@huskly/ibkr-client 0.4.0 → 0.5.0

package/README.md

@@ -106,6 +106,11 @@ The reusable `IbkrClient` also exposes typed, read-only strategy data:
 Contract discovery always calls `secdef/search` before `secdef/strikes`, because IBKR keeps
 that priming state in the authenticated session. Empty post-prime strikes and incomplete
 bid/ask/delta snapshots throw instead of looking like a valid chain with no candidates.
+Request shaping is resilient by design: option discovery normalizes the requested symbol,
+applies bounded batching for secondary-definition and market-data calls, and retries read-only
+requests on transient `429` responses with capped exponential backoff (including `Retry-After`
+headers when available). If every returned contract is unusable (missing bid/ask/delta), the
+client now fails noisily so callers can handle that condition explicitly.
 Conids are broker-boundary identifiers; consumers should persist the returned OSI `symbol`.
 
 ### Authorized read-only smoke test

package/dist/ibkr/ibkrClient.d.ts

@@ -57,11 +57,22 @@ export declare class IbkrClient implements BrokerClient {
     private snapshotPercent;
     private snapshotVolume;
     /** Typed wrapper around the raw client's untyped `request()`. */
+    protected sendRequest<T>(input: {
+        path: string;
+        method?: string;
+        params?: Record<string, string | number | boolean | null | undefined>;
+        data?: object;
+    }): Promise<T>;
     protected req<T>(input: {
         path: string;
         method?: string;
         params?: Record<string, string | number | boolean | null | undefined>;
         data?: object;
     }): Promise<T>;
+    private httpStatusFromError;
+    private retryAfterFromError;
+    private computeBackoffDelayMs;
+    private numberFromUnknown;
+    private headerValue;
 }
 //# sourceMappingURL=ibkrClient.d.ts.map

package/dist/ibkr/ibkrClient.d.ts.map

@@ -1 +1 @@
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package/dist/ibkr/ibkrClient.js

