gloomberb 0.11.3 → 0.12.0

package/src/plugins/ibkr/gateway/account-summary.ts

@@ -1,164 +0,0 @@
-import type { BrokerAccount, BrokerCashBalance } from "../../../types/trading";
-
-type AccountSummaryValueMap = ReadonlyMap<string, { value: string }>;
-export type AccountSummaryTags = ReadonlyMap<string, AccountSummaryValueMap>;
-
-export interface AccountPnlSnapshot {
-  dailyPnl?: number;
-  unrealizedPnl?: number;
-  realizedPnl?: number;
-}
-
-export function finiteNumber(value: unknown): number | undefined {
-  return typeof value === "number" && Number.isFinite(value) ? value : undefined;
-}
-
-function getAccountSummaryEntry(
-  values: AccountSummaryValueMap | undefined,
-  preferredCurrency?: string,
-): { currency: string; value: number } | null {
-  if (!values) return null;
-
-  if (preferredCurrency) {
-    const preferred = values.get(preferredCurrency);
-    if (preferred?.value) {
-      const numeric = parseFloat(preferred.value);
-      if (Number.isFinite(numeric)) {
-        return { currency: preferredCurrency, value: numeric };
-      }
-    }
-  }
-
-  for (const [currency, entry] of values.entries()) {
-    const numeric = parseFloat(entry?.value ?? "");
-    if (Number.isFinite(numeric)) {
-      return { currency, value: numeric };
-    }
-  }
-  return null;
-}
-
-function getAccountSummaryNumber(
-  tags: AccountSummaryTags | undefined,
-  tagName: string,
-  preferredCurrency?: string,
-): number | undefined {
-  return getAccountSummaryEntry(tags?.get(tagName), preferredCurrency)?.value;
-}
-
-function getAccountSummaryNumberWithAggregateFallback(
-  tags: AccountSummaryTags | undefined,
-  aggregateTags: AccountSummaryTags | undefined,
-  tagName: string,
-  preferredCurrency: string | undefined,
-  allowAggregateFallback: boolean,
-): number | undefined {
-  const direct = getAccountSummaryNumber(tags, tagName, preferredCurrency);
-  if (direct != null) return direct;
-  if (!allowAggregateFallback) return undefined;
-  return getAccountSummaryNumber(aggregateTags, tagName, preferredCurrency);
-}
-
-function inferAccountCurrency(tags: AccountSummaryTags | undefined): string | undefined {
-  if (!tags) return undefined;
-  for (const tagName of ["NetLiquidation", "TotalCashValue", "SettledCash", "AvailableFunds"]) {
-    const entry = getAccountSummaryEntry(tags.get(tagName));
-    if (entry?.currency) return entry.currency;
-  }
-  return undefined;
-}
-
-function getSummaryMap(
-  tags: AccountSummaryTags | undefined,
-  tagName: string,
-): AccountSummaryValueMap | undefined {
-  const values = tags?.get(tagName);
-  return values && values.size > 0 ? values : undefined;
-}
-
-function buildCashBalancesFromSummary(
-  cashBalanceMap: AccountSummaryValueMap | undefined,
-  exchangeRateMap: AccountSummaryValueMap | undefined,
-  baseCurrency?: string,
-): BrokerCashBalance[] | undefined {
-  const balances: BrokerCashBalance[] = [];
-  for (const [currency, entry] of cashBalanceMap?.entries() ?? []) {
-    if (!currency || currency === "BASE") continue;
-    const numeric = parseFloat(entry?.value ?? "");
-    if (!Number.isFinite(numeric)) continue;
-
-    const exchangeRate = currency === baseCurrency
-      ? 1
-      : parseFloat(exchangeRateMap?.get(currency)?.value ?? "");
-    const baseValue = Number.isFinite(exchangeRate) ? numeric * exchangeRate : undefined;
-
-    balances.push({
-      currency,
-      quantity: numeric,
-      baseValue,
-      baseCurrency,
-    });
-  }
-
-  return balances.length > 0 ? balances : undefined;
-}
-
-function buildCashBalances(
-  tags: AccountSummaryTags | undefined,
-  aggregateTags: AccountSummaryTags | undefined,
-  baseCurrency: string | undefined,
-  allowAggregateFallback: boolean,
-): BrokerCashBalance[] | undefined {
-  const directLedger = buildCashBalancesFromSummary(
-    getSummaryMap(tags, "$LEDGER:ALL"),
-    undefined,
-    baseCurrency,
-  );
-  if (directLedger) return directLedger;
-
-  const directSummary = buildCashBalancesFromSummary(
-    getSummaryMap(tags, "CashBalance") ?? getSummaryMap(tags, "TotalCashBalance"),
