@huskly/ibkr-client 0.29.0 → 1.0.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (18) hide show
  1. package/README.md +102 -17
  2. package/dist/ibkr/ibkrApiTypes.d.ts +7 -0
  3. package/dist/ibkr/ibkrApiTypes.d.ts.map +1 -1
  4. package/dist/ibkr/ibkrClient.d.ts +81 -9
  5. package/dist/ibkr/ibkrClient.d.ts.map +1 -1
  6. package/dist/ibkr/ibkrClient.js +620 -97
  7. package/dist/ibkr/ibkrClient.js.map +1 -1
  8. package/dist/ibkr/requestScheduler.d.ts +6 -1
  9. package/dist/ibkr/requestScheduler.d.ts.map +1 -1
  10. package/dist/ibkr/requestScheduler.js +60 -4
  11. package/dist/ibkr/requestScheduler.js.map +1 -1
  12. package/dist/index.d.ts +3 -3
  13. package/dist/index.d.ts.map +1 -1
  14. package/dist/index.js +1 -1
  15. package/dist/index.js.map +1 -1
  16. package/dist/types.d.ts +61 -5
  17. package/dist/types.d.ts.map +1 -1
  18. package/package.json +1 -1
package/dist/ibkr/requestScheduler.d.ts CHANGED
@@ -2,13 +2,16 @@ export type IbkrRequestPriority = "EXECUTION" | "STANDARD" | "DISCOVERY";
2
2
  export type IbkrRequestErrorClassification = {
3
3
  kind: "THROTTLED";
4
4
  retryAfterMs?: number;
5
+ } | {
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+ kind: "SERVER_ERROR";
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+ retryAfterMs?: number;
5
8
  } | {
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  kind: "TEMPORARILY_BLOCKED";
7
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  } | {
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  kind: "OTHER";
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  };
10
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  export interface IbkrRequestTelemetry {
11
- event: "THROTTLED" | "CIRCUIT_OPEN";
14
+ event: "THROTTLED" | "SERVER_RETRY" | "CIRCUIT_OPEN" | "HISTORY_PERIOD_FALLBACK" | "HISTORY_WINDOW_FALLBACK";
12
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  endpoint: string;
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  attempt: number;
14
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  delayMs: number;
@@ -31,6 +34,7 @@ interface RequestOptions {
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  endpoint: string;
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  priority: IbkrRequestPriority;
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  retryable?: boolean;
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+ retryServerErrors?: boolean;
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  }
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  export declare class IbkrRequestSchedulerError extends Error {
36
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  readonly code: "IBKR_THROTTLED" | "IBKR_TEMPORARILY_BLOCKED";
@@ -70,6 +74,7 @@ export declare class IbkrRequestScheduler {
70
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  private run;
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  private handleFailure;
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  private retryDelay;
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+ private emitTelemetry;
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  private ensureBackoffWait;
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  private openCircuit;
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  private currentCircuitError;