@@ -30,7 +30,43 @@ const QUOTE_FIELDS = [
     "6509", // Market data availability
     "7762", // Unformatted volume
 ].join(",");
+const OPTION_DISCOVERY_MONTH_CONCURRENCY = 1;
+const OPTION_SECDEF_INFO_BATCH_SIZE = 8;
+const OPTION_MARKETDATA_BATCH_SIZE = 100;
+const READ_ONLY_REQUEST_MAX_RETRIES = 3;
+const REQUEST_RETRY_BASE_DELAY_MS = 250;
+const REQUEST_RETRY_MAX_DELAY_MS = 5_000;
 const sleep = (ms) => new Promise((r) => setTimeout(r, ms));
+function parseRetryAfter(raw) {
+    const asString = typeof raw === "string" ? raw.trim() : undefined;
+    if (!asString)
+        return undefined;
+    const numeric = Number(asString);
+    if (Number.isFinite(numeric) && numeric > 0)
+        return Math.ceil(numeric * 1000);
+    const date = Date.parse(asString);
+    if (!Number.isNaN(date)) {
+        const ms = Math.max(0, date - Date.now());
+        if (ms > 0)
+            return ms;
+    }
+    return undefined;
+}
+function isHeadersLike(input) {
+    return (typeof input === "object" &&
+        input !== null &&
+        typeof input.get === "function");
+}
+function headerToString(value) {
+    if (value === undefined || value === null)
+        return undefined;
+    if (Array.isArray(value))
+        return headerToString(value[0]);
+    if (typeof value === "number" || typeof value === "boolean" || typeof value === "string") {
+        return String(value);
+    }
+    return undefined;
+}
 function chunks(values, size) {
     const result = [];
     for (let index = 0; index < values.length; index += size) {
@@ -320,7 +356,14 @@ export class IbkrClient {
     }
     /** Discover every listed weekly/monthly expiry in the requested calendar range. */
     async getOptionExpiries(symbol, right, fromDate, toDate) {
-        const contracts = (await Promise.all(monthCodes(fromDate, toDate).map((month) => this.discoverOptions(symbol, month)))).flat();
+        const normalized = symbol.trim().toUpperCase();
+        const months = monthCodes(fromDate, toDate);
+        const contracts = [];
+        for (let index = 0; index < months.length; index += OPTION_DISCOVERY_MONTH_CONCURRENCY) {
+            const batch = months.slice(index, index + OPTION_DISCOVERY_MONTH_CONCURRENCY);
+            const batchContracts = (await Promise.all(batch.map((month) => this.discoverOptions(normalized, month)))).flat();
+            contracts.push(...batchContracts);
+        }
         return [
             ...new Set(contracts
                 .filter((contract) => contract.right === right && contract.expiry >= fromDate && contract.expiry <= toDate)
@@ -333,7 +376,11 @@ export class IbkrClient {
         if (!contracts.length) {
             throw new Error(`IBKR returned no option contracts for ${symbol} ${expiry}`);
         }
-        return this.fetchOptionQuotes(contracts);
+        const quoted = await this.fetchOptionQuotes(contracts, { allowIncomplete: true });
+        if (!quoted.length) {
+            throw new Error(`IBKR returned no usable option quotes for ${symbol} ${expiry}`);
+        }
+        return quoted;
     }
     /** Fetch one exact option quote; null means the contract is not listed. */
     async getOptionQuote(input) {
@@ -399,7 +446,7 @@ export class IbkrClient {
             throw new Error(`IBKR returned empty option strikes for ${symbol} ${month} after secdef/search priming`);
         }
         const contracts = [];
-        for (const batch of chunks(requests, 8)) {
+        for (const batch of chunks(requests, OPTION_SECDEF_INFO_BATCH_SIZE)) {
             const responses = await Promise.all(batch.map(({ strike, right }) => this.req({
                 path: "iserver/secdef/info",
                 params: {
@@ -428,9 +475,11 @@ export class IbkrClient {
         }
         return unique;
     }
-    async fetchOptionQuotes(contracts) {
+    async fetchOptionQuotes(contracts, options = {}) {
+        const { allowIncomplete = false } = options;
         const result = [];
-        for (const batch of chunks(contracts, 100)) {
+        const skipped = [];
+        for (const batch of chunks(contracts, OPTION_MARKETDATA_BATCH_SIZE)) {
             const params = {
                 conids: batch.map((contract) => contract.conid).join(","),
                 fields: OPTION_QUOTE_FIELDS,
@@ -450,11 +499,20 @@ export class IbkrClient {
                 const ask = snapshot ? this.snapshotNumber(snapshot, "86") : undefined;
                 const delta = snapshot ? this.snapshotNumber(snapshot, "7308") : undefined;
                 if (bid === undefined || ask === undefined || delta === undefined) {
+                    if (allowIncomplete) {
+                        skipped.push(contract.symbol);
+                        continue;
+                    }
                     throw new Error(`IBKR returned incomplete option market data for ${contract.symbol} (bid/ask/delta required)`);
                 }
                 result.push({ ...contract, bid, ask, mid: (bid + ask) / 2, delta });
