gloomberb 0.11.2 → 0.12.0

package/src/plugins/ibkr/gateway/service/market-data.ts

@@ -1,48 +0,0 @@
-import { MarketDataType } from "@stoqey/ib";
-import { isMarketDataPermissionError } from "../market-data";
-import type { IbkrSnapshot } from "../types";
-
-export async function withIbkrMarketDataFallback<T>({
-  operation,
-  autoMarketData,
-  activeMarketDataType,
-  setDelayedMarketData,
-  getSnapshot,
-  updateSnapshot,
-}: {
-  operation: () => Promise<T>;
-  autoMarketData: boolean;
-  activeMarketDataType: MarketDataType;
-  setDelayedMarketData: () => void;
-  getSnapshot: () => IbkrSnapshot;
-  updateSnapshot: (snapshot: IbkrSnapshot) => void;
-}): Promise<T> {
-  try {
-    return await operation();
-  } catch (error: any) {
-    const message = error?.message || String(error || "");
-    const isPermission = isMarketDataPermissionError(undefined, message);
-    const isTimeout = message.includes("timed out");
-    const isNoData = message.includes("No valid market data");
-    if (
-      !autoMarketData
-      || activeMarketDataType === MarketDataType.DELAYED
-      || !(isPermission || isTimeout || isNoData)
-    ) {
-      throw error;
-    }
-
-    setDelayedMarketData();
-    updateSnapshot({
-      ...getSnapshot(),
-      status: {
-        state: "connected",
-        updatedAt: Date.now(),
-        mode: "gateway",
-        message: "Using delayed IBKR market data because live API market data is not enabled for this account.",
-      },
-      lastError: message,
-    });
-    return operation();
-  }
-}

package/src/plugins/ibkr/gateway/service/native-loader.ts

@@ -1,12 +0,0 @@
-import type { ResolvedIbkrGatewayConnection } from "../types";
-
-export type NativeGatewayModule = {
-  ibkrGatewayManager: any;
-  setResolvedIbkrGatewayListener(
-    listener: ((instanceId: string | undefined, connection: ResolvedIbkrGatewayConnection) => void | Promise<void>) | null,
-  ): void;
-};
-
-export function loadNativeGatewayModule(): Promise<NativeGatewayModule> {
-  return import("./native");
-}

package/src/plugins/ibkr/gateway/service/native.ts

@@ -1,543 +0,0 @@
-import {
-  MarketDataType,
-  type Contract,
-  type ContractDetails,
-  type IBApiNext,
-} from "@stoqey/ib";
-import type { TimeRange } from "../../../../time-series/range";
-import type { ChartResolutionSupport, ManualChartResolution } from "../../../../time-series/resolution";
-import type { BrokerConnectionStatus, BrokerPosition } from "../../../../types/broker";
-import type { QuoteSubscriptionTarget } from "../../../../types/data-provider";
-import type { Quote, PricePoint, TickerFinancials } from "../../../../types/financials";
-import type { BrokerContractRef, InstrumentSearchResult } from "../../../../types/instrument";
-import type {
-  BrokerAccount,
-  BrokerExecution,
-  BrokerOrder,
-  BrokerOrderPreview,
-  BrokerOrderRequest,
-} from "../../../../types/trading";
-import {
-  loadIbkrAccounts,
-  loadIbkrExecutions,
-  loadIbkrOpenOrders,
-  loadIbkrPositions,
-} from "../account-loaders";
-import { IbkrClientLockManager } from "../client-lock";
-import { bindIbkrConnectionEvents } from "../connection-events";
-import {
-  getIbkrHistoryCapabilities,
-  IBKR_RESOLUTION_SUPPORT,
-} from "../history";
-import {
-  loadIbkrDetailedPriceHistory,
-  loadIbkrPriceHistory,
-  loadIbkrPriceHistoryForResolution,
-  type IbkrHistoryRequestContext,
-} from "../history-requests";
-import {
-  fetchIbkrFundamentalData,
-  loadIbkrTickerFinancials,
-} from "../fundamentals";
-import {
-  getIbkrPrimaryContractDetails,
-  resolveIbkrContract,
-  searchIbkrInstruments,
-  type IbkrInstrumentLookupContext,
-} from "../instrument-lookup";
-import {
-  applyTickByTickAllLastToQuote,
-  applyTickByTickBidAskToQuote,
-  hasDelayedMarketData,
