPoint: number) => void): this;
    /**
     * Exchange for Physicals.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * tickType: The type of tick being received.
     *
     * basisPoints: Annualized basis points, which is representative of the financing rate that can be directly compared
     *   to broker rates.
     *
     * formattedBasisPoints: Annualized basis points as a formatted string that depicts them in percentage form.
     *
     * impliedFuture: The implied Futures price.
     *
     * holdDays: The number of hold days until the lastTradeDate of the EFP.
     *
     * futureLastTradeDate: The expiration date of the single stock future.
     *
     * dividendImpact: The dividend impact upon the annualized basis points interest rate.
     *
     * dividendsToLastTradeDate: The dividends expected until the expiration of the single stock future.
     */
    on(event: EventName.tickEFP, listener: (reqId: number, tickType: number, basisPoints: number, formattedBasisPoints: string, impliedFuture: number, holdDays: number, futureLastTradeDate: string, dividendImpact: number, dividendsToLastTradeDate: number) => void): this;
    /**
     * Provides a market data generic tick.
     *
     * @param listener
     * reqId: The id of request.
     *
     * field: The type of tick being received.
     *
     * value: The tick value.
     *
     * @see [[reqTickByTickData]]
     */
    on(event: EventName.tickGeneric, listener: (reqId: number, field: TickType, value: number) => void): this;
    /**
     * Provides a news headline tick.
     *
     * @param listener
     * reqId: The id of request.
     *
     * field: The type of tick being received.
     *
     * value: The tick value.
     *
     * @see [[reqTickByTickData]]
     */
    on(event: EventName.tickNews, listener: (reqId: number, timeStamp: number, providerCode: string, articleId: string, headline: string, extraData: string) => void): this;
    /**
     * Provides option specific market data.
     * This method is called when the market in an option or its underlier moves.
     * TWS option model volatilities, prices, and deltas, along with the present value of dividends expected on that
     * options underlier are received.
     *
     * @param listener
     * reqId: The id of request.
     *
     * field:	Specifies the type of option computation.
     * Pass the field value into [[TickType.getField]] to retrieve the field description.
     * For example, a field value of 13 will map to modelOptComp, etc. 10 = Bid 11 = Ask 12 = Last
     *
     * impliedVolatility: The implied volatility calculated by the TWS option modeler, using the specified tick type
     *   value.
     *
     * delta: The option delta value.
     *
     * value: The tick value.
     *
     * optPrice: The option price.
     *
     * pvDividend: The present value of dividends expected on the option's underlying.
     *
     * gamma:The option gamma value.
     *
     * vega: The option vega value.
     *
     * theta: The option theta value.
     *
     * undPrice: The price of the underlying.
     *
     * @see [[reqMktData]]
     */
    on(event: EventName.tickOptionComputation, listener: (reqId: number, field: TickType, impliedVolatility?: number, delta?: number, optPrice?: number, pvDividend?: number, gamma?: number, vega?: number, theta?: number, undPrice?: number) => void): this;
    /**
     * Market data tick price callback. Handles all price related ticks.
     * Every tickPrice callback is followed by a tickSize.
     * A tickPrice value of -1 or 0 followed by a tickSize of 0 indicates there is no data for this field currently
     * available, whereas a tickPrice with a positive tickSize indicates an active quote of 0 (typically for a combo
     * contract).
     *
     * @param listener
     * reqId: The id of request.
     *
     * field: The type of the price being received.
     *
     * price: The actual price.
     *
     * value: The tick value.
     *
     * attribs: An [[TickAttrib]] object that contains price attributes.
     *
     * @see [[reqMktData]]
     */
    on(event: EventName.tickPrice, listener: (reqId: number, field: TickType, value: number, attribs?: unknown) => void): this;
    /**
     * A tick with BOO exchange and snapshot permissions.
     *
     * @param listener
     * reqId: The id of request.
