@huskly/ibkr-client 0.11.0 → 0.13.0
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- package/README.md +70 -9
- package/dist/ibkr/ibkrApiTypes.d.ts +35 -1
- package/dist/ibkr/ibkrApiTypes.d.ts.map +1 -1
- package/dist/ibkr/ibkrClient.d.ts +64 -21
- package/dist/ibkr/ibkrClient.d.ts.map +1 -1
- package/dist/ibkr/ibkrClient.js +839 -88
- package/dist/ibkr/ibkrClient.js.map +1 -1
- package/dist/ibkr/requestScheduler.d.ts +78 -0
- package/dist/ibkr/requestScheduler.d.ts.map +1 -0
- package/dist/ibkr/requestScheduler.js +205 -0
- package/dist/ibkr/requestScheduler.js.map +1 -0
- package/dist/index.d.ts +4 -1
- package/dist/index.d.ts.map +1 -1
- package/dist/index.js +1 -0
- package/dist/index.js.map +1 -1
- package/dist/types.d.ts +191 -8
- package/dist/types.d.ts.map +1 -1
- package/package.json +1 -1
package/README.md
CHANGED
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@@ -61,7 +61,9 @@ Optional environment variables:
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`IbkrClient` owns IBKR authentication, requests, raw response types, and
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normalization. Consumers such as huskly-cli provide presentation, command
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routing, and caching.
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routing, and caching. Public request types are the caller contract: this package assumes consumers
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use TypeScript and pass values accepted by those types. Provider responses remain untrusted and are
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validated at runtime. Its broker-neutral account API includes:
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- `getAccountBalances()` and `getPositions()` for account state.
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- `getQuotes()` and `searchInstruments()` for equity/ETF discovery and quotes.
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@@ -166,22 +168,81 @@ Permission metadata is diagnostic only; the What-If response remains authoritati
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already enforced their own reviewed-preview workflow. It does not persist previews or decide
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whether live execution is allowed.
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Submission rejection is authoritative only when IBKR returns its documented top-level error object
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with a meaningful message, code, or failure status. Array-contained or non-diagnostic error fields
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return `recovery_required`, because they do not prove that every submitted ticket failed.
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- `submitDerivativeSingleOrder(...)` places one single-leg LIMIT or STOP option order with exact
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contract, side, quantity, TIF, and session. Standalone orders require a unique client order ID;
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sequentially attached child orders instead require the parent's exact ID and omit their own
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`cOID`, as required by IBKR. LIMIT and STOP requests are discriminated: LIMIT orders require only
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a positive `limit`, while STOP orders require only a positive `stopPrice`. Equity-option (`OPT`)
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orders omit CME-only fields; futures-option (`FOP`) orders require the caller's exact `extOperator`
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and `manualIndicator`. Mixed, multiple, unknown, or malformed response evidence returns
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`recovery_required`; pending-cancel acknowledgements also require recovery. Callers must reconcile
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the retained broker order IDs before another write.
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- `submitDerivativeCombo(...)` places one atomic combo with the exact legs, signed ratios,
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quantity, price effect, limit, TIF, and session supplied by the caller. The request requires a
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unique client order ID
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unique client order ID. Futures-option (`FOP`) writes also require the caller's exact CME
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`extOperator` and manual/automated-origin `manualIndicator`; equity-option (`OPT`) writes omit
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both CME-only fields. As with single orders, ambiguous response evidence returns
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`recovery_required` and must block blind resubmission.
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- `submitDerivativeContingentOrders(...)` places a general parent/child LIMIT-or-STOP pair in one
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bracket request. The parent carries the caller's unique client order ID; the client derives the
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child's `parentId` from it and deliberately omits a child `cOID`. Parent and child must target the
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same account, but may reference the same or different contracts. IBKR does not promise an
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all-or-none response: `accepted` therefore requires exactly two non-failure acknowledgements,
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while mixed, incomplete, pending-cancel, canceled, rejected, unknown, or malformed evidence is
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returned as `recovery_required` with every observed broker order ID retained.
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- `acknowledgeOrderWarning(...)` replies once to an exact broker warning ID. Only documented
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warning message IDs are marked `known`; consumers must stop on unknown warnings.