-    getSummaryMap(tags, "ExchangeRate"),
-    baseCurrency,
-  );
-  if (directSummary) return directSummary;
-
-  if (!allowAggregateFallback) return undefined;
-
-  return buildCashBalancesFromSummary(
-    getSummaryMap(aggregateTags, "CashBalance") ?? getSummaryMap(aggregateTags, "TotalCashBalance"),
-    getSummaryMap(aggregateTags, "ExchangeRate"),
-    baseCurrency,
-  );
-}
-
-export function summarizeBrokerAccount(
-  accountId: string,
-  tags: AccountSummaryTags | undefined,
-  updatedAt: number,
-  aggregateTags?: AccountSummaryTags,
-  allowAggregateCashBalances = false,
-  pnl?: AccountPnlSnapshot,
-): BrokerAccount {
-  const currency = inferAccountCurrency(tags) ?? (allowAggregateCashBalances ? inferAccountCurrency(aggregateTags) : undefined);
-  return {
-    accountId,
-    name: accountId,
-    currency,
-    source: "gateway",
-    updatedAt,
-    netLiquidation: getAccountSummaryNumberWithAggregateFallback(tags, aggregateTags, "NetLiquidation", currency, allowAggregateCashBalances),
-    grossPositionValue: getAccountSummaryNumberWithAggregateFallback(tags, aggregateTags, "GrossPositionValue", currency, allowAggregateCashBalances),
-    totalCashValue: getAccountSummaryNumberWithAggregateFallback(tags, aggregateTags, "TotalCashValue", currency, allowAggregateCashBalances),
-    settledCash: getAccountSummaryNumberWithAggregateFallback(tags, aggregateTags, "SettledCash", currency, allowAggregateCashBalances),
-    availableFunds: getAccountSummaryNumberWithAggregateFallback(tags, aggregateTags, "AvailableFunds", currency, allowAggregateCashBalances),
-    buyingPower: getAccountSummaryNumberWithAggregateFallback(tags, aggregateTags, "BuyingPower", currency, allowAggregateCashBalances),
-    excessLiquidity: getAccountSummaryNumberWithAggregateFallback(tags, aggregateTags, "ExcessLiquidity", currency, allowAggregateCashBalances),
-    initMarginReq: getAccountSummaryNumberWithAggregateFallback(tags, aggregateTags, "InitMarginReq", currency, allowAggregateCashBalances),
-    maintMarginReq: getAccountSummaryNumberWithAggregateFallback(tags, aggregateTags, "MaintMarginReq", currency, allowAggregateCashBalances),
-    dailyPnl: pnl?.dailyPnl,
-    unrealizedPnl: pnl?.unrealizedPnl,
-    realizedPnl: pnl?.realizedPnl,
-    cashBalances: buildCashBalances(tags, aggregateTags, currency, allowAggregateCashBalances),
-  };
-}

package/src/plugins/ibkr/gateway/client-lock.ts

@@ -1,154 +0,0 @@
-import { mkdir, open, readFile, rm } from "fs/promises";
-import { tmpdir } from "os";
-import { join } from "path";
-
-interface ClientLockMetadata {
-  pid: number;
-  ownerToken: string;
-  requestedClientId: number;
-  clientId: number;
-  host: string;
-  port: number;
-  instanceId?: string;
-  cwd: string;
-  timestamp: number;
-}
-
-export interface ClaimedClientLock {
-  clientId: number;
-  requestedClientId: number;
-  path: string;
-}
-
-interface ClientLockConnection {
-  host: string;
-  port: number;
-}
-
-const IBKR_CLIENT_LOCK_DIR = join(tmpdir(), "gloomberb-ibkr-client-locks");
-const IBKR_CLIENT_ID_SEARCH_SPAN = 64;
-
-function buildClientLockPath(config: ClientLockConnection, clientId: number): string {
-  const host = (config.host || "localhost").replace(/[^a-z0-9_.-]+/gi, "_");
-  return join(IBKR_CLIENT_LOCK_DIR, `${host}-${config.port}-${clientId}.lock`);
-}
-
-function isProcessAlive(pid: number | undefined): boolean {
-  if (!pid || !Number.isFinite(pid) || pid <= 0) return false;
-  try {
-    process.kill(pid, 0);
-    return true;
-  } catch {
-    return false;
-  }
-}
-
-async function readClientLock(path: string): Promise<ClientLockMetadata | null> {
-  try {
-    const raw = await readFile(path, "utf-8");
-    const parsed = JSON.parse(raw) as Partial<ClientLockMetadata>;
-    if (
-      typeof parsed.pid !== "number"
-      || typeof parsed.ownerToken !== "string"
-      || typeof parsed.clientId !== "number"
-      || typeof parsed.requestedClientId !== "number"
-    ) {
-      return null;
-    }
