@huskly/ibkr-client 1.1.0 → 1.2.0
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.
- package/README.md +44 -13
- package/dist/helpers.d.ts.map +1 -1
- package/dist/helpers.js +14 -9
- package/dist/helpers.js.map +1 -1
- package/dist/ibkr/ibkrApiTypes.d.ts +1 -1
- package/dist/ibkr/ibkrApiTypes.d.ts.map +1 -1
- package/dist/ibkr/ibkrClient.d.ts +9 -4
- package/dist/ibkr/ibkrClient.d.ts.map +1 -1
- package/dist/ibkr/ibkrClient.js +156 -127
- package/dist/ibkr/ibkrClient.js.map +1 -1
- package/dist/ibkr/requestScheduler.d.ts +19 -2
- package/dist/ibkr/requestScheduler.d.ts.map +1 -1
- package/dist/ibkr/requestScheduler.js +146 -24
- 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/package.json +1 -1
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@@ -11,17 +11,21 @@ export type IbkrRequestErrorClassification = {
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kind: "OTHER";
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};
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export interface IbkrRequestTelemetry {
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-
event: "THROTTLED" | "SERVER_RETRY" | "CIRCUIT_OPEN" | "HISTORY_PERIOD_FALLBACK" | "HISTORY_WINDOW_FALLBACK";
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+
event: "THROTTLED" | "SERVER_RETRY" | "CIRCUIT_OPEN" | "SECDEF_INFO_PACING" | "HISTORY_PERIOD_FALLBACK" | "HISTORY_WINDOW_FALLBACK";
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endpoint: string;
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attempt: number;
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delayMs: number;
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/** Current minimum interval for `secdef/info` starts, when applicable. */
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effectiveMinStartIntervalMs?: number;
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}
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export interface IbkrRequestSchedulerOptions {
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maxConcurrent?: number;
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/** Maximum concurrent session-mutating discovery requests. Defaults to 1. */
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maxDiscoveryConcurrent?: number;
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-
/** Maximum concurrent read-only `secdef/info` requests. Defaults to
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/** Maximum concurrent read-only `secdef/info` requests. Defaults to 1. */
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maxSecdefInfoConcurrent?: number;
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/** Minimum interval between `secdef/info` request starts. Defaults to 250 ms. */
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secdefInfoMinStartIntervalMs?: number;
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maxRetries?: number;
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retryBaseDelayMs?: number;
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retryMaxDelayMs?: number;
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@@ -40,6 +44,10 @@ interface RequestOptions {
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secdefInfo?: boolean;
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retryable?: boolean;
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retryServerErrors?: boolean;
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/** Cancel only the jobs that belong to this caller operation. */
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signal?: AbortSignal;
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/** Notify the owning operation before this job reports a terminal failure. */
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onTerminalFailure?: (error: unknown) => void;
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}
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export declare class IbkrRequestSchedulerError extends Error {
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readonly code: "IBKR_THROTTLED" | "IBKR_TEMPORARILY_BLOCKED";
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@@ -57,6 +65,7 @@ export declare class IbkrRequestScheduler {
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private readonly maxConcurrent;
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private readonly maxDiscoveryConcurrent;
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private readonly maxSecdefInfoConcurrent;
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private effectiveSecdefInfoMinStartIntervalMs;
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private readonly maxRetries;
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private readonly retryBaseDelayMs;
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private readonly retryMaxDelayMs;
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@@ -74,16 +83,24 @@ export declare class IbkrRequestScheduler {
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private activeSecdefInfo;
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private backoffUntil;
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private backoffPromise;
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private secdefInfoNextStartAt;