             }
         }
+        if (allowIncomplete && skipped.length && skipped.length === contracts.length) {
+            const symbol = contracts[0]?.underlying ?? "unknown";
+            const expiry = contracts[0]?.expiry ?? "unknown";
+            throw new Error(`IBKR returned unusable option market data for ${symbol} ${expiry} (all ${String(skipped.length)} contracts)`);
+        }
         return result;
     }
     historyDays(input) {
@@ -538,10 +596,14 @@ export class IbkrClient {
         };
     }
     latestHistoryBar(history) {
-        return history?.data?.at(-1);
+        if (!history?.data?.length)
+            return undefined;
+        return history.data[history.data.length - 1];
     }
     previousHistoryBar(history) {
-        return history?.data?.at(-2);
+        if (!history?.data || history.data.length < 2)
+            return undefined;
+        return history.data[history.data.length - 2];
     }
     historyVolume(history, bar) {
         if (bar?.v === undefined)
@@ -598,8 +660,97 @@ export class IbkrClient {
         return parsed;
     }
     /** Typed wrapper around the raw client's untyped `request()`. */
-    async req(input) {
+    async sendRequest(input) {
         return (await this.raw.request(input));
     }
+    async req(input) {
+        let retries = 0;
+        for (;;) {
+            try {
+                return await this.sendRequest(input);
+            }
+            catch (error) {
+                const status = this.httpStatusFromError(error);
+                if (status !== 429 || retries >= READ_ONLY_REQUEST_MAX_RETRIES) {
+                    throw error;
+                }
+                const retryAfter = this.retryAfterFromError(error);
+                const delayMs = this.computeBackoffDelayMs(retries, retryAfter);
+                retries += 1;
+                await this.wait(delayMs);
+            }
+        }
+    }
+    httpStatusFromError(error) {
+        if (typeof error !== "object" || error === null)
+            return undefined;
+        const response = error.response;
+        const directStatus = this.numberFromUnknown(error.status);
+        if (directStatus !== undefined)
+            return directStatus;
+        const directStatusCode = this.numberFromUnknown(error.statusCode);
+        if (directStatusCode !== undefined)
+            return directStatusCode;
+        if (typeof response === "object" && response !== null) {
+            return this.numberFromUnknown(response.status ??
+                response.statusCode);
+        }
+        const message = error.message;
+        if (typeof message === "string") {
+            const match = /\b429\b/.exec(message);
+            if (match)
+                return 429;
+        }
+        return undefined;
+    }
+    retryAfterFromError(error) {
+        if (typeof error !== "object" || error === null)
+            return undefined;
+        const response = error.response;
+        const responseHeaders = response && typeof response === "object" && "headers" in response
+            ? response.headers
+            : undefined;
+        const directHeaders = error.headers;
+        const retryAfterRaw = this.headerValue(responseHeaders, "Retry-After") ??
+            this.headerValue(directHeaders, "Retry-After");
+        return parseRetryAfter(retryAfterRaw);
+    }
+    computeBackoffDelayMs(retry, retryAfterMs) {
+        if (retryAfterMs !== undefined)
+            return Math.min(retryAfterMs, REQUEST_RETRY_MAX_DELAY_MS);
+        return Math.min(REQUEST_RETRY_BASE_DELAY_MS * 2 ** retry, REQUEST_RETRY_MAX_DELAY_MS);
+    }
+    numberFromUnknown(value) {
+        if (typeof value === "number")
+            return Number.isFinite(value) ? value : undefined;
+        if (typeof value === "string") {
+            const parsed = Number(value);
+            return Number.isFinite(parsed) ? parsed : undefined;
+        }
+        return undefined;
+    }
+    headerValue(headers, headerName) {
+        const canonical = headerName.toLowerCase();
+        if (headers === undefined || headers === null)
+            return undefined;
+        if (isHeadersLike(headers)) {
+            const direct = headers.get(canonical) ?? headers.get(headerName);
+            return direct ?? undefined;
+        }
+        if (typeof headers === "object") {
+            const bucket = headers;
+            const direct = headerToString(bucket[headerName]) ?? headerToString(bucket[canonical]);
+            if (direct !== undefined)
+                return direct;
+            for (const [key, value] of Object.entries(bucket)) {
+                if (key.toLowerCase() !== canonical)
+                    continue;
+                const candidate = headerToString(value);
+                if (candidate !== undefined)
+                    return candidate;
+            }
+        }
+        return undefined;
+    }
 }
 //# sourceMappingURL=ibkrClient.js.map

