gloomberb 0.11.2 → 0.12.0

package/src/plugins/ibkr/gateway/service/index.test.ts

@@ -1,675 +0,0 @@
-import { describe, expect, test } from "bun:test";
-import { mkdtempSync, readFileSync, rmSync } from "fs";
-import { tmpdir } from "os";
-import { join } from "path";
-import { BarSizeSetting, ConnectionState, SecType, type ContractDetails } from "@stoqey/ib";
-import { Subject, of } from "rxjs";
-import {
-  setBrokerRemoteClient,
-  type BrokerRemoteClient,
-} from "../../../../brokers/remote-broker-adapter";
-import type { BrokerConnectionStatus } from "../../../../types/broker";
-import {
-  ibkrGatewayManager,
-  setNativeIbkrGatewayModuleLoader,
-} from "./index";
-import {
-  applyTickByTickAllLastToQuote,
-  applyTickByTickBidAskToQuote,
-  diagnoseLocalIbkrPortIssue,
-  IbkrGatewayServiceManager,
-  IbkrGatewayService,
-  parseIbkrHistoricalBarTime,
-  resolveGatewayConnection,
-  summarizeBrokerAccount,
-  type TickByTickAllLast,
-} from "./native";
-
-function makeTags(input: Record<string, Record<string, string>>) {
-  return new Map(
-    Object.entries(input).map(([tag, values]) => [
-      tag,
-      new Map(Object.entries(values).map(([currency, value]) => [currency, { value }])),
-    ]),
-  );
-}
-
-describe("summarizeBrokerAccount", () => {
-  test("maps gateway account summary fields and ledger balances", () => {
-    const tags = makeTags({
-      NetLiquidation: { USD: "764713.62" },
-      GrossPositionValue: { USD: "1815667.34" },
-      TotalCashValue: { USD: "-1050953.72" },
-      SettledCash: { USD: "-917604.44" },
-      AvailableFunds: { USD: "112345.67" },
-      BuyingPower: { USD: "224691.34" },
-      ExcessLiquidity: { USD: "98321.12" },
-      InitMarginReq: { USD: "45678.9" },
-      MaintMarginReq: { USD: "34567.8" },
-      "$LEDGER:ALL": { USD: "-303029.14", EUR: "-351957.02" },
-    });
-
-    expect(summarizeBrokerAccount("DU12345", tags, 1_717_000_000_000)).toEqual({
-      accountId: "DU12345",
-      name: "DU12345",
-      currency: "USD",
-      source: "gateway",
-      updatedAt: 1_717_000_000_000,
-      netLiquidation: 764713.62,
-      grossPositionValue: 1815667.34,
-      totalCashValue: -1050953.72,
-      settledCash: -917604.44,
-      availableFunds: 112345.67,
-      buyingPower: 224691.34,
-      excessLiquidity: 98321.12,
-      initMarginReq: 45678.9,
-      maintMarginReq: 34567.8,
-      dailyPnl: undefined,
-      unrealizedPnl: undefined,
-      realizedPnl: undefined,
-      cashBalances: [
-        { currency: "USD", quantity: -303029.14, baseValue: -303029.14, baseCurrency: "USD" },
-        { currency: "EUR", quantity: -351957.02, baseValue: undefined, baseCurrency: "USD" },
-      ],
-    });
-  });
-
-  test("falls back to the aggregate cash summary for single-account gateways", () => {
-    const accountTags = makeTags({
-      NetLiquidation: { USD: "129360.15" },
-      GrossPositionValue: { USD: "1066.36" },
-      TotalCashValue: { USD: "128293.79" },
-      AvailableFunds: { USD: "129031.52" },
-      BuyingPower: { USD: "860210.13" },
-      ExcessLiquidity: { USD: "129061.51" },
-      InitMarginReq: { USD: "328.63" },
-      MaintMarginReq: { USD: "298.64" },
-    });
-    const aggregateTags = makeTags({
-      CashBalance: {
-        HKD: "1012836.31",
-        USD: "-1020.86",
-        BASE: "128293.7944",
-      },
-      ExchangeRate: {
-        HKD: "0.1276758",
-        USD: "1.00",
-        BASE: "1.00",
-      },
-    });
-