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private secdefInfoPacingPromise;
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private circuitOpenUntil;
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constructor(options?: IbkrRequestSchedulerOptions);
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schedule<T>(options: RequestOptions, task: () => Promise<T>): Promise<T>;
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private resolveJob;
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private rejectJob;
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private removeAbortListener;
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private drain;
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private nextJobIndex;
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private run;
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private handleFailure;
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private requeueIfActive;
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private abortReason;
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private retryDelay;
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private emitTelemetry;
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private ensureBackoffWait;
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private ensureSecdefInfoPacingWait;
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private openCircuit;
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private currentCircuitError;
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}
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@@ -1 +1 @@
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1
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-
{"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;
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1
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+
{"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,oBAAoB,GACpB,yBAAyB,GACzB,yBAAyB,CAAC;IAC9B,QAAQ,EAAE,MAAM,CAAC;IACjB,OAAO,EAAE,MAAM,CAAC;IAChB,OAAO,EAAE,MAAM,CAAC;IAChB,0EAA0E;IAC1E,2BAA2B,CAAC,EAAE,MAAM,CAAC;CACtC;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,iFAAiF;IACjF,4BAA4B,CAAC,EAAE,MAAM,CAAC;IACtC,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;IAC5B,iEAAiE;IACjE,MAAM,CAAC,EAAE,WAAW,CAAC;IACrB,8EAA8E;IAC9E,iBAAiB,CAAC,EAAE,CAAC,KAAK,EAAE,OAAO,KAAK,IAAI,CAAC;CAC9C;AA+BD,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,qCAAqC,CAAS;IACtD,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,qBAAqB,CAAK;IAClC,OAAO,CAAC,uBAAuB,CAA4B;IAC3D,OAAO,CAAC,gBAAgB,CAAK;gBAEjB,OAAO,GAAE,2BAAgC;IAkDrD,QAAQ,CAAC,CAAC,EAAE,OAAO,EAAE,cAAc,EAAE,IAAI,EAAE,MAAM,OAAO,CAAC,CAAC,CAAC,GAAG,OAAO,CAAC,CAAC,CAAC;IA6CxE,OAAO,CAAC,UAAU;IAOlB,OAAO,CAAC,SAAS;IAQjB,OAAO,CAAC,mBAAmB;IAO3B,OAAO,CAAC,KAAK;IAwBb,OAAO,CAAC,YAAY;IA6BpB,OAAO,CAAC,GAAG;IAoCX,OAAO,CAAC,aAAa;IAkFrB,OAAO,CAAC,eAAe;IAIvB,OAAO,CAAC,WAAW;IAMnB,OAAO,CAAC,UAAU;IAalB,OAAO,CAAC,aAAa;IASrB,OAAO,CAAC,iBAAiB;IAWzB,OAAO,CAAC,0BAA0B;IA+BlC,OAAO,CAAC,WAAW;IAoBnB,OAAO,CAAC,mBAAmB;CAa5B"}
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@@ -28,6 +28,7 @@ export class IbkrRequestScheduler {
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maxConcurrent;
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maxDiscoveryConcurrent;
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maxSecdefInfoConcurrent;
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effectiveSecdefInfoMinStartIntervalMs;
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maxRetries;
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retryBaseDelayMs;
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retryMaxDelayMs;
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@@ -45,12 +46,14 @@ export class IbkrRequestScheduler {
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activeSecdefInfo = 0;
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backoffUntil = 0;
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backoffPromise;
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secdefInfoNextStartAt = 0;
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secdefInfoPacingPromise;
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circuitOpenUntil = 0;
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constructor(options = {}) {
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this.maxConcurrent = options.maxConcurrent ?? 10;
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this.maxDiscoveryConcurrent = options.maxDiscoveryConcurrent ?? 1;
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this.maxSecdefInfoConcurrent =
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this.maxSecdefInfoConcurrent = options.maxSecdefInfoConcurrent ?? 1;
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this.effectiveSecdefInfoMinStartIntervalMs = options.secdefInfoMinStartIntervalMs ?? 250;
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this.maxRetries = options.maxRetries ?? 3;
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this.retryBaseDelayMs = options.retryBaseDelayMs ?? 250;
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this.retryMaxDelayMs = options.retryMaxDelayMs ?? 5_000;
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@@ -71,6 +74,10 @@ export class IbkrRequestScheduler {