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- `
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-
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- A warning from `submitDerivativeContingentOrders(...)` includes a typed `continuation` containing
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the exact reply ID and parent client ID. Pass that object unchanged to
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`acknowledgeContingentOrderWarning(...)`; its result retains both broker acknowledgements or
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returns all partial evidence as `recovery_required`. Do not route contingent warnings through the
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single-order acknowledgement method.
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- `getDerivativeOrderStatus(...)` uses IBKR's exact order-ID status endpoint so fast terminal
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orders remain visible after live-list eviction. It normalizes pending, working, partial-fill,
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fill, canceled, and rejected lifecycle states with leg ratios and order economics, and fails
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closed on identity mismatch, unknown status, or missing aggregate quantities.
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- `findDerivativeOrder(...)` accepts exactly one broker order ID or caller-supplied customer order
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ID (`cOID`/`order_ref`). Broker IDs go directly to the exact endpoint; a customer ID is resolved
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through the live list and then read by exact broker ID.
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- `getDerivativeExecutions(...)` reads up to seven calendar days from IBKR's trade history and
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returns individual leg fills with execution ID, conid, side, quantity, price, commission,
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commission currency, net amount, venue, and execution time. Customer order IDs allow fills to be
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reconciled back to the atomic combo. Missing provider values remain `null` rather than estimated.
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- `reconcileDerivativeComboExecution(...)` polls delayed trade publication to a bounded deadline,
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correlates by the unique client order reference, rejects duplicate or mismatched evidence, and
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validates each expected leg's side and ratio-derived quantity. Its sanitized result separates
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gross option points, multiplier-adjusted gross dollars, commission, and net dollars without
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exposing account or execution IDs.
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- `cancelDerivativeOrder(...)` sends one exact cancellation request and returns only a typed
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`requested` acknowledgement. Its required `assetClass` lets the client apply the same
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product-aware CME metadata rule without guessing from an order ID. Callers remain responsible
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for reading until a terminal state and verifying that cancellation reached `CANCELED`.
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Placement, warning replies, and cancellation deliberately use single-attempt HTTP writes so a
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transport retry cannot duplicate a broker action. A BUY-oriented net credit remains negative at
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the IBKR boundary, matching the What-If ticket exactly. Every write requires the exact account ID;
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the library never falls back to the first account.
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the library never falls back to the first account. Broker-declared order rejections retain their
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structured response in `BrokerErrorDetail.details`; transport exceptions are rethrown intact.
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### Request pacing and temporary blocks
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Every authenticated request runs through one priority scheduler per `IbkrClient`. The default
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limits allow at most ten requests globally and one exploratory security-definition request at a
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time. Order preview, status, warning, cancellation, and immediate-trade requests take priority
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over queued discovery. Multi-month derivative discovery also primes each month serially, while an
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exact expiry/strike/right request expands only that requested contract.
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A 429 pauses the shared queue behind one `Retry-After`-aware exponential backoff with jitter;
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individual queued reads do not start independent retry loops. Exhausted throttling throws
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`IbkrRequestSchedulerError` with code `IBKR_THROTTLED`. A broker temporary-block response opens a
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bounded circuit, rejects queued work, and throws code `IBKR_TEMPORARILY_BLOCKED` without retrying.
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`IbkrClient` accepts optional scheduler limits and an `onRequestTelemetry` callback. Telemetry
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contains only a sanitized endpoint category, event, attempt, and delay—never account IDs, order
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IDs, credentials, or request payloads.