     *
     * @see [[reqMktData]]
     */
    on(event: EventName.tickReqParams, listener: (reqId: number, minTick: number, bboExchange: string, snapshotPermissions: number) => void): this;
    /**
     * Market data tick size callback. Handles all size-related ticks.
     *
     * @param listener
     * reqId: The id of request.
     *
     * field: The type of size being received (i.e. bid size)
     *
     * size: The actual size.
     *
     * @see [[reqMktData]]
     */
    on(event: EventName.tickSize, listener: (reqId: number, field?: TickType, value?: number) => void): this;
    /**
     * Market data callback. Every tickPrice is followed by a tickSize.
     * There are also independent tickSize callbacks anytime the tickSize changes, and so there will be duplicate
     * tickSize messages following a tickPrice.
     *
     * @param listener
     * reqId: The id of request.
     *
     * field: The type of size being received (i.e. bid size)
     *
     * value: The tick value.
     *
     * @see [[reqMktData]]
     */
    on(event: EventName.tickString, listener: (reqId: number, field: TickType, value: string) => void): this;
    /**
     * Receives the last time on which the account was updated.
     *
     * @param listener
     * timestamp: The last update system time.
     *
     * @see [[reqMktData]]
     */
    on(event: EventName.updateAccountTime, listener: (timestamp: string) => void): this;
    /**
     * Receives the subscribed account's information.
     * Only one account can be subscribed at a time. After the initial callback to updateAccountValue,
     * callbacks only occur for values which have changed.
     * This occurs at the time of a position change, or every 3 minutes at most.
     * This frequency cannot be adjusted.
     *
     * @param listener
     * key: The value being updated. Possible values:
     * - AccountCode: The account ID number.
     * - AccountOrGroup: "All" to return account summary data for all accounts, or set to a specific Advisor Account
     *   Group name that has already been created in TWS Global Configuration.
     * - AccountReady: For internal use only.
     * - AccountType: Identifies the IB account structure.
     * - AccruedCash: Total accrued cash value of stock, commodities and securities.
     * - AccruedCash-C: Reflects the current's month accrued debit and credit interest to date, updated daily in
     *   commodity segment.
     * - AccruedCash-S: Reflects the current's month accrued debit and credit interest to date, updated daily in security
     *   segment.
     * - AccruedDividend: Total portfolio value of dividends accrued.
     * - AccruedDividend-C: Dividends accrued but not paid in commodity segment.
     * - AccruedDividend-S: Dividends accrued but not paid in security segment.
     * - AvailableFunds: This value tells what you have available for trading.
     * - AvailableFunds-C: Net Liquidation Value - Initial Margin.
     * - AvailableFunds-S: Equity with Loan Value - Initial Margin.
     * - Billable: Total portfolio value of treasury bills.
     * - Billable-C: Value of treasury bills in commodity segment.
     * - Billable-S: Value of treasury bills in security segment.
     * - BuyingPower: Cash Account: Minimum (Equity with Loan Value, Previous Day Equity with Loan Value)-Initial Margin,
     *   Standard Margin Account: Minimum (Equity with Loan Value, Previous Day Equity with Loan Value) - Initial Margin
     *   *4.
     * - CashBalance: Cash recognized at the time of trade + futures PNL.
     * - CorporateBondValue: Value of non-Government bonds such as corporate bonds and municipal bonds.
     * - Currency: Open positions are grouped by currency.
     * - Cushion: Excess liquidity as a percentage of net liquidation value.
     * - DayTradesRemaining: Number of Open/Close trades one could do before Pattern Day Trading is detected.
     * - DayTradesRemainingT+1: Number of Open/Close trades one could do tomorrow before Pattern Day Trading is detected.
     * - DayTradesRemainingT+2: Number of Open/Close trades one could do two days from today before Pattern Day Trading
     *   is detected.
     * - DayTradesRemainingT+3: Number of Open/Close trades one could do three days from today before Pattern Day Trading
     *   is detected.
