gloomberb 0.11.3 → 0.12.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +6 -4
- package/README.zh-CN.md +4 -2
- package/package.json +28 -1
- package/src/api-client/auth.ts +10 -0
- package/src/api-client/data.ts +103 -1
- package/src/api-client/index.test.ts +127 -0
- package/src/api-client/index.ts +129 -1
- package/src/api-client/normalizers.ts +39 -0
- package/src/api-client/paths.ts +85 -1
- package/src/api-client/types.ts +196 -0
- package/src/app/pane-runtime/index.tsx +15 -12
- package/src/app/pane-runtime/layout-placement.test.ts +27 -0
- package/src/app/pane-runtime/layout-placement.ts +13 -0
- package/src/app/pane-runtime/plugin-bindings.ts +62 -0
- package/src/app.tsx +60 -18
- package/src/architecture/browser-entry-graph.test.ts +96 -0
- package/src/brokers/profile-form.test.ts +25 -27
- package/src/brokers/test-broker.ts +68 -0
- package/src/cli/commands/plugins.ts +39 -11
- package/src/cli/desktop-pane-shot.ts +285 -16
- package/src/cli/index.ts +1 -1
- package/src/cli/pane-functions/capabilities.ts +58 -28
- package/src/cli/pane-functions/catalog.ts +16 -4
- package/src/cli/pane-functions/discovery.ts +1 -0
- package/src/cli/pane-functions/headless.test.ts +247 -0
- package/src/cli/pane-functions/headless.ts +423 -0
- package/src/cli/pane-functions/index.test.ts +9 -0
- package/src/cli/pane-functions/index.ts +6 -2
- package/src/cli/pane-functions/options.ts +27 -2
- package/src/cli/pane-functions/report.ts +4 -0
- package/src/cli/pane-functions/resolver.ts +26 -8
- package/src/cli/pane-functions/screenshot.test.ts +76 -0
- package/src/cli/pane-functions/screenshot.ts +236 -20
- package/src/cli/restore-plugins.ts +34 -0
- package/src/components/chart/{static/chart → composite}/axis-overlays.test.tsx +3 -3
- package/src/components/chart/{static/chart → composite}/axis-overlays.tsx +6 -11
- package/src/components/chart/{static/chart → composite}/bitmap.ts +17 -3
- package/src/components/chart/composite/composite-chart.test.tsx +68 -20
- package/src/components/chart/composite/composite-chart.tsx +301 -204
- package/src/components/chart/composite/format.ts +8 -2
- package/src/components/chart/composite/interactions.test.ts +68 -102
- package/src/components/chart/composite/interactions.ts +214 -264
- package/src/components/chart/composite/price-axis-labels.test.ts +21 -0
- package/src/components/chart/{price-axis-labels.tsx → composite/price-axis-labels.tsx} +9 -4
- package/src/components/chart/composite/scene.ts +57 -3
- package/src/components/chart/composite/text-renderer.ts +3 -2
- package/src/components/chart/composite/time-scale.ts +138 -57
- package/src/components/chart/composite/types.ts +25 -1
- package/src/components/chart/core/data.ts +9 -13
- package/src/components/chart/core/date-window.ts +7 -1
- package/src/components/chart/core/pointer.ts +3 -0
- package/src/components/chart/core/types.ts +0 -45
- package/src/components/chart/native/chart-rasterizer.ts +0 -1
- package/src/components/chart/native/kitty/index.test.ts +0 -188
- package/src/components/chart/native/raster/crosshair.ts +6 -5
- package/src/components/chart/native/raster/primitives.ts +0 -23
- package/src/components/chart/native/renderer-selection.ts +81 -31
- package/src/components/chart/static/{chart/surface.test.tsx → chart-surface.test.tsx} +28 -80
- package/src/components/chart/static/chart-surface.tsx +150 -0
- package/src/components/chart/static/index.ts +8 -0
- package/src/components/chart/static/multi-line-chart-surface.tsx +51 -166
- package/src/components/chart/static/scatter-chart-surface.test.ts +30 -0