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### Authorized read-only smoke test
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@@ -126,14 +126,19 @@ export interface IbkrLiveOrder {
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size?: string | number;
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cumFill?: string | number;
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cum_fill?: string | number;
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filled?: string | number;
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filledQuantity?: string | number;
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remaining?: string | number;
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remaining_size?: string | number;
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remainingQuantity?: string | number;
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sizeAndFills?: string;
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size_and_fills?: string;
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avgPrice?: string | number;
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avg_price?: string | number;
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averagePrice?: string | number;
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average_price?: string | number;
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price?: string | number;
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limit_price?: string | number;
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limitPrice?: string | number;
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stopPrice?: string | number;
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orderDescription?: string;
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@@ -147,6 +152,7 @@ export interface IbkrLiveOrder {
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order_time?: string;
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conidex?: string;
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cOID?: string;
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order_ref?: string;
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commissionAndFees?: string | number;
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}
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export interface IbkrOrderAcceptedResponse {
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messageIds?: string[];
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}
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export interface IbkrOrderRejectedResponse {
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error?:
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error?: unknown;
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statusCode?: number;
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code?: string | number;
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message?: string;
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[key: string]: unknown;
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}
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export type IbkrOrderSubmissionResponse = IbkrOrderAcceptedResponse | IbkrOrderWarningResponse | IbkrOrderRejectedResponse;
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export interface IbkrOrderCancellationResponse {
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msg?: string;
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order_id?: string | number;
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conid?: number;
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account?: string;
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}
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export interface IbkrTrade {
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execution_id?: string;
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order_id?: string | number;
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order_ref?: string;
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account?: string;
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accountCode?: string;
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conid?: number;
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symbol?: string;
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contract_description_1?: string;
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side?: string;
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size?: string | number;
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price?: string | number;
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commission?: string | number;
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net_amount?: string | number;
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exchange?: string;
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trade_time?: string;
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trade_time_r?: number;
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}
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/** One OHLCV bar from `iserver/marketdata/history`. */
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export interface IbkrMarketDataHistoryBar {
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o?: number;
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@@ -1 +1 @@
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1
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-
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+
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@@ -1,5 +1,16 @@
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|
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1
1
|
import type { IbkrOauth1Config } from "./oauthConfig.js";
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2
|
-
import type { AccountBalances, AuthStatus, BrokerAccountOrders, BrokerClient, BrokerInstrument, BrokerInstrumentSearchProjection, BrokerOrdersOptions, BrokerPosition, BrokerQuote, BrokerTransactionHistory, DerivativeContract, DerivativeContractQuery, DerivativeComboExecutionRequest, DerivativeComboPreviewRequest, DerivativeComboPreviewResult, DerivativeDiscoveryClient, DerivativeExecutionClient, DerivativeOrderLifecycle, DerivativeOrderSubmissionResult, DerivativePreviewClient, DerivativeExpiry, DerivativeExpiryQuery, DerivativeQuote, DerivativeReferenceQuote, OptionContract, OptionMarketQuote, OptionQuoteRequest, OptionRight, PriceHistoryBar, PriceHistoryRequest, TradingDiagnostics } from "../types.js";
|
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2
|
+
import type { AccountBalances, AuthStatus, BrokerAccountOrders, BrokerClient, BrokerInstrument, BrokerInstrumentSearchProjection, BrokerOrdersOptions, BrokerPosition, BrokerQuote, BrokerTransactionHistory, DerivativeContract, DerivativeContractQuery, DerivativeComboExecutionRequest, DerivativeComboReconciliation, DerivativeComboReconciliationRequest, DerivativeComboPreviewRequest, DerivativeComboPreviewResult, DerivativeContingentChildOrderRequest, DerivativeContingentParentOrderRequest, DerivativeDiscoveryClient, DerivativeExecutionClient, DerivativeExecution, DerivativeExecutionQuery, DerivativeMultiOrderResult, DerivativeOrderCancellationResult, DerivativeOrderCancelRequest, DerivativeOrderLifecycle, DerivativeOrderLookup, DerivativeOrderSubmissionResult, DerivativeSingleOrderRequest, DerivativePreviewClient, DerivativeExpiry, DerivativeExpiryQuery, DerivativeQuote, DerivativeReferenceQuote, OptionContract, OptionMarketQuote, OptionQuoteRequest, OptionRight, PriceHistoryBar, PriceHistoryRequest, TradingDiagnostics } from "../types.js";
|
|
3
|
+
import { type IbkrRequestSchedulerOptions, type IbkrRequestTelemetry } from "./requestScheduler.js";
|
|
4
|
+
interface IbkrRequestInput {
|
|
5
|
+
path: string;
|
|
6
|
+
method?: string;
|
|
7
|
+
params?: Record<string, string | number | boolean | null | undefined>;
|
|
8
|
+
data?: object;
|
|
9
|
+
}
|
|
10
|
+
export interface IbkrClientOptions {
|
|
11
|
+
requestScheduler?: Omit<IbkrRequestSchedulerOptions, "now" | "sleep" | "random" | "classifyError" | "onTelemetry">;
|
|
12
|
+
onRequestTelemetry?: (event: IbkrRequestTelemetry) => void;
|
|
13
|
+
}
|
|
3
14
|
/**
|
|
4
15
|
* Typed IBKR Web API client implementing the broker-neutral {@link BrokerClient}.