package/dist/ibkr/requestScheduler.d.ts.map CHANGED
@@ -1 +1 @@
1
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1
+ {"version":3,"file":"requestScheduler.d.ts","sourceRoot":"","sources":["../../src/ibkr/requestScheduler.ts"],"names":[],"mappings":"AAAA,MAAM,MAAM,mBAAmB,GAAG,WAAW,GAAG,UAAU,GAAG,WAAW,CAAC;AAEzE,MAAM,MAAM,8BAA8B,GACtC;IAAE,IAAI,EAAE,WAAW,CAAC;IAAC,YAAY,CAAC,EAAE,MAAM,CAAA;CAAE,GAC5C;IAAE,IAAI,EAAE,cAAc,CAAC;IAAC,YAAY,CAAC,EAAE,MAAM,CAAA;CAAE,GAC/C;IAAE,IAAI,EAAE,qBAAqB,CAAA;CAAE,GAC/B;IAAE,IAAI,EAAE,OAAO,CAAA;CAAE,CAAC;AAEtB,MAAM,WAAW,oBAAoB;IACnC,KAAK,EACD,WAAW,GACX,cAAc,GACd,cAAc,GACd,yBAAyB,GACzB,yBAAyB,CAAC;IAC9B,QAAQ,EAAE,MAAM,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;IAChB,OAAO,EAAE,MAAM,CAAC;CACjB;AAED,MAAM,WAAW,2BAA2B;IAC1C,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,sBAAsB,CAAC,EAAE,MAAM,CAAC;IAChC,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,iBAAiB,CAAC,EAAE,MAAM,CAAC;IAC3B,GAAG,CAAC,EAAE,MAAM,MAAM,CAAC;IACnB,KAAK,CAAC,EAAE,CAAC,EAAE,EAAE,MAAM,KAAK,OAAO,CAAC,IAAI,CAAC,CAAC;IACtC,MAAM,CAAC,EAAE,MAAM,MAAM,CAAC;IACtB,aAAa,CAAC,EAAE,CAAC,KAAK,EAAE,OAAO,KAAK,8BAA8B,CAAC;IACnE,WAAW,CAAC,EAAE,CAAC,KAAK,EAAE,oBAAoB,KAAK,IAAI,CAAC;CACrD;AAED,UAAU,cAAc;IACtB,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,mBAAmB,CAAC;IAC9B,SAAS,CAAC,EAAE,OAAO,CAAC;IACpB,iBAAiB,CAAC,EAAE,OAAO,CAAC;CAC7B;AAyBD,qBAAa,yBAA0B,SAAQ,KAAK;IAGhD,QAAQ,CAAC,IAAI,EAAE,gBAAgB,GAAG,0BAA0B;IAC5D,QAAQ,CAAC,QAAQ,EAAE,MAAM;IACzB,QAAQ,CAAC,YAAY,EAAE,MAAM;gBAH7B,OAAO,EAAE,MAAM,EACN,IAAI,EAAE,gBAAgB,GAAG,0BAA0B,EACnD,QAAQ,EAAE,MAAM,EAChB,YAAY,EAAE,MAAM,EAC7B,OAAO,CAAC,EAAE,YAAY;CAKzB;AAED,gGAAgG;AAChG,qBAAa,oBAAoB;IAC/B,QAAQ,CAAC,OAAO;;;MAGd;IAEF,OAAO,CAAC,QAAQ,CAAC,aAAa,CAAS;IACvC,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAAS;IAChD,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAS;IACpC,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAS;IAC1C,OAAO,CAAC,QAAQ,CAAC,eAAe,CAAS;IACzC,OAAO,CAAC,QAAQ,CAAC,WAAW,CAAS;IACrC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAS;IAC3C,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAe;IACnC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAgC;IACtD,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAe;IACtC,OAAO,CAAC,QAAQ,CAAC,aAAa,CAAqD;IACnF,OAAO,CAAC,QAAQ,CAAC,WAAW,CAA2C;IACvE,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAsB;IAC5C,OAAO,CAAC,QAAQ,CAAK;IACrB,OAAO,CAAC,MAAM,CAAK;IACnB,OAAO,CAAC,eAAe,CAAK;IAC5B,OAAO,CAAC,YAAY,CAAK;IACzB,OAAO,CAAC,cAAc,CAA4B;IAClD,OAAO,CAAC,gBAAgB,CAAK;gBAEjB,OAAO,GAAE,2BAAgC;IAuCrD,QAAQ,CAAC,CAAC,EAAE,OAAO,EAAE,cAAc,EAAE,IAAI,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC;IAqBxE,OAAO,CAAC,KAAK;IAcb,OAAO,CAAC,YAAY;IAuBpB,OAAO,CAAC,GAAG;IAqBX,OAAO,CAAC,aAAa;IA+DrB,OAAO,CAAC,UAAU;IAalB,OAAO,CAAC,aAAa;IASrB,OAAO,CAAC,iBAAiB;IAWzB,OAAO,CAAC,WAAW;IAoBnB,OAAO,CAAC,mBAAmB;CAa5B"}
package/dist/ibkr/requestScheduler.js CHANGED
@@ -63,6 +63,19 @@ export class IbkrRequestScheduler {
63
63
  this.maxDiscoveryConcurrent > this.maxConcurrent) {
64
64
  throw new Error("Invalid IBKR request concurrency limits");
65
65
  }
66
+ if (!Number.isSafeInteger(this.maxRetries) ||
67
+ this.maxRetries < 0 ||
68
+ !Number.isSafeInteger(this.retryBaseDelayMs) ||
69
+ this.retryBaseDelayMs <= 0 ||