- package/src/components/chart/static/scatter-chart-surface.tsx +135 -34
- package/src/components/chart/static/series.ts +49 -0
- package/src/components/command-bar/action-runtime.ts +1 -3
- package/src/components/command-bar/assist/model.test.ts +17 -2
- package/src/components/command-bar/assist/model.ts +40 -9
- package/src/components/command-bar/commands/direct/index.ts +1 -1
- package/src/components/command-bar/commands/direct/runtime.ts +1 -1
- package/src/components/command-bar/commands/registry.ts +0 -11
- package/src/components/command-bar/helpers.test.ts +2 -2
- package/src/components/command-bar/helpers.ts +2 -6
- package/src/components/command-bar/keyboard-shortcuts.ts +0 -11
- package/src/components/command-bar/list/badge.test.ts +54 -0
- package/src/components/command-bar/list/badge.ts +62 -0
- package/src/components/command-bar/list/model.test.ts +103 -0
- package/src/components/command-bar/list/model.ts +61 -4
- package/src/components/command-bar/list/view.test.tsx +113 -0
- package/src/components/command-bar/list/view.tsx +147 -131
- package/src/components/command-bar/pane-templates/workflow.ts +1 -1
- package/src/components/command-bar/panel/body.tsx +51 -65
- package/src/components/command-bar/panel/index.tsx +48 -13
- package/src/components/command-bar/panel/layout.test.ts +139 -0
- package/src/components/command-bar/panel/layout.ts +65 -28
- package/src/components/command-bar/panel/native-surface.ts +24 -0
- package/src/components/command-bar/panel/prompt-binding.ts +54 -0
- package/src/components/command-bar/panel/runtime.ts +6 -3
- package/src/components/command-bar/panel/state.ts +41 -7
- package/src/components/command-bar/panel/types.ts +7 -1
- package/src/components/command-bar/routes/root/provider-search.ts +34 -15
- package/src/components/command-bar/routes/root/results.test.ts +161 -0
- package/src/components/command-bar/routes/root/results.ts +30 -28
- package/src/components/command-bar/routes/root/runtime.ts +37 -20
- package/src/components/command-bar/routes/root/search-providers.test.tsx +224 -0
- package/src/components/command-bar/routes/root/search-providers.ts +205 -0
- package/src/components/command-bar/routes/root/selection.ts +1 -12
- package/src/components/command-bar/routes/root/shortcuts.test.ts +8 -8
- package/src/components/command-bar/routes/ticker-search/actions.ts +10 -9
- package/src/components/command-bar/routes/ticker-search/results.test.ts +54 -1
- package/src/components/command-bar/routes/ticker-search/results.ts +60 -19
- package/src/components/command-bar/routes/ticker-search/route.ts +1 -0
- package/src/components/command-bar/routing/actions.ts +1 -81
- package/src/components/command-bar/routing/launch-request.ts +1 -1
- package/src/components/command-bar/routing/list-state.ts +6 -21
- package/src/components/command-bar/selection-runtime.ts +1 -1
- package/src/components/command-bar/surface/assist.test.tsx +14 -10
- package/src/components/command-bar/surface/environment.ts +8 -1
- package/src/components/command-bar/surface/index.test.tsx +84 -68
- package/src/components/command-bar/surface/index.tsx +33 -36
- package/src/components/command-bar/surface/test-harness.tsx +15 -3
- package/src/components/command-bar/theme-picker.tsx +43 -15
- package/src/components/command-bar/view-model.test.ts +53 -8
- package/src/components/command-bar/view-model.ts +43 -14
- package/src/components/command-bar/workflow/tickers.ts +1 -0
- package/src/components/command-bar/workflow/types.ts +1 -1
- package/src/components/data-table/view.test.tsx +45 -6
- package/src/components/data-table/view.tsx +55 -9
