npm - @huskly/ibkr-client - Versions diffs - 1.0.0 → 1.1.0 - Mend

@huskly/ibkr-client 1.0.0 → 1.1.0

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 (15) hide show

package/README.md +22 -11
package/dist/ibkr/ibkrClient.d.ts +11 -3
package/dist/ibkr/ibkrClient.d.ts.map +1 -1
package/dist/ibkr/ibkrClient.js +233 -73
package/dist/ibkr/ibkrClient.js.map +1 -1
package/dist/ibkr/requestScheduler.d.ts +8 -0
package/dist/ibkr/requestScheduler.d.ts.map +1 -1
package/dist/ibkr/requestScheduler.js +33 -6
package/dist/ibkr/requestScheduler.js.map +1 -1
package/dist/index.d.ts +1 -1
package/dist/index.d.ts.map +1 -1
package/dist/index.js.map +1 -1
package/dist/types.d.ts +36 -0
package/dist/types.d.ts.map +1 -1
package/package.json +1 -1

package/dist/ibkr/requestScheduler.d.ts CHANGED Viewed

@@ -18,7 +18,10 @@ export interface IbkrRequestTelemetry {
 }
 export interface IbkrRequestSchedulerOptions {
     maxConcurrent?: number;
+    /** Maximum concurrent session-mutating discovery requests. Defaults to 1. */
     maxDiscoveryConcurrent?: number;
+    /** Maximum concurrent read-only `secdef/info` requests. Defaults to 4. */
+    maxSecdefInfoConcurrent?: number;
     maxRetries?: number;
     retryBaseDelayMs?: number;
     retryMaxDelayMs?: number;
@@ -33,6 +36,8 @@ export interface IbkrRequestSchedulerOptions {
 interface RequestOptions {
     endpoint: string;
     priority: IbkrRequestPriority;
+    /** Use the bounded read-only security-definition lane. */
+    secdefInfo?: boolean;
     retryable?: boolean;
     retryServerErrors?: boolean;
 }
@@ -47,9 +52,11 @@ export declare class IbkrRequestScheduler {
     readonly metrics: {
         maximumConcurrent: number;
         maximumDiscoveryConcurrent: number;
+        maximumSecdefInfoConcurrent: number;
     };
     private readonly maxConcurrent;
     private readonly maxDiscoveryConcurrent;
+    private readonly maxSecdefInfoConcurrent;
     private readonly maxRetries;
     private readonly retryBaseDelayMs;
     private readonly retryMaxDelayMs;
@@ -64,6 +71,7 @@ export declare class IbkrRequestScheduler {
     private sequence;
     private active;
     private activeDiscovery;
+    private activeSecdefInfo;
     private backoffUntil;
     private backoffPromise;
     private circuitOpenUntil;

package/dist/ibkr/requestScheduler.d.ts.map CHANGED Viewed

	@@ -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,6EAA6E;IAC7E,sBAAsB,CAAC,EAAE,MAAM,CAAC;IAChC,0EAA0E;IAC1E,uBAAuB,CAAC,EAAE,MAAM,CAAC;IACjC,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,0DAA0D;IAC1D,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,SAAS,CAAC,EAAE,OAAO,CAAC;IACpB,iBAAiB,CAAC,EAAE,OAAO,CAAC;CAC7B;AA0BD,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;;;;MAId;IAEF,OAAO,CAAC,QAAQ,CAAC,aAAa,CAAS;IACvC,OAAO,CAAC,QAAQ,CAAC,sBAAsB,CAAS;IAChD,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAS;IACjD,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,gBAAgB,CAAK;IAC7B,OAAO,CAAC,YAAY,CAAK;IACzB,OAAO,CAAC,cAAc,CAA4B;IAClD,OAAO,CAAC,gBAAgB,CAAK;gBAEjB,OAAO,GAAE,2BAAgC;IA4CrD,QAAQ,CAAC,CAAC,EAAE,OAAO,EAAE,cAAc,EAAE,IAAI,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC;IAsBxE,OAAO,CAAC,KAAK;IAoBb,OAAO,CAAC,YAAY;IA4BpB,OAAO,CAAC,GAAG;IA+BX,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 Viewed