-    return {
-      pid: parsed.pid,
-      ownerToken: parsed.ownerToken,
-      clientId: parsed.clientId,
-      requestedClientId: parsed.requestedClientId,
-      host: typeof parsed.host === "string" ? parsed.host : "",
-      port: typeof parsed.port === "number" ? parsed.port : 0,
-      instanceId: typeof parsed.instanceId === "string" ? parsed.instanceId : undefined,
-      cwd: typeof parsed.cwd === "string" ? parsed.cwd : "",
-      timestamp: typeof parsed.timestamp === "number" ? parsed.timestamp : 0,
-    };
-  } catch {
-    return null;
-  }
-}
-
-export class IbkrClientLockManager {
-  private readonly ownerToken = `${process.pid}:${Math.random().toString(36).slice(2, 10)}`;
-  private claimedLock: ClaimedClientLock | null = null;
-
-  constructor(private readonly instanceId?: string) {}
-
-  get activeClaim(): ClaimedClientLock | null {
-    return this.claimedLock;
-  }
-
-  getClientIdCandidates(requestedClientId: number): number[] {
-    const preferred = this.claimedLock?.clientId;
-    const candidates = new Set<number>();
-    if (preferred && Number.isFinite(preferred) && preferred > 0) {
-      candidates.add(preferred);
-    }
-    for (let offset = 0; offset < IBKR_CLIENT_ID_SEARCH_SPAN; offset += 1) {
-      candidates.add(requestedClientId + offset);
-    }
-    return [...candidates];
-  }
-
-  async tryClaim(
-    config: ClientLockConnection,
-    clientId: number,
-    requestedClientId: number,
-  ): Promise<boolean> {
-    const path = buildClientLockPath(config, clientId);
-    const existing = this.claimedLock;
-    if (
-      existing
-      && existing.clientId === clientId
-      && existing.requestedClientId === requestedClientId
-    ) {
-      return true;
-    }
-
-    await mkdir(IBKR_CLIENT_LOCK_DIR, { recursive: true });
-    const metadata: ClientLockMetadata = {
-      pid: process.pid,
-      ownerToken: this.ownerToken,
-      requestedClientId,
-      clientId,
-      host: config.host,
-      port: config.port,
-      instanceId: this.instanceId,
-      cwd: process.cwd(),
-      timestamp: Date.now(),
-    };
-
-    try {
-      const handle = await open(path, "wx");
-      await handle.writeFile(JSON.stringify(metadata), "utf-8");
-      await handle.close();
-      await this.release();
-      this.claimedLock = { clientId, requestedClientId, path };
-      return true;
-    } catch (error: any) {
-      if (error?.code !== "EEXIST") throw error;
-    }
-
-    const lock = await readClientLock(path);
-    if (!lock || !isProcessAlive(lock.pid)) {
-      await rm(path, { force: true }).catch(() => {});
-      return this.tryClaim(config, clientId, requestedClientId);
-    }
-    if (lock.ownerToken === this.ownerToken) {
-      await this.release();
-      this.claimedLock = { clientId, requestedClientId, path };
-      return true;
-    }
-    return false;
-  }
-
-  async release(): Promise<void> {
-    const lock = this.claimedLock;
-    this.claimedLock = null;
-    if (!lock) return;
-    await rm(lock.path, { force: true }).catch(() => {});
-  }
-}

package/src/plugins/ibkr/gateway/connection-events.ts

@@ -1,114 +0,0 @@
-import {
-  ConnectionState,
-  EventName,
-  type IBApiNext,
-} from "@stoqey/ib";
-import type { IbkrSnapshot } from "./types";
-import {
-  getIbErrorCode,
-  getIbErrorMessage,
-  isIbInformationalWarning,
-  isMarketDataPermissionError,
-} from "./market-data";
-
-interface IbkrConnectionEventBinding {
-  api: IBApiNext;
-  getRawApi: () => any;
-  getSnapshot: () => IbkrSnapshot;
-  getConnectionNote: () => string | undefined;
-  isAutoMarketData: () => boolean;
-  setCachedAccountIds: (accountIds: string[]) => void;
-  updateSnapshot: (snapshot: IbkrSnapshot) => void;
-}
-
-export function bindIbkrConnectionEvents({
-  api,
-  getRawApi,
-  getSnapshot,
-  getConnectionNote,
-  isAutoMarketData,
-  setCachedAccountIds,
-  updateSnapshot,
-}: IbkrConnectionEventBinding): void {
-  api.connectionState.subscribe((state) => {
-    const snapshot = getSnapshot();
-    if (state === ConnectionState.Connected) {