-  marketDataToQuote,
-  type TickByTickAllLast,
-} from "../market-data";
-import {
-  cancelNativeIbkrOrder,
-  modifyNativeIbkrOrder,
-  placeNativeIbkrOrder,
-  previewNativeIbkrOrder,
-  type IbkrOrderWorkflowContext,
-} from "../order-execution";
-import {
-  type QuoteStreamListener,
-} from "../quote-stream";
-import { IbkrQuoteStreamController } from "../quote-stream-controller";
-import {
-  connectIbkrGatewayInternal,
-  connectWithClientFallback,
-  type ConnectIbkrGatewayInternalContext,
-  type ResolvedGatewayListener,
-} from "./lifecycle";
-import { withIbkrMarketDataFallback } from "./market-data";
-import { IbkrGatewayServiceManager } from "./manager";
-import { IBKR_DATA_TIMEOUT, withTimeout } from "../timeouts";
-import type { IbkrGatewayConfig, IbkrSnapshot, ResolvedIbkrGatewayConnection } from "../types";
-
-export { summarizeBrokerAccount } from "../account-summary";
-export { diagnoseLocalIbkrPortIssue, resolveGatewayConnection } from "../connection";
-export { parseIbkrHistoricalBarTime } from "../history";
-export { applyTickByTickAllLastToQuote, applyTickByTickBidAskToQuote, type TickByTickAllLast } from "../market-data";
-
-const DEFAULT_SNAPSHOT: IbkrSnapshot = {
-  status: { state: "disconnected", updatedAt: Date.now() },
-  accounts: [],
-  openOrders: [],
-  executions: [],
-};
-
-let resolvedGatewayListener: ResolvedGatewayListener | null = null;
-
-export function setResolvedIbkrGatewayListener(listener: ResolvedGatewayListener | null): void {
-  resolvedGatewayListener = listener;
-}
-
-export class IbkrGatewayService {
-  private api: IBApiNext | null = null;
-  private configKey: string | null = null;
-  private connecting: Promise<void> | null = null;
-  /** Account IDs captured from the managedAccounts event on initial connection. */
-  private cachedAccountIds: string[] = [];
-  private snapshot: IbkrSnapshot = DEFAULT_SNAPSHOT;
-  private listeners = new Set<() => void>();
-  private activeMarketDataType: MarketDataType = MarketDataType.REALTIME;
-  private autoMarketData = true;
-  /** Dedup in-flight requests: reuse pending promises for the same key. */
-  private pendingRequests = new Map<string, Promise<any>>();
-  private readonly clientLocks: IbkrClientLockManager;
-  private connectionNote?: string;
-  private resolvedConnection: ResolvedIbkrGatewayConnection | null = null;
-  private readonly quoteStreamController: IbkrQuoteStreamController;
-
-  constructor(private readonly instanceId?: string) {
-    this.clientLocks = new IbkrClientLockManager(instanceId);
-    this.quoteStreamController = new IbkrQuoteStreamController({
-      connect: (config) => this.connect(config),
-      getApi: () => this.api!,
-      getRawApi: () => this.getRawApi(),
-      getActiveMarketDataType: () => this.activeMarketDataType,
-      resolveContract: (symbol, exchange, instrument) => this.resolveContract(symbol, exchange, instrument),
-      getPrimaryContractDetails: (contract) => this.getPrimaryContractDetails(contract),
-      withMarketDataFallback: (operation) => this.withMarketDataFallback(operation),
-    }, instanceId);
-  }
-
-  /** Dedup concurrent calls with the same key — returns cached promise if one is in flight. */
-  private dedup<T>(key: string, fn: () => Promise<T>): Promise<T> {
-    const existing = this.pendingRequests.get(key);
-    if (existing) return existing as Promise<T>;
-    const promise = fn().finally(() => this.pendingRequests.delete(key));
-    this.pendingRequests.set(key, promise);
-    return promise;
-  }
-
-  subscribe(listener: () => void): () => void {
-    this.listeners.add(listener);
-    return () => this.listeners.delete(listener);
-  }
-
-  getSnapshot(): IbkrSnapshot {
-    return this.snapshot;
-  }
-
-  getStatus(): BrokerConnectionStatus {