@@ -23,9 +23,11 @@ export class IbkrRequestScheduler {
     metrics = {
         maximumConcurrent: 0,
         maximumDiscoveryConcurrent: 0,
+        maximumSecdefInfoConcurrent: 0,
     };
     maxConcurrent;
     maxDiscoveryConcurrent;
+    maxSecdefInfoConcurrent;
     maxRetries;
     retryBaseDelayMs;
     retryMaxDelayMs;
@@ -40,12 +42,15 @@ export class IbkrRequestScheduler {
     sequence = 0;
     active = 0;
     activeDiscovery = 0;
+    activeSecdefInfo = 0;
     backoffUntil = 0;
     backoffPromise;
     circuitOpenUntil = 0;
     constructor(options = {}) {
         this.maxConcurrent = options.maxConcurrent ?? 10;
         this.maxDiscoveryConcurrent = options.maxDiscoveryConcurrent ?? 1;
+        this.maxSecdefInfoConcurrent =
+            options.maxSecdefInfoConcurrent ?? Math.min(4, this.maxConcurrent);
         this.maxRetries = options.maxRetries ?? 3;
         this.retryBaseDelayMs = options.retryBaseDelayMs ?? 250;
         this.retryMaxDelayMs = options.retryMaxDelayMs ?? 5_000;
@@ -60,7 +65,10 @@ export class IbkrRequestScheduler {
             this.maxConcurrent <= 0 ||
             !Number.isSafeInteger(this.maxDiscoveryConcurrent) ||
             this.maxDiscoveryConcurrent <= 0 ||
-            this.maxDiscoveryConcurrent > this.maxConcurrent) {
+            this.maxDiscoveryConcurrent > this.maxConcurrent ||
+            !Number.isSafeInteger(this.maxSecdefInfoConcurrent) ||
+            this.maxSecdefInfoConcurrent <= 0 ||
+            this.maxSecdefInfoConcurrent > this.maxConcurrent) {
             throw new Error("Invalid IBKR request concurrency limits");
         }
         if (!Number.isSafeInteger(this.maxRetries) ||
@@ -86,6 +94,7 @@ export class IbkrRequestScheduler {
                 sequence: this.sequence++,
                 endpoint: options.endpoint,
                 priority: options.priority,
+                secdefInfo: options.secdefInfo ?? false,
                 retryable: options.retryable ?? true,
                 retryServerErrors: options.retryServerErrors ?? false,
                 attempts: 0,
@@ -99,6 +108,12 @@ export class IbkrRequestScheduler {
         });
     }
     drain() {
+        if (this.circuitOpenUntil > this.now()) {
+            for (const queued of this.queue.splice(0)) {
+                queued.reject(this.currentCircuitError(queued.endpoint));
+            }
+            return;
+        }
         if (this.backoffUntil > 0) {
             this.ensureBackoffWait();
             return;
@@ -116,7 +131,10 @@ export class IbkrRequestScheduler {
     nextJobIndex() {
         let selected = -1;
         for (const [index, job] of this.queue.entries()) {
-            if (job.priority === "DISCOVERY" && this.activeDiscovery >= this.maxDiscoveryConcurrent) {
+            if (job.priority === "DISCOVERY" &&
+                (job.secdefInfo
+                    ? this.activeSecdefInfo >= this.maxSecdefInfoConcurrent
+                    : this.activeDiscovery >= this.maxDiscoveryConcurrent)) {
                 continue;
             }
             if (selected < 0) {
@@ -135,10 +153,15 @@ export class IbkrRequestScheduler {
     }
     run(job) {
         this.active += 1;
-        if (job.priority === "DISCOVERY")
-            this.activeDiscovery += 1;
+        if (job.priority === "DISCOVERY") {
+            if (job.secdefInfo)
+                this.activeSecdefInfo += 1;
+            else
+                this.activeDiscovery += 1;
+        }
         this.metrics.maximumConcurrent = Math.max(this.metrics.maximumConcurrent, this.active);
         this.metrics.maximumDiscoveryConcurrent = Math.max(this.metrics.maximumDiscoveryConcurrent, this.activeDiscovery);
+        this.metrics.maximumSecdefInfoConcurrent = Math.max(this.metrics.maximumSecdefInfoConcurrent, this.activeSecdefInfo);
         void Promise.resolve()
             .then(job.task)
             .then(job.resolve)
@@ -147,8 +170,12 @@ export class IbkrRequestScheduler {
         })
             .finally(() => {
             this.active -= 1;
-            if (job.priority === "DISCOVERY")
-                this.activeDiscovery -= 1;
+            if (job.priority === "DISCOVERY") {
+                if (job.secdefInfo)
+                    this.activeSecdefInfo -= 1;
+                else
+                    this.activeDiscovery -= 1;
+            }
             this.drain();
         });
     }