70
+ !Number.isSafeInteger(this.retryMaxDelayMs) ||
71
+ this.retryMaxDelayMs < this.retryBaseDelayMs ||
72
+ !Number.isFinite(this.jitterRatio) ||
73
+ this.jitterRatio < 0 ||
74
+ this.jitterRatio > 1 ||
75
+ !Number.isSafeInteger(this.circuitDurationMs) ||
76
+ this.circuitDurationMs <= 0) {
77
+ throw new Error("Invalid IBKR request retry limits");
78
+ }
66
79
  }
67
80
  schedule(options, task) {
68
81
  const circuitError = this.currentCircuitError(options.endpoint);
@@ -74,6 +87,7 @@ export class IbkrRequestScheduler {
74
87
  endpoint: options.endpoint,
75
88
  priority: options.priority,
76
89
  retryable: options.retryable ?? true,
90
+ retryServerErrors: options.retryServerErrors ?? false,
77
91
  attempts: 0,
78
92
  task,
79
93
  resolve: (value) => {
@@ -144,6 +158,32 @@ export class IbkrRequestScheduler {
144
158
  this.openCircuit(job, error);
145
159
  return;
146
160
  }
161
+ if (classification.kind === "SERVER_ERROR") {
162
+ if (!job.retryServerErrors || job.attempts >= this.maxRetries) {
163
+ job.reject(error);
164
+ return;
165
+ }
166
+ const delayMs = this.retryDelay(job.attempts, classification.retryAfterMs);
167
+ job.attempts += 1;
168
+ this.emitTelemetry({
169
+ event: "SERVER_RETRY",
170
+ endpoint: job.endpoint,
171
+ attempt: job.attempts,
172
+ delayMs,
173
+ });
174
+ void this.sleep(delayMs).then(() => {
175
+ const circuitError = this.currentCircuitError(job.endpoint);
176
+ if (circuitError !== undefined) {
177
+ job.reject(circuitError);
178
+ return;
179
+ }
180
+ this.queue.push(job);
181
+ this.drain();
182
+ }, () => {
183
+ job.reject(error);
184
+ });
185
+ return;
186
+ }
147
187
  if (classification.kind !== "THROTTLED") {
148
188
  job.reject(error);
149
189
  return;
@@ -156,7 +196,7 @@ export class IbkrRequestScheduler {
156
196
  job.attempts += 1;
157
197
  this.backoffUntil = Math.max(this.backoffUntil, this.now() + delayMs);
158
198
  this.queue.push(job);
159
- this.onTelemetry({
199
+ this.emitTelemetry({
160
200
  event: "THROTTLED",
161
201
  endpoint: job.endpoint,
162
202
  attempt: job.attempts,
@@ -164,8 +204,24 @@ export class IbkrRequestScheduler {
164
204
  });
165
205
  }
166
206
  retryDelay(attempt, retryAfterMs) {
167
- const base = retryAfterMs ?? Math.min(this.retryBaseDelayMs * 2 ** attempt, this.retryMaxDelayMs);
168
- return Math.max(1, Math.ceil(base * (1 + this.jitterRatio * this.random())));
207
+ const explicitRetryAfter = retryAfterMs !== undefined && Number.isFinite(retryAfterMs) && retryAfterMs >= 0
208
+ ? retryAfterMs
209
+ : undefined;
210
+ const localBase = Math.min(this.retryBaseDelayMs * 2 ** attempt, this.retryMaxDelayMs);
211
+ const base = explicitRetryAfter ?? localBase;
212
+ const random = this.random();
213
+ const boundedRandom = Number.isFinite(random) ? Math.min(1, Math.max(0, random)) : 0;
214
+ const delayMs = Math.max(1, Math.ceil(base * (1 + this.jitterRatio * boundedRandom)));
215
+ return explicitRetryAfter === undefined ? Math.min(this.retryMaxDelayMs, delayMs) : delayMs;
216
+ }
217
+ emitTelemetry(event) {
218
+ try {
219
+ const result = this.onTelemetry(event);
220
+ void Promise.resolve(result).catch(() => undefined);
221
+ }
222
+ catch {
223
+ // Telemetry observers cannot change request scheduling or settlement.