-    return this.snapshot.status;
-  }
-
-  getResolvedConnection(): ResolvedIbkrGatewayConnection | null {
-    return this.resolvedConnection;
-  }
-
-  async connect(config: IbkrGatewayConfig): Promise<void> {
-    const nextKey = JSON.stringify({
-      host: config.host,
-      port: config.port ?? null,
-      clientId: config.clientId ?? null,
-      marketDataType: config.marketDataType ?? "auto",
-    });
-    if (this.api?.isConnected && this.configKey === nextKey) {
-      return;
-    }
-    if (this.connecting) {
-      return this.connecting;
-    }
-
-    this.connecting = this.connectWithClientFallback(config, nextKey);
-    try {
-      await this.connecting;
-    } finally {
-      this.connecting = null;
-    }
-  }
-
-  async disconnect(): Promise<void> {
-    this.quoteStreamController.teardown();
-    this.api?.disconnect();
-    this.api = null;
-    this.configKey = null;
-    this.autoMarketData = true;
-    this.activeMarketDataType = MarketDataType.REALTIME;
-    this.connectionNote = undefined;
-    this.resolvedConnection = null;
-    await this.clientLocks.release();
-    this.updateSnapshot({
-      ...this.snapshot,
-      status: { state: "disconnected", updatedAt: Date.now() },
-      accounts: [],
-      openOrders: [],
-      executions: [],
-    });
-  }
-
-  async searchInstruments(query: string, config: IbkrGatewayConfig): Promise<InstrumentSearchResult[]> {
-    await this.connect(config);
-    return searchIbkrInstruments(this.getInstrumentLookupContext(), query);
-  }
-
-  async getAccounts(config: IbkrGatewayConfig): Promise<BrokerAccount[]> {
-    await this.connect(config);
-    return this.loadAccountsAndUpdateSnapshot();
-  }
-
-  async getPositions(config: IbkrGatewayConfig): Promise<BrokerPosition[]> {
-    await this.connect(config);
-    return loadIbkrPositions({
-      api: this.api!,
-      instanceId: this.instanceId,
-    });
-  }
-
-  async getQuote(
-    ticker: string,
-    config: IbkrGatewayConfig,
-    exchange = "",
-    instrument?: BrokerContractRef | null,
-  ): Promise<Quote> {
-    return this.dedup(`quote:${ticker}:${exchange}`, async () => {
-      await this.connect(config);
-      const contract = await withTimeout(this.resolveContract(ticker, exchange, instrument ?? null), IBKR_DATA_TIMEOUT, "resolveContract");
-      const details = await withTimeout(this.getPrimaryContractDetails(contract), IBKR_DATA_TIMEOUT, "getContractDetails");
-      const marketData = await this.withMarketDataFallback(
-        () => withTimeout(this.api!.getMarketDataSnapshot(contract, "", false), IBKR_DATA_TIMEOUT, "getMarketDataSnapshot"),
-      );
-      const quote = marketDataToQuote(contract, details, marketData);
-      quote.dataSource = hasDelayedMarketData(marketData) || this.activeMarketDataType !== MarketDataType.REALTIME
-        ? "delayed"
-        : "live";
-      return quote;
-    });
-  }
-
-  subscribeQuotes(
-    config: IbkrGatewayConfig,
-    targets: QuoteSubscriptionTarget[],
-    onQuote: QuoteStreamListener,
-  ): () => void {
-    return this.quoteStreamController.subscribe(config, targets, onQuote);
-  }
-
-  async getTickerFinancials(
-    ticker: string,
-    config: IbkrGatewayConfig,
-    exchange = "",
-    instrument?: BrokerContractRef | null,
-  ): Promise<TickerFinancials> {
-    return this.dedup(`financials:${ticker}:${exchange}`, async () => {
-      await this.connect(config);
-      return loadIbkrTickerFinancials({
-        resolveContract: (symbol, requestExchange, requestInstrument) => this.resolveContract(symbol, requestExchange, requestInstrument),
-        getQuote: (symbol, requestExchange, requestInstrument) => this.getQuote(symbol, config, requestExchange, requestInstrument),