-      updateSnapshot({
-        ...snapshot,
-        status: {
-          state: "connected",
-          updatedAt: Date.now(),
-          mode: "gateway",
-          message: getConnectionNote(),
-        },
-      });
-    } else if (state === ConnectionState.Connecting) {
-      updateSnapshot({
-        ...snapshot,
-        status: {
-          state: "connecting",
-          updatedAt: Date.now(),
-          mode: "gateway",
-          message: getConnectionNote(),
-        },
-      });
-    } else {
-      updateSnapshot({
-        ...snapshot,
-        status: { state: "disconnected", updatedAt: Date.now(), mode: "gateway" },
-      });
-    }
-  });
-
-  const rawApi = getRawApi();
-  rawApi.on(EventName.managedAccounts, (accountsList: string) => {
-    setCachedAccountIds(accountsList.split(",").map((entry) => entry.trim()).filter(Boolean));
-  });
-
-  api.error.subscribe((err) => {
-    const code = getIbErrorCode(err);
-    const message = getIbErrorMessage(err);
-    const snapshot = getSnapshot();
-    if (isMarketDataPermissionError(code, message)) {
-      updateSnapshot({
-        ...snapshot,
-        status: {
-          state: "connected",
-          updatedAt: Date.now(),
-          mode: "gateway",
-          message: isAutoMarketData()
-            ? "Live API market data unavailable; delayed quotes will be used when IBKR allows them."
-            : message,
-        },
-        lastError: message,
-      });
-      return;
-    }
-    if (isIbInformationalWarning(code, message)) {
-      updateSnapshot({
-        ...snapshot,
-        status: {
-          ...snapshot.status,
-          updatedAt: Date.now(),
-          mode: "gateway",
-          message,
-        },
-      });
-      return;
-    }
-
-    const keepConnectionState = snapshot.status.state === "connected" || snapshot.status.state === "connecting";
-    updateSnapshot({
-      ...snapshot,
-      status: keepConnectionState
-        ? {
-          ...snapshot.status,
-          updatedAt: Date.now(),
-          mode: "gateway",
-          message,
-        }
-        : { state: "error", updatedAt: Date.now(), mode: "gateway", message },
-      lastError: message,
-    });
-  });
-}

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

@@ -1,152 +0,0 @@
-import { createConnection } from "net";
-import type { IbkrGatewayConfig, ResolvedIbkrGatewayConnection } from "./types";
-
-const LOCAL_IBKR_HOSTS = new Set(["127.0.0.1", "localhost", "::1"]);
-const COMMON_LOCAL_IBKR_PORTS = [4001, 4002, 7496, 7497] as const;
-const LOCAL_TCP_PROBE_TIMEOUT_MS = 250;
-const DEFAULT_AUTO_CLIENT_ID = 1;
-
-export interface IbkrPortDiagnosticOptions {
-  candidatePorts?: readonly number[];
-  probePort?: (host: string, port: number) => Promise<boolean>;
-}
-
-export function buildConnectionNote(
-  requestedClientId: number,
-  actualClientId: number,
-  requestedPort: number | undefined,
-  actualPort: number,
-): string | undefined {
-  const notes: string[] = [];
-  if (requestedPort == null || requestedPort !== actualPort) {
-    notes.push(`Detected IBKR API on port ${actualPort}.`);
-  }
-  if (requestedClientId !== actualClientId) {
-    notes.push(`Using client ID ${actualClientId} because ${requestedClientId} is already in use.`);
-  }
-  return notes.length > 0 ? notes.join(" ") : undefined;
-}
-
-function isLoopbackHost(host: string): boolean {
-  return LOCAL_IBKR_HOSTS.has(host.trim().toLowerCase());
-}
-
-async function probeTcpPort(host: string, port: number, timeoutMs = LOCAL_TCP_PROBE_TIMEOUT_MS): Promise<boolean> {
-  return new Promise<boolean>((resolve) => {
-    let settled = false;
-    const socket = createConnection({ host, port });
-    const finish = (result: boolean) => {
-      if (settled) return;
-      settled = true;
-      socket.removeAllListeners();
-      socket.destroy();
-      resolve(result);
-    };
-
-    socket.once("connect", () => finish(true));
-    socket.once("error", () => finish(false));
-    socket.setTimeout(timeoutMs, () => finish(false));
