@huskly/ibkr-client 1.3.1 → 1.4.0

package/README.md

@@ -177,6 +177,52 @@ applies to definition discovery and market-data snapshots. An aborted operation
 signal reason when it is an `Error`. A non-error custom reason is retained as the `cause` of an
 `Error`. An `AbortController` without a custom reason uses the standard `AbortError`.
 
+#### Bounded strike discovery
+
+One security definition costs one paced `secdef/info` request, so the cost of discovery is
+proportional to the number of strikes the month lists. A broad index lists thousands of strikes, and
+a caller usually uses only a small band of them. Give `strikeRange` to resolve only that band:
+
+```ts
+const chain = await client.getOptionChain("SPX", expiry, "P", {
+  strikeRange: { min: 6800, max: 7400 },
+});
+```
+
+- Both bounds are inclusive, and each bound is optional. An open bound keeps every strike on that
+  side. No `strikeRange` keeps every listed strike, which is the behavior of earlier versions.
+- A bound that is not a finite number, and a `min` above the `max`, are refused with a `TypeError`
+  before any request.
+- A band that keeps none of the listed strikes fails with an error. It does not report an empty
+  chain, because an empty chain looks like an unlisted expiry.
+- Discovery memoizes each band separately, so a narrow result can never answer a request for a
+  different band.
+- The `STRIKES` and `DEFINITIONS` telemetry phases report `listedStrikeCount` and
+  `selectedStrikeCount`, so you can measure what the band removed.
+
+#### Security-definition cache
+
+A security definition is identity: conid, symbol, underlying, expiry, strike, and right. It holds no
+price, no greek, and no availability, and it does not change for a listed contract. Give an
+`optionDefinitionCache` to keep those definitions between runs and remove their requests:
+
+```ts
+const client = new IbkrClient(config, {
+  optionDefinitionCache: {
+    get: (keys) => store.read(keys), // aligned to `keys` by index; `null` is a miss
+    set: (entries) => store.write(entries),
+  },
+});
+```
+
+- The key is the underlying conid, the month token, the right, and the strike.
+- An empty array is a hit that records a strike IBKR does not list. `null` is a miss.
+- The cache is an accelerator, never an authority. A rejected read, a result of the wrong length, or
+  a record that is not a whole contract for its key is treated as a miss, and the broker answers.
+- A partial or malformed broker answer is never stored.
+- A failed write never fails discovery.
+- The `DEFINITIONS` telemetry phase reports `cachedDefinitionCount` beside `definitionRequestCount`.
+
 ### Broker-neutral derivative discovery
 
 `IbkrClient` implements the capability-specific `DerivativeDiscoveryClient` without adding

package/dist/ibkr/ibkrClient.d.ts

@@ -1,5 +1,5 @@
 import type { IbkrOauth1Config } from "./oauthConfig.js";
-import type { AccountBalances, ActiveDerivativeOrder, AuthStatus, BrokerAccountOrders, BrokerClient, BrokerInstrument, BrokerInstrumentSearchProjection, BrokerOrdersOptions, BrokerPosition, BrokerQuote, BrokerQuoteOptions, BrokerQuoteRequest, BrokerTransactionHistory, BrokerErrorDetail, DerivativeContract, DerivativeContractQuery, DerivativeComboExecutionRequest, DerivativeComboReconciliation, DerivativeComboReconciliationRequest, DerivativeComboPreviewRequest, DerivativeComboPreviewResult, DerivativeContingentChildOrderRequest, DerivativeContingentParentOrderRequest, DerivativeDiscoveryClient, DerivativeExecutionClient, DerivativeExecution, DerivativeExecutionQuery, DerivativeMultiOrderResult, DerivativeOrderGraphLookup, DerivativeOrderGraphRequest, DerivativeOrderGraphResult, DerivativeOrderGraphWarningContinuation, DerivativeOrderCancellationResult, DerivativeOrderCancelRequest, DerivativeOrderLifecycle, DerivativeOrderLookup, DerivativeOrderSubmissionResult, DerivativeSingleOrderRequest, DerivativePreviewClient, DerivativeExpiry, DerivativeExpiryQuery, DerivativeQuote, DerivativeReferenceQuote, OptionChainSnapshot, OptionContract, OptionDiscoveryTelemetry, OptionMarketQuote, OptionQuoteRequest, OptionRight, PriceHistoryContractCandidate, PriceHistoryRequest, PriceHistoryResult, PriceHistoryTelemetry, TradingDiagnostics } from "../types.js";
+import type { AccountBalances, ActiveDerivativeOrder, AuthStatus, BrokerAccountOrders, BrokerClient, BrokerInstrument, BrokerInstrumentSearchProjection, BrokerOrdersOptions, BrokerPosition, BrokerQuote, BrokerQuoteOptions, BrokerQuoteRequest, BrokerTransactionHistory, BrokerErrorDetail, DerivativeContract, DerivativeContractQuery, DerivativeComboExecutionRequest, DerivativeComboReconciliation, DerivativeComboReconciliationRequest, DerivativeComboPreviewRequest, DerivativeComboPreviewResult, DerivativeContingentChildOrderRequest, DerivativeContingentParentOrderRequest, DerivativeDiscoveryClient, DerivativeExecutionClient, DerivativeExecution, DerivativeExecutionQuery, DerivativeMultiOrderResult, DerivativeOrderGraphLookup, DerivativeOrderGraphRequest, DerivativeOrderGraphResult, DerivativeOrderGraphWarningContinuation, DerivativeOrderCancellationResult, DerivativeOrderCancelRequest, DerivativeOrderLifecycle, DerivativeOrderLookup, DerivativeOrderSubmissionResult, DerivativeSingleOrderRequest, DerivativePreviewClient, DerivativeExpiry, DerivativeExpiryQuery, DerivativeQuote, DerivativeReferenceQuote, OptionChainSnapshot, OptionContract, OptionDefinitionCache, OptionDiscoveryTelemetry, OptionMarketQuote, OptionStrikeRange, OptionQuoteRequest, OptionRight, PriceHistoryContractCandidate, PriceHistoryRequest, PriceHistoryResult, PriceHistoryTelemetry, TradingDiagnostics } from "../types.js";
 import { type IbkrRequestSchedulerOptions, type IbkrRequestTelemetry } from "./requestScheduler.js";
 interface IbkrRequestInput {
     path: string;
@@ -7,10 +7,17 @@ interface IbkrRequestInput {
     params?: Record<string, string | number | boolean | null | undefined>;
     data?: object;
 }
-/** Controls one option-chain or expiry-discovery operation. */
 export interface OptionDiscoveryOptions {
     /** Stop this operation without canceling work owned by another caller. */
     signal?: AbortSignal;
+    /**
+     * Resolve only the strikes inside this inclusive band.
+     *
+     * One security definition costs one paced `secdef/info` request, so a month that lists thousands
+     * of strikes costs thousands of requests. A caller that can name the strikes it uses makes the
+     * cost proportional to that band. Without a band every listed strike is resolved.
+     */
+    strikeRange?: OptionStrikeRange;
 }
 export interface IbkrClientOptions {
     requestScheduler?: Omit<IbkrRequestSchedulerOptions, "classifyError" | "onTelemetry">;
@@ -19,6 +26,13 @@ export interface IbkrClientOptions {
     onPriceHistoryTelemetry?: (event: PriceHistoryTelemetry) => void;
     /** Receive safe timing and request counts for option-discovery phases. */
     onOptionDiscoveryTelemetry?: (event: OptionDiscoveryTelemetry) => void;
+    /**
+     * Supply resolved security definitions so discovery does not request them again.
+     *
+     * The cache is an accelerator and never an authority: a rejected read, a malformed record, or a
+     * misaligned result is treated as a miss, and the broker then answers.
+     */
+    optionDefinitionCache?: OptionDefinitionCache;
 }
 /** Safe HTTP response evidence retained when the raw transport rejects a request. */
 export interface IbkrHttpErrorResponse {
@@ -68,6 +82,7 @@ export declare class IbkrClient implements BrokerClient, DerivativeDiscoveryClie
     private initPromise?;
     private accountIdPromise?;
     private readonly optionDiscovery;
+    private readonly optionDefinitionCache;
     private readonly optionContractResolution;
     private readonly priceHistoryContractResolution;
     private readonly derivativeDiscovery;
@@ -291,6 +306,16 @@ export declare class IbkrClient implements BrokerClient, DerivativeDiscoveryClie
     private discoverOptions;
     private loadOptionUnderlying;
     private loadOptionContracts;
+    /**
+     * Read one definition for each request from the cache, aligned by index.
+     *
+     * Every failure mode collapses to "miss": no cache, a rejected read, a misaligned result, or a
+     * record that is not a valid contract for the key it answers. The broker is then asked, so a bad
+     * cache costs time and never changes an answer.