224
+ }
169
225
  }
170
226
  ensureBackoffWait() {
171
227
  if (this.backoffPromise !== undefined)
@@ -186,7 +242,7 @@ export class IbkrRequestScheduler {
186
242
  job.reject(error);
187
243
  for (const queued of this.queue.splice(0))
188
244
  queued.reject(error);
189
- this.onTelemetry({
245
+ this.emitTelemetry({
190
246
  event: "CIRCUIT_OPEN",
191
247
  endpoint: job.endpoint,
192
248
  attempt: job.attempts + 1,
package/dist/ibkr/requestScheduler.js.map CHANGED
@@ -1 +1 @@
1
- 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{"version":3,"file":"requestScheduler.js","sourceRoot":"","sources":["../../src/ibkr/requestScheduler.ts"],"names":[],"mappings":"AAsDA,MAAM,YAAY,GAAwC;IACxD,SAAS,EAAE,CAAC;IACZ,QAAQ,EAAE,CAAC;IACX,SAAS,EAAE,CAAC;CACb,CAAC;AAEF,MAAM,KAAK,GAAG,CAAC,EAAU,EAAiB,EAAE,CAC1C,IAAI,OAAO,CAAC,CAAC,OAAO,EAAE,EAAE;IACtB,UAAU,CAAC,OAAO,EAAE,EAAE,CAAC,CAAC;AAC1B,CAAC,CAAC,CAAC;AAEL,MAAM,OAAO,yBAA0B,SAAQ,KAAK;IAGvC;IACA;IACA;IAJX,YACE,OAAe,EACN,IAAmD,EACnD,QAAgB,EAChB,YAAoB,EAC7B,OAAsB;QAEtB,KAAK,CAAC,OAAO,EAAE,OAAO,CAAC,CAAC;QALf,SAAI,GAAJ,IAAI,CAA+C;QACnD,aAAQ,GAAR,QAAQ,CAAQ;QAChB,iBAAY,GAAZ,YAAY,CAAQ;QAI7B,IAAI,CAAC,IAAI,GAAG,2BAA2B,CAAC;IAC1C,CAAC;CACF;AAED,gGAAgG;AAChG,MAAM,OAAO,oBAAoB;IACtB,OAAO,GAAG;QACjB,iBAAiB,EAAE,CAAC;QACpB,0BAA0B,EAAE,CAAC;KAC9B,CAAC;IAEe,aAAa,CAAS;IACtB,sBAAsB,CAAS;IAC/B,UAAU,CAAS;IACnB,gBAAgB,CAAS;IACzB,eAAe,CAAS;IACxB,WAAW,CAAS;IACpB,iBAAiB,CAAS;IAC1B,GAAG,CAAe;IAClB,KAAK,CAAgC;IACrC,MAAM,CAAe;IACrB,aAAa,CAAqD;IAClE,WAAW,CAA2C;IACtD,KAAK,GAAmB,EAAE,CAAC;IACpC,QAAQ,GAAG,CAAC,CAAC;IACb,MAAM,GAAG,CAAC,CAAC;IACX,eAAe,GAAG,CAAC,CAAC;IACpB,YAAY,GAAG,CAAC,CAAC;IACjB,cAAc,CAA4B;IAC1C,gBAAgB,GAAG,CAAC,CAAC;IAE7B,YAAY,UAAuC,EAAE;QACnD,IAAI,CAAC,aAAa,GAAG,OAAO,CAAC,aAAa,IAAI,EAAE,CAAC;QACjD,IAAI,CAAC,sBAAsB,GAAG,OAAO,CAAC,sBAAsB,IAAI,CAAC,CAAC;QAClE,IAAI,CAAC,UAAU,GAAG,OAAO,CAAC,UAAU,IAAI,CAAC,CAAC;QAC1C,IAAI,CAAC,gBAAgB,GAAG,OAAO,CAAC,gBAAgB,IAAI,GAAG,CAAC;QACxD,IAAI,CAAC,eAAe,GAAG,OAAO,CAAC,eAAe,IAAI,KAAK,CAAC;QACxD,IAAI,CAAC,WAAW,GAAG,OAAO,CAAC,WAAW,IAAI,GAAG,CAAC;QAC9C,IAAI,CAAC,iBAAiB,GAAG,OAAO,CAAC,iBAAiB,IAAI,MAAM,CAAC;QAC7D,IAAI,CAAC,GAAG,GAAG,OAAO,CAAC,GAAG,IAAI,IAAI,CAAC,GAAG,CAAC;QACnC,IAAI,CAAC,KAAK,GAAG,OAAO,CAAC,KAAK,IAAI,KAAK,CAAC;QACpC,IAAI,CAAC,MAAM,GAAG,OAAO,CAAC,MAAM,IAAI,IAAI,CAAC,MAAM,CAAC;QAC5C,IAAI,CAAC,aAAa,GAAG,OAAO,CAAC,aAAa,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC,EAAE,IAAI,EAAE,OAAO,EAAE,CAAC,CAAC,CAAC;QAC1E,IAAI,CAAC,WAAW,GAAG,OAAO,CAAC,WAAW,IAAI,CAAC,GAAG,EAAE,CAAC,SAAS,CAAC,CAAC;QAC5D,IACE,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,CAAC,aAAa,CAAC;YACzC,IAAI,CAAC,aAAa,IAAI,CAAC;YACvB,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,CAAC,sBAAsB,CAAC;YAClD,IAAI,CAAC,sBAAsB,IAAI,CAAC;YAChC,IAAI,CAAC,sBAAsB,GAAG,IAAI,CAAC,aAAa,EAChD,CAAC;YACD,MAAM,IAAI,KAAK,CAAC,yCAAyC,CAAC,CAAC;QAC7D,CAAC;QACD,IACE,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,CAAC,UAAU,CAAC;YACtC,IAAI,CAAC,UAAU,GAAG,CAAC;YACnB,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,CAAC,gBAAgB,CAAC;YAC5C,IAAI,CAAC,gBAAgB,IAAI,CAAC;YAC1B,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,CAAC,eAAe,CAAC;YAC3C,IAAI,CAAC,eAAe,GAAG,IAAI,CAAC,gBAAgB;YAC5C,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,WAAW,CAAC;YAClC,IAAI,CAAC,WAAW,GAAG,CAAC;YACpB,IAAI,CAAC,WAAW,GAAG,CAAC;YACpB,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,CAAC,iBAAiB,CAAC;YAC7C,IAAI,CAAC,iBAAiB,IAAI,CAAC,EAC3B,CAAC;YACD,MAAM,IAAI,KAAK,CAAC,mCAAmC,CAAC,CAAC;QACvD,CAAC;IACH,CAAC;IAED,QAAQ,CAAI,OAAuB,EAAE,IAAsB;QACzD,MAAM,YAAY,GAAG,IAAI,CAAC,mBAAmB,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC;QAChE,IAAI,YAAY,KAAK,SAAS;YAAE,OAAO,OAAO,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC;QACpE,OAAO,IAAI,OAAO,CAAI,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YACxC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC;gBACd,QAAQ,EAAE,IAAI,CAAC,QAAQ,EAAE;gBACzB,QAAQ,EAAE,OAAO,CAAC,QAAQ;gBAC1B,QAAQ,EAAE,OAAO,CAAC,QAAQ;gBAC1B,SAAS,EAAE,OAAO,CAAC,SAAS,IAAI,IAAI;gBACpC,iBAAiB,EAAE,OAAO,CAAC,iBAAiB,IAAI,KAAK;gBACrD,QAAQ,EAAE,CAAC;gBACX,IAAI;gBACJ,OAAO,EAAE,CAAC,KAAK,EAAE,EAAE;oBACjB,OAAO,CAAC,KAAU,CAAC,CAAC;gBACtB,CAAC;gBACD,MAAM;aACP,CAAC,CAAC;YACH,IAAI,CAAC,KAAK,EAAE,CAAC;QACf,CAAC,CAAC,CAAC;IACL,CAAC;IAEO,KAAK;QACX,IAAI,IAAI,CAAC,YAAY,GAAG,CAAC,EAAE,CAAC;YAC1B,IAAI,CAAC,iBAAiB,EAAE,CAAC;YACzB,OAAO;QACT,CAAC;QACD,OAAO,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,aAAa,EAAE,CAAC;YACxC,MAAM,KAAK,GAAG,IAAI,CAAC,YAAY,EAAE,CAAC;YAClC,IAAI,KAAK,GAAG,CAAC;gBAAE,OAAO;YACtB,MAAM,CAAC,GAAG,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC,CAAC,CAAC;YAC1C,IAAI,GAAG,KAAK,SAAS;gBAAE,OAAO;YAC9B,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAChB,CAAC;IACH,CAAC;IAEO,YAAY;QAClB,IAAI,QAAQ,GAAG,CAAC,CAAC,CAAC;QAClB,KAAK,MAAM,CAAC,KAAK,EAAE,GAAG,CAAC,IAAI,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,EAAE,CAAC;YAChD,IAAI,GAAG,CAAC,QAAQ,KAAK,WAAW,IAAI,IAAI,CAAC,eAAe,IAAI,IAAI,CAAC,sBAAsB,EAAE,CAAC;gBACxF,SAAS;YACX,CAAC;YACD,IAAI,QAAQ,GAAG,CAAC,EAAE,CAAC;gBACjB,QAAQ,GAAG,KAAK,CAAC;gBACjB,SAAS;YACX,CAAC;YACD,MAAM,OAAO,GAAG,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;YACrC,IACE,OAAO,KAAK,SAAS;gBACrB,CAAC,YAAY,CAAC,GAAG,CAAC,QAAQ,CAAC,GAAG,YAAY,CAAC,OAAO,CAAC,QAAQ,CAAC;oBAC1D,CAAC,YAAY,CAAC,GAAG,CAAC,QAAQ,CAAC,KAAK,YAAY,CAAC,OAAO,CAAC,QAAQ,CAAC;wBAC5D,GAAG,CAAC,QAAQ,GAAG,OAAO,CAAC,QAAQ,CAAC,CAAC,EACrC,CAAC;gBACD,QAAQ,GAAG,KAAK,CAAC;YACnB,CAAC;QACH,CAAC;QACD,OAAO,QAAQ,CAAC;IAClB,CAAC;IAEO,GAAG,CAAC,GAAiB;QAC3B,IAAI,CAAC,MAAM,IAAI,CAAC,CAAC;QACjB,IAAI,GAAG,CAAC,QAAQ,KAAK,WAAW;YAAE,IAAI,CAAC,eAAe,IAAI,CAAC,CAAC;QAC5D,IAAI,CAAC,OAAO,CAAC,iBAAiB,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,iBAAiB,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;QACvF,IAAI,CAAC,OAAO,CAAC,0BAA0B,GAAG,IAAI,CAAC,GAAG,CAChD,IAAI,CAAC,OAAO,CAAC,0BAA0B,EACvC,IAAI,CAAC,eAAe,CACrB,CAAC;QACF,KAAK,OAAO,CAAC,OAAO,EAAE;aACnB,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC;aACd,IAAI,CAAC,GAAG,CAAC,OAAO,C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package/dist/index.d.ts CHANGED
@@ -1,10 +1,10 @@
1
1
  /** Package entry point — the broker-neutral types and the IBKR client. */
2
- export { IbkrClient } from "./ibkr/ibkrClient.js";
3
- export type { IbkrClientOptions } from "./ibkr/ibkrClient.js";
2
+ export { IbkrClient, IbkrBrokerResponseError, IbkrHttpError, IbkrPriceHistoryContractError, IbkrInsufficientHistoryError, } from "./ibkr/ibkrClient.js";
3
+ export type { IbkrClientOptions, IbkrHttpErrorResponse } from "./ibkr/ibkrClient.js";