package/dist/ibkr/ibkrClient.js.map

@@ -1 +1 @@
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package/dist/ibkr/optionContract.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"optionContract.d.ts","sourceRoot":"","sources":["../../src/ibkr/optionContract.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,cAAc,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAI/D,MAAM,WAAW,qBAAqB;IACpC,UAAU,EAAE,MAAM,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,WAAW,CAAC;CACpB;AAmBD,wBAAgB,qBAAqB,CAAC,KAAK,EAAE;IAC3C,UAAU,EAAE,MAAM,CAAC;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,WAAW,CAAC;CACpB,GAAG,MAAM,CAWT;AAED,wBAAgB,oBAAoB,CAAC,MAAM,EAAE,MAAM,GAAG,qBAAqB,GAAG,IAAI,CAkBjF;AAED,wBAAgB,uBAAuB,CAAC,KAAK,EAAE;IAC7C,KAAK,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAC3B,MAAM,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAC5B,YAAY,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAClC,KAAK,CAAC,EAAE,MAAM,GAAG,SAAS,CAAC;IAC3B,MAAM,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS,CAAC;CACtC,GAAG,cAAc,GAAG,IAAI,CA2BxB"}

package/dist/ibkr/optionContract.js

@@ -1,6 +1,6 @@
-const OSI_PATTERN = /^(?<root>.{6})(?<date>\d{6})(?<right>[CP])(?<strike>\d{8})$/;
+const OSI_PATTERN = /^(.{6})(\d{6})([CP])(\d{8})$/;
 function calendarDate(raw) {
-    const digits = raw.replaceAll("-", "");
+    const digits = raw.replace(/-/g, "");
     if (!/^\d{8}$/.test(digits))
         throw new Error(`Invalid option expiry: ${raw}`);
     const year = Number(digits.slice(0, 4));
@@ -19,7 +19,7 @@ export function formatOsiOptionSymbol(input) {
     if (!underlying || underlying.length > 6) {
         throw new Error(`OSI underlying must contain 1-6 characters: ${input.underlying}`);
     }
-    const expiry = calendarDate(input.expiry).replaceAll("-", "").slice(2);
+    const expiry = calendarDate(input.expiry).replace(/-/g, "").slice(2);
     const strikeMillis = Math.round(input.strike * 1000);
     if (!Number.isFinite(input.strike) || input.strike <= 0 || strikeMillis > 99_999_999) {
         throw new Error(`Invalid option strike: ${String(input.strike)}`);
@@ -28,18 +28,20 @@ export function formatOsiOptionSymbol(input) {
 }
 export function parseOsiOptionSymbol(symbol) {
     const match = OSI_PATTERN.exec(symbol.toUpperCase());
-    const groups = match?.groups;
-    if (!groups)
+    if (!match)
         return null;
-    const right = groups["right"];
+    const [, root, date, right, strike] = match;
+    if (right === undefined || strike === undefined || root === undefined || date === undefined) {
+        return null;
+    }
     if (right !== "C" && right !== "P")
         return null;
     try {
         return {
-            underlying: (groups["root"] ?? "").trim(),
-            expiry: calendarDate(`20${groups["date"] ?? ""}`),
+            underlying: root.trim(),
+            expiry: calendarDate(`20${date}`),
             right,
-            strike: Number(groups["strike"]) / 1000,
+            strike: Number(strike) / 1000,
         };
     }
     catch {