     * - DayTradesRemainingT+4: Number of Open/Close trades one could do four days from today before Pattern Day Trading
     *   is detected.
     * - EquityWithLoanValue: Forms the basis for determining whether a client has the necessary assets to either
     *   initiate or maintain security positions.
     * - EquityWithLoanValue-C: Cash account: Total cash value + commodities option value - futures maintenance margin
     *   requirement + minimum (0, futures PNL) Margin account: Total cash value + commodities option value - futures
     *   maintenance margin requirement.
     * - EquityWithLoanValue-S: Cash account: Settled Cash Margin Account: Total cash value + stock value + bond value +
     *   (non-U.S. & Canada securities options value).
     * - ExcessLiquidity: This value shows your margin cushion, before liquidation.
     * - ExcessLiquidity-C: Equity with Loan Value - Maintenance Margin.
     * - ExcessLiquidity-S: Net Liquidation Value - Maintenance Margin.
     * - ExchangeRate: The exchange rate of the currency to your base currency.
     * - FullAvailableFunds: Available funds of whole portfolio with no discounts or intraday credits.
     * - FullAvailableFunds-C: Net Liquidation Value - Full Initial Margin.
     * - FullAvailableFunds-S: Equity with Loan Value - Full Initial Margin.
     * - FullExcessLiquidity: Excess liquidity of whole portfolio with no discounts or intraday credits.
     * - FullExcessLiquidity-C: Net Liquidation Value - Full Maintenance Margin.
     * - FullExcessLiquidity-S: Equity with Loan Value - Full Maintenance Margin.
     * - FullInitMarginReq: Initial Margin of whole portfolio with no discounts or intraday credits.
     * - FullInitMarginReq-C: Initial Margin of commodity segment's portfolio with no discounts or intraday credits.
     * - FullInitMarginReq-S: Initial Margin of security segment's portfolio with no discounts or intraday credits.
     * - FullMaintMarginReq: Maintenance Margin of whole portfolio with no discounts or intraday credits.
     * - FullMaintMarginReq-C: Maintenance Margin of commodity segment's portfolio with no discounts or intraday credits.
     * - FullMaintMarginReq-S: Maintenance Margin of security segment's portfolio with no discounts or intraday credits.
     * - FundValue: Value of funds value (money market funds + mutual funds).
     * - FutureOption: Real-time market-to-market value of futures options.
     * - FuturesPNL: Real-time changes in futures value since last settlement.
     * - FxCashBalance: Cash balance in related IB-UKL account.
     * - GrossPositionValue: Gross Position Value in securities segment.
     * - GrossPositionValue-S: Long Stock Value + Short Stock Value + Long Option Value + Short Option Value.
     * - IndianStockHaircut: Margin rule for IB-IN accounts.
     * - InitMarginReq: Initial Margin requirement of whole portfolio.
     * - InitMarginReq-C: Initial Margin of the commodity segment in base currency.
     * - InitMarginReq-S: Initial Margin of the security segment in base currency.
     * - IssuerOptionValue: Real-time mark-to-market value of Issued Option.
     * - Leverage-S: GrossPositionValue / NetLiquidation in security segment.
     * - LookAheadNextChange: Time when look-ahead values take effect.
     * - LookAheadAvailableFunds: This value reflects your available funds at the next margin change.
     * - LookAheadAvailableFunds-C: Net Liquidation Value - look ahead Initial Margin.
     * - LookAheadAvailableFunds-S: Equity with Loan Value - look ahead Initial Margin.
     * - LookAheadExcessLiquidity: This value reflects your excess liquidity at the next margin change.
     * - LookAheadExcessLiquidity-C: Net Liquidation Value - look ahead Maintenance Margin.
     * - LookAheadExcessLiquidity-S: Equity with Loan Value - look ahead Maintenance Margin.
     * - LookAheadInitMarginReq: Initial margin requirement of whole portfolio as of next period's margin change.