-        getPriceHistory: (symbol, requestExchange, range, requestInstrument) => (
-          this.getPriceHistory(symbol, config, requestExchange, range, requestInstrument)
-        ),
-        fetchFundamentalData: (contract, reportType) => fetchIbkrFundamentalData(this.api!, contract, reportType),
-      }, {
-        ticker,
-        exchange,
-        instrument,
-      });
-    });
-  }
-
-  async getPriceHistory(
-    ticker: string,
-    config: IbkrGatewayConfig,
-    exchange: string,
-    range: TimeRange,
-    instrument?: BrokerContractRef | null,
-  ): Promise<PricePoint[]> {
-    return this.dedup(`history:${ticker}:${exchange}:${range}`, async () => {
-      await this.connect(config);
-      return loadIbkrPriceHistory(this.getHistoryRequestContext(), {
-        ticker,
-        exchange,
-        range,
-        instrument,
-      });
-    });
-  }
-
-  getChartResolutionSupport(
-    _ticker: string,
-    _config: IbkrGatewayConfig,
-    _exchange?: string,
-    _instrument?: BrokerContractRef | null,
-  ): ChartResolutionSupport[] {
-    return IBKR_RESOLUTION_SUPPORT;
-  }
-
-  getChartResolutionCapabilities(
-    _ticker: string,
-    _config: IbkrGatewayConfig,
-    _exchange?: string,
-    _instrument?: BrokerContractRef | null,
-  ): ManualChartResolution[] {
-    return getIbkrHistoryCapabilities();
-  }
-
-  async getPriceHistoryForResolution(
-    ticker: string,
-    config: IbkrGatewayConfig,
-    exchange: string,
-    bufferRange: TimeRange,
-    resolution: ManualChartResolution,
-    instrument?: BrokerContractRef | null,
-  ): Promise<PricePoint[]> {
-    return this.dedup(`history:${ticker}:${exchange}:${bufferRange}:${resolution}`, async () => {
-      await this.connect(config);
-      return loadIbkrPriceHistoryForResolution(this.getHistoryRequestContext(), {
-        ticker,
-        exchange,
-        bufferRange,
-        resolution,
-        instrument,
-      });
-    });
-  }
-
-  async getDetailedPriceHistory(
-    ticker: string,
-    config: IbkrGatewayConfig,
-    exchange: string,
-    startDate: Date,
-    endDate: Date,
-    barSize: string,
-    instrument?: BrokerContractRef | null,
-  ): Promise<PricePoint[]> {
-    const key = `detail:${ticker}:${exchange}:${barSize}:${startDate.getTime()}:${endDate.getTime()}`;
-    return this.dedup(key, async () => {
-      await this.connect(config);
-      return loadIbkrDetailedPriceHistory(this.getHistoryRequestContext(), {
-        ticker,
-        exchange,
-        startDate,
-        endDate,
-        barSize,
-        instrument,
-      });
-    });
-  }
-
-  async listOpenOrders(config: IbkrGatewayConfig): Promise<BrokerOrder[]> {
-    await this.connect(config);
-    return this.loadOpenOrders();
-  }
-
-  async listExecutions(config: IbkrGatewayConfig): Promise<BrokerExecution[]> {
-    await this.connect(config);
-    return this.loadExecutions();
-  }
-
-  async previewOrder(config: IbkrGatewayConfig, request: BrokerOrderRequest): Promise<BrokerOrderPreview> {
-    return previewNativeIbkrOrder(this.getOrderWorkflowContext(), config, request);
-  }
-
-  async placeOrder(config: IbkrGatewayConfig, request: BrokerOrderRequest): Promise<BrokerOrder> {
-    return placeNativeIbkrOrder(this.getOrderWorkflowContext(), config, request);
-  }
-
-  async modifyOrder(config: IbkrGatewayConfig, orderId: number, request: BrokerOrderRequest): Promise<BrokerOrder> {
-    return modifyNativeIbkrOrder(this.getOrderWorkflowContext(), config, orderId, request);
-  }
-
-  async cancelOrder(config: IbkrGatewayConfig, orderId: number): Promise<void> {
-    return cancelNativeIbkrOrder(this.getOrderWorkflowContext(), config, orderId);
-  }
-
-  private async connectWithClientFallback(config: IbkrGatewayConfig, configKey: string): Promise<void> {