-    expect(summarizeBrokerAccount("DU12345", accountTags, 1_717_000_000_000, aggregateTags, true)).toEqual({
-      accountId: "DU12345",
-      name: "DU12345",
-      currency: "USD",
-      source: "gateway",
-      updatedAt: 1_717_000_000_000,
-      netLiquidation: 129360.15,
-      grossPositionValue: 1066.36,
-      totalCashValue: 128293.79,
-      settledCash: undefined,
-      availableFunds: 129031.52,
-      buyingPower: 860210.13,
-      excessLiquidity: 129061.51,
-      initMarginReq: 328.63,
-      maintMarginReq: 298.64,
-      dailyPnl: undefined,
-      unrealizedPnl: undefined,
-      realizedPnl: undefined,
-      cashBalances: [
-        { currency: "HKD", quantity: 1012836.31, baseValue: 129314.68614829802, baseCurrency: "USD" },
-        { currency: "USD", quantity: -1020.86, baseValue: -1020.86, baseCurrency: "USD" },
-      ],
-    });
-  });
-
-  test("falls back to aggregate summary metrics when a single-account gateway only returns the All row", () => {
-    const aggregateTags = makeTags({
-      NetLiquidation: { USD: "129360.15" },
-      GrossPositionValue: { USD: "1066.36" },
-      TotalCashValue: { USD: "128293.79" },
-      AvailableFunds: { USD: "129031.52" },
-      BuyingPower: { USD: "860210.13" },
-      ExcessLiquidity: { USD: "129061.51" },
-      InitMarginReq: { USD: "328.63" },
-      MaintMarginReq: { USD: "298.64" },
-      CashBalance: {
-        HKD: "1012836.31",
-        USD: "-1020.86",
-        BASE: "128293.7944",
-      },
-      ExchangeRate: {
-        HKD: "0.1276758",
-        USD: "1.00",
-        BASE: "1.00",
-      },
-    });
-
-    expect(summarizeBrokerAccount("DU12345", undefined, 1_717_000_000_000, aggregateTags, true)).toEqual({
-      accountId: "DU12345",
-      name: "DU12345",
-      currency: "USD",
-      source: "gateway",
-      updatedAt: 1_717_000_000_000,
-      netLiquidation: 129360.15,
-      grossPositionValue: 1066.36,
-      totalCashValue: 128293.79,
-      settledCash: undefined,
-      availableFunds: 129031.52,
-      buyingPower: 860210.13,
-      excessLiquidity: 129061.51,
-      initMarginReq: 328.63,
-      maintMarginReq: 298.64,
-      dailyPnl: undefined,
-      unrealizedPnl: undefined,
-      realizedPnl: undefined,
-      cashBalances: [
-        { currency: "HKD", quantity: 1012836.31, baseValue: 129314.68614829802, baseCurrency: "USD" },
-        { currency: "USD", quantity: -1020.86, baseValue: -1020.86, baseCurrency: "USD" },
-      ],
-    });
-  });
-
-  test("maps account-level P&L into gateway account snapshots", () => {
-    const tags = makeTags({
-      NetLiquidation: { USD: "100000" },
-      GrossPositionValue: { USD: "75000" },
-    });
-
-    expect(summarizeBrokerAccount("DU12345", tags, 1_717_000_000_000, undefined, false, {
-      dailyPnl: 1200.5,
-      unrealizedPnl: 5000,
-      realizedPnl: -250,
-    })).toMatchObject({
-      accountId: "DU12345",
-      dailyPnl: 1200.5,
-      unrealizedPnl: 5000,
-      realizedPnl: -250,
-    });
-  });
-
-  test("returns a minimal account when summary tags are missing", () => {
-    expect(summarizeBrokerAccount("DU12345", undefined, 123)).toEqual({
-      accountId: "DU12345",
-      name: "DU12345",
-      currency: undefined,
-      source: "gateway",
-      updatedAt: 123,
-      netLiquidation: undefined,
-      grossPositionValue: undefined,
-      totalCashValue: undefined,
-      settledCash: undefined,
-      availableFunds: undefined,
-      buyingPower: undefined,
-      excessLiquidity: undefined,
-      initMarginReq: undefined,
