@huskly/ibkr-client 0.5.0 → 0.7.0

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
@@ -36,6 +39,27 @@ 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 DAY_MS = 24 * 60 * 60 * 1000;
+const IBKR_STATUS_FILTERS = {
+    CANCELED: "cancelled",
+    CANCELLED: "cancelled",
+    FILLED: "filled",
+    PENDING_CANCEL: "pending_cancel",
+    PENDING_SUBMIT: "pending_submit",
+    PRE_SUBMITTED: "pre_submitted",
+    SUBMITTED: "submitted",
+};
+const IBKR_WORKING_STATUSES = new Set([
+    "API_PENDING",
+    "PENDING_SUBMIT",
+    "PRE_SUBMITTED",
+    "SUBMITTED",
+    "PENDING_CANCEL",
+]);
+/** Extract the canonical OSI symbol embedded in an IBKR option description. */
+function extractOsiPositionSymbol(contractDescription) {
+    return /\[([A-Z]+\s*\d{6}[CP]\d{8})\s+\d+\]\s*$/.exec(contractDescription)?.[1];
+}
 const sleep = (ms) => new Promise((r) => setTimeout(r, ms));
 function parseRetryAfter(raw) {
     const asString = typeof raw === "string" ? raw.trim() : undefined;
@@ -218,8 +242,12 @@ export class IbkrClient {
     normalizePosition(p, dayPnl) {
         const qty = p.position ?? 0;
         const assetClass = p.assetClass ?? "";
+        const contractDescription = p.contractDesc ?? String(p.conid ?? "-");
+        const symbol = assetClass === "OPT"
+            ? (extractOsiPositionSymbol(contractDescription) ?? contractDescription)
+            : contractDescription;
         return {
-            symbol: p.contractDesc ?? String(p.conid ?? "-"),
+            symbol,
             assetType: ASSET_CLASS_LABELS[assetClass] ?? (assetClass || "-"),
             longQuantity: qty > 0 ? qty : 0,
             shortQuantity: qty < 0 ? Math.abs(qty) : 0,
@@ -261,7 +289,10 @@ export class IbkrClient {
         return quotes;
     }
     /** Resolve equity/ETF symbols to IBKR contracts via `trsrv/stocks`. */
-    async searchInstruments(symbol) {
+    async searchInstruments(symbol, projection = "symbol-search") {
+        if (projection !== "symbol-search" && projection !== "search") {
+            throw new Error(`IBKR search currently supports only symbol-search/search projections (got '${projection}').`);
+        }
         const query = symbol.trim().toUpperCase();
         if (!query)
             return [];
@@ -271,6 +302,71 @@ export class IbkrClient {
         });
         return (response[query] ?? []).flatMap((listing) => this.normalizeStockListing(query, listing));
     }
+    async fetchTransactionHistory(startDate, endDate) {
+        const accountId = await this.getAccountId();
+        const rows = await this.fetchAllPositions(accountId);
+        const positionsByConid = new Map(rows
+            .filter((position) => position.conid !== undefined)
+            .map((position) => [position.conid, position]));
+        const transactionsByKey = new Map();
+        const days = Math.max(1, Math.ceil((endDate.getTime() - startDate.getTime()) / DAY_MS) + 1);
+        for (const conid of positionsByConid.keys()) {
+            const response = await this.req({
+                path: "pa/transactions",
+                method: "POST",
+                data: {
+                    acctIds: [accountId],
+                    conids: [conid],
+                    currency: process.env["IBKR_TRANSACTION_CURRENCY"] ?? "USD",
+                    days,
+                },
+            });
+            for (const transaction of response.transactions ?? []) {
+                const normalized = this.normalizeTransaction(transaction, positionsByConid);
+                const time = new Date(normalized.time).getTime();
+                if (time < startDate.getTime() || time > endDate.getTime())
+                    continue;
+                transactionsByKey.set(this.transactionKey(normalized), normalized);
+            }
+        }
+        return [{ accountNumber: accountId, transactions: [...transactionsByKey.values()] }];
+    }
+    async fetchOrders(options) {
+        const accountId = await this.getAccountId();
+        await this.prepareBrokerageAccount(accountId);
+        const params = {};
+        if (options.status && options.status.toUpperCase() !== "WORKING") {
+            params["filters"] = this.ibkrStatusFilter(options.status);
+        }