- package/src/components/index.ts +10 -2
- package/src/components/input-search-bar.test.tsx +36 -2
- package/src/components/input-search-bar.tsx +18 -1
- package/src/components/layout/header.test.tsx +57 -10
- package/src/components/layout/header.tsx +292 -149
- package/src/components/layout/market-summary.test.ts +81 -0
- package/src/components/layout/market-summary.ts +109 -0
- package/src/components/layout/shell/chrome.ts +96 -1
- package/src/components/layout/shell/index.tsx +11 -3
- package/src/components/layout/shell/menu.ts +9 -0
- package/src/components/layout/shell/pane/actions.ts +29 -0
- package/src/components/layout/shell/pane/management-shortcuts.ts +5 -0
- package/src/components/layout/shell/shortcuts.ts +3 -0
- package/src/components/layout/status-bar.test.tsx +9 -8
- package/src/components/layout/status-bar.tsx +85 -54
- package/src/components/onboarding/onboarding-frame.tsx +2 -26
- package/src/components/price-sparkline/index.ts +61 -34
- package/src/components/price-sparkline/view.tsx +1 -1
- package/src/components/sign-in-gate.test.tsx +128 -0
- package/src/components/sign-in-gate.tsx +149 -0
- package/src/components/speedometer-gauge/desktop.tsx +2 -12
- package/src/components/ticker/badge/list.tsx +17 -3
- package/src/components/ticker/list-table-view.tsx +6 -3
- package/src/components/ui/data-table/index.tsx +3 -2
- package/src/components/ui/data-table/opentui/index.tsx +165 -120
- package/src/components/ui/frame.tsx +28 -0
- package/src/components/ui/index.ts +3 -0
- package/src/components/ui/native-select.tsx +20 -10
- package/src/components/ui/select-button.tsx +138 -0
- package/src/components/ui/status.tsx +2 -2
- package/src/components/ui/table-layout.ts +1 -1
- package/src/components/use-double-click-activation.ts +7 -3
- package/src/core/app-services.ts +3 -3
- package/src/data/config/layout.ts +12 -6
- package/src/data/config/store/index.test.ts +97 -0
- package/src/data/config/store/migrations.ts +41 -0
- package/src/data/config/store/normalize.ts +5 -3
- package/src/i18n/es.ts +6 -2
- package/src/i18n/ja.ts +6 -2
- package/src/i18n/ko.ts +6 -2
- package/src/i18n/zh-cn.ts +6 -2
- package/src/i18n/zh-tw.ts +6 -2
- package/src/layout-marketplace/pane-imagery.ts +1 -0
- package/src/layout-marketplace/payload.test.ts +17 -0
- package/src/layout-marketplace/payload.ts +40 -5
- package/src/market-data/coordinator/index.ts +3 -2
- package/src/market-data/coordinator/quotes.ts +173 -66
- package/src/market-data/coordinator/subscriptions.test.ts +215 -37
- package/src/pane-settings.ts +1 -1
- package/src/plugins/builtin/analytics/pane-model.ts +1 -1
- package/src/plugins/builtin/analytics/view.tsx +1 -1
- package/src/plugins/builtin/broker-manager/index.test.tsx +3 -2
- package/src/plugins/builtin/broker-manager/model.test.ts +2 -2
- package/src/plugins/builtin/chart-composer/catalog-inventory.ts +16 -2
- package/src/plugins/builtin/chart-composer/pane.tsx +22 -8
- package/src/plugins/builtin/chat/content/composer.tsx +8 -4
- package/src/plugins/builtin/cloud/auth-dialog.tsx +14 -228
- package/src/plugins/builtin/cloud/auth-form.tsx +277 -0
- package/src/plugins/builtin/cloud/plugin.tsx +1 -0
- package/src/plugins/builtin/composite-plugins.ts +14 -1
- package/src/plugins/builtin/correlation/relationship/model.ts +1 -1
- package/src/plugins/builtin/correlation/relationship/pane.tsx +2 -6
- package/src/plugins/builtin/correlation/relationship/view-model.ts +2 -2
- package/src/plugins/builtin/credit-conditions/index.test.tsx +12 -6
- package/src/plugins/builtin/credit-conditions/index.tsx +2 -21