+     */
+    private readCachedOptionDefinitions;
+    /** Store resolved definitions. A store failure is never fatal: the identity came from IBKR. */
+    private writeCachedOptionDefinitions;
     private fetchOptionChainSnapshot;
     private fetchNullableOptionQuotes;
     private fetchOptionQuotes;

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

@@ -1 +1 @@
-{"version":3,"file":"ibkrClient.d.ts","sourceRoot":"","sources":["../../src/ibkr/ibkrClient.ts"],"names":[],"mappings":"AAEA,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,kBAAkB,CAAC;AACzD,OAAO,KAAK,EACV,eAAe,EACf,qBAAqB,EAGrB,UAAU,EACV,mBAAmB,EACnB,YAAY,EACZ,gBAAgB,EAChB,gCAAgC,EAGhC,mBAAmB,EACnB,cAAc,EACd,WAAW,EACX,kBAAkB,EAClB,kBAAkB,EAElB,wBAAwB,EACxB,iBAAiB,EAEjB,kBAAkB,EAClB,uBAAuB,EACvB,+BAA+B,EAC/B,6BAA6B,EAC7B,oCAAoC,EACpC,6BAA6B,EAC7B,4BAA4B,EAC5B,qCAAqC,EAErC,sCAAsC,EACtC,yBAAyB,EACzB,yBAAyB,EACzB,mBAAmB,EACnB,wBAAwB,EAGxB,0BAA0B,EAE1B,0BAA0B,EAE1B,2BAA2B,EAC3B,0BAA0B,EAC1B,uCAAuC,EACvC,iCAAiC,EACjC,4BAA4B,EAC5B,wBAAwB,EACxB,qBAAqB,EAErB,+BAA+B,EAC/B,4BAA4B,EAE5B,uBAAuB,EACvB,gBAAgB,EAChB,qBAAqB,EACrB,eAAe,EACf,wBAAwB,EACxB,mBAAmB,EAInB,cAAc,EACd,wBAAwB,EACxB,iBAAiB,EACjB,kBAAkB,EAClB,WAAW,EAIX,6BAA6B,EAC7B,mBAAmB,EAEnB,kBAAkB,EAClB,qBAAqB,EACrB,kBAAkB,EACnB,MAAM,aAAa,CAAC;AAmCrB,OAAO,EAIL,KAAK,2BAA2B,EAChC,KAAK,oBAAoB,EAC1B,MAAM,uBAAuB,CAAC;AAiX/B,UAAU,gBAAgB;IACxB,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,GAAG,IAAI,GAAG,SAAS,CAAC,CAAC;IACtE,IAAI,CAAC,EAAE,MAAM,CAAC;CACf;AAID,+DAA+D;AAC/D,MAAM,WAAW,sBAAsB;IACrC,0EAA0E;IAC1E,MAAM,CAAC,EAAE,WAAW,CAAC;CACtB;AAED,MAAM,WAAW,iBAAiB;IAChC,gBAAgB,CAAC,EAAE,IAAI,CAAC,2BAA2B,EAAE,eAAe,GAAG,aAAa,CAAC,CAAC;IACtF,kBAAkB,CAAC,EAAE,CAAC,KAAK,EAAE,oBAAoB,KAAK,IAAI,CAAC;IAC3D,oFAAoF;IACpF,uBAAuB,CAAC,EAAE,CAAC,KAAK,EAAE,qBAAqB,KAAK,IAAI,CAAC;IACjE,0EAA0E;IAC1E,0BAA0B,CAAC,EAAE,CAAC,KAAK,EAAE,wBAAwB,KAAK,IAAI,CAAC;CACxE;AAED,qFAAqF;AACrF,MAAM,WAAW,qBAAqB;IACpC,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,MAAM,GAAG,IAAI,CAAC;CAC3B;AAED,oDAAoD;AACpD,qBAAa,aAAc,SAAQ,KAAK;IAKpC,QAAQ,CAAC,MAAM,EAAE,MAAM;IACvB,QAAQ,CAAC,QAAQ,EAAE,qBAAqB;IAL1C,QAAQ,CAAC,UAAU,EAAE,MAAM,CAAC;gBAG1B,OAAO,EAAE,MAAM,EACN,MAAM,EAAE,MAAM,EACd,QAAQ,EAAE,qBAAqB,EACxC,OAAO,CAAC,EAAE,YAAY;CAMzB;AAED;;;;GAIG;AACH,qBAAa,uBAAwB,SAAQ,KAAK;IAG9C,QAAQ,CAAC,MAAM,EAAE,iBAAiB;gBADlC,OAAO,EAAE,MAAM,EACN,MAAM,EAAE,iBAAiB,EAClC,OAAO,CAAC,EAAE,YAAY;CAKzB;AAED,sFAAsF;AACtF,qBAAa,6BAA8B,SAAQ,KAAK;IAGpD,QAAQ,CAAC,IAAI,EACX,oBAAoB,GAAG,oBAAoB,GAAG,kBAAkB,GAAG,mBAAmB;IACxF,QAAQ,CAAC,UAAU,EAAE,SAAS,6BAA6B,EAAE;gBAH7D,OAAO,EAAE,MAAM,EACN,IAAI,EACX,oBAAoB,GAAG,oBAAoB,GAAG,kBAAkB,GAAG,mBAAmB,EAC/E,UAAU,GAAE,SAAS,6BAA6B,EAAO;CAKrE;AAED,yFAAyF;AACzF,qBAAa,4BAA6B,SAAQ,KAAK;IAEnD,QAAQ,CAAC,MAAM,EAAE,MAAM;IACvB,QAAQ,CAAC,cAAc,EAAE,MAAM;IAC/B,QAAQ,CAAC,YAAY,EAAE,MAAM;IAC7B,QAAQ,CAAC,cAAc,EAAE,MAAM,GAAG,IAAI;IACtC,QAAQ,CAAC,YAAY,EAAE,MAAM,GAAG,IAAI;gBAJ3B,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,MAAM,EACtB,YAAY,EAAE,MAAM,EACpB,cAAc,EAAE,MAAM,GAAG,IAAI,EAC7B,YAAY,EAAE,MAAM,GAAG,IAAI,EACpC,OAAO,CAAC,EAAE,YAAY;CAKzB;AAED;;;;;GAKG;AACH,qBAAa,UACX,YACE,YAAY,EACZ,yBAAyB,EACzB,uBAAuB,EACvB,yBAAyB;IAE3B,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAgB;IACpC,OAAO,CAAC,WAAW,CAAC,CAAgB;IACpC,OAAO,CAAC,gBAAgB,CAAC,CAAkB;IAC3C,OAAO,CAAC,QAAQ,CAAC,eAAe,CAAqD;IACrF,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAAqD;IAC9F,OAAO,CAAC,QAAQ,CAAC,8BAA8B,CAG3C;IACJ,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CAAoD;IACxF,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAuB;IACxD,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAe;IAC1C,OAAO,CAAC,iBAAiB,CAAoC;IAC7D,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAyC;IACjF,OAAO,CAAC,QAAQ,CAAC,0BAA0B,CAA+C;IAC1F,OAAO,CAAC,QAAQ,CAAC,kBAAkB,CAAwC;gBAE/D,MAAM,EAAE,gBAAgB,EAAE,OAAO,GAAE,iBAAsB;IAmBrE,6EAA6E;IAC7E,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC;IAaf,aAAa,IAAI,OAAO,CAAC,UAAU,CAAC;IAWpC,qBAAqB,CAAC,SAAS,EAAE,MAAM,GAAG,OAAO,CAAC,kBAAkB,CAAC;IAwBrE,sBAAsB,CAC1B,OAAO,EAAE,6BAA6B,GACrC,OAAO,CAAC,4BAA4B,CAAC;IAsBlC,qBAAqB,CACzB,OAAO,EAAE,+BAA+B,GACvC,OAAO,CAAC,+BAA+B,CAAC;IAgCrC,2BAA2B,CAC/B,OAAO,EAAE,4BAA4B,GACpC,OAAO,CAAC,+BAA+B,CAAC;IA2BrC,gCAAgC,CAAC,OAAO,EAAE;QAC9C,SAAS,EAAE,MAAM,CAAC;QAClB,MAAM,EAAE,sCAAsC,CAAC;QAC/C,KAAK,EAAE,qCAAqC,CAAC;KAC9C,GAAG,OAAO,CAAC,0BAA0B,CAAC;IAgDjC,0BAA0B,CAC9B,OAAO,EAAE,2BAA2B,GACnC,OAAO,CAAC