|
|
5
16
|
* Wraps the `ibkr-client` npm package, which performs the OAuth 1.0a
|
|
@@ -12,24 +23,36 @@ export declare class IbkrClient implements BrokerClient, DerivativeDiscoveryClie
|
|
|
12
23
|
private accountIdPromise?;
|
|
13
24
|
private readonly optionDiscovery;
|
|
14
25
|
private readonly derivativeDiscovery;
|
|
15
|
-
|
|
26
|
+
private readonly requestScheduler;
|
|
27
|
+
constructor(config: IbkrOauth1Config, options?: IbkrClientOptions);
|
|
16
28
|
/** Obtain the live session token (idempotent — safe to await repeatedly). */
|
|
17
29
|
init(): Promise<void>;
|
|
18
30
|
getAuthStatus(): Promise<AuthStatus>;
|
|
19
31
|
getTradingDiagnostics(accountId: string): Promise<TradingDiagnostics>;
|
|
20
32
|
previewDerivativeCombo(request: DerivativeComboPreviewRequest): Promise<DerivativeComboPreviewResult>;
|
|
21
33
|
submitDerivativeCombo(request: DerivativeComboExecutionRequest): Promise<DerivativeOrderSubmissionResult>;
|
|
34
|
+
submitDerivativeSingleOrder(request: DerivativeSingleOrderRequest): Promise<DerivativeOrderSubmissionResult>;
|
|
35
|
+
submitDerivativeContingentOrders(request: {
|
|
36
|
+
accountId: string;
|
|
37
|
+
parent: DerivativeContingentParentOrderRequest;
|
|
38
|
+
child: DerivativeContingentChildOrderRequest;
|
|
39
|
+
}): Promise<DerivativeMultiOrderResult>;
|
|
22
40
|
acknowledgeOrderWarning(input: {
|
|
23
41
|
replyId: string;
|
|
24
42
|
confirmed: true;
|
|
25
43
|
}): Promise<DerivativeOrderSubmissionResult>;
|
|
44
|
+
acknowledgeContingentOrderWarning(input: {
|
|
45
|
+
continuation: {
|
|
46
|
+
replyId: string;
|
|
47
|
+
parentClientOrderId: string;
|
|
48
|
+
};
|
|
49
|
+
confirmed: true;
|
|
50
|
+
}): Promise<DerivativeMultiOrderResult>;
|
|
26
51
|
getDerivativeOrderStatus(accountId: string, orderId: string): Promise<DerivativeOrderLifecycle>;
|
|
27
|
-
|
|
28
|
-
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
manualIndicator: boolean;
|
|
32
|
-
}): Promise<void>;
|
|
52
|
+
findDerivativeOrder(input: DerivativeOrderLookup): Promise<DerivativeOrderLifecycle>;
|
|
53
|
+
getDerivativeExecutions(input: DerivativeExecutionQuery): Promise<DerivativeExecution[]>;
|
|
54
|
+
reconcileDerivativeComboExecution(request: DerivativeComboReconciliationRequest): Promise<DerivativeComboReconciliation>;
|
|
55
|
+
cancelDerivativeOrder(input: DerivativeOrderCancelRequest): Promise<DerivativeOrderCancellationResult>;
|
|
33
56
|
getAccountId(): Promise<string>;
|
|
34
57
|
getAccountBalances(): Promise<AccountBalances>;
|
|
35
58
|
getPositions(symbol?: string): Promise<BrokerPosition[]>;
|
|
@@ -44,11 +67,31 @@ export declare class IbkrClient implements BrokerClient, DerivativeDiscoveryClie
|
|
|
44
67
|
fetchTransactionHistory(startDate: Date, endDate: Date): Promise<BrokerTransactionHistory[]>;
|
|
45
68
|
fetchOrders(options: BrokerOrdersOptions): Promise<BrokerAccountOrders[]>;
|
|
46
69
|
private validateComboPreview;
|
|
70
|
+
private validateSingleOrder;
|
|
71
|
+
private validateSingleOrderFields;
|
|
72
|
+
private cmeOperatorMetadata;
|
|
47
73
|
private comboOrderTicket;
|
|
74
|
+
private singleOrderTicket;
|
|
48
75
|
private normalizeOrderSubmission;
|
|
76
|
+
private normalizeMultiOrderSubmission;
|
|
77
|
+
private decodeOrderSubmission;
|
|
78
|
+
private singleOrderRecoveryResult;
|
|
79
|
+
private contingentRecoveryResult;
|
|
80
|
+
private submissionRecoveryReason;
|
|
81
|
+
private normalizeBrokerError;
|
|
82
|
+
private isMeaningfulBrokerError;
|
|
49
83
|
private normalizeDerivativeOrderLifecycle;
|
|
84
|
+
private normalizeDerivativeExecution;
|
|
85
|
+
private parseTradeTime;
|
|
86
|
+
private trimmedString;
|
|
87
|
+
private validateReconciliationRequest;
|
|
88