- package/src/plugins/builtin/dividend-yield/index.tsx +1 -0
- package/src/plugins/builtin/dividend-yield/pane.tsx +1 -1
- package/src/plugins/builtin/earnings-calls/data.ts +223 -0
- package/src/plugins/builtin/earnings-calls/format.ts +49 -0
- package/src/plugins/builtin/earnings-calls/index.tsx +69 -0
- package/src/plugins/builtin/earnings-calls/pane.tsx +756 -0
- package/src/plugins/builtin/earnings-calls/prose.test.ts +36 -0
- package/src/plugins/builtin/earnings-calls/prose.ts +59 -0
- package/src/plugins/builtin/earnings-calls/transcript-view.tsx +334 -0
- package/src/plugins/builtin/econ/detail-view.tsx +1 -2
- package/src/plugins/builtin/econ/fred-series-map.ts +16 -1
- package/src/plugins/builtin/econ/index.tsx +2 -1
- package/src/plugins/builtin/econ-statistics/cache.ts +4 -0
- package/src/plugins/builtin/econ-statistics/client.ts +92 -0
- package/src/plugins/builtin/econ-statistics/defs.ts +66 -0
- package/src/plugins/builtin/econ-statistics/detail.tsx +154 -0
- package/src/plugins/builtin/econ-statistics/headless.test.ts +54 -0
- package/src/plugins/builtin/econ-statistics/headless.ts +171 -0
- package/src/plugins/builtin/econ-statistics/index.tsx +54 -0
- package/src/plugins/builtin/econ-statistics/pane.tsx +356 -0
- package/src/plugins/builtin/econ-statistics/stats.ts +522 -0
- package/src/plugins/builtin/econ-statistics/transform.test.ts +86 -0
- package/src/plugins/builtin/econ-statistics/transform.ts +85 -0
- package/src/plugins/builtin/econ-statistics/trend.ts +57 -0
- package/src/plugins/builtin/econ-statistics/view.ts +90 -0
- package/src/plugins/builtin/fear-greed/charts.tsx +7 -18
- package/src/plugins/builtin/fear-greed/data.ts +6 -1
- package/src/plugins/builtin/help/index.tsx +4 -0
- package/src/plugins/builtin/holders/index.tsx +1 -0
- package/src/plugins/builtin/insider/index.tsx +1 -0
- package/src/plugins/builtin/kelly-sizer/pane.tsx +1 -1
- package/src/plugins/builtin/kelly-sizer/sections.tsx +2 -3
- package/src/plugins/builtin/market-valuation/align.ts +122 -0
- package/src/plugins/builtin/market-valuation/cache.ts +32 -0
- package/src/plugins/builtin/market-valuation/chart-projection.ts +217 -0
- package/src/plugins/builtin/market-valuation/chart-series.ts +89 -0
- package/src/plugins/builtin/market-valuation/client.test.ts +141 -0
- package/src/plugins/builtin/market-valuation/client.ts +116 -0
- package/src/plugins/builtin/market-valuation/defs.ts +251 -0
- package/src/plugins/builtin/market-valuation/detail.tsx +159 -0
- package/src/plugins/builtin/market-valuation/headless.test.ts +58 -0
- package/src/plugins/builtin/market-valuation/headless.ts +170 -0
- package/src/plugins/builtin/market-valuation/index.tsx +64 -0
- package/src/plugins/builtin/market-valuation/indicators.ts +422 -0
- package/src/plugins/builtin/market-valuation/model.test.ts +350 -0
- package/src/plugins/builtin/market-valuation/model.ts +8 -0
- package/src/plugins/builtin/market-valuation/pane.test.tsx +247 -0
- package/src/plugins/builtin/market-valuation/pane.tsx +344 -0
- package/src/plugins/builtin/market-valuation/series.ts +12 -0
- package/src/plugins/builtin/market-valuation/settings.ts +38 -0
- package/src/plugins/builtin/market-valuation/sources.ts +130 -0
- package/src/plugins/builtin/market-valuation/trend.ts +89 -0
- package/src/plugins/builtin/market-valuation/view.ts +137 -0
- package/src/plugins/builtin/market-valuation/zone-scale/desktop.tsx +123 -0
- package/src/plugins/builtin/market-valuation/zone-scale/index.tsx +12 -0
- package/src/plugins/builtin/market-valuation/zone-scale/model.ts +60 -0