,0BAA0B,CAAC;IAiBhC,sCAAsC,CAAC,KAAK,EAAE;QAClD,YAAY,EAAE,uCAAuC,CAAC;QACtD,SAAS,EAAE,IAAI,CAAC;KACjB,GAAG,OAAO,CAAC,0BAA0B,CAAC;IAyBjC,2BAA2B,CAC/B,KAAK,EAAE,0BAA0B,EACjC,OAAO,EAAE,2BAA2B,GACnC,OAAO,CAAC,0BAA0B,CAAC;IAmLtC,OAAO,CAAC,6BAA6B;IAiCrC,OAAO,CAAC,uBAAuB;YAYjB,mCAAmC;IAsQjD,OAAO,CAAC,4BAA4B;IAOpC,OAAO,CAAC,kCAAkC;IAW1C,OAAO,CAAC,+BAA+B;IAmBvC;;;;;;;;;;OAUG;IACH,OAAO,CAAC,yBAAyB;IA4CjC,OAAO,CAAC,kCAAkC;IAe1C,OAAO,CAAC,0BAA0B;IAyBlC,OAAO,CAAC,4BAA4B;IAQpC,OAAO,CAAC,0BAA0B;IAMlC,OAAO,CAAC,8BAA8B;IAoEtC,OAAO,CAAC,oBAAoB;IAS5B,OAAO,CAAC,iCAAiC;IAQzC,OAAO,CAAC,2BAA2B;IAUnC,OAAO,CAAC,6BAA6B;IA6B/B,uBAAuB,CAAC,KAAK,EAAE;QACnC,OAAO,EAAE,MAAM,CAAC;QAChB,SAAS,EAAE,IAAI,CAAC;KACjB,GAAG,OAAO,CAAC,+BAA+B,CAAC;IAYtC,iCAAiC,CAAC,KAAK,EAAE;QAC7C,YAAY,EAAE;YAAE,OAAO,EAAE,MAAM,CAAC;YAAC,mBAAmB,EAAE,MAAM,CAAA;SAAE,CAAC;QAC/D,SAAS,EAAE,IAAI,CAAC;KACjB,GAAG,OAAO,CAAC,0BAA0B,CAAC;IAqBjC,wBAAwB,CAC5B,SAAS,EAAE,MAAM,EACjB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,wBAAwB,CAAC;IAqB9B,mBAAmB,CAAC,KAAK,EAAE,qBAAqB,GAAG,OAAO,CAAC,wBAAwB,CAAC;IAwBpF,0BAA0B,CAAC,SAAS,EAAE,MAAM,GAAG,OAAO,CAAC,qBAAqB,EAAE,CAAC;IAyD/E,uBAAuB,CAAC,KAAK,EAAE,wBAAwB,GAAG,OAAO,CAAC,mBAAmB,EAAE,CAAC;IA+BxF,iCAAiC,CACrC,OAAO,EAAE,oCAAoC,GAC5C,OAAO,CAAC,6BAA6B,CAAC;IA0BnC,qBAAqB,CACzB,KAAK,EAAE,4BAA4B,GAClC,OAAO,CAAC,iCAAiC,CAAC;IAmBvC,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC;IAY/B,kBAAkB,IAAI,OAAO,CAAC,eAAe,CAAC;IAmD9C,YAAY,CAAC,MAAM,CAAC,EAAE,MAAM,GAAG,OAAO,CAAC,cAAc,EAAE,CAAC;IAwB9D,yEAAyE;YAC3D,iBAAiB;IAc/B,kFAAkF;YACpE,WAAW;IAqBzB,OAAO,CAAC,iBAAiB;IA0BnB,SAAS,CACb,QAAQ,EAAE,SAAS,kBAAkB,EAAE,EACvC,OAAO,GAAE,kBAAuB,GAC/B,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC;YAkCzB,WAAW;IAuCzB,uEAAuE;IACjE,iBAAiB,CACrB,MAAM,EAAE,MAAM,EACd,UAAU,GAAE,gCAAkD,GAC7D,OAAO,CAAC,gBAAgB,EAAE,CAAC;IAiBxB,uBAAuB,CAC3B,SAAS,EAAE,IAAI,EACf,OAAO,EAAE,IAAI,GACZ,OAAO,CAAC,wBAAwB,EAAE,CAAC;IAoChC,WAAW,CAAC,OAAO,EAAE,mBAAmB,GAAG,OAAO,CAAC,mBAAmB,EAAE,CAAC;IA2B/E,OAAO,CAAC,oBAAoB;IA4C5B,OAAO,CAAC,kBAAkB;IAoC1B,OAAO,CAAC,uBAAuB;IAkB/B;;;;;OAKG;IACH,OAAO,CAAC,oBAAoB;IAO5B;;;;OAIG;IACH,OAAO,CAAC,iBAAiB;IAIzB,OAAO,CAAC,kBAAkB;IAS1B,OAAO,CAAC,mBAAmB;IAI3B,OAAO,CAAC,wBAAwB;IAUhC,OAAO,CAAC,gBAAgB;IAiCxB,OAAO,CAAC,yBAAyB;IA2EjC,OAAO,CAAC,6BAA6B;IAYrC,OAAO,CAAC,iCAAiC;IAczC,OAAO,CAAC,6BAA6B;IAqBrC,OAAO,CAAC,mBAAmB;IA6B3B,OAAO,CAAC,yBAAyB;IA+BjC,OAAO,CAAC,mBAAmB;IAc3B,OAAO,CAAC,gBAAgB;IA2BxB,OAAO,CAAC,iBAAiB;IA2BzB,OAAO,CAAC,wBAAwB;IAkDhC,OAAO,CAAC,mBAAmB;IAuD3B,OAAO,CAAC,yBAAyB;IAWjC,OAAO,CAAC,6BAA6B;IAuIrC,OAAO,CAAC,6BAA6B;IAyErC,OAAO,CAAC,2BAA2B;IA+CnC,OAAO,CAAC,qBAAqB;IA0G7B,OAAO,CAAC,yBAAyB;IAcjC,OAAO,CAAC,wBAAwB;IAgBhC,OAAO,CAAC,wBAAwB;IAsChC,OAAO,CAAC,oBAAoB;IA+B5B;;;;;OAKG;IACH,OAAO,CAAC,yBAAyB;IAqBjC,gGAAgG;IAChG,OAAO,CAAC,iBAAiB;IASzB,0EAA0E;IAC1E,OAAO,CAAC,YAAY;IAUpB,OAAO,CAAC,uBAAuB;IA4B/B,OAAO,CAAC,iCAAiC;IA4DzC,OAAO,CAAC,4BAA4B;IAuCpC,OAAO,CAAC,8BAA8B;IA+EtC,OAAO,CAAC,6BAA6B;IAiGrC,OAAO,CAAC,mBAAmB;IAO3B,OAAO,CAAC,4BAA4B;IAsCpC,OAAO,CAAC,cAAc;IActB,OAAO,CAAC,eAAe;IAKvB,OAAO,CAAC,uBAAuB;IAkB/B,OAAO,CAAC,uBAAuB;IAgB/B,OAAO,CAAC,aAAa;IAMrB,OAAO,CAAC,6BAA6B;IAwBrC,OAAO,CAAC,gCAAgC;IA+IxC,OAAO,CAAC,YAAY;IAIpB,OAAO,CAAC,0BAA0B;IAIlC,OAAO,CAAC,KAAK;IAKb,OAAO,CAAC,cAAc;IAatB,OAAO,CAAC,8BAA8B;IAetC,OAAO,CAAC,wBAAwB;IAQhC,OAAO,CAAC,qBAAqB;IA8B7B,OAAO,CAAC,YAAY;IAWpB,OAAO,CAAC,YAAY;YAQN,uBAAuB;IAkBrC,OAAO,CAAC,qBAAqB;IAgB7B,OAAO,CAAC,sBAAsB;IAe9B;;;;;;;;;;;;;OAaG;YACW,oBAAoB;IAgDlC,wFAAwF;IACxF,OAAO,CAAC,mBAAmB;IAmB3B,6FAA6F;IAC7F,OAAO,CAAC,wBAAwB;IAkBhC,qFAAqF;IACrF,OAAO,CAAC,UAAU;IAMlB,mFAAmF;IAC7E,eAAe,CAAC,KAAK,EAAE,mBAAmB,GAAG,OAAO,CAAC,kBAAkB,CAAC;IAkC9E,OAAO,CAAC,iCAAiC;YAa3B,2BAA2B;YA+F3B,4BAA4B;IA4D1C,0EAA0E;IACpE,qBAAqB,CAAC,KAAK,EAAE,qBAAqB,GAAG,OAAO,CAAC,gBAAgB,EAAE,CAAC;IAgDtF,wFAAwF;IAClF,sBAAsB,CAAC,KAAK,EAAE,uBAAuB,GAAG,OAAO,CAAC,kBAAkB,EAAE,CAAC;IAoB3F,sFAAsF;IAChF,yBAAyB,CAC7B,KAAK,EAAE,uBAAuB,GAAG;QAAE,KAAK,EAAE,WAAW,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,GACtE,OAAO,CAAC,kBAAkB,CAAC;IAkB9B,mFAAmF;IAC7E,kBAAkB,CAAC,KAAK,EAAE,uBAAuB,GAAG,OAAO,CAAC,eAAe,EAAE,CAAC;IAgBpF,sFAAsF;IAChF,2BAA2B,CAC/B,QAAQ,EAAE,kBAAkB,GAC3B,OAAO,CAAC,wBAAwB,CAAC;IAkDpC,mFAAmF;IAC7E,iBAAiB,CACrB,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,WAAW,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,MAAM,EACd,OAAO,GAAE,sBAA2B,GACnC,OAAO,CAAC,MAAM,EAAE,CAAC;IAoBpB,2FAA2F;IACrF,cAAc,CAClB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