@huskly/ibkr-client 0.5.0 → 0.6.0

package/README.md

@@ -99,8 +99,8 @@ The reusable `IbkrClient` also exposes typed, read-only strategy data:
 - `getPriceHistory(...)` returns normalized OHLCV bars.
 - `getOptionExpiries(...)` discovers weekly and monthly maturities across month buckets.
 - `getOptionChain(...)` returns an exact-expiry chain with canonical OSI symbols, conids,
-  bid/ask/mid prices, and delta.
-- `getOptionQuote(...)` resolves and prices one exact contract.
+  bid/ask/mid prices, delta, session volume, and open interest.
+- `getOptionQuote(...)` resolves and prices one exact contract with the same market-data shape.
 - `getOptionContract(conid)` maps a broker conid back to durable OSI identity.
 
 Contract discovery always calls `secdef/search` before `secdef/strikes`, because IBKR keeps
@@ -111,6 +111,8 @@ applies bounded batching for secondary-definition and market-data calls, and ret
 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.
+Option volume and open interest are required nullable fields: numeric zero remains zero, while
+missing, unsupported, or non-finite provider values are returned as `null`.
 Conids are broker-boundary identifiers; consumers should persist the returned OSI `symbol`.
 
 ### Authorized read-only smoke test

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

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

@@ -13,7 +13,10 @@ const DAY_PNL_FIELD = "78";
 const OPTION_QUOTE_FIELDS = [
     "84", // Bid
     "86", // Ask
+    "87", // Formatted volume
     "7308", // Delta
+    "7638", // Option open interest
+    "7762", // Unformatted volume
 ].join(",");
 const QUOTE_FIELDS = [
     "31", // Last
@@ -505,7 +508,17 @@ export class IbkrClient {
                     }
                     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 });
+                const volume = snapshot ? (this.snapshotVolume(snapshot) ?? null) : null;
+                const openInterest = snapshot ? (this.snapshotNumber(snapshot, "7638") ?? null) : null;
+                result.push({
+                    ...contract,
+                    bid,
+                    ask,
+                    mid: (bid + ask) / 2,
+                    delta,
+                    volume,
+                    openInterest,
+                });
             }
         }
         if (allowIncomplete && skipped.length && skipped.length === contracts.length) {
@@ -622,8 +635,10 @@ export class IbkrClient {
         if (value === undefined)
             return undefined;
         const cleaned = value.replace(/^[A-Z]\s*/i, "").replace(/,/g, "");
-        const parsed = parseFloat(cleaned);
-        return Number.isNaN(parsed) ? undefined : parsed;
+        if (!cleaned)
+            return undefined;
+        const parsed = Number(cleaned);
+        return Number.isFinite(parsed) ? parsed : undefined;
     }
     snapshotHasPrefix(snapshot, field, prefix) {
         return this.snapshotString(snapshot, field)?.toUpperCase().startsWith(prefix) ?? false;

package/dist/ibkr/ibkrClient.js.map

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package/dist/types.d.ts

@@ -97,6 +97,8 @@ export interface OptionMarketQuote extends OptionContract {
     ask: number;
     mid: number;
     delta: number;
+    volume: number | null;
+    openInterest: number | null;
 }
 export interface PriceHistoryRequest {
     symbol: string;

package/dist/types.d.ts.map

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@huskly/ibkr-client",
-  "version": "0.5.0",
+  "version": "0.6.0",
   "description": "Interactive Brokers Web API client (OAuth 1.0a) and terminal CLI",
   "type": "module",
   "main": "dist/index.js",