package/dist/ibkr/requestScheduler.js.map CHANGED Viewed

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

@@ -4,7 +4,7 @@ export type { IbkrClientOptions, IbkrHttpErrorResponse } from "./ibkr/ibkrClient
 export { IbkrRequestSchedulerError } from "./ibkr/requestScheduler.js";
 export type { IbkrRequestPriority, IbkrRequestErrorClassification, IbkrRequestTelemetry, IbkrRequestSchedulerOptions, } from "./ibkr/requestScheduler.js";
 export { buildOauthConfig } from "./ibkr/oauthConfig.js";
-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";
+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, OptionChainSnapshot, OptionChainSnapshotDiagnostics, OptionChainSnapshotField, OptionChainSnapshotQuote, OptionContract, OptionDiscoveryTelemetry, OptionMarketQuote, OptionQuoteRequest, OptionRight, PriceHistoryBar, PriceHistoryContract, PriceHistoryContractCandidate, PriceHistoryContractSelector, PriceHistorySecurityType, PriceHistoryRequest, PriceHistoryResult, PriceHistoryTelemetry, } from "./types.js";
 export { formatOsiOptionSymbol, parseOsiOptionSymbol } from "./ibkr/optionContract.js";
 export { normalizeDerivativeDataAvailability } from "./ibkr/derivativeContract.js";
 //# sourceMappingURL=index.d.ts.map

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package/dist/types.d.ts CHANGED Viewed

@@ -715,6 +715,31 @@ export interface OptionMarketQuote extends OptionContract {
     /** ISO 8601 instant the snapshot was last updated; null when IBKR reports no update time. */
     timestamp: string | null;
 }
+/** Market-data fields that can be absent from a complete listed option-chain snapshot. */
+export type OptionChainSnapshotField = "bid" | "ask" | "mid" | "delta" | "volume" | "openInterest" | "availability" | "timestamp";
+/** A listed option contract that preserves unavailable broker market data as null. */
+export interface OptionChainSnapshotQuote extends OptionContract {
+    bid: number | null;
+    ask: number | null;
+    mid: number | null;
+    delta: number | null;
+    volume: number | null;
+    openInterest: number | null;
+    availability: MarketDataAvailability | null;
+    timestamp: string | null;
+}
+/** Safe counts that explain the completeness of an option-chain snapshot. */
+export interface OptionChainSnapshotDiagnostics {
+    qualifiedCount: number;
+    returnedCount: number;
+    malformedDefinitionCount: number;
+    missingFieldCounts: Record<OptionChainSnapshotField, number>;
+}
+/** Every qualified contract for one exact expiry and option side, with completeness diagnostics. */
+export interface OptionChainSnapshot {
+    quotes: OptionChainSnapshotQuote[];
+    diagnostics: OptionChainSnapshotDiagnostics;
+}
 /** IBKR security types that a price-history contract can report. */
 export type PriceHistorySecurityType = "STK" | "IND" | "OPT" | "FUT" | "FOP" | "CASH" | "CFD" | "WAR" | "FUND" | "BOND" | "CMDTY";
 /** An explicit IBKR contract selector for a price-history request. */
@@ -778,6 +803,17 @@ export interface OptionQuoteRequest {
     strike: number;
     right: OptionRight;
 }
+/** Safe phase timing for option discovery. It never contains account or credential data. */
+export interface OptionDiscoveryTelemetry {
+    event: "OPTION_DISCOVERY_PHASE";
+    phase: "SEARCH" | "STRIKES" | "DEFINITIONS" | "SNAPSHOTS";
+    symbol: string;
+    month: string;
+    right: OptionRight | null;
+    durationMs: number;
+    definitionRequestCount: number;
+    snapshotBatchCount: number;
+}
 /**
  * The broker-neutral contract implemented by {@link IbkrClient}. Kept
  * intentionally small around account, position, quote, transaction, and order

package/dist/types.d.ts.map CHANGED Viewed

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

@@ -1,6 +1,6 @@
 {
   "name": "@huskly/ibkr-client",
-  "version": "1.0.0",
+  "version": "1.1.0",
   "description": "Interactive Brokers Web API client with OAuth 1.0a authentication",
   "type": "module",
   "main": "dist/index.js",