- package/src/plugins/builtin/market-valuation/zone-scale/terminal.tsx +94 -0
- package/src/plugins/builtin/news/wire/breaking/filters.test.ts +99 -0
- package/src/plugins/builtin/news/wire/breaking/filters.ts +110 -0
- package/src/plugins/builtin/news/wire/breaking/notifications.test.ts +157 -53
- package/src/plugins/builtin/news/wire/breaking/notifications.ts +91 -25
- package/src/plugins/builtin/news/wire/index.tsx +31 -44
- package/src/plugins/builtin/options/index.tsx +1 -0
- package/src/plugins/builtin/options/view.test.tsx +29 -1
- package/src/plugins/builtin/options/view.tsx +1 -22
- package/src/plugins/builtin/plugin-marketplace/feed.ts +80 -0
- package/src/plugins/builtin/plugin-marketplace/index.tsx +31 -0
- package/src/plugins/builtin/plugin-marketplace/model.test.ts +200 -0
- package/src/plugins/builtin/plugin-marketplace/model.ts +204 -0
- package/src/plugins/builtin/plugin-marketplace/pane.tsx +385 -0
- package/src/plugins/builtin/plugin-marketplace/store.ts +46 -0
- package/src/plugins/builtin/plugin-module.ts +9 -1
- package/src/plugins/builtin/research/index.tsx +4 -0
- package/src/plugins/builtin/research-search/command-bar-search.test.ts +81 -0
- package/src/plugins/builtin/research-search/command-bar-search.ts +175 -0
- package/src/plugins/builtin/research-search/data.ts +109 -0
- package/src/plugins/builtin/research-search/document-view.test.tsx +75 -0
- package/src/plugins/builtin/research-search/document-view.tsx +254 -0
- package/src/plugins/builtin/research-search/filter-bar.tsx +62 -0
- package/src/plugins/builtin/research-search/focus-handoff.ts +47 -0
- package/src/plugins/builtin/research-search/index.tsx +85 -0
- package/src/plugins/builtin/research-search/model.test.ts +40 -0
- package/src/plugins/builtin/research-search/model.ts +291 -0
- package/src/plugins/builtin/research-search/pane.test.tsx +241 -0
- package/src/plugins/builtin/research-search/pane.tsx +678 -0
- package/src/plugins/builtin/research-search/saved-view.tsx +171 -0
- package/src/plugins/builtin/research-search/snippet-text.tsx +35 -0
- package/src/plugins/builtin/research-search/snippet.test.ts +78 -0
- package/src/plugins/builtin/research-search/snippet.ts +134 -0
- package/src/plugins/builtin/scanner/flow-model.test.ts +11 -1
- package/src/plugins/builtin/scanner/flow-model.ts +29 -1
- package/src/plugins/builtin/scanner/flow-pane.tsx +78 -22
- package/src/plugins/builtin/sec/index.tsx +1 -0
- package/src/plugins/builtin/shared/series-cache.ts +93 -0
- package/src/plugins/builtin/short-interest/index.tsx +1 -0
- package/src/plugins/builtin/short-interest/pane.tsx +1 -1
- package/src/plugins/builtin/thirteenf/index.tsx +1 -0
- package/src/plugins/builtin/ticker-detail/index.tsx +0 -14
- package/src/plugins/builtin/ticker-detail/overview-tab.tsx +1 -1
- package/src/plugins/builtin/volatility/index.tsx +1 -1
- package/src/plugins/builtin/world-venue-map/map.desktop.test.tsx +106 -0
- package/src/plugins/builtin/world-venue-map/map.tsx +213 -69
- package/src/plugins/builtin/world-venue-map/model.test.ts +32 -0
- package/src/plugins/builtin/world-venue-map/model.ts +134 -13
- package/src/plugins/builtin/yield-curve/index.tsx +1 -1
- package/src/plugins/bundle.test.ts +109 -0
- package/src/plugins/bundle.ts +139 -0
- package/src/plugins/catalog-browser.test.ts +1 -0
- package/src/plugins/catalog-browser.ts +10 -0
- package/src/plugins/catalog-manifest.test.ts +43 -0
- package/src/plugins/catalog-manifest.ts +92 -0
- package/src/plugins/catalog-ui.ts +20 -4
- package/src/plugins/catalog.ts +9 -2
- package/src/plugins/current-target.ts +28 -0