-      maintMarginReq: undefined,
-      dailyPnl: undefined,
-      unrealizedPnl: undefined,
-      realizedPnl: undefined,
-      cashBalances: undefined,
-    });
-  });
-});
-
-test("remote gateway snapshots are side-effect-free", async () => {
-  const instanceId = "ibkr-gateway-snapshot-test";
-  const status: BrokerConnectionStatus = {
-    state: "connected",
-    updatedAt: 123,
-  };
-  const client: BrokerRemoteClient = {
-    invoke: async <T,>() => null as T,
-    getStatus: () => status,
-    subscribeStatus: () => () => {},
-    subscribeQuotes: () => () => {},
-    removeInstance: async () => {},
-    destroyAll: async () => {},
-  };
-
-  setBrokerRemoteClient(client);
-  let unsubscribe: (() => void) | null = null;
-  try {
-    let notifications = 0;
-    unsubscribe = ibkrGatewayManager.subscribe(instanceId, () => {
-      notifications += 1;
-    });
-
-    const first = ibkrGatewayManager.getSnapshot(instanceId);
-    const second = ibkrGatewayManager.getSnapshot(instanceId);
-
-    expect(first).toBe(second);
-    expect(first.status).toBe(status);
-    expect(notifications).toBe(0);
-  } finally {
-    unsubscribe?.();
-    setBrokerRemoteClient(null);
-    setNativeIbkrGatewayModuleLoader(null);
-    await ibkrGatewayManager.removeInstance(instanceId);
-  }
-});
-
-test("native gateway loader bundles without a runtime ./native specifier", async () => {
-  const outdir = mkdtempSync(join(tmpdir(), "gloomberb-ibkr-service-"));
-  try {
-    const result = await Bun.build({
-      entrypoints: [join(import.meta.dir, "index.ts")],
-      outdir,
-      target: "bun",
-    });
-
-    expect(result.success).toBe(true);
-    const entry = readFileSync(join(outdir, "index.js"), "utf8");
-    expect(entry).toContain("src/plugins/ibkr/gateway/service/native.ts");
-    expect(entry).not.toContain('"./native"');
-    expect(entry).not.toContain("'./native'");
-  } finally {
-    rmSync(outdir, { recursive: true, force: true });
-  }
-});
-
-describe("tick-by-tick quote updates", () => {
-  const contract = {
-    symbol: "AAPL",
-    secType: SecType.STK,
-    currency: "USD",
-  };
-  const details: ContractDetails = {
-    contract: contract as any,
-    validExchanges: "NASDAQ,SMART",
-    longName: "Apple Inc.",
-  } as ContractDetails;
-
-  test("applies trade ticks to the latest quote", () => {
-    const current = {
-      symbol: "AAPL",
-      providerId: "ibkr" as const,
-      price: 249,
-      currency: "USD",
-      change: 1,
-      changePercent: 0.4,
-      previousClose: 248,
-      name: "Apple Inc.",
-      lastUpdated: 1000,
-      dataSource: "live" as const,
-    };
-    const tick: TickByTickAllLast = {
-      time: 1_700_000_000,
-      price: 250.5,
-      size: 100,
-      tickType: 1,
-      tickAttribLast: {},
-      exchange: "NASDAQ",
-      specialConditions: "",
-      contract: contract as any,
-    };
-
-    const next = applyTickByTickAllLastToQuote(current, contract as any, details, tick, 1, "live");
-
-    expect(next?.price).toBe(250.5);
-    expect(next?.change).toBe(2.5);
-    expect(next?.changePercent).toBeCloseTo((2.5 / 248) * 100, 10);
-    expect(next?.lastUpdated).toBe(1_700_000_000_000);
-  });
-
-  test("does not use the previous tick as the daily close when no close is known", () => {
-    const current = {
-      symbol: "AAPL",
-      providerId: "ibkr" as const,
-      price: 249,
-      currency: "USD",
-      change: 0,
-      changePercent: 0,
-      name: "Apple Inc.",