-    return connectWithClientFallback({
-      config,
-      configKey,
-      clientLocks: this.clientLocks,
-      snapshot: this.snapshot,
-      updateSnapshot: (snapshot) => this.updateSnapshot(snapshot),
-      connectInternal: (resolvedConfig, resolvedConfigKey, connectionNote) => (
-        this.connectInternal(resolvedConfig, resolvedConfigKey, connectionNote)
-      ),
-      disconnect: () => this.disconnect(),
-      onResolved: (connection) => {
-        this.resolvedConnection = connection;
-        void resolvedGatewayListener?.(this.instanceId, connection);
-      },
-    });
-  }
-
-  private async connectInternal(
-    config: IbkrGatewayConfig,
-    configKey: string,
-    connectionNote?: string,
-  ): Promise<void> {
-    return connectIbkrGatewayInternal(this.getLifecycleContext(), config, configKey, connectionNote);
-  }
-
-  private updateSnapshot(snapshot: IbkrSnapshot): void {
-    this.snapshot = snapshot;
-    for (const listener of this.listeners) listener();
-  }
-
-  private bindConnectionEvents(api: IBApiNext): void {
-    bindIbkrConnectionEvents({
-      api,
-      getRawApi: () => this.getRawApi(),
-      getSnapshot: () => this.snapshot,
-      getConnectionNote: () => this.connectionNote,
-      isAutoMarketData: () => this.autoMarketData,
-      setCachedAccountIds: (accountIds) => {
-        this.cachedAccountIds = accountIds;
-      },
-      updateSnapshot: (snapshot) => this.updateSnapshot(snapshot),
-    });
-  }
-
-  private async withMarketDataFallback<T>(operation: () => Promise<T>): Promise<T> {
-    return withIbkrMarketDataFallback({
-      operation,
-      autoMarketData: this.autoMarketData,
-      activeMarketDataType: this.activeMarketDataType,
-      setDelayedMarketData: () => {
-        this.api?.setMarketDataType(MarketDataType.DELAYED);
-        this.activeMarketDataType = MarketDataType.DELAYED;
-      },
-      getSnapshot: () => this.snapshot,
-      updateSnapshot: (snapshot) => this.updateSnapshot(snapshot),
-    });
-  }
-
-  private async loadAccounts(): Promise<BrokerAccount[]> {
-    return loadIbkrAccounts({
-      api: this.api!,
-      rawApi: this.getRawApi(),
-      cachedAccountIds: this.cachedAccountIds,
-      setCachedAccountIds: (accountIds) => {
-        this.cachedAccountIds = accountIds;
-      },
-      instanceId: this.instanceId,
-    });
-  }
-
-  private async loadAccountsAndUpdateSnapshot(): Promise<BrokerAccount[]> {
-    const accounts = await this.loadAccounts();
-    this.updateSnapshot({ ...this.snapshot, accounts });
-    return accounts;
-  }
-
-  private async loadOpenOrders(): Promise<BrokerOrder[]> {
-    const mapped = await loadIbkrOpenOrders({
-      api: this.api!,
-      instanceId: this.instanceId,
-    });
-    this.updateSnapshot({ ...this.snapshot, openOrders: mapped });
-    return mapped;
-  }
-
-  private async loadExecutions(): Promise<BrokerExecution[]> {
-    const mapped = await loadIbkrExecutions({
-      api: this.api!,
-      instanceId: this.instanceId,
-    });
-    this.updateSnapshot({ ...this.snapshot, executions: mapped });
-    return mapped;
-  }
-
-  private getHistoryRequestContext(): IbkrHistoryRequestContext {
-    return {
-      api: this.api!,
-      resolveContract: (ticker, exchange, instrument) => this.resolveContract(ticker, exchange, instrument),
-      getPrimaryContractDetails: (contract) => this.getPrimaryContractDetails(contract),
-      withMarketDataFallback: (operation) => this.withMarketDataFallback(operation),
-    };
-  }
-
-  private getLifecycleContext(): ConnectIbkrGatewayInternalContext {
-    return {
-      instanceId: this.instanceId,
-      bindConnectionEvents: (api) => this.bindConnectionEvents(api),
-      disconnect: () => this.disconnect(),