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this.maxSecdefInfoConcurrent > this.maxConcurrent) {
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throw new Error("Invalid IBKR request concurrency limits");
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}
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if (!Number.isSafeInteger(this.effectiveSecdefInfoMinStartIntervalMs) ||
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this.effectiveSecdefInfoMinStartIntervalMs < 0) {
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throw new Error("Invalid IBKR request pacing limits");
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}
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if (!Number.isSafeInteger(this.maxRetries) ||
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this.maxRetries < 0 ||
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!Number.isSafeInteger(this.retryBaseDelayMs) ||
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@@ -86,11 +93,13 @@ export class IbkrRequestScheduler {
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}
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}
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schedule(options, task) {
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if (options.signal?.aborted)
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return Promise.reject(this.abortReason(options.signal));
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const circuitError = this.currentCircuitError(options.endpoint);
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if (circuitError !== undefined)
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return Promise.reject(circuitError);
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return new Promise((resolve, reject) => {
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const job = {
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sequence: this.sequence++,
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endpoint: options.endpoint,
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priority: options.priority,
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resolve(value);
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},
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reject,
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...(options.signal === undefined ? {} : { signal: options.signal }),
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...(options.onTerminalFailure === undefined
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? {}
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: { onTerminalFailure: options.onTerminalFailure }),
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aborted: false,
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finished: false,
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};
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if (job.signal !== undefined) {
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const signal = job.signal;
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job.abortListener = () => {
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job.aborted = true;
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const queuedIndex = this.queue.indexOf(job);
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if (queuedIndex >= 0)
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this.queue.splice(queuedIndex, 1);
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this.rejectJob(job, this.abortReason(signal));
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this.drain();
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};
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signal.addEventListener("abort", job.abortListener, { once: true });
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if (signal.aborted) {
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job.abortListener();
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return;
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}
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}
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this.queue.push(job);
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this.drain();
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});
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}
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resolveJob(job, value) {
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if (job.finished)
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return;
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job.finished = true;
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this.removeAbortListener(job);
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job.resolve(value);
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}
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rejectJob(job, error) {
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if (job.finished)
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return;
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job.finished = true;
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this.removeAbortListener(job);