-      lastUpdated: 1000,
-      dataSource: "live" as const,
-    };
-    const tick: TickByTickAllLast = {
-      time: 1_700_000_000,
-      price: 250.5,
-      size: 100,
-      tickType: 1,
-      tickAttribLast: {},
-      exchange: "NASDAQ",
-      specialConditions: "",
-      contract: contract as any,
-    };
-
-    const next = applyTickByTickAllLastToQuote(current, contract as any, details, tick, 1, "live");
-
-    expect(next?.price).toBe(250.5);
-    expect(next?.previousClose).toBeUndefined();
-    expect(next?.change).toBe(0);
-    expect(next?.changePercent).toBe(0);
-  });
-
-  test("applies bid/ask ticks without disturbing the current trade price", () => {
-    const current = {
-      symbol: "AAPL",
-      providerId: "ibkr" as const,
-      price: 249,
-      currency: "USD",
-      change: 1,
-      changePercent: 0.4,
-      previousClose: 248,
-      bid: 248.8,
-      ask: 249.1,
-      bidSize: 10,
-      askSize: 12,
-      name: "Apple Inc.",
-      lastUpdated: 1000,
-      dataSource: "live" as const,
-    };
-
-    const next = applyTickByTickBidAskToQuote(current, {
-      time: 1_700_000_100,
-      bidPrice: 248.9,
-      askPrice: 249.05,
-      bidSize: 14,
-      askSize: 18,
-    }, 1);
-
-    expect(next?.price).toBe(249);
-    expect(next?.bid).toBe(248.9);
-    expect(next?.ask).toBe(249.05);
-    expect(next?.bidSize).toBe(14);
-    expect(next?.askSize).toBe(18);
-    expect(next?.lastUpdated).toBe(1_700_000_100_000);
-  });
-});
-
-describe("parseIbkrHistoricalBarTime", () => {
-  test("parses compact day bars without treating them as epoch seconds", () => {
-    const date = parseIbkrHistoricalBarTime(20250328);
-
-    expect(Number.isNaN(date.getTime())).toBe(false);
-    expect(date.getFullYear()).toBe(2025);
-    expect(date.getMonth()).toBe(2);
-    expect(date.getDate()).toBe(28);
-    expect(date.getHours()).toBe(0);
-    expect(date.getMinutes()).toBe(0);
-  });
-
-  test("parses compact intraday bar timestamps", () => {
-    const date = parseIbkrHistoricalBarTime("20250328 09:30:00");
-
-    expect(Number.isNaN(date.getTime())).toBe(false);
-    expect(date.getFullYear()).toBe(2025);
-    expect(date.getMonth()).toBe(2);
-    expect(date.getDate()).toBe(28);
-    expect(date.getHours()).toBe(9);
-    expect(date.getMinutes()).toBe(30);
-    expect(date.getSeconds()).toBe(0);
-  });
-
-  test("preserves epoch-second timestamps for streaming-style bars", () => {
-    expect(parseIbkrHistoricalBarTime(1_700_000_000).getTime()).toBe(1_700_000_000_000);
-  });
-});
-
-describe("diagnoseLocalIbkrPortIssue", () => {
-  test("reports a detected local IBKR listener on a different port", async () => {
-    const issue = await diagnoseLocalIbkrPortIssue({
-      host: "127.0.0.1",
-      port: 4002,
-      clientId: 1,
-    }, {
-      candidatePorts: [4001, 4002],
-      probePort: async (_host, port) => port === 4001,
-    });
-
-    expect(issue).toBe(
-      "IBKR is not listening on 127.0.0.1:4002. Detected a local IBKR API listener on 127.0.0.1:4001 instead. Update this profile's port to match Gateway/TWS.",
-    );
-  });
-
-  test("returns null when the configured local port is reachable", async () => {
-    const issue = await diagnoseLocalIbkrPortIssue({
-      host: "localhost",
-      port: 4001,
-      clientId: 1,
-    }, {
-      candidatePorts: [4001, 4002],
-      probePort: async (_host, port) => port === 4001,
-    });
-
-    expect(issue).toBeNull();
-  });
-
-  test("ignores non-local hosts", async () => {
-    const issue = await diagnoseLocalIbkrPortIssue({
-      host: "192.168.1.10",
-      port: 4001,
-      clientId: 1,
-    }, {
-      probePort: async () => true,
-    });
-
-    expect(issue).toBeNull();
-  });
-});
-
-describe("resolveGatewayConnection", () => {
-  test("auto-detects the first reachable local IBKR port", async () => {
-    const resolved = await resolveGatewayConnection({
-      host: "127.0.0.1",
-      marketDataType: "auto",
-    }, {
-      candidatePorts: [4001, 4002],
-      probePort: async (_host, port) => port === 4001,
-    });
-
-    expect(resolved).toEqual({
-      host: "127.0.0.1",
-      port: 4001,
-      clientId: 1,
-      requestedPort: undefined,
-      requestedClientId: 1,
-    });
-  });
-
-  test("prefers the last successful local port before scanning defaults", async () => {
-    const resolved = await resolveGatewayConnection({
-      host: "127.0.0.1",
-      lastSuccessfulPort: 7497,
-      lastSuccessfulClientId: 12,
-      marketDataType: "auto",
-    }, {
-      candidatePorts: [4001, 4002, 7497],
-      probePort: async (_host, port) => port === 7497 || port === 4001,
-    });
-
-    expect(resolved).toEqual({
-      host: "127.0.0.1",
-      port: 7497,
-      clientId: 12,
-      requestedPort: 7497,
-      requestedClientId: 12,
-    });
-  });
-});
-
-describe("IbkrGatewayService", () => {
-  test("requests fixed-resolution chart history with the mapped IBKR bar size", async () => {
-    const service = new IbkrGatewayService("ibkr-test");
-    let requestArgs: { duration: string; barSize: BarSizeSetting } | null = null;
-    (service as any).connect = async () => {};
-    (service as any).resolveContract = async () => ({ symbol: "AAPL", exchange: "SMART", currency: "USD" });
-    (service as any).getPrimaryContractDetails = async () => undefined;
-    (service as any).withMarketDataFallback = async (task: () => Promise<unknown>) => task();
-    (service as any).api = {
-      getHistoricalData: async (_contract: unknown, _end: string, duration: string, barSize: BarSizeSetting) => {
-        requestArgs = { duration, barSize };
-        return [{
-          time: "20260330",
-          open: 99,
-          high: 101,
-          low: 98,
-          close: 100,
-          volume: 10,
-        }];
-      },
-    };
-
-    const history = await service.getPriceHistoryForResolution(
-      "AAPL",
-      { host: "127.0.0.1", marketDataType: "auto" },
-      "NASDAQ",
-      "1Y",
-      "1wk",
-    );
-
-    expect(requestArgs!).toEqual({
-      duration: "1 Y",
-      barSize: BarSizeSetting.WEEKS_ONE,
-    });
-    expect(history[0]?.close).toBe(100);
-  });
-
-  test("enriches imported positions with portfolio snapshot metrics", async () => {
-    const contract = {
-      conId: 123456,
-      symbol: "SPY",
-      localSymbol: "SPY  260619C00500000",
-      description: "SPY Jun19'26 500 Call",
-      exchange: "SMART",
-      primaryExch: "SMART",
-      currency: "USD",
-      secType: "OPT",
-      multiplier: "100",
-    };
-    const service = new IbkrGatewayService("ibkr-test");
-    (service as any).connect = async () => {};
-    (service as any).api = {
-      getPositions: () => of({
-        all: new Map([
-          ["DU12345", [{
-            contract,
-            pos: 2,
-            avgCost: 3.5,
-          }]],
-        ]),
-      }),
-      getAccountUpdates: (accountId: string) => of({
-        all: {
-          portfolio: new Map([
-            [accountId, [{