4
4
  export { IbkrRequestSchedulerError } from "./ibkr/requestScheduler.js";
5
5
  export type { IbkrRequestPriority, IbkrRequestErrorClassification, IbkrRequestTelemetry, IbkrRequestSchedulerOptions, } from "./ibkr/requestScheduler.js";
6
6
  export { buildOauthConfig } from "./ibkr/oauthConfig.js";
7
- export type { AccountMargin, AccountMarginSnapshot, AccountBalances, ActiveDerivativeOptionIdentity, ActiveDerivativeOrder, ActiveDerivativeOrderLeg, ActiveDerivativeOrderUncertainty, AuthStatus, BrokerClient, BrokerAccountOrders, BrokerInstrument, BrokerInstrumentSearchProjection, BrokerOrder, BrokerOrderLeg, BrokerOrdersOptions, BrokerPosition, BrokerQuote, BrokerQuoteData, BrokerQuoteRequest, BrokerQuoteReference, BrokerTransaction, BrokerTransactionHistory, BrokerTransferItem, DerivativeAssetClass, DerivativeContract, DerivativeContractQuery, DerivativeDataAvailability, MarketDataAvailability, DerivativeDiscoveryClient, DerivativeExpiry, DerivativeExpiryQuery, DerivativeQuote, DerivativeReferenceQuote, BrokerEnvironment, BrokerErrorDetail, DerivativeComboLeg, DerivativeComboPreviewRequest, DerivativeComboPreviewResult, DerivativeComboExecutionRequest, DerivativeContingentChildOrderRequest, DerivativeContingentOrderEvidence, DerivativeContingentParentOrderRequest, DerivativeContingentWarningContinuation, DerivativeMultiOrderResult, DerivativeOrderCancelRequest, DerivativeExecutionClient, DerivativeExecution, DerivativeExecutionQuery, DerivativeOrderCancellationResult, DerivativeOrderGraphLookup, DerivativeOrderGraphMemberEvidence, DerivativeOrderGraphNode, DerivativeOrderGraphOrderType, DerivativeOrderGraphRequest, DerivativeOrderGraphResult, DerivativeOrderGraphWarningContinuation, DerivativeOrderLegStatus, DerivativeOrderLifecycle, DerivativeOrderLookup, DerivativeOrderSide, DerivativeSingleOrderRequest, DerivativeSingleOrderType, DerivativeSubmittedOrder, DerivativeOrderStatus, DerivativeOrderSubmissionResult, DerivativeExecutionSide, DerivativeComboReconciliationRequest, DerivativeLegExecutionSummary, DerivativeComboReconciliation, DerivativePreviewClient, MarginImpact, OrderWarning, TradingDiagnostics, CmeOperatorMetadata, OptionContract, OptionMarketQuote, OptionQuoteRequest, OptionRight, PriceHistoryBar, PriceHistoryRequest, } from "./types.js";
7
+ export type { AccountMargin, AccountMarginSnapshot, AccountBalances, ActiveDerivativeOptionIdentity, ActiveDerivativeOrder, ActiveDerivativeOrderLeg, ActiveDerivativeOrderUncertainty, AuthStatus, BrokerClient, BrokerAccountOrders, BrokerInstrument, BrokerInstrumentSearchProjection, BrokerOrder, BrokerOrderLeg, BrokerOrdersOptions, BrokerPosition, BrokerQuote, BrokerQuoteData, BrokerQuoteOptions, BrokerQuoteRequest, BrokerQuoteReference, BrokerTransaction, BrokerTransactionHistory, BrokerTransferItem, DerivativeAssetClass, DerivativeContract, DerivativeContractQuery, DerivativeDataAvailability, MarketDataAvailability, DerivativeDiscoveryClient, DerivativeExpiry, DerivativeExpiryQuery, DerivativeQuote, DerivativeReferenceQuote, BrokerEnvironment, BrokerErrorDetail, DerivativeComboLeg, DerivativeComboPreviewRequest, DerivativeComboPreviewResult, DerivativeComboExecutionRequest, DerivativeContingentChildOrderRequest, DerivativeContingentOrderEvidence, DerivativeContingentParentOrderRequest, DerivativeContingentWarningContinuation, DerivativeMultiOrderResult, DerivativeOrderCancelRequest, DerivativeExecutionClient, DerivativeExecution, DerivativeExecutionQuery, DerivativeOrderCancellationResult, DerivativeOrderGraphLookup, DerivativeOrderGraphMemberEvidence, DerivativeOrderGraphNode, DerivativeOrderGraphOrderType, DerivativeOrderGraphRequest, DerivativeOrderGraphResult, DerivativeOrderGraphWarningContinuation, DerivativeOrderLegStatus, DerivativeOrderLifecycle, DerivativeOrderLookup, DerivativeOrderSide, DerivativeSingleOrderRequest, DerivativeSingleOrderType, DerivativeSubmittedOrder, DerivativeOrderStatus, DerivativeOrderSubmissionResult, DerivativeExecutionSide, DerivativeComboReconciliationRequest, DerivativeLegExecutionSummary, DerivativeComboReconciliation, DerivativePreviewClient, MarginImpact, OrderWarning, TradingDiagnostics, CmeOperatorMetadata, OptionContract, OptionMarketQuote, OptionQuoteRequest, OptionRight, PriceHistoryBar, PriceHistoryContract, PriceHistoryContractCandidate, PriceHistoryContractSelector, PriceHistorySecurityType, PriceHistoryRequest, PriceHistoryResult, PriceHistoryTelemetry, } from "./types.js";
8
8
  export { formatOsiOptionSymbol, parseOsiOptionSymbol } from "./ibkr/optionContract.js";
9
9
  export { normalizeDerivativeDataAvailability } from "./ibkr/derivativeContract.js";
10
10
  //# sourceMappingURL=index.d.ts.map
package/dist/index.d.ts.map CHANGED
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package/dist/index.js CHANGED
@@ -1,5 +1,5 @@
1
1
  /** Package entry point — the broker-neutral types and the IBKR client. */
2
- export { IbkrClient } from "./ibkr/ibkrClient.js";
2
+ export { IbkrClient, IbkrBrokerResponseError, IbkrHttpError, IbkrPriceHistoryContractError, IbkrInsufficientHistoryError, } from "./ibkr/ibkrClient.js";
3
3
  export { IbkrRequestSchedulerError } from "./ibkr/requestScheduler.js";
4
4
  export { buildOauthConfig } from "./ibkr/oauthConfig.js";
5
5
  export { formatOsiOptionSymbol, parseOsiOptionSymbol } from "./ibkr/optionContract.js";
package/dist/index.js.map CHANGED
@@ -1 +1 @@
1
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1
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package/dist/types.d.ts CHANGED
@@ -152,6 +152,11 @@ export interface BrokerQuoteRequest {
152
152
  /** Broker-native contract id from the current broker session, when already known. */
153
153
  brokerId?: string;
154
154
  }
155
+ /** Controls the provider data that {@link BrokerClient.getQuotes} requests. */
156
+ export interface BrokerQuoteOptions {
157
+ /** Add daily price history to the market-data snapshot. Defaults to true. */
158
+ includeHistory?: boolean;
159
+ }
155
160
  export interface BrokerQuote {
156
161
  symbol: string;
157
162
  reference: BrokerQuoteReference;
@@ -710,11 +715,62 @@ export interface OptionMarketQuote extends OptionContract {
710
715
  /** ISO 8601 instant the snapshot was last updated; null when IBKR reports no update time. */
711
716
  timestamp: string | null;
712
717
  }
713
- export interface PriceHistoryRequest {
718
+ /** IBKR security types that a price-history contract can report. */
719