- package/src/plugins/host-contract.ts +37 -0
- package/src/plugins/host-link.ts +158 -0
- package/src/plugins/host-modules.ts +61 -0
- package/src/plugins/loader.ts +41 -22
- package/src/plugins/ownership.ts +1 -0
- package/src/plugins/prediction-markets/index.tsx +1 -0
- package/src/plugins/registry/context.ts +3 -0
- package/src/plugins/registry/contributions.ts +27 -0
- package/src/plugins/registry/index.test.ts +25 -0
- package/src/plugins/registry/index.ts +8 -0
- package/src/plugins/registry/pane-settings.ts +6 -13
- package/src/plugins/seed.test.ts +83 -0
- package/src/plugins/seed.ts +80 -0
- package/src/public/broker.ts +31 -0
- package/src/public/market-data.ts +9 -0
- package/src/public/pane-hooks.ts +57 -0
- package/src/public/public-api.test.ts +285 -0
- package/src/public/react.ts +62 -0
- package/src/public/test-support.ts +23 -0
- package/src/public/time-series.ts +8 -0
- package/src/public/utils.ts +77 -0
- package/src/remote/layout-helpers.ts +6 -8
- package/src/remote/resources.ts +2 -0
- package/src/remote/schema.ts +1 -0
- package/src/remote/semantic-tree.test.tsx +105 -0
- package/src/remote/semantic-tree.tsx +53 -35
- package/src/renderers/browser/main.tsx +6 -0
- package/src/renderers/cloudflare/worker.test.ts +19 -0
- package/src/renderers/cloudflare/worker.ts +1 -1
- package/src/renderers/electrobun/bun/external-plugins.ts +140 -0
- package/src/renderers/electrobun/bun/index.ts +5 -2
- package/src/renderers/electrobun/shared/protocol.ts +21 -0
- package/src/renderers/electrobun/view/build-assets.ts +0 -1
- package/src/renderers/electrobun/view/cli-pane-shot-entry.tsx +51 -1
- package/src/renderers/electrobun/view/external-plugins.test.ts +45 -0
- package/src/renderers/electrobun/view/external-plugins.ts +63 -0
- package/src/renderers/electrobun/view/host/ascii-text.test.ts +48 -0
- package/src/renderers/electrobun/view/host/ascii-text.ts +11 -1
- package/src/renderers/electrobun/view/host/chart-surface.tsx +38 -32
- package/src/renderers/electrobun/view/host/mouse.ts +16 -2
- package/src/renderers/electrobun/view/main.tsx +27 -2
- package/src/renderers/electrobun/view/styles.css +5 -0
- package/src/renderers/electrobun/view/toast-host.tsx +18 -0
- package/src/renderers/opentui/chart-surface.tsx +5 -1
- package/src/renderers/opentui/host.tsx +16 -2
- package/src/renderers/opentui/interaction-performance.test.ts +79 -0
- package/src/renderers/opentui/interaction-performance.ts +188 -0
- package/src/renderers/opentui/start.tsx +26 -1
- package/src/renderers/opentui/test-utils.tsx +13 -0
- package/src/renderers/opentui/toast-host.tsx +26 -2
- package/src/renderers/opentui/ui-host.tsx +1 -0
- package/src/sources/provider-router/search.test.ts +191 -0
- package/src/sources/provider-router/search.ts +92 -39
- package/src/state/app/context/index.tsx +2 -0
- package/src/state/app/context/selector.test.tsx +33 -1
- package/src/state/hooks/quote-streaming.test.tsx +93 -0
- package/src/state/hooks/quote-streaming.ts +106 -30
- package/src/state/pane-table-export-registry.ts +19 -0
- package/src/theme/color-utils.ts +1 -1
- package/src/theme/colors.ts +50 -0
- package/src/theme/themes.test.ts +15 -2
- package/src/theme/themes.ts +19 -1
- package/src/tickers/search/index.test.ts +26 -0
- package/src/tickers/search/index.ts +42 -17
- package/src/tickers/search/ranking.ts +14 -0
- package/src/time-series/chart-data.test.ts +216 -0
- package/src/time-series/resolution.test.ts +25 -26
- package/src/time-series/resolution.ts +41 -10
- package/src/time-series/resolve.ts +7 -0
- package/src/time-series/types.ts +3 -1