,MAAM,EACd,KAAK,CAAC,EAAE,WAAW,EACnB,OAAO,GAAE,sBAA2B,GACnC,OAAO,CAAC,iBAAiB,EAAE,CAAC;IAqB/B,gGAAgG;IAC1F,sBAAsB,CAC1B,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,WAAW,EAClB,OAAO,GAAE,sBAA2B,GACnC,OAAO,CAAC,mBAAmB,CAAC;IAgB/B,2EAA2E;IACrE,cAAc,CAAC,KAAK,EAAE,kBAAkB,GAAG,OAAO,CAAC,iBAAiB,GAAG,IAAI,CAAC;IAMlF,2EAA2E;IACrE,iBAAiB,CAAC,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC,cAAc,GAAG,IAAI,CAAC;IA2BtE,OAAO,CAAC,qBAAqB;IAqB7B,yFAAyF;IACzF,OAAO,CAAC,uBAAuB;YAOjB,6BAA6B;IAyE3C,OAAO,CAAC,uBAAuB;IAkC/B,OAAO,CAAC,uBAAuB;YAoBjB,6BAA6B;YAmG7B,qBAAqB;IA2CnC,OAAO,CAAC,eAAe;YAiCT,oBAAoB;YA6BpB,mBAAmB;YAqJnB,wBAAwB;YAmCxB,yBAAyB;YA+DzB,iBAAiB;IA0C/B,OAAO,CAAC,eAAe;IAwBvB,OAAO,CAAC,YAAY;IAIpB,OAAO,CAAC,4BAA4B;YAYtB,mBAAmB;YA4BnB,mBAAmB;IAmFjC,OAAO,CAAC,mBAAmB;IA2B3B,OAAO,CAAC,wBAAwB;IA+BhC,OAAO,CAAC,gBAAgB;IA0BxB,OAAO,CAAC,qBAAqB;IAwB7B,OAAO,CAAC,6BAA6B;IAuBrC,OAAO,CAAC,wBAAwB;IAiBhC,OAAO,CAAC,WAAW;IAKnB,OAAO,CAAC,gBAAgB;IAKxB,OAAO,CAAC,sBAAsB;YAgDhB,iBAAiB;IA0C/B,OAAO,CAAC,oBAAoB;IA2C5B,OAAO,CAAC,cAAc;IAsDtB,OAAO,CAAC,iBAAiB;IASzB,OAAO,CAAC,oBAAoB;IAS5B,OAAO,CAAC,kBAAkB;IAQ1B,OAAO,CAAC,kBAAkB;IAQ1B,OAAO,CAAC,gBAAgB;IAKxB,OAAO,CAAC,kBAAkB;IAS1B,OAAO,CAAC,qBAAqB;IAK7B,OAAO,CAAC,gBAAgB;IAKxB,OAAO,CAAC,WAAW;IAKnB,OAAO,CAAC,cAAc;IAyBtB,OAAO,CAAC,WAAW;IASnB,OAAO,CAAC,mBAAmB;IAQ3B,OAAO,CAAC,uBAAuB;IAS/B,OAAO,CAAC,8BAA8B;IAOtC,OAAO,CAAC,oBAAoB;IAmC5B,OAAO,CAAC,cAAc;IAUtB,6EAA6E;IAC7E,SAAS,CAAC,IAAI,CAAC,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC;IAIzC,yEAAyE;IACzE,SAAS,CAAC,GAAG,IAAI,MAAM;IAIvB,2EAA2E;IAC3E,SAAS,CAAC,MAAM,IAAI,MAAM;IAI1B,OAAO,CAAC,cAAc;IAsDtB,OAAO,CAAC,gBAAgB;IAOxB,OAAO,CAAC,kBAAkB;IAO1B,OAAO,CAAC,aAAa;IAQrB,OAAO,CAAC,cAAc;IAOtB,OAAO,CAAC,cAAc;IAStB,OAAO,CAAC,iBAAiB;IAQzB,OAAO,CAAC,iBAAiB;IAQzB,OAAO,CAAC,eAAe;IAQvB,OAAO,CAAC,cAAc;IAmBtB,iEAAiE;cACjD,WAAW,CAAC,CAAC,EAAE,KAAK,EAAE,gBAAgB,GAAG,OAAO,CAAC,CAAC,CAAC;IAQnE,SAAS,CAAC,GAAG,CAAC,CAAC,EACb,KAAK,EAAE,gBAAgB,EACvB,MAAM,CAAC,EAAE,WAAW,EACpB,iBAAiB,CAAC,EAAE,CAAC,KAAK,EAAE,OAAO,KAAK,IAAI,GAC3C,OAAO,CAAC,CAAC,CAAC;IAIb,OAAO,CAAC,cAAc;IAItB,OAAO,CAAC,oBAAoB;IAI5B,OAAO,CAAC,gBAAgB;IA0BxB,OAAO,CAAC,eAAe;IAevB,OAAO,CAAC,eAAe;IAWvB,OAAO,CAAC,oBAAoB;IAwB5B,OAAO,CAAC,gBAAgB;IAsBxB,OAAO,CAAC,kBAAkB;IAe1B,OAAO,CAAC,gBAAgB;IAoBxB,OAAO,CAAC,2BAA2B;IAKnC,OAAO,CAAC,mBAAmB;IAoB3B,OAAO,CAAC,mBAAmB;IAU3B,OAAO,CAAC,yBAAyB;IAcjC,OAAO,CAAC,iBAAiB;IASzB,OAAO,CAAC,WAAW;CAuBpB"}
+{"version":3,"file":"ibkrClient.d.ts","sourceRoot":"","sources":["../../src/ibkr/ibkrClient.ts"],"names":[],"mappings":"AAEA,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,kBAAkB,CAAC;AACzD,OAAO,KAAK,EACV,eAAe,EACf,qBAAqB,EAGrB,UAAU,EACV,mBAAmB,EACnB,YAAY,EACZ,gBAAgB,EAChB,gCAAgC,EAGhC,mBAAmB,EACnB,cAAc,EACd,WAAW,EACX,kBAAkB,EAClB,kBAAkB,EAElB,wBAAwB,EACxB,iBAAiB,EAEjB,kBAAkB,EAClB,uBAAuB,EACvB,+BAA+B,EAC/B,6BAA6B,EAC7B,oCAAoC,EACpC,6BAA6B,EAC7B,4BAA4B,EAC5B,qCAAqC,EAErC,sCAAsC,EACtC,yBAAyB,EACzB,yBAAyB,EACzB,mBAAmB,EACnB,wBAAwB,EAGxB,0BAA0B,EAE1B,0BAA0B,EAE1B,2BAA2B,EAC3B,0BAA0B,EAC1B,uCAAuC,EACvC,iCAAiC,EACjC,4BAA4B,EAC5B,wBAAwB,EACxB,qBAAqB,EAErB,+BAA+B,EAC/B,4BAA4B,EAE5B,uBAAuB,EACvB,gBAAgB,EAChB,qBAAqB,EACrB,eAAe,EACf,wBAAwB,EACxB,mBAAmB,EAInB,cAAc,EACd,qBAAqB,EAGrB,wBAAwB,EACxB,iBAAiB,EACjB,iBAAiB,EACjB,kBAAkB,EAClB,WAAW,EAIX,6BAA6B,EAC7B,mBAAmB,EAEnB,kBAAkB,EAClB,qBAAqB,EACrB,kBAAkB,EACnB,MAAM,aAAa,CAAC;AAmCrB,OAAO,EAIL,KAAK,2BAA2B,EAChC,KAAK,oBAAoB,EAC1B,MAAM,uBAAuB,CAAC;AAiX/B,UAAU,gBAAgB;IACxB,IAAI,EAAE,MAAM,CAAC;IACb,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,MAAM,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,GAAG,IAAI,GAAG,SAAS,CAAC,CAAC;IACtE,IAAI,CAAC,EAAE,MAAM,CAAC;CACf;AAgED,MAAM,WAAW,sBAAsB;IACrC,0EAA0E;IAC1E,MAAM,CAAC,EAAE,WAAW,CAAC;IACrB;;;;;;OAMG;IACH,WAAW,CAAC,EAAE,iBAAiB,CAAC;CACjC;AAED,MAAM,WAAW,iBAAiB;IAChC,gBAAgB,CAAC,EAAE,IAAI,CAAC,2BAA2B,EAAE,eAAe,GAAG,aAAa,CAAC,CAAC;IACtF,kBAAkB,CAAC,EAAE,CAAC,KAAK,EAAE,oBAAoB,KAAK,IAAI,CAAC;IAC3D,oFAAoF;IACpF,uBAAuB,CAAC,EAAE,CAAC,KAAK,EAAE,qBAAqB,KAAK,IAAI,CAAC;IACjE,0EAA0E;IAC1E,0BAA0B,CAAC,EAAE,CAAC,KAAK,EAAE,wBAAwB,KAAK,IAAI,CAAC;IACvE;;;;;OAKG;IACH,qBAAqB,CAAC,EAAE,qBAAqB,CAAC;CAC/C;AAED,qFAAqF;AACrF,MAAM,WAAW,qBAAqB;IACpC,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,MAAM,GAAG,IAAI,CAAC;CAC3B;AAED,oDAAoD;AACpD,qBAAa,aAAc,SAAQ,KAAK;IAKpC,QAAQ,CAAC,MAAM,EAAE,MAAM;IACvB,QAAQ,CAAC,QAAQ,EAAE,qBAAqB;IAL1C,QAAQ,CAAC,UAAU,EAAE,MAAM,CAAC;gBAG1B,OAAO,EAAE,MAAM,EACN,MAAM,EAAE,MAAM,EACd,QAAQ,EAAE,qBAAqB,EACxC,OAAO,CAAC,EAAE,YAAY;CAMzB;AAED;;;;GAIG;AACH,qBAAa,uBAAwB,SAAQ,KAAK;IAG9C,QAAQ,CAAC,MAAM,EAAE,iBAAiB;gBADlC,OAAO,EAAE,MAAM,EACN,MAAM,EAAE,iBAAiB,EAClC,OAAO,CAAC,EAAE,YAAY;CAKzB;AAED,sFAAsF;AACtF,qBAAa,6BAA8B,SAAQ,KAAK;IAGpD,QAAQ,CAAC,IAAI,EACX,oBAAoB,GAAG,oBAAoB,GAAG,kBAAkB,GAAG,mBAAmB;IACxF,QAAQ,CAAC,UAAU,EAAE,SAAS,6BAA6B,EAAE;gBAH7D,OAAO,EAAE,MAAM,EACN,IAAI,EACX,oBAAoB,GAAG,oBAAoB,GAAG,kBAAkB,GAAG,mBAAmB,EAC/E,UAAU,GAAE,SAAS,6BAA6B,EAAO;CAKrE;AAED,yFAAyF;AACzF,qBAAa,4BAA6B,SAAQ,KAAK;IAEnD,QAAQ,CAAC,MAAM,EAAE,MAAM;IACvB,QAAQ,CAAC,cAAc,EAAE,MAAM;IAC/B,QAAQ,CAAC,YAAY,EAAE,MAAM;IAC7B,QAAQ,CAAC,cAAc,EAAE,MAAM,GAAG,IAAI;IACtC,QAAQ,CAAC,YAAY,EAAE,MAAM,GAAG,IAAI;gBAJ3B,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,MAAM,EACtB,YAAY,EAAE,MAAM,EACpB,cAAc,EAAE,MAAM,GAAG,IAAI,EAC7B,YAAY,EAAE,MAAM,GAAG,IAAI,EACpC,OAAO,CAAC,EAAE,YAAY;CAKzB;AAED;;;;;GAKG;AACH,qBAAa,UACX,YACE,YAAY,EACZ,yBAAyB,EACzB,uBAAuB,EACvB,yBAAyB;IAE3B,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAgB;IACpC,OAAO,CAAC,WAAW,CAAC,CAAgB;IACpC,OAAO,CAAC,gBAAgB,CAAC,CAAkB;IAC3C,OAAO,CAAC,QAAQ,CAAC,eAAe,CAAqD;IACrF,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAoC;IAC1E,OAAO,CAAC,QAAQ,CAAC,wBAAwB,CAAqD;IAC9F,OAAO,CAAC,QAAQ,CAAC,8BAA8B,CAG3C;IACJ,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CAAoD;IACxF,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAuB;IACxD,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAe;IAC1C,OAAO,CAAC,iBAAiB,CAAoC;IAC7D,OAAO,CAAC,QAAQ,CAAC,uBAAuB,CAAyC;IACjF,OAAO,CAAC,QAAQ,CAAC,0BAA0B,CAA+C;IAC1F,OAAO,CAAC,QAAQ,CAAC,kBAAkB,CAAwC;gBAE/D,MAAM,EAAE,gBAAgB,EAAE,OAAO,GAAE,iBAAsB;IAoBrE,6EAA6E;IAC7E,IAAI,IAAI,OAAO,CAAC,IAAI,CAAC;IAaf,aAAa,IAAI,OAAO,CAAC,UAAU,CAAC;IAWpC,qBAAqB,CAAC,SAAS,EAAE,MAAM,GAAG,OAAO,CAAC,kBAAkB,CAAC;IAwBrE,sBAAsB,CAC1B,OAAO,EAAE,6BAA6B,GACrC,OAAO,CAAC,4BAA4B,CAAC;IAsBlC,qBAAqB,CACzB,OAAO,EAAE,+BAA+B,GACvC,OAAO,CAAC,+BAA+B,CAAC;IAgCrC,2BAA2B,CAC/B,OAAO,EAAE,4BAA4B,GACpC,OAAO,CAAC,+BAA+B,CAAC;IA2BrC,gCAAgC,CAAC,OAAO,EAAE;QAC9C,SAAS,EAAE,MAAM,CAAC;QAClB,MAAM,EAAE,sCAAsC,CAAC;QAC/C,KAAK,EAAE,qCAAqC,CAAC;KAC9C,GAAG,OAAO,CAAC,0BAA0B,CAAC;IAgDjC,0BAA0B,CAC9B,OAAO,EAAE,2BAA2B,GACnC,OAAO,CAAC,0BAA0B,CAAC;IAiBhC,sCAAsC,CAAC,KAAK,EAAE;QAClD,YAAY,EAAE,uCAAuC,CAAC;QACtD,SAAS,EAAE,IAAI,CAAC;KACjB,GAAG,OAAO,CAAC,0BAA0B,CAAC;IAyBjC,2BAA2B,CAC/B,KAAK,EAAE,0BAA0B,EACjC,OAAO,EAAE,2BAA2B,GACnC,OAAO,CAAC,0BAA0B,CAAC;IAmLtC,OAAO,CAAC,6BAA6B;IAiCrC,OAAO,CAAC,uBAAuB;YAYjB,mCAAmC;IAsQjD,OAAO,CAAC,4BAA4B;IAOpC,OAAO,CAAC,kCAAkC;IAW1C,OAAO,CAAC,+BAA+B;IAmBvC;;;;;;;;;;OAUG;IACH,OAAO,CAAC,yBAAyB;IA4CjC,OAAO,CAAC,kCAAkC;IAe1C,OAAO,CAAC,0BAA0B;IAyBlC,OAAO,CAAC,4BAA4B;IAQpC,OAAO,CAAC,0BAA0B;IAMlC,OAAO,CAAC,8BAA8B;IAoEtC,OAAO,CAAC,oBAAoB;IAS5B,OAAO,CAAC,iCAAiC;IAQzC,OAAO,CAAC,2BAA2B;IAUnC,OAAO,CAAC,6BAA6B;IA6B/B,uBAAuB,CAAC,KAAK,EAAE;QACnC,OAAO,EAAE,MAAM,CAAC;QAChB,SAAS,EAAE,IAAI,CAAC;KACjB,GAAG,OAAO,CAAC,+BAA+B,CAAC;IAYtC,iCAAiC,CAAC,KAAK,EAAE;QAC7C,YAAY,EAAE;YAAE,OAAO,EAAE,MAAM,CAAC;YAAC,mBAAmB,EAAE,MAAM,CAAA;SAAE,CAAC;QAC/D,SAAS,EAAE,IAAI,CAAC;KACjB,GAAG,OAAO,CAAC,0BAA0B,CAAC;IAqBjC,wBAAwB,CAC5B,SAAS,EAAE,MAAM,EACjB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,wBAAwB,CAAC;IAqB9B,mBAAmB,CAAC,KAAK,EAAE,qBAAqB,GAAG,OAAO,CAAC,wBAAwB,CAAC;IAwBpF,0BAA0B,CAAC,SAAS,EAAE,MAAM,GAAG,OAAO,CAAC,qBAAqB,EAAE,CAAC;IAyD/E,uBAAuB,CAAC,KAAK,EAAE,wBAAwB,GAAG,OAAO,CAAC,mBAAmB,EAAE,CAAC;IA+BxF,iCAAiC,CACrC,OAAO,EAAE,oCAAoC,GAC5C,OAAO,CAAC,6BAA6B,CAAC;IA0BnC,qBAAqB,CACzB,KAAK,EAAE,4BAA4B,GAClC,OAAO,CAAC,iCAAiC,CAAC;IAmBvC,YAAY,IAAI,OAAO,CAAC,MAAM,CAAC;IAY/B,kBAAkB,IAAI,OAAO,CAAC,eAAe,CAAC;IAmD9C,YAAY,CAAC,MAAM,CAAC,EAAE,MAAM,GAAG,OAAO,CAAC,cAAc,EAAE,CAAC;IAwB9D,yEAAyE;YAC3D,iBAAiB;IAc/B,kFAAkF;YACpE,WAAW;IAqBzB,OAAO,CAAC,iBAAiB;IA0BnB,SAAS,CACb,QAAQ,EAAE,SAAS,kBAAkB,EAAE,EACvC,OAAO,GAAE,kBAAuB,GAC/B,OAAO,CAAC,MAAM,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC;YAkCzB,WAAW;IAuCzB,uEAAuE;IACjE,iBAAiB,CACrB,MAAM,EAAE,MAAM,EACd,UAAU,GAAE,gCAAkD,GAC7D,OAAO,CAAC,gBAAgB,EAAE,CAAC;IAiBxB,uBAAuB,CAC3B,SAAS,EAAE,IAAI,EACf,OAAO,EAAE,IAAI,GACZ,OAAO,CAAC,wBAAwB,EAAE,CAAC;IAoChC,WAAW,CAAC,OAAO,EAAE,mBAAmB,GAAG,OAAO,CAAC,mBAAmB,EAAE,CAAC;IA2B/E,OAAO,CAAC,oBAAoB;IA4C5B,OAAO,CAAC,kBAAkB;IAoC1B,OAAO,CAAC,uBAAuB;IAkB/B;;;;;OAKG;IACH,OAAO,CAAC,oBAAoB;IAO5B;;;;OAIG;IACH,OAAO,CAAC,iBAAiB;IAIzB,OAAO,CAAC,kBAAkB;IAS1B,OAAO,CAAC,mBAAmB;IAI3B,OAAO,CAAC,wBAAwB;IAUhC,OAAO,CAAC,gBAAgB;IAiCxB,OAAO,CAAC,yBAAyB;IA2EjC,OAAO,CAAC,6BAA6B;IAYrC,OAAO,CAAC,iCAAiC;IAczC,OAAO,CAAC,6BAA6B;IAqBrC,OAAO,CAAC,mBAAmB;IA6B3B,OAAO,CAAC,yBAAyB;IA+BjC,OAAO,CAAC,mBAAmB;IAc3B,OAAO,CAAC,gBAAgB;IA2BxB,OAAO,CAAC,iBAAiB;IA2BzB,OAAO,CAAC,wBAAwB;IAkDhC,OAAO,CAAC,mBAAmB;IAuD3B,OAAO,CAAC,yBAAyB;IAWjC,OAAO,CAAC,6BAA6B;IAuIrC,OAAO,CAAC,6BAA6B;IAyErC,OAAO,CAAC,2BAA2B;IA+CnC,OAAO,CAAC,qBAAqB;IA0G7B,OAAO,CAAC,yBAAyB;IAcjC,OAAO,CAAC,wBAAwB;IAgBhC,OAAO,CAAC,wBAAwB;IAsChC,OAAO,CAAC,oBAAoB;IA+B5B;;;;;OAKG;IACH,OAAO,CAAC,yBAAyB;IAqBjC,gGAAgG;IAChG,OAAO,CAAC,iBAAiB;IASzB,0EAA0E;IAC1E,OAAO,CAAC,YAAY;IAUpB,OAAO,CAAC,uBAAuB;IA4B/B,OAAO,CAAC,iCAAiC;IA4DzC,OAAO,CAAC,4BAA4B;IAuCpC,OAAO,CAAC,8BAA8B;IA+EtC,OAAO,CAAC,6BAA6B;IAiGrC,OAAO,CAAC,mBAAmB;IAO3B,OAAO,CAAC,4BAA4B;IAsCpC,OAAO,CAAC,cAAc;IActB,OAAO,CAAC,eAAe;IAKvB,OAAO,CAAC,uBAAuB;IAkB/B,OAAO,CAAC,uBAAuB;IAgB/B,OAAO,CAAC,aAAa;IAMrB,OAAO,CAAC,6BAA6B;IAwBrC,OAAO,CAAC,gCAAgC;IA+IxC,OAAO,CAAC,YAAY;IAIpB,OAAO,CAAC,0BAA0B;IAIlC,OAAO,CAAC,KAAK;IAKb,OAAO,CAAC,cAAc;IAatB,OAAO,CAAC,8BAA8B;IAetC,OAAO,CAAC,wBAAwB;IAQhC,OAAO,CAAC,qBAAqB;IA8B7B,OAAO,CAAC,YAAY;IAWpB,OAAO,CAAC,YAAY;YAQN,uBAAuB;IAkBrC,OAAO,CAAC,qBAAqB;IAgB7B,OAAO,CAAC,sBAAsB;IAe9B;;;;;;;;;;;;;OAaG;YACW,oBAAoB;IAgDlC,wFAAwF;IACxF,OAAO,CAAC,mBAAmB;IAmB3B,6FAA6F;IAC7F,OAAO,CAAC,wBAAwB;IAkBhC,qFAAqF;IACrF,OAAO,CAAC,UAAU;IAMlB,mFAAmF;IAC7E,eAAe,CAAC,KAAK,EAAE,mBAAmB,GAAG,OAAO,CAAC,kBAAkB,CAAC;IAkC9E,OAAO,CAAC,iCAAiC;YAa3B,2BAA2B;YA+F3B,4BAA4B;IA4D1C,0EAA0E;IACpE,qBAAqB,CAAC,KAAK,EAAE,qBAAqB,GAAG,OAAO,CAAC,gBAAgB,EAAE,CAAC;IAgDtF,wFAAwF;IAClF,sBAAsB,CAAC,KAAK,EAAE,uBAAuB,GAAG,OAAO,CAAC,kBAAkB,EAAE,CAAC;IAoB3F,sFAAsF;IAChF,yBAAyB,CAC7B,KAAK,EAAE,uBAAuB,GAAG;QAAE,KAAK,EAAE,WAAW,CAAC;QAAC,MAAM,EAAE,MAAM,CAAA;KAAE,GACtE,OAAO,CAAC,kBAAkB,CAAC;IAkB9B,mFAAmF;IAC7E,kBAAkB,CAAC,KAAK,EAAE,uBAAuB,GAAG,OAAO,CAAC,eAAe,EAAE,CAAC;IAgBpF,sFAAsF;IAChF,2BAA2B,CAC/B,QAAQ,EAAE,kBAAkB,GAC3B,OAAO,CAAC,wBAAwB,CAAC;IAkDpC,mFAAmF;IAC7E,iBAAiB,CACrB,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,WAAW,EAClB,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,MAAM,EACd,OAAO,GAAE,sBAA2B,GACnC,OAAO,CAAC,MAAM,EAAE,CAAC;IAoBpB,2FAA2F;IACrF,cAAc,CAClB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,MAAM,EACd,KAAK,CAAC,EAAE,WAAW,EACnB,OAAO,GAAE,sBAA2B,GACnC,OAAO,CAAC,iBAAiB,EAAE,CAAC;IAqB/B,gGAAgG;IAC1F,sBAAsB,CAC1B,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,WAAW,EAClB,OAAO,GAAE,sBAA2B,GACnC,OAAO,CAAC,mBAAmB,CAAC;IAgB/B,2EAA2E;IACrE,cAAc,CAAC,KAAK,EAAE,kBAAkB,GAAG,OAAO,CAAC,iBAAiB,GAAG,IAAI,CAAC;IAMlF,2EAA2E;IACrE,iBAAiB,CAAC,KAAK,EAAE,MAAM,GAAG,OAAO,CAAC,cAAc,GAAG,IAAI,CAAC;IA2BtE,OAAO,CAAC,qBAAqB;IAqB7B,yFAAyF;IACzF,OAAO,CAAC,uBAAuB;YAOjB,6BAA6B;IAyE3C,OAAO,CAAC,uBAAuB;IAkC/B,OAAO,CAAC,uBAAuB;YAoBjB,6BAA6B;YAmG7B,qBAAqB;IA2CnC,OAAO,CAAC,eAAe;YAyCT,oBAAoB;YA6BpB,mBAAmB;IA4MjC;;;;;;OAMG;YACW,2BAA2B;IAiCzC,+FAA+F;YACjF,4BAA4B;YAY5B,wBAAwB;YAmCxB,yBAAyB;YA+DzB,iBAAiB;IA0C/B,OAAO,CAAC,eAAe;IAwBvB,OAAO,CAAC,YAAY;IAIpB,OAAO,CAAC,4BAA4B;YAoBtB,mBAAmB;YA4BnB,mBAAmB;IAmFjC,OAAO,CAAC,mBAAmB;IA2B3B,OAAO,CAAC,wBAAwB;IA+BhC,OAAO,CAAC,gBAAgB;IA0BxB,OAAO,CAAC,qBAAqB;IAwB7B,OAAO,CAAC,6BAA6B;IAuBrC,OAAO,CAAC,wBAAwB;IAiBhC,OAAO,CAAC,WAAW;IAKnB,OAAO,CAAC,gBAAgB;IAKxB,OAAO,CAAC,sBAAsB;YAgDhB,iBAAiB;IA0C/B,OAAO,CAAC,oBAAoB;IA2C5B,OAAO,CAAC,cAAc;IAsDtB,OAAO,CAAC,iBAAiB;IASzB,OAAO,CAAC,oBAAoB;IAS5B,OAAO,CAAC,kBAAkB;IAQ1B,OAAO,CAAC,kBAAkB;IAQ1B,OAAO,CAAC,gBAAgB;IAKxB,OAAO,CAAC,kBAAkB;IAS1B,OAAO,CAAC,qBAAqB;IAK7B,OAAO,CAAC,gBAAgB;IAKxB,OAAO,CAAC,WAAW;IAKnB,OAAO,CAAC,cAAc;IAyBtB,OAAO,CAAC,WAAW;IASnB,OAAO,CAAC,mBAAmB;IAQ3B,OAAO,CAAC,uBAAuB;IAS/B,OAAO,CAAC,8BAA8B;IAOtC,OAAO,CAAC,oBAAoB;IAmC5B,OAAO,CAAC,cAAc;IAUtB,6EAA6E;IAC7E,SAAS,CAAC,IAAI,CAAC,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC;IAIzC,yEAAyE;IACzE,SAAS,CAAC,GAAG,IAAI,MAAM;IAIvB,2EAA2E;IAC3E,SAAS,CAAC,MAAM,IAAI,MAAM;IAI1B,OAAO,CAAC,cAAc;IAsDtB,OAAO,CAAC,gBAAgB;IAOxB,OAAO,CAAC,kBAAkB;IAO1B,OAAO,CAAC,aAAa;IAQrB,OAAO,CAAC,cAAc;IAOtB,OAAO,CAAC,cAAc;IAStB,OAAO,CAAC,iBAAiB;IAQzB,OAAO,CAAC,iBAAiB;IAQzB,OAAO,CAAC,eAAe;IAQvB,OAAO,CAAC,cAAc;IAmBtB,iEAAiE;cACjD,WAAW,CAAC,CAAC,EAAE,KAAK,EAAE,gBAAgB,GAAG,OAAO,CAAC,CAAC,CAAC;IAQnE,SAAS,CAAC,GAAG,CAAC,CAAC,EACb,KAAK,EAAE,gBAAgB,EACvB,MAAM,CAAC,EAAE,WAAW,EACpB,iBAAiB,CAAC,EAAE,CAAC,KAAK,EAAE,OAAO,KAAK,IAAI,GAC3C,OAAO,CAAC,CAAC,CAAC;IAIb,OAAO,CAAC,cAAc;IAItB,OAAO,CAAC,oBAAoB;IAI5B,OAAO,CAAC,gBAAgB;IA0BxB,OAAO,CAAC,eAAe;IAevB,OAAO,CAAC,eAAe;IAWvB,OAAO,CAAC,oBAAoB;IAwB5B,OAAO,CAAC,gBAAgB;IAsBxB,OAAO,CAAC,kBAAkB;IAe1B,OAAO,CAAC,gBAAgB;IAoBxB,OAAO,CAAC,2BAA2B;IAKnC,OAAO,CAAC,mBAAmB;IAoB3B,OAAO,CAAC,mBAAmB;IAU3B,OAAO,CAAC,yBAAyB;IAcjC,OAAO,CAAC,iBAAiB;IASzB,OAAO,CAAC,WAAW;CAuBpB"}