+ export type PriceHistorySecurityType = "STK" | "IND" | "OPT" | "FUT" | "FOP" | "CASH" | "CFD" | "WAR" | "FUND" | "BOND" | "CMDTY";
720
+ /** An explicit IBKR contract selector for a price-history request. */
721
+ export interface PriceHistoryContractSelector {
722
+ conid: number;
723
+ /** Optional IBKR security type, such as `STK` or `IND`. */
724
+ assetClass?: PriceHistorySecurityType;
725
+ /** Optional exact exchange, such as `NASDAQ` or `CBOE`. */
726
+ exchange?: string;
727
+ }
728
+ /** Validated IBKR contract metadata used for a price-history request. */
729
+ export interface PriceHistoryContract {
730
+ conid: number;
714
731
  symbol: string;
715
- days?: number;
716
- startDate?: number;
717
- endDate?: number;
732
+ securityType: PriceHistorySecurityType;
733
+ exchange: string;
734
+ }
735
+ /** Safe contract evidence returned with an ambiguous resolution error. */
736
+ export interface PriceHistoryContractCandidate {
737
+ conid: number;
738
+ symbol: string;
739
+ securityType: PriceHistorySecurityType;
740
+ exchange: string | null;
741
+ }
742
+ export type PriceHistoryRequest = {
743
+ symbol: string;
744
+ /** Use an explicit conid when a symbol has more than one contract. */
745
+ contract?: PriceHistoryContractSelector;
746
+ } & ({
747
+ days: number;
748
+ startDate?: never;
749
+ endDate?: never;
750
+ } | {
751
+ days?: never;
752
+ startDate: number;
753
+ endDate: number;
754
+ });
755
+ /** Safe metadata emitted immediately before an IBKR price-history request. */
756
+ export interface PriceHistoryTelemetry {
757
+ event: "PRICE_HISTORY_REQUEST";
758
+ requestedSymbol: string;
759
+ resolvedConid: number;
760
+ securityType: string;
761
+ exchange: string;
762
+ period: string;
763
+ barSize: string;
764
+ }
765
+ /** Price-history bars together with the exact broker request context. */
766
+ export interface PriceHistoryResult {
767
+ bars: PriceHistoryBar[];
768
+ contract: PriceHistoryContract;
769
+ request: {
770
+ requestedSymbol: string;
771
+ period: string;
772
+ barSize: string;
773
+ };
718
774
  }
719
775
  export interface OptionQuoteRequest {
720
776
  symbol: string;
@@ -732,7 +788,7 @@ export interface BrokerClient {
732
788
  getAccountId(): Promise<string>;
733
789
  getAccountBalances(): Promise<AccountBalances>;
734
790
  getPositions(symbol?: string): Promise<BrokerPosition[]>;
735
- getQuotes(requests: readonly BrokerQuoteRequest[]): Promise<Record<string, BrokerQuote>>;
791
+ getQuotes(requests: readonly BrokerQuoteRequest[], options?: BrokerQuoteOptions): Promise<Record<string, BrokerQuote>>;
736
792
  searchInstruments(symbol: string, projection?: BrokerInstrumentSearchProjection): Promise<BrokerInstrument[]>;
737
793
  fetchTransactionHistory(startDate: Date, endDate: Date): Promise<BrokerTransactionHistory[]>;
738
794
  fetchOrders(options: BrokerOrdersOptions): Promise<BrokerAccountOrders[]>;
package/dist/types.d.ts.map CHANGED
@@ -1 +1 @@
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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@huskly/ibkr-client",
3
- "version": "0.29.0",
3
+ "version": "1.0.0",
4
4
  "description": "Interactive Brokers Web API client with OAuth 1.0a authentication",
5
5
  "type": "module",
6
6
  "main": "dist/index.js",