|
+
private evaluateDerivativeReconciliation;
|
|
89
|
+
private sideForRatio;
|
|
90
|
+
private isTerminalDerivativeStatus;
|
|
91
|
+
private round;
|
|
50
92
|
private parseComboLegs;
|
|
51
93
|
private normalizeDerivativeOrderStatus;
|
|
94
|
+
private canonicalIbkrOrderStatus;
|
|
52
95
|
private normalizeComboPreview;
|
|
53
96
|
private whatIfMargin;
|
|
54
97
|
private whatIfNumber;
|
|
@@ -108,6 +151,10 @@ export declare class IbkrClient implements BrokerClient, DerivativeDiscoveryClie
|
|
|
108
151
|
private transactionKey;
|
|
109
152
|
/** Overridable in request-level tests so snapshot warm-up does not sleep. */
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110
153
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protected wait(ms: number): Promise<void>;
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+
/** Overridable monotonic-enough wall clock for bounded polling tests. */
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+
protected now(): number;
|
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156
|
+
/** Overridable entropy source for deterministic scheduler jitter tests. */
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|
+
protected random(): number;
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111
158
|
private normalizeQuote;
|
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112
159
|
private latestHistoryBar;
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160
|
private previousHistoryBar;
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@@ -119,22 +166,18 @@ export declare class IbkrClient implements BrokerClient, DerivativeDiscoveryClie
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|
119
166
|
private snapshotPercent;
|
|
120
167
|
private snapshotVolume;
|
|
121
168
|
/** Typed wrapper around the raw client's untyped `request()`. */
|
|
122
|
-
protected sendRequest<T>(input:
|
|
123
|
-
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124
|
-
|
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125
|
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|
-
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127
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-
|
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128
|
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|
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|
-
|
|
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|
-
method?: string;
|
|
131
|
-
params?: Record<string, string | number | boolean | null | undefined>;
|
|
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|
-
data?: object;
|
|
133
|
-
}): Promise<T>;
|
|
169
|
+
protected sendRequest<T>(input: IbkrRequestInput): Promise<T>;
|
|
170
|
+
protected req<T>(input: IbkrRequestInput): Promise<T>;
|
|
171
|
+
private singleAttemptRequest;
|
|
172
|
+
private scheduledRequest;
|
|
173
|
+
private requestPriority;
|
|
174
|
+
private requestEndpoint;
|
|
175
|
+
private classifyRequestError;
|
|
176
|
+
private requestErrorText;
|
|
134
177
|
private httpStatusFromError;
|
|
135
178
|
private retryAfterFromError;
|
|
136
|
-
private computeBackoffDelayMs;
|
|
137
179
|
private numberFromUnknown;
|
|
138
180
|
private headerValue;
|
|
139
181
|
}
|
|
182
|
+
export {};
|
|
140
183
|
//# sourceMappingURL=ibkrClient.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ibkrClient.d.ts","sourceRoot":"","sources":["../../src/ibkr/ibkrClient.ts"],"names":[],"mappings":"AAEA,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,kBAAkB,CAAC;AACzD,OAAO,KAAK,EACV,eAAe,EACf,UAAU,EACV,mBAAmB,EACnB,YAAY,EACZ,gBAAgB,EAChB,gCAAgC,EAGhC,mBAAmB,EACnB,cAAc,EACd,WAAW,EAEX,wBAAwB,
|
|
1
|
+
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|