package/dist/ibkr/ibkrClient.js

@@ -272,6 +272,59 @@ function monthCodes(fromDate, toDate) {
     }
     return result;
 }
+/** Refuse a band that is not made of finite numbers, or that can never select a strike. */
+function normalizeStrikeRange(range) {
+    if (range === undefined)
+        return undefined;
+    const { min, max } = range;
+    if (min !== undefined && !Number.isFinite(min)) {
+        throw new TypeError("Option strike range min must be a finite number");
+    }
+    if (max !== undefined && !Number.isFinite(max)) {
+        throw new TypeError("Option strike range max must be a finite number");
+    }
+    if (min !== undefined && max !== undefined && min > max) {
+        throw new TypeError(`Option strike range min ${String(min)} is above max ${String(max)}`);
+    }
+    if (min === undefined && max === undefined)
+        return undefined;
+    return range;
+}
+/** One stable memo token for a band, so a narrowed result cannot answer a wider request. */
+function strikeRangeKey(range) {
+    if (range === undefined)
+        return "*";
+    return `${String(range.min ?? "-inf")}..${String(range.max ?? "+inf")}`;
+}
+/** A strike that IBKR does not report as a finite number is never selected. */
+function strikeInRange(strike, range) {
+    if (!Number.isFinite(strike))
+        return false;
+    if (range === undefined)
+        return true;
+    if (range.min !== undefined && strike < range.min)
+        return false;
+    if (range.max !== undefined && strike > range.max)
+        return false;
+    return true;
+}
+/** A cached record is used only when it is a whole contract and it answers the key it is filed under. */
+function isCachedOptionContract(value, key) {
+    if (!isUnknownRecord(value))
+        return false;
+    const { conid, symbol, underlying, expiry, strike, right } = value;
+    return (typeof conid === "number" &&
+        Number.isFinite(conid) &&
+        typeof symbol === "string" &&
+        symbol.length > 0 &&
+        typeof underlying === "string" &&
+        underlying.length > 0 &&
+        typeof expiry === "string" &&
+        expiry.length > 0 &&
+        typeof strike === "number" &&
+        strike === key.strike &&
+        right === key.right);
+}
 /** A typed HTTP failure from the IBKR transport. */
 export class IbkrHttpError extends Error {
     status;
@@ -337,6 +390,7 @@ export class IbkrClient {
     initPromise;
     accountIdPromise;
     optionDiscovery = new Map();
+    optionDefinitionCache;
     optionContractResolution = new Map();
     priceHistoryContractResolution = new Map();
     derivativeDiscovery = new Map();
@@ -350,6 +404,7 @@ export class IbkrClient {
         this.raw = new RawIbkrClientCtor(config);
         this.onPriceHistoryTelemetry = options.onPriceHistoryTelemetry ?? (() => undefined);
         this.onOptionDiscoveryTelemetry = options.onOptionDiscoveryTelemetry ?? (() => undefined);
+        this.optionDefinitionCache = options.optionDefinitionCache;
         this.onRequestTelemetry = options.onRequestTelemetry ?? (() => undefined);
         const schedulerOptions = options.requestScheduler;
         this.requestNow = schedulerOptions?.now ?? (() => this.now());
@@ -3724,16 +3779,24 @@ export class IbkrClient {
     }
     discoverOptions(symbol, month, right, options = {}) {
         const normalized = symbol.trim().toUpperCase();
+        const strikeRange = normalizeStrikeRange(options.strikeRange);
+        const discoveryOptions = {
+            ...(options.signal === undefined ? {} : { signal: options.signal }),
+            ...(strikeRange === undefined ? {} : { strikeRange }),
+        };
         if (options.signal !== undefined) {
-            return this.loadOptionContracts(normalized, month, right, options.signal);
+            return this.loadOptionContracts(normalized, month, right, discoveryOptions);
         }
-        const key = `${normalized}:${month}:${right ?? "*"}`;
+        // The band belongs in the memo key. A narrowed result holds only part of the month, so it must
+        // never answer a later request for a different band.