-  });
-}
-
-function uniquePorts(...values: Array<number | undefined | readonly number[]>): number[] {
-  const unique = new Set<number>();
-  for (const value of values) {
-    if (Array.isArray(value)) {
-      for (const candidate of value) {
-        if (Number.isFinite(candidate)) unique.add(candidate);
-      }
-      continue;
-    }
-    if (typeof value === "number" && Number.isFinite(value)) {
-      unique.add(value);
-    }
-  }
-  return [...unique];
-}
-
-export async function diagnoseLocalIbkrPortIssue(
-  config: IbkrGatewayConfig,
-  options: IbkrPortDiagnosticOptions = {},
-): Promise<string | null> {
-  if (typeof config.port !== "number" || !Number.isFinite(config.port)) return null;
-  if (!isLoopbackHost(config.host)) return null;
-
-  const candidatePorts = options.candidatePorts ?? COMMON_LOCAL_IBKR_PORTS;
-  const probePort = options.probePort ?? ((host: string, port: number) => probeTcpPort(host, port));
-  if (await probePort(config.host, config.port)) return null;
-
-  const openAlternatives: number[] = [];
-  for (const port of candidatePorts) {
-    if (port === config.port) continue;
-    if (await probePort(config.host, port)) openAlternatives.push(port);
-  }
-
-  if (openAlternatives.length === 0) {
-    return `IBKR is not listening on ${config.host}:${config.port}. Start Gateway/TWS and confirm the API socket port in the IBKR API settings.`;
-  }
-
-  const detectedTargets = openAlternatives.map((port) => `${config.host}:${port}`).join(", ");
-  return `IBKR is not listening on ${config.host}:${config.port}. Detected a local IBKR API listener on ${detectedTargets} instead. Update this profile's port to match Gateway/TWS.`;
-}
-
-export async function resolveGatewayConnection(
-  config: IbkrGatewayConfig,
-  options: IbkrPortDiagnosticOptions = {},
-): Promise<ResolvedIbkrGatewayConnection> {
-  const host = (config.host || "127.0.0.1").trim() || "127.0.0.1";
-  const requestedPort = typeof config.port === "number" && Number.isFinite(config.port) ? config.port : undefined;
-  const requestedClientId = typeof config.clientId === "number" && Number.isFinite(config.clientId)
-    ? config.clientId
-    : typeof config.lastSuccessfulClientId === "number" && Number.isFinite(config.lastSuccessfulClientId)
-      ? config.lastSuccessfulClientId
-      : DEFAULT_AUTO_CLIENT_ID;
-  const probePort = options.probePort ?? ((candidateHost: string, candidatePort: number) => probeTcpPort(candidateHost, candidatePort));
-
-  if (requestedPort != null) {
-    const localPortIssue = await diagnoseLocalIbkrPortIssue({
-      host,
-      port: requestedPort,
-      clientId: requestedClientId,
-      marketDataType: config.marketDataType,
-    }, options);
-    if (localPortIssue) throw new Error(localPortIssue);
-    return {
-      host,
-      port: requestedPort,
-      clientId: requestedClientId,
-      requestedPort,
-      requestedClientId,
-    };
-  }
-
-  if (isLoopbackHost(host)) {
-    const candidatePorts = uniquePorts(config.lastSuccessfulPort, options.candidatePorts ?? COMMON_LOCAL_IBKR_PORTS);
-    for (const port of candidatePorts) {
-      if (await probePort(host, port)) {
-        return {
-          host,
-          port,
-          clientId: requestedClientId,
-          requestedPort: typeof config.lastSuccessfulPort === "number" ? config.lastSuccessfulPort : undefined,
-          requestedClientId,
-        };
-      }
-    }
-
-    throw new Error(
-      `No local IBKR API listeners were detected on ${host}. Checked ports ${candidatePorts.join(", ")}. Start Gateway/TWS and enable socket clients in the IBKR API settings.`,
-    );
-  }
-
-  const fallbackPort = typeof config.lastSuccessfulPort === "number" && Number.isFinite(config.lastSuccessfulPort)
-    ? config.lastSuccessfulPort
-    : COMMON_LOCAL_IBKR_PORTS[0];
-  return {
-    host,
-    port: fallbackPort,
-    clientId: requestedClientId,
-    requestedPort: typeof config.lastSuccessfulPort === "number" ? config.lastSuccessfulPort : undefined,
-    requestedClientId,
-  };
-}