+        const response = await this.req({
+            path: "iserver/account/orders",
+            params,
+        });
+        let orders = (response.orders ?? [])
+            .filter((order) => this.orderBelongsToAccount(order, accountId))
+            .map((order) => this.normalizeOrder(order))
+            .filter((order) => this.orderMatchesStatus(order, options.status))
+            .filter((order) => this.orderInDateRange(order, options.fromEnteredTime, options.toEnteredTime))
+            .sort((left, right) => this.orderTimeMs(right) - this.orderTimeMs(left));
+        if (options.maxResults !== undefined)
+            orders = orders.slice(0, options.maxResults);
+        return [{ accountNumber: accountId, orders }];
+    }
+    async prepareBrokerageAccount(accountId) {
+        const brokerageAccounts = await this.req({
+            path: "iserver/accounts",
+        });
+        if (brokerageAccounts.selectedAccount === accountId)
+            return;
+        if (brokerageAccounts.accounts && !brokerageAccounts.accounts.includes(accountId)) {
+            throw new Error(`IBKR account ${accountId} is not available for trading/order queries.`);
+        }
+        await this.req({
+            path: "iserver/account",
+            method: "POST",
+            data: { acctId: accountId },
+        });
+    }
     normalizeStockListing(symbol, listing) {
         const assetType = listing.assetClass === "STK" ? "EQUITY" : listing.assetClass;
         const contracts = listing.contracts ?? [];
@@ -505,7 +601,17 @@ 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) {
@@ -548,6 +654,240 @@ export class IbkrClient {
             return undefined;
         }
     }
+    normalizeTransaction(transaction, positionsByConid) {
+        const conid = transaction.conid;
+        const position = conid === undefined ? undefined : positionsByConid.get(conid);
+        const assetType = position?.assetClass === undefined
+            ? undefined
+            : (ASSET_CLASS_LABELS[position.assetClass] ?? position.assetClass);
+        const symbol = position?.contractDesc ?? (conid === undefined ? undefined : String(conid));
+        const description = transaction.desc ?? symbol;
+        const time = this.parseTransactionTime(transaction)?.toISOString() ?? "";
+        const type = (transaction.type ?? "TRANSACTION").toUpperCase();
+        const transferItem = {
+            instrument: {
+                ...(assetType === undefined ? {} : { assetType }),
+                ...(symbol === undefined ? {} : { symbol }),
+                ...(description === undefined ? {} : { description }),
+            },
+            ...(transaction.qty === undefined ? {} : { amount: transaction.qty }),
+            ...(transaction.pr === undefined ? {} : { cost: transaction.pr }),
+            transferItemType: type,
+        };
+        const activityId = [
+            conid === undefined ? "unknown" : String(conid),
+            time,
+            transaction.qty === undefined ? "" : String(transaction.qty),
+            transaction.amt === undefined ? "" : String(transaction.amt),
+        ].join(":");
+        return {
+            activityId,
+            time,
+            type,
+            status: "VALID",
+            ...(transaction.acctid === undefined ? {} : { subAccount: transaction.acctid }),
+            ...(description === undefined ? {} : { description }),
+            netAmount: toNumber(transaction.amt),
+            transferItems: [transferItem],
+        };
+    }
+    normalizeOrder(order) {
+        const description = order.orderDescriptionWithContract ??
+            order.order_description_with_contract ??
+            order.orderDesc ??
+            order.orderDescription ??
+            order.order_description;
+        const symbol = order.description1 ??
+            order.contract_description_1 ??
+            order.contractDescription1 ??
+            order.symbol ??
+            order.ticker;
+        const quantity = this.firstPositiveNumber(order.total_size, order.totalSize, order.size) ??
+            this.quantityFromDescription(description);
+        const filledQuantity = this.firstNumber(order.cum_fill, order.cumFill, order.filledQuantity) ??