+        const bandKey = strikeRangeKey(strikeRange);
+        const key = `${normalized}:${month}:${right ?? "*"}:${bandKey}`;
         const cached = this.optionDiscovery.get(key);
         if (cached !== undefined)
             return cached;
         let discovery;
         if (right !== undefined) {
-            const complete = this.optionDiscovery.get(`${normalized}:${month}:*`);
+            const complete = this.optionDiscovery.get(`${normalized}:${month}:*:${bandKey}`);
             if (complete !== undefined) {
                 discovery = complete.then((result) => ({
                     contracts: result.contracts.filter((contract) => contract.right === right),
@@ -3741,7 +3804,7 @@ export class IbkrClient {
                 }));
             }
         }
-        discovery ??= this.loadOptionContracts(normalized, month, right);
+        discovery ??= this.loadOptionContracts(normalized, month, right, discoveryOptions);
         const pending = discovery.catch((error) => {
             if (this.optionDiscovery.get(key) === pending)
                 this.optionDiscovery.delete(key);
@@ -3767,7 +3830,9 @@ export class IbkrClient {
             throw new Error(`IBKR lost the selected underlying for ${symbol}`);
         return { conid: underlying.conid, symbol };
     }
-    async loadOptionContracts(symbol, month, right, callerSignal) {
+    async loadOptionContracts(symbol, month, right, options = {}) {
+        const callerSignal = options.signal;
+        const strikeRange = normalizeStrikeRange(options.strikeRange);
         const operation = new AbortController();
         const abortFromCaller = () => {
             operation.abort(callerSignal?.reason);
@@ -3777,7 +3842,7 @@ export class IbkrClient {
         else
             callerSignal?.addEventListener("abort", abortFromCaller, { once: true });
         try {
-            const { underlying, requests } = await this.withSecdefPriming(async () => {
+            const { underlying, requests, listedStrikeCount } = await this.withSecdefPriming(async () => {
                 const searchStarted = this.requestNow();
                 const selectedUnderlying = await this.loadOptionUnderlying(symbol, operation.signal);
                 this.emitOptionDiscoveryTelemetry({
@@ -3786,29 +3851,19 @@ export class IbkrClient {
                     month,
                     right: right ?? null,
                     durationMs: this.elapsedSince(searchStarted),
-                    definitionRequestCount: 0,
-                    snapshotBatchCount: 0,
                 });
                 const strikesStarted = this.requestNow();
                 const strikes = await this.req({
                     path: "iserver/secdef/strikes",
                     params: { conid: String(selectedUnderlying.conid), sectype: "OPT", month },
                 }, operation.signal);
-                this.emitOptionDiscoveryTelemetry({
-                    phase: "STRIKES",
-                    symbol,
-                    month,
-                    right: right ?? null,
-                    durationMs: this.elapsedSince(strikesStarted),
-                    definitionRequestCount: 0,
-                    snapshotBatchCount: 0,
-                });
+                const strikesDurationMs = this.elapsedSince(strikesStarted);
                 const callStrikes = strikes.call ?? [];
                 const putStrikes = strikes.put ?? [];
                 if (callStrikes.length === 0 && putStrikes.length === 0) {
                     throw new Error(`IBKR returned empty option strikes for ${symbol} ${month} after secdef/search priming`);
                 }
-                const definitionRequests = [
+                const listed = [
                     ...(right === undefined || right === "C"
                         ? callStrikes.map((strike) => ({ strike, right: "C" }))
                         : []),
@@ -3816,12 +3871,48 @@ export class IbkrClient {
                         ? putStrikes.map((strike) => ({ strike, right: "P" }))
                         : []),
                 ];
-                return { underlying: selectedUnderlying, requests: definitionRequests };
+                // One security definition costs one paced request, so the band is applied here, before any
+                // definition is requested. Applying it later would keep the full cost of the month.
+                const selected = listed.filter(({ strike }) => strikeInRange(strike, strikeRange));
+                this.emitOptionDiscoveryTelemetry({
+                    phase: "STRIKES",
+                    symbol,
+                    month,
+                    right: right ?? null,
+                    durationMs: strikesDurationMs,
+                    listedStrikeCount: listed.length,
+                    selectedStrikeCount: selected.length,
+                });
+                // A band that keeps nothing is a caller mistake, not an empty chain. Reporting it as an
+                // empty result would look like an unlisted expiry.
+                if (listed.length > 0 && selected.length === 0) {
+                    throw new Error(`IBKR option strike range [${String(strikeRange?.min ?? "-inf")}, ` +
+                        `${String(strikeRange?.max ?? "+inf")}] selected none of the ` +
+                        `${String(listed.length)} listed strikes for ${symbol} ${month}`);
+                }
+                return {
+                    underlying: selectedUnderlying,
+                    requests: selected,
+                    listedStrikeCount: listed.length,
+                };
             });
             const definitionsStarted = this.requestNow();
             const contracts = [];
             let malformedDefinitionCount = 0;
-            for (const batch of chunks(requests, OPTION_SECDEF_INFO_BATCH_SIZE)) {
+            const cached = await this.readCachedOptionDefinitions(underlying.conid, month, requests);
+            const pending = [];
+            let cachedDefinitionCount = 0;
+            for (const [position, request] of requests.entries()) {
+                const hit = cached[position];
+                if (hit === undefined || hit === null) {
+                    pending.push(request);
+                    continue;
+                }
+                cachedDefinitionCount += 1;
+                contracts.push(...hit);
+            }
+            const resolved = [];
+            for (const batch of chunks(pending, OPTION_SECDEF_INFO_BATCH_SIZE)) {
                 let responses;
                 try {
                     responses = await Promise.all(batch.map(({ strike, right: requestRight }) => this.req({
@@ -3841,13 +3932,17 @@ export class IbkrClient {
                     operation.abort(error);
                     throw error;
                 }
-                for (const response of responses) {
+                for (const [position, response] of responses.entries()) {
                     if (!Array.isArray(response)) {
                         throw new Error(`IBKR returned malformed option definitions for ${symbol} ${month}`);
                     }
+                    const request = batch[position];
+                    const resolvedForRequest = [];
+                    let requestHadMalformedRecord = false;
                     for (const raw of response) {
                         if (!isUnknownRecord(raw)) {
                             malformedDefinitionCount += 1;
+                            requestHadMalformedRecord = true;
                             continue;
                         }
                         let contract;
@@ -3864,23 +3959,43 @@ export class IbkrClient {
                         }
                         catch {
                             malformedDefinitionCount += 1;
+                            requestHadMalformedRecord = true;
                             continue;
                         }
                         if (contract)
-                            contracts.push(contract);
-                        else
+                            resolvedForRequest.push(contract);
+                        else {
                             malformedDefinitionCount += 1;
+                            requestHadMalformedRecord = true;
+                        }
+                    }
+                    contracts.push(...resolvedForRequest);
+                    // A partial answer is never stored. A later run must ask the broker again rather than
+                    // read a record that already lost contracts.
+                    if (request !== undefined && !requestHadMalformedRecord) {
+                        resolved.push({
+                            key: {
+                                underlyingConid: underlying.conid,
+                                month,
+                                right: request.right,
+                                strike: request.strike,
+                            },
+                            contracts: resolvedForRequest,
+                        });
                     }
                 }
             }
+            await this.writeCachedOptionDefinitions(resolved);
             this.emitOptionDiscoveryTelemetry({
                 phase: "DEFINITIONS",
                 symbol,
                 month,
                 right: right ?? null,
                 durationMs: this.elapsedSince(definitionsStarted),
-                definitionRequestCount: requests.length,
-                snapshotBatchCount: 0,
+                definitionRequestCount: pending.length,
+                listedStrikeCount,
+                selectedStrikeCount: requests.length,
+                cachedDefinitionCount,
             });
             if (requests.length === 0)
                 return { contracts: [], malformedDefinitionCount: 0 };
@@ -3894,6 +4009,59 @@ export class IbkrClient {
             callerSignal?.removeEventListener("abort", abortFromCaller);
         }
     }
+    /**
+     * Read one definition for each request from the cache, aligned by index.
+     *
+     * Every failure mode collapses to "miss": no cache, a rejected read, a misaligned result, or a
+     * record that is not a valid contract for the key it answers. The broker is then asked, so a bad
+     * cache costs time and never changes an answer.
+     */
+    async readCachedOptionDefinitions(underlyingConid, month, requests) {
+        const cache = this.optionDefinitionCache;
+        if (cache === undefined || requests.length === 0)
+            return requests.map(() => null);
+        const keys = requests.map(({ strike, right }) => ({
+            underlyingConid,
+            month,
+            right,
+            strike,
+        }));
+        // The result is treated as untrusted data, not as the declared type. An implementation that
+        // returns the wrong shape must degrade to a miss, never to a fabricated contract.
+        let answer;
+        try {
+            answer = await cache.get(keys);
+        }
+        catch {
+            return requests.map(() => null);
+        }
+        if (!Array.isArray(answer) || answer.length !== keys.length)
+            return requests.map(() => null);
+        const records = answer;
+        return keys.map((key, position) => {
+            const record = records[position];
+            if (record === null || record === undefined)
+                return null;
+            if (!Array.isArray(record))
+                return null;
+            const cachedContracts = record;
+            if (!cachedContracts.every((contract) => isCachedOptionContract(contract, key)))
+                return null;
+            return cachedContracts;
+        });
+    }
+    /** Store resolved definitions. A store failure is never fatal: the identity came from IBKR. */
+    async writeCachedOptionDefinitions(entries) {
+        const cache = this.optionDefinitionCache;
+        if (cache === undefined || entries.length === 0)
+            return;
+        try {
+            await cache.set(entries);
+        }
+        catch {
+            // A cache is an accelerator. Discovery already holds the broker answer.
+        }
+    }
     async fetchOptionChainSnapshot(contracts, malformedDefinitionCount, telemetry, signal) {
         const fields = [
             "bid",
@@ -4026,6 +4194,11 @@ export class IbkrClient {
         try {
             const result = this.onOptionDiscoveryTelemetry({
                 event: "OPTION_DISCOVERY_PHASE",
+                definitionRequestCount: 0,
+                snapshotBatchCount: 0,
+                listedStrikeCount: 0,
+                selectedStrikeCount: 0,
+                cachedDefinitionCount: 0,
                 ...event,
             });
             void Promise.resolve(result).catch(() => undefined);