-      getApi: () => this.api,
-      getConfigKey: () => this.configKey,
-      getRequestedClientId: () => this.clientLocks.activeClaim?.requestedClientId,
-      getSnapshot: () => this.snapshot,
-      loadInitialSnapshot: async () => {
-        await Promise.allSettled([
-          this.loadAccountsAndUpdateSnapshot(),
-          this.loadOpenOrders(),
-          this.loadExecutions(),
-        ]);
-      },
-      setActiveMarketDataType: (marketDataType) => {
-        this.activeMarketDataType = marketDataType;
-      },
-      setApi: (api) => {
-        this.api = api;
-      },
-      setAutoMarketData: (auto) => {
-        this.autoMarketData = auto;
-      },
-      setConfigKey: (configKey) => {
-        this.configKey = configKey;
-      },
-      setConnectionNote: (connectionNote) => {
-        this.connectionNote = connectionNote;
-      },
-      updateSnapshot: (snapshot) => this.updateSnapshot(snapshot),
-    };
-  }
-
-  private async resolveContract(ticker: string, exchange: string, instrument: BrokerContractRef | null): Promise<Contract> {
-    return resolveIbkrContract(this.getInstrumentLookupContext(), ticker, exchange, instrument);
-  }
-
-  private async getPrimaryContractDetails(contract: Contract): Promise<ContractDetails> {
-    return getIbkrPrimaryContractDetails(this.api!, contract);
-  }
-
-  private getInstrumentLookupContext(): IbkrInstrumentLookupContext {
-    return {
-      api: this.api!,
-      instanceId: this.instanceId,
-    };
-  }
-
-  private getOrderWorkflowContext(): IbkrOrderWorkflowContext {
-    return {
-      brokerInstanceId: this.instanceId,
-      cancelOrder: (orderId) => this.api!.cancelOrder(orderId),
-      connect: (config) => this.connect(config),
-      getNextValidOrderId: () => this.api!.getNextValidOrderId(),
-      getRawApi: () => this.getRawApi(),
-      listOpenOrders: (config) => this.listOpenOrders(config),
-      resolveContract: (ticker, exchange, instrument) => this.resolveContract(ticker, exchange, instrument),
-    };
-  }
-
-  private getRawApi(): any {
-    return (this.api as any)?.api ?? this.api;
-  }
-}
-
-export { IbkrGatewayServiceManager } from "./manager";
-
-export const ibkrGatewayManager = new IbkrGatewayServiceManager(
-  (instanceId) => new IbkrGatewayService(instanceId),
-  DEFAULT_SNAPSHOT,
-);

package/src/plugins/ibkr/gateway/timeouts.ts

@@ -1,13 +0,0 @@
-export const IBKR_DATA_TIMEOUT = 8_000;
-export const IBKR_PNL_TIMEOUT = 3_000;
-
-/** Wrap a promise with a timeout so that IBKR calls don't hang indefinitely. */
-export function withTimeout<T>(promise: Promise<T>, ms: number, label: string): Promise<T> {
-  return new Promise<T>((resolve, reject) => {
-    const timer = setTimeout(() => reject(new Error(`IBKR ${label} timed out after ${ms}ms`)), ms);
-    promise.then(
-      (value) => { clearTimeout(timer); resolve(value); },
-      (error) => { clearTimeout(timer); reject(error); },
-    );
-  });
-}

package/src/plugins/ibkr/gateway/types.ts

@@ -1,27 +0,0 @@
-import type { BrokerConnectionStatus } from "../../../types/broker";
-import type { BrokerAccount, BrokerExecution, BrokerOrder } from "../../../types/trading";
-
-export interface IbkrGatewayConfig {
-  host: string;
-  port?: number;
-  clientId?: number;
-  lastSuccessfulPort?: number;
-  lastSuccessfulClientId?: number;
-  marketDataType?: "auto" | "live" | "frozen" | "delayed" | "delayed-frozen";
-}
-
-export interface ResolvedIbkrGatewayConnection {
-  host: string;
-  port: number;
-  clientId: number;
-  requestedPort?: number;
-  requestedClientId: number;
-}
-
-export interface IbkrSnapshot {
-  status: BrokerConnectionStatus;
-  accounts: BrokerAccount[];
-  openOrders: BrokerOrder[];
-  executions: BrokerExecution[];
-  lastError?: string;
-}