+            this.filledQuantityFromSizeAndFills(order.size_and_fills ?? order.sizeAndFills);
+        const remainingQuantity = order.remainingQuantity !== undefined
+            ? toNumber(order.remainingQuantity)
+            : quantity !== undefined && filledQuantity !== undefined
+                ? Math.max(0, quantity - filledQuantity)
+                : undefined;
+        const status = this.normalizeOrderStatus(order.order_status ?? order.orderStatus ?? order.status);
+        const price = this.firstPositiveNumber(order.limitPrice, order.price, order.avgPrice, order.average_price, order.averagePrice);
+        const stopPrice = this.firstPositiveNumber(order.stopPrice);
+        const orderId = order.order_id ?? order.orderId;
+        const enteredTime = this.parseOrderTime(order)?.toISOString();
+        const orderType = this.normalizeOrderType(order.order_type ?? order.orderType);
+        return {
+            ...(orderId === undefined ? {} : { orderId }),
+            ...(enteredTime === undefined ? {} : { enteredTime }),
+            ...(status === undefined ? {} : { status }),
+            ...(orderType === undefined ? {} : { orderType }),
+            ...(quantity === undefined ? {} : { quantity }),
+            ...(filledQuantity === undefined ? {} : { filledQuantity }),
+            ...(remainingQuantity === undefined ? {} : { remainingQuantity }),
+            ...(price === undefined ? {} : { price }),
+            ...(stopPrice === undefined ? {} : { stopPrice }),
+            orderLegCollection: [this.normalizeOrderLeg(order, symbol)],
+        };
+    }
+    normalizeOrderLeg(order, symbol) {
+        const fallbackSymbol = symbol ?? (order.conid === undefined ? undefined : String(order.conid));
+        const instruction = this.normalizeOrderSide(order.side);
+        return {
+            ...(instruction === undefined ? {} : { instruction }),
+            instrument: { ...(fallbackSymbol === undefined ? {} : { symbol: fallbackSymbol }) },
+        };
+    }
+    normalizeOrderStatus(status) {
+        if (!status)
+            return undefined;
+        const normalized = status
+            .replace(/([a-z])([A-Z])/g, "$1_$2")
+            .replace(/\s+/g, "_")
+            .toUpperCase();
+        return normalized === "CANCELLED" ? "CANCELED" : normalized;
+    }
+    normalizeOrderType(type) {
+        if (!type)
+            return undefined;
+        if (type === "MKT")
+            return "MARKET";
+        if (type === "LMT")
+            return "LIMIT";
+        if (type === "STP")
+            return "STOP";
+        return type.replace(/\s+/g, "_").toUpperCase();
+    }
+    normalizeOrderSide(side) {
+        if (!side)
+            return undefined;
+        const upper = side.toUpperCase();
+        if (upper === "B" || upper === "BUY")
+            return "BUY";
+        if (upper === "S" || upper === "SELL")
+            return "SELL";
+        return upper;
+    }
+    ibkrStatusFilter(status) {
+        const normalized = status.toUpperCase();
+        return IBKR_STATUS_FILTERS[normalized] ?? normalized.toLowerCase();
+    }
+    orderMatchesStatus(order, requestedStatus) {
+        if (!requestedStatus)
+            return true;
+        const normalizedStatus = this.normalizeOrderStatus(requestedStatus);
+        if (normalizedStatus === "WORKING") {
+            return order.status !== undefined && IBKR_WORKING_STATUSES.has(order.status);
+        }
+        return order.status === normalizedStatus;
+    }
+    orderBelongsToAccount(order, accountId) {
+        const account = order.account ?? order.acct;
+        return account === undefined || account === accountId;
+    }
+    orderInDateRange(order, fromDate, toDate) {
+        const timeMs = this.orderTimeMs(order);
+        return !Number.isFinite(timeMs) || (timeMs >= fromDate.getTime() && timeMs <= toDate.getTime());
+    }
+    orderTimeMs(order) {
+        const parsed = order.enteredTime ? new Date(order.enteredTime).getTime() : Number.NaN;
+        return Number.isNaN(parsed) ? Number.NEGATIVE_INFINITY : parsed;
+    }
+    parseOrderTime(order) {
+        if (order.lastExecutionTime_r !== undefined) {
+            const parsed = new Date(order.lastExecutionTime_r);
+            if (!Number.isNaN(parsed.getTime()))
+                return parsed;
+        }
+        const value = order.order_time ?? order.orderTime ?? order.lastExecutionTime;
+        if (!value)
+            return undefined;
+        const compact = /^(\d{2})(\d{2})(\d{2})(\d{2})(\d{2})(\d{2})$/.exec(value);
+        if (compact) {
+            const [, year, month, day, hour, minute, second] = compact;