-              contract,
-              avgCost: 3.5,
-              marketPrice: 4.25,
-              marketValue: 850,
-              unrealizedPNL: 150,
-            }]],
-          ]),
-        },
-      }),
-    };
-
-    const positions = await service.getPositions({
-      host: "127.0.0.1",
-      port: 4002,
-      clientId: 1,
-    });
-
-    expect(positions).toHaveLength(1);
-    expect(positions[0]).toMatchObject({
-      ticker: "SPY  260619C00500000",
-      accountId: "DU12345",
-      avgCost: 3.5,
-      markPrice: 4.25,
-      marketValue: 850,
-      unrealizedPnl: 150,
-      multiplier: "100",
-      side: "long",
-    });
-  });
-
-  test("keeps the broker status connected when post-connect requests fail", () => {
-    const connectionState = new Subject<ConnectionState>();
-    const error = new Subject<any>();
-    const service = new IbkrGatewayService("ibkr-test");
-    const fakeApi = {
-      connectionState,
-      error,
-      on() {},
-      off() {},
-    };
-
-    (service as any).api = fakeApi;
-    (service as any).bindConnectionEvents(fakeApi);
-
-    connectionState.next(ConnectionState.Connected);
-    error.next({ errorCode: 321, message: "Validation failed" });
-
-    expect(service.getSnapshot().status.state).toBe("connected");
-    expect(service.getSnapshot().lastError).toBe("Validation failed");
-  });
-
-  test("initial connection refreshes account snapshots without re-entering connect", async () => {
-    const connectionState = new Subject<ConnectionState>();
-    const error = new Subject<any>();
-    const service = new IbkrGatewayService("ibkr-test");
-    const fakeApi = {
-      isConnected: false,
-      connectionState,
-      error,
-      connect() {
-        fakeApi.isConnected = true;
-        queueMicrotask(() => connectionState.next(ConnectionState.Connected));
-      },
-      setMarketDataType() {},
-      getManagedAccounts: async () => ["DU12345"],
-      getAccountSummary: () => of({
-        all: new Map([
-          ["DU12345", makeTags({
-            NetLiquidation: { USD: "1000" },
-          })],
-        ]),
-      }),
-      getAllOpenOrders: async () => [],
-      getExecutionDetails: async () => [],
-      on() {},
-      off() {},
-    };
-
-    (service as any).api = fakeApi;
-    (service as any).configKey = "test-key";
-    (service as any).bindConnectionEvents(fakeApi);
-
-    await Promise.race([
-      (service as any).connectInternal({
-        host: "127.0.0.1",
-        port: 4002,
-        clientId: 1,
-        marketDataType: "auto",
-      }, "test-key"),
-      new Promise((_, reject) => setTimeout(() => reject(new Error("connectInternal timed out")), 100)),
-    ]);
-
-    expect(service.getSnapshot().status.state).toBe("connected");
-    expect(service.getSnapshot().accounts[0]?.netLiquidation).toBe(1000);
-    expect(service.getSnapshot().openOrders).toEqual([]);
-    expect(service.getSnapshot().executions).toEqual([]);
-  });
-
-  test("destroyAll disconnects every cached gateway service", async () => {
-    const manager = new IbkrGatewayServiceManager();
-    let disconnectCount = 0;
-
-    (manager as any).services.set("one", {
-      disconnect: async () => {
-        disconnectCount += 1;
-      },
-    });
-    (manager as any).services.set("two", {
-      disconnect: async () => {
-        disconnectCount += 1;
-      },
-    });
-
-    await manager.destroyAll();
-
-    expect(disconnectCount).toBe(2);
-    expect((manager as any).services.size).toBe(0);
-  });
-});