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if (!job.aborted)
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job.onTerminalFailure?.(error);
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job.reject(error);
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}
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removeAbortListener(job) {
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if (job.signal !== undefined && job.abortListener !== undefined) {
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job.signal.removeEventListener("abort", job.abortListener);
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delete job.abortListener;
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}
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}
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drain() {
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if (this.circuitOpenUntil > this.now()) {
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for (const queued of this.queue.splice(0)) {
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this.rejectJob(queued, this.currentCircuitError(queued.endpoint));
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}
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return;
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}
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}
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while (this.active < this.maxConcurrent) {
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const index = this.nextJobIndex();
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if (index < 0)
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if (index < 0) {
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this.ensureSecdefInfoPacingWait();
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return;
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}
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const [job] = this.queue.splice(index, 1);
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if (job === undefined)
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return;
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this.run(job);
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}
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this.ensureSecdefInfoPacingWait();
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}
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nextJobIndex() {
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let selected = -1;
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for (const [index, job] of this.queue.entries()) {
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|
if (job.priority === "DISCOVERY" &&
|
|
135
192
|
(job.secdefInfo
|
|
136
|
-
? this.activeSecdefInfo >= this.maxSecdefInfoConcurrent
|
|
193
|
+
? this.activeSecdefInfo >= this.maxSecdefInfoConcurrent ||
|
|
194
|
+
this.secdefInfoNextStartAt > this.now()
|
|
137
195
|
: this.activeDiscovery >= this.maxDiscoveryConcurrent)) {
|
|
138
196
|
continue;
|
|
139
197
|
}
|
|
@@ -152,6 +210,9 @@ export class IbkrRequestScheduler {
|
|
|
152
210
|
return selected;
|
|
153
211
|
}
|
|
154
212
|
run(job) {
|
|
213
|
+
if (job.secdefInfo) {
|
|
214
|
+
this.secdefInfoNextStartAt = this.now() + this.effectiveSecdefInfoMinStartIntervalMs;
|
|
215
|
+
}
|
|
155
216
|
this.active += 1;
|
|
156
217
|
if (job.priority === "DISCOVERY") {
|
|
157
218
|
if (job.secdefInfo)
|
|
@@ -164,7 +225,9 @@ export class IbkrRequestScheduler {
|
|
|
164
225
|
this.metrics.maximumSecdefInfoConcurrent = Math.max(this.metrics.maximumSecdefInfoConcurrent, this.activeSecdefInfo);
|
|
165
226
|
void Promise.resolve()
|
|
166
227
|
.then(job.task)
|
|
167
|
-
.then(
|
|
228
|
+
.then((value) => {
|
|
229
|
+
this.resolveJob(job, value);
|
|
230
|
+
})
|
|
168
231
|
.catch((error) => {
|
|
169
232
|
this.handleFailure(job, error);
|
|
170
233
|
})
|
|
@@ -180,6 +243,8 @@ export class IbkrRequestScheduler {
|
|
|
180
243
|
});
|
|
181
244
|
}
|
|
182
245
|
handleFailure(job, error) {
|
|
246
|
+
if (job.aborted)
|
|
247
|
+
return;
|
|
183
248
|
const classification = this.classifyError(error);
|
|
184
249
|
if (classification.kind === "TEMPORARILY_BLOCKED") {
|
|
185
250
|
this.openCircuit(job, error);
|
|
@@ -187,7 +252,7 @@ export class IbkrRequestScheduler {
|
|
|
187
252
|
}
|
|
188
253
|
if (classification.kind === "SERVER_ERROR") {
|
|
189
254
|
if (!job.retryServerErrors || job.attempts >= this.maxRetries) {
|
|
190
|
-
|
|
255
|
+
this.rejectJob(job, error);
|
|
191
256
|
return;
|
|
192
257
|
}
|
|
193
258
|
const delayMs = this.retryDelay(job.attempts, classification.retryAfterMs);
|
|
@@ -199,36 +264,60 @@ export class IbkrRequestScheduler {
|
|
|
199
264
|
delayMs,
|
|
200
265
|
});
|
|
201
266
|
void this.sleep(delayMs).then(() => {
|
|
267
|
+
if (job.aborted)
|
|
268
|
+
return;
|
|
202
269
|
const circuitError = this.currentCircuitError(job.endpoint);
|
|
203
270
|
if (circuitError !== undefined) {
|
|
204
|
-
|
|
271
|
+
this.rejectJob(job, circuitError);
|
|
205
272
|
return;
|
|
206
273
|
}
|
|
207
274
|
this.queue.push(job);
|
|
208
275
|
this.drain();
|
|
209
276
|
}, () => {
|
|
210
|
-
|
|
277
|
+
this.rejectJob(job, error);
|
|
211
278
|
});
|
|
212
279
|
return;
|
|