     * - LookAheadInitMarginReq-C: Initial margin requirement as of next period's margin change in the base currency of
     *   the account.
     * - LookAheadInitMarginReq-S: Initial margin requirement as of next period's margin change in the base currency of
     *   the account.
     * - LookAheadMaintMarginReq: Maintenance margin requirement of whole portfolio as of next period's margin change.
     * - LookAheadMaintMarginReq-C: Maintenance margin requirement as of next period's margin change in the base currency
     *   of the account.
     * - LookAheadMaintMarginReq-S: Maintenance margin requirement as of next period's margin change in the base currency
     *   of the account.
     * - MaintMarginReq: Maintenance Margin requirement of whole portfolio.
     * - MaintMarginReq-C: Maintenance Margin for the commodity segment.
     * - MaintMarginReq-S: Maintenance Margin for the security segment.
     * - MoneyMarketFundValue: Market value of money market funds excluding mutual funds.
     * - MutualFundValue: Market value of mutual funds excluding money market funds.
     * - NetDividend: The sum of the Dividend Payable/Receivable Values for the securities and commodities segments of
     *   the account.
     * - NetLiquidation: The basis for determining the price of the assets in your account.
     * - NetLiquidation-C: Total cash value + futures PNL + commodities options value.
     * - NetLiquidation-S: Total cash value + stock value + securities options value + bond value.
     * - NetLiquidationByCurrency: Net liquidation for individual currencies.
     * - OptionMarketValue: Real-time mark-to-market value of options.
     * - PASharesValue: Personal Account shares value of whole portfolio.
     * - PASharesValue-C: Personal Account shares value in commodity segment.
     * - PASharesValue-S: Personal Account shares value in security segment.
     * - PostExpirationExcess: Total projected "at expiration" excess liquidity.
     * - PostExpirationExcess-C: Provides a projected "at expiration" excess liquidity based on the soon-to expire
     *   contracts in your portfolio in commodity segment.
     * - PostExpirationExcess-S: Provides a projected "at expiration" excess liquidity based on the soon-to expire
     *   contracts in your portfolio in security segment.
     * - PostExpirationMargin: Total projected "at expiration" margin.
     * - PostExpirationMargin-C: Provides a projected "at expiration" margin value based on the soon-to expire contracts
     *   in your portfolio in commodity segment.
     * - PostExpirationMargin-S: Provides a projected "at expiration" margin value based on the soon-to expire contracts
     *   in your portfolio in security segment.
     * - PreviousDayEquityWithLoanValue: Marginable Equity with Loan value as of 16:00 ET the previous day in securities
     *   segment.
     * - PreviousDayEquityWithLoanValue-S: IMarginable Equity with Loan value as of 16:00 ET the previous day.
     * - RealCurrency: Open positions are grouped by currency.
     * - RealizedPnL: Shows your profit on closed positions, which is the difference between your entry execution cost
     *   and exit execution costs, or (execution price + commissions to open the positions) - (execution price +
     *   commissions to close the position).
     * - RegTEquity: Regulation T equity for universal account.
     * - RegTEquity-S: Regulation T equity for security segment.
     * - RegTMargin: Regulation T margin for universal account.
     * - RegTMargin-S: Regulation T margin for security segment.
     * - SMA: Line of credit created when the market value of securities in a Regulation T account increase in value.
     * - SMA-S: Regulation T Special Memorandum Account balance for security segment.
     * - SegmentTitle: Account segment name.
     * - StockMarketValue: Real-time mark-to-market value of stock.
     * - TBondValue: Value of treasury bonds.
     * - TBillValue: Value of treasury bills.
     * - Cryptocurrency: Total Cash Balance including Future PNL.
     * - TotalCashBalance: Total Cash Balance including Future PNL.
     * - TotalCashValue: Total cash value of stock, commodities and securities.
     * - TotalCashValue-C: CashBalance in commodity segment.