+            return new Date(Date.UTC(2000 + Number(year), Number(month) - 1, Number(day), Number(hour), Number(minute), Number(second)));
+        }
+        const parsed = new Date(value);
+        return Number.isNaN(parsed.getTime()) ? undefined : parsed;
+    }
+    firstNumber(...values) {
+        for (const value of values) {
+            if (value === undefined)
+                continue;
+            const numeric = Number(value);
+            if (Number.isFinite(numeric))
+                return numeric;
+        }
+        return undefined;
+    }
+    firstPositiveNumber(...values) {
+        for (const value of values) {
+            const numeric = this.firstNumber(value);
+            if (numeric !== undefined && numeric > 0)
+                return numeric;
+        }
+        return undefined;
+    }
+    quantityFromDescription(description) {
+        const quantity = description
+            ? /\b(?:Bought|Sold|Buy|Sell)\s+(?<quantity>[\d.]+)/i.exec(description)?.groups?.["quantity"]
+            : undefined;
+        if (!quantity)
+            return undefined;
+        const parsed = Number(quantity);
+        return Number.isFinite(parsed) ? parsed : undefined;
+    }
+    filledQuantityFromSizeAndFills(value) {
+        const quantity = value ? /(?<quantity>[\d.]+)/.exec(value)?.groups?.["quantity"] : undefined;
+        if (!quantity)
+            return undefined;
+        const parsed = Number(quantity);
+        return Number.isFinite(parsed) ? parsed : undefined;
+    }
+    parseTransactionTime(transaction) {
+        if (transaction.rawDate && /^\d{8}$/.test(transaction.rawDate)) {
+            const year = transaction.rawDate.slice(0, 4);
+            const month = transaction.rawDate.slice(4, 6);
+            const day = transaction.rawDate.slice(6, 8);
+            return new Date(`${year}-${month}-${day}T00:00:00`);
+        }
+        const value = transaction.date;
+        if (!value)
+            return undefined;
+        const parsed = new Date(value);
+        if (!Number.isNaN(parsed.getTime()))
+            return parsed;
+        const match = /^(?:\w{3}) (?<month>\w{3}) (?<day>\d{1,2}) (?<time>\d{2}:\d{2}:\d{2}) (?<zone>\w{3}) (?<year>\d{4})$/.exec(value);
+        if (!match?.groups)
+            return undefined;
+        const zoneOffsets = {
+            EST: "-05:00",
+            EDT: "-04:00",
+            CST: "-06:00",
+            CDT: "-05:00",
+            MST: "-07:00",
+            MDT: "-06:00",
+            PST: "-08:00",
+            PDT: "-07:00",
+            UTC: "Z",
+            GMT: "Z",
+        };
+        const { month, day, time, zone, year } = match.groups;
+        if (!month || !day || !time || !zone || !year)
+            return undefined;
+        const normalized = `${day.padStart(2, "0")} ${month} ${year} ${time} ${zoneOffsets[zone] ?? "Z"}`;
+        const fallback = new Date(normalized);
+        return Number.isNaN(fallback.getTime()) ? undefined : fallback;
+    }
+    transactionKey(transaction) {
+        return [
+            transaction.activityId,
+            transaction.time,
+            transaction.type,
+            transaction.netAmount,
+            transaction.transferItems?.[0]?.amount ?? "",
+        ].join(":");
+    }
     /** Overridable in request-level tests so snapshot warm-up does not sleep. */
     wait(ms) {
         return sleep(ms);
@@ -622,8 +962,10 @@ 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

@@ -1 +1 @@
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package/dist/index.d.ts

@@ -1,6 +1,6 @@
 /** Package entry point — the broker-neutral types and the IBKR client. */
 export { IbkrClient } from "./ibkr/ibkrClient.js";
 export { buildOauthConfig } from "./ibkr/oauthConfig.js";
-export type { AccountBalances, AuthStatus, BrokerClient, BrokerInstrument, BrokerName, BrokerPosition, BrokerQuote, BrokerQuoteData, BrokerQuoteReference, OptionContract, OptionMarketQuote, OptionQuoteRequest, OptionRight, PriceHistoryBar, PriceHistoryRequest, } from "./types.js";
+export type { AccountBalances, AuthStatus, BrokerClient, BrokerAccountOrders, BrokerInstrument, BrokerInstrumentSearchProjection, BrokerOrder, BrokerOrderLeg, BrokerOrdersOptions, BrokerPosition, BrokerQuote, BrokerQuoteData, BrokerQuoteReference, BrokerTransaction, BrokerTransactionHistory, BrokerTransferItem, OptionContract, OptionMarketQuote, OptionQuoteRequest, OptionRight, PriceHistoryBar, PriceHistoryRequest, } from "./types.js";
 export { formatOsiOptionSymbol, parseOsiOptionSymbol } from "./ibkr/optionContract.js";
 //# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -1 +1 @@
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package/dist/index.js.map

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