213
280
|
}
|
|
214
281
|
if (classification.kind !== "THROTTLED") {
|
|
215
|
-
|
|
282
|
+
this.rejectJob(job, error);
|
|
216
283
|
return;
|
|
217
284
|
}
|
|
285
|
+
const delayMs = this.retryDelay(job.attempts, classification.retryAfterMs);
|
|
286
|
+
if (job.secdefInfo) {
|
|
287
|
+
this.effectiveSecdefInfoMinStartIntervalMs = Math.max(this.effectiveSecdefInfoMinStartIntervalMs, delayMs);
|
|
288
|
+
this.secdefInfoNextStartAt = Math.max(this.secdefInfoNextStartAt, this.now() + delayMs);
|
|
289
|
+
this.emitTelemetry({
|
|
290
|
+
event: "THROTTLED",
|
|
291
|
+
endpoint: job.endpoint,
|
|
292
|
+
attempt: job.attempts + 1,
|
|
293
|
+
delayMs,
|
|
294
|
+
effectiveMinStartIntervalMs: this.effectiveSecdefInfoMinStartIntervalMs,
|
|
295
|
+
});
|
|
296
|
+
}
|
|
218
297
|
if (!job.retryable || job.attempts >= this.maxRetries) {
|
|
219
|
-
|
|
298
|
+
this.rejectJob(job, new IbkrRequestSchedulerError(`IBKR throttled ${job.endpoint}`, "IBKR_THROTTLED", job.endpoint, classification.retryAfterMs ?? 0, { cause: error }));
|
|
220
299
|
return;
|
|
221
300
|
}
|
|
222
|
-
const delayMs = this.retryDelay(job.attempts, classification.retryAfterMs);
|
|
223
301
|
job.attempts += 1;
|
|
224
|
-
|
|
225
|
-
|
|
226
|
-
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
230
|
-
|
|
231
|
-
|
|
302
|
+
if (!job.secdefInfo) {
|
|
303
|
+
this.backoffUntil = Math.max(this.backoffUntil, this.now() + delayMs);
|
|
304
|
+
this.emitTelemetry({
|
|
305
|
+
event: "THROTTLED",
|
|
306
|
+
endpoint: job.endpoint,
|
|
307
|
+
attempt: job.attempts,
|
|
308
|
+
delayMs,
|
|
309
|
+
});
|
|
310
|
+
}
|
|
311
|
+
this.requeueIfActive(job);
|
|
312
|
+
}
|
|
313
|
+
requeueIfActive(job) {
|
|
314
|
+
if (!job.aborted)
|
|
315
|
+
this.queue.push(job);
|
|
316
|
+
}
|
|
317
|
+
abortReason(signal) {
|
|
318
|
+
return signal.reason instanceof Error
|
|
319
|
+
? signal.reason
|
|
320
|
+
: new Error("IBKR request was aborted", { cause: signal.reason });
|
|
232
321
|
}
|
|
233
322
|
retryDelay(attempt, retryAfterMs) {
|
|
234
323
|
const explicitRetryAfter = retryAfterMs !== undefined && Number.isFinite(retryAfterMs) && retryAfterMs >= 0
|
|
@@ -262,13 +351,46 @@ export class IbkrRequestScheduler {
|
|
|
262
351
|
this.drain();
|
|
263
352
|
});
|
|
264
353
|
}
|
|
354
|
+
ensureSecdefInfoPacingWait() {
|
|
355
|
+
if (this.secdefInfoPacingPromise !== undefined)
|
|
356
|
+
return;
|
|
357
|
+
if (this.activeSecdefInfo >= this.maxSecdefInfoConcurrent)
|
|
358
|
+
return;
|
|
359
|
+
if (!this.queue.some((job) => job.secdefInfo))
|
|
360
|
+
return;
|
|
361
|
+
const target = this.secdefInfoNextStartAt;
|
|
362
|
+
const delayMs = target - this.now();
|
|
363
|
+
if (delayMs <= 0)
|
|
364
|
+
return;
|
|
365
|
+
this.emitTelemetry({
|
|
366
|
+
event: "SECDEF_INFO_PACING",
|
|
367
|
+
endpoint: "secdef/info",
|
|
368
|
+
attempt: 0,
|
|
369
|
+
delayMs,
|
|
370
|
+
effectiveMinStartIntervalMs: this.effectiveSecdefInfoMinStartIntervalMs,
|
|
371
|
+
});
|
|
372
|
+
this.secdefInfoPacingPromise = this.sleep(delayMs).then(() => {
|
|
373
|
+
this.secdefInfoPacingPromise = undefined;
|
|
374
|
+
this.drain();
|
|
375
|
+
}, (error) => {
|
|
376
|
+
this.secdefInfoPacingPromise = undefined;
|
|
377
|
+
const queued = this.queue.splice(0);
|
|
378
|
+
for (const job of queued) {
|
|
379
|
+
if (job.secdefInfo)
|
|
380
|
+
this.rejectJob(job, error);
|
|
381
|
+
else
|
|
382
|
+
this.queue.push(job);
|
|
383
|
+
}
|
|
384
|
+
this.drain();
|
|
385
|
+
});
|
|
386
|
+
}
|
|
265
387
|
openCircuit(job, cause) {
|
|
266
388
|
this.circuitOpenUntil = this.now() + this.circuitDurationMs;
|
|
267
389
|
this.backoffUntil = 0;
|
|
268
390
|
const error = new IbkrRequestSchedulerError(`IBKR temporarily blocked ${job.endpoint}`, "IBKR_TEMPORARILY_BLOCKED", job.endpoint, this.circuitDurationMs, { cause });
|
|
269
|
-
|
|
391
|
+
this.rejectJob(job, error);
|
|
270
392
|
for (const queued of this.queue.splice(0))
|
|
271
|
-
|
|
393
|
+
this.rejectJob(queued, error);
|
|
272
394
|
this.emitTelemetry({
|
|
273
395
|
event: "CIRCUIT_OPEN",
|
|
274
396
|
endpoint: job.endpoint,
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
package/dist/index.d.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
/** Package entry point — the broker-neutral types and the IBKR client. */
|
|
2
2
|
export { IbkrClient, IbkrBrokerResponseError, IbkrHttpError, IbkrPriceHistoryContractError, IbkrInsufficientHistoryError, } from "./ibkr/ibkrClient.js";
|
|
3
|
-
export type { IbkrClientOptions, IbkrHttpErrorResponse } from "./ibkr/ibkrClient.js";
|
|
3
|
+
export type { IbkrClientOptions, IbkrHttpErrorResponse, OptionDiscoveryOptions, } 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";
|
package/dist/index.d.ts.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,0EAA0E;AAC1E,OAAO,EACL,UAAU,EACV,uBAAuB,EACvB,aAAa,EACb,6BAA6B,EAC7B,4BAA4B,GAC7B,MAAM,sBAAsB,CAAC;AAC9B,YAAY,
|
|
1
|
+
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package/dist/index.js.map
CHANGED
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@@ -1 +1 @@
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1
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-
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|
|
1
|
+
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