     * - TotalCashValue-S: CashBalance in security segment.
     * - TradingType-S: Account Type.
     * - UnrealizedPnL: The difference between the current market value of your open positions and the average cost, or
     *   Value - Average Cost.
     * - WarrantValue: Value of warrants.
     * - WhatIfPMEnabled: To check projected margin requirements under Portfolio Margin model.
     *
     * @see [[reqAccountUpdates]]
     */
    on(event: EventName.updateAccountValue, listener: (key: string, value: string, currency: string, accountName: string) => void): this;
    /**
     * Receives the subscribed account's portfolio.
     *
     * This function will receive only the portfolio of the subscribed account.
     *
     * If the portfolios of all managed accounts are needed, refer to [[reqPosition]].
     *
     * After the initial callback to `updatePortfolio`, callbacks only occur for positions which have changed.
     *
     * @param listener
     * contract: The Contract for which a position is held.
     *
     * position: The number of positions held.
     *
     * marketPrice: Instrument's unitary price.
     *
     * marketValue: Total market value of the instrument.
     *
     * averageCost: Average acquiring price of the instrument.
     *
     * unrealizedPNL: Unrealized Profit/Loss.
     *
     * realizedPNL: Realized Profit/Loss.
     *
     * accountName: The account name.
     */
    on(event: EventName.updatePortfolio, listener: (contract: Contract, position: number, marketPrice: number, marketValue: number, averageCost?: number, unrealizedPNL?: number, realizedPNL?: number, accountName?: string) => void): this;
    /**
     * Returns the order book.
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * position: The order book's row being updated.
     *
     * operation: How to refresh the row:
     * - 0 = insert (insert this new order into the row identified by 'position')
     * - 1 = update (update the existing order in the row identified by 'position')
     * - 2 = delete (delete the existing order at the row identified by 'position')
     *
     * side: 0 for ask, 1 for bid.
     *
     * price: The order's price.
     *
     * size: The order's size.
     *
     * @see [[reqMktDepth]]
     */
    on(event: EventName.updateMktDepth, listener: (reqId: number, position: number, operation: number, side: number, price: number, size: number) => void): this;
    /**
     * Returns the order book (level 2).
     *
     * @param listener
     * reqId: The request's identifier.
     *
     * position: The order book's row being updated.
     *
     * marketMaker: The exchange holding the order if isSmartDepth is `true`, otherwise the MPID of the market maker.
     *
     * operation: How to refresh the row:
     * - 0 = insert (insert this new order into the row identified by 'position')
     * - 1 = update (update the existing order in the row identified by 'position')
     * - 2 = delete (delete the existing order at the row identified by 'position')
     *
     * side: 0 for ask, 1 for bid.
     *
     * price: The order's price.
     *
     * size: The order's size.
     *
     * isSmartDepth: A flag indicating if this is smart depth response (aggregate data from multiple exchanges, v974+)
     *
     * @see [[reqMktDepth]]
     */
    on(event: EventName.updateMktDepthL2, listener: (reqId: number, position: number, marketMaker: string, operation: number, side: number, price: number, size: number, isSmartDepth?: boolean) => void): this;
    /**
     * Provides IB's bulletins.
     *
     * @param listener
     * msgId: The bulletin's identifier.
     *
     * msgType:	one of:
     * - 1: Regular news bulletin
     * - 2: Exchange no longer available for trading
     * - 3: Exchange is available for trading
     *
     * message: The message.
     *
     * origExchange: The exchange where the message comes from.
     */
    on(event: EventName.updateNewsBulletin, listener: (msgId: number, msgType: number, message: string, origExchange: string) => void): this;
    /**
     * Notifies when new user info has arrived.
     *
     * @param listener
     * whiteBrandingId: The user's info
     *
     * @see [[reqUserInfo]]
     */
    on(event: EventName.userInfo, listener: (whiteBrandingId: string) => void): this;
}