package/dist/ibkr/optionContract.js.map

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+{"version":3,"file":"optionContract.js","sourceRoot":"","sources":["../../src/ibkr/optionContract.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,GAAG,8BAA8B,CAAC;AASnD,SAAS,YAAY,CAAC,GAAW;IAC/B,MAAM,MAAM,GAAG,GAAG,CAAC,OAAO,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC;IACrC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,MAAM,CAAC;QAAE,MAAM,IAAI,KAAK,CAAC,0BAA0B,GAAG,EAAE,CAAC,CAAC;IAC9E,MAAM,IAAI,GAAG,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACxC,MAAM,KAAK,GAAG,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACzC,MAAM,GAAG,GAAG,MAAM,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACvC,MAAM,IAAI,GAAG,IAAI,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,KAAK,GAAG,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC;IACtD,IACE,IAAI,CAAC,cAAc,EAAE,KAAK,IAAI;QAC9B,IAAI,CAAC,WAAW,EAAE,KAAK,KAAK,GAAG,CAAC;QAChC,IAAI,CAAC,UAAU,EAAE,KAAK,GAAG,EACzB,CAAC;QACD,MAAM,IAAI,KAAK,CAAC,0BAA0B,GAAG,EAAE,CAAC,CAAC;IACnD,CAAC;IACD,OAAO,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC;AAC7E,CAAC;AAED,MAAM,UAAU,qBAAqB,CAAC,KAKrC;IACC,MAAM,UAAU,GAAG,KAAK,CAAC,UAAU,CAAC,IAAI,EAAE,CAAC,WAAW,EAAE,CAAC;IACzD,IAAI,CAAC,UAAU,IAAI,UAAU,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACzC,MAAM,IAAI,KAAK,CAAC,+CAA+C,KAAK,CAAC,UAAU,EAAE,CAAC,CAAC;IACrF,CAAC;IACD,MAAM,MAAM,GAAG,YAAY,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,IAAI,EAAE,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;IACrE,MAAM,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,MAAM,GAAG,IAAI,CAAC,CAAC;IACrD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,KAAK,CAAC,MAAM,IAAI,CAAC,IAAI,YAAY,GAAG,UAAU,EAAE,CAAC;QACrF,MAAM,IAAI,KAAK,CAAC,0BAA0B,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;IACpE,CAAC;IACD,OAAO,GAAG,UAAU,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,GAAG,KAAK,CAAC,KAAK,GAAG,MAAM,CAAC,YAAY,CAAC,CAAC,QAAQ,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,CAAC;AAClG,CAAC;AAED,MAAM,UAAU,oBAAoB,CAAC,MAAc;IACjD,MAAM,KAAK,GAAG,WAAW,CAAC,IAAI,CAAC,MAAM,CAAC,WAAW,EAAE,CAAC,CAAC;IACrD,IAAI,CAAC,KAAK;QAAE,OAAO,IAAI,CAAC;IACxB,MAAM,CAAC,EAAE,IAAI,EAAE,IAAI,EAAE,KAAK,EAAE,MAAM,CAAC,GAAG,KAAK,CAAC;IAC5C,IAAI,KAAK,KAAK,SAAS,IAAI,MAAM,KAAK,SAAS,IAAI,IAAI,KAAK,SAAS,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QAC5F,OAAO,IAAI,CAAC;IACd,CAAC;IACD,IAAI,KAAK,KAAK,GAAG,IAAI,KAAK,KAAK,GAAG;QAAE,OAAO,IAAI,CAAC;IAChD,IAAI,CAAC;QACH,OAAO;YACL,UAAU,EAAE,IAAI,CAAC,IAAI,EAAE;YACvB,MAAM,EAAE,YAAY,CAAC,KAAK,IAAI,EAAE,CAAC;YACjC,KAAK;YACL,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC,GAAG,IAAI;SAC9B,CAAC;IACJ,CAAC;IAAC,MAAM,CAAC;QACP,OAAO,IAAI,CAAC;IACd,CAAC;AACH,CAAC;AAED,MAAM,UAAU,uBAAuB,CAAC,KAMvC;IACC,MAAM,KAAK,GAAG,KAAK,CAAC,KAAK,EAAE,WAAW,EAAE,CAAC;IACzC,MAAM,MAAM,GAAG,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;IACpC,IACE,KAAK,CAAC,KAAK,KAAK,SAAS;QACzB,CAAC,KAAK,CAAC,MAAM;QACb,CAAC,KAAK,CAAC,YAAY;QACnB,CAAC,KAAK,KAAK,GAAG,IAAI,KAAK,KAAK,GAAG,CAAC;QAChC,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC;QACxB,MAAM,IAAI,CAAC,EACX,CAAC;QACD,OAAO,IAAI,CAAC;IACd,CAAC;IACD,MAAM,MAAM,GAAG,YAAY,CAAC,KAAK,CAAC,YAAY,CAAC,CAAC;IAChD,OAAO;QACL,KAAK,EAAE,KAAK,CAAC,KAAK;QAClB,UAAU,EAAE,KAAK,CAAC,MAAM,CAAC,IAAI,EAAE,CAAC,WAAW,EAAE;QAC7C,MAAM;QACN,MAAM;QACN,KAAK;QACL,MAAM,EAAE,qBAAqB,CAAC;YAC5B,UAAU,EAAE,KAAK,CAAC,MAAM;YACxB,MAAM;YACN,MAAM;YACN,KAAK;SACN,CAAC;KACH,CAAC;AACJ,CAAC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@huskly/ibkr-client",
-  "version": "0.4.0",
+  "version": "0.5.0",
   "description": "Interactive Brokers Web API client (OAuth 1.0a) and terminal CLI",
   "type": "module",
   "main": "dist/index.js",
@@ -26,8 +26,8 @@
   "scripts": {
     "build": "tsc",
     "dev": "tsx src/cli/index.ts",
-    "lint": "eslint src test --ext .ts",
-    "lint:fix": "eslint src test --ext .ts --fix",
+    "lint": "eslint src --ext .ts",
+    "lint:fix": "eslint src --ext .ts --fix",
     "format": "prettier --write \"{src,test}/**/*.ts\"",
     "format:check": "prettier --check \"{src,test}/**/*.ts\"",
     "typecheck": "tsc --noEmit",
@@ -38,18 +38,18 @@
   },
   "dependencies": {
     "chalk": "^5.6.2",
-    "commander": "^14.0.2",
+    "commander": "^15.0.0",
     "dotenv": "^17.2.3",
     "ibkr-client": "^1.0.4"
   },
   "devDependencies": {
     "@eslint/js": "^9.39.1",
-    "@types/node": "^25",
+    "@types/node": "^26.1.1",
     "eslint": "^9.16.0",
     "eslint-config-prettier": "^10",
-    "prettier": "^3.4.2",
+    "prettier": "^3.9.6",
     "tsx": "^4.19.2",
-    "typescript": "^5.7.2",
+    "typescript": "^6.0.3",
     "typescript-eslint": "^8.49.0"
   }
 }