- package/src/time-series/use-chart-resolution.ts +5 -0
- package/src/types/config.ts +123 -3
- package/src/types/data-provider.ts +11 -0
- package/src/types/headless.ts +161 -0
- package/src/types/plugin.ts +102 -0
- package/src/ui/host.tsx +12 -1
- package/src/ui/index.tsx +1 -0
- package/src/ui/toast.tsx +8 -4
- package/src/utils/format.ts +35 -0
- package/src/utils/fuzzy-search.test.ts +94 -0
- package/src/utils/fuzzy-search.ts +81 -22
- package/src/utils/shortcut-labels.ts +14 -0
- package/src/components/chart/core/axis-format.ts +0 -157
- package/src/components/chart/core/index.test.ts +0 -1075
- package/src/components/chart/core/projection.ts +0 -357
- package/src/components/chart/core/render-utils.ts +0 -4
- package/src/components/chart/core/renderer.ts +0 -244
- package/src/components/chart/core/scene.ts +0 -180
- package/src/components/chart/core/time-axis.ts +0 -330
- package/src/components/chart/cursor-motion.ts +0 -47
- package/src/components/chart/indicators/types.ts +0 -26
- package/src/components/chart/market-session.ts +0 -176
- package/src/components/chart/multi-line/renderer.test.ts +0 -83
- package/src/components/chart/multi-line/renderer.ts +0 -161
- package/src/components/chart/multi-line/scene.ts +0 -188
- package/src/components/chart/native/raster/layout.ts +0 -129
- package/src/components/chart/native/raster/price-chart.ts +0 -244
- package/src/components/chart/rendering/chart-draw.ts +0 -270
- package/src/components/chart/rendering/geometry.ts +0 -95
- package/src/components/chart/rendering/pixel-buffer.ts +0 -267
- package/src/components/chart/scatter-chart-renderer.test.ts +0 -31
- package/src/components/chart/scatter-chart-renderer.ts +0 -223
- package/src/components/chart/static/chart/surface.tsx +0 -358
- package/src/components/command-bar/routes/root/article-results.test.ts +0 -83
- package/src/components/command-bar/routes/root/article-results.ts +0 -55
- package/src/plugins/builtin/news/wire/article-search.test.ts +0 -72
- package/src/plugins/builtin/news/wire/article-search.ts +0 -140
- package/src/plugins/builtin/substack/api/auth.ts +0 -185
- package/src/plugins/builtin/substack/api/cache.ts +0 -82
- package/src/plugins/builtin/substack/api/loaders.ts +0 -170
- package/src/plugins/builtin/substack/api/store.ts +0 -186
- package/src/plugins/builtin/substack/api/types.ts +0 -42
- package/src/plugins/builtin/substack/api.test.ts +0 -298
- package/src/plugins/builtin/substack/article-detail.tsx +0 -397
- package/src/plugins/builtin/substack/article-stack.tsx +0 -133
- package/src/plugins/builtin/substack/content.ts +0 -478
- package/src/plugins/builtin/substack/feed-tabs.tsx +0 -44
- package/src/plugins/builtin/substack/index.tsx +0 -49
- package/src/plugins/builtin/substack/login-view.tsx +0 -126
- package/src/plugins/builtin/substack/model.test.ts +0 -155
- package/src/plugins/builtin/substack/normalize.ts +0 -343
- package/src/plugins/builtin/substack/pane-footer.ts +0 -52
- package/src/plugins/builtin/substack/pane-state.ts +0 -170
- package/src/plugins/builtin/substack/pane.tsx +0 -547
- package/src/plugins/builtin/substack/read-state.ts +0 -30
- package/src/plugins/builtin/substack/table.ts +0 -111
- package/src/plugins/builtin/substack/types.ts +0 -71
- package/src/plugins/builtin/substack/utils.ts +0 -131
- package/src/plugins/builtin/ticker-detail/data-panes/provider-search.tsx +0 -229
- package/src/plugins/ibkr/account-cache.test.ts +0 -102
- package/src/plugins/ibkr/account-cache.ts +0 -24
- package/src/plugins/ibkr/broker-adapter.ts +0 -286
- package/src/plugins/ibkr/config.test.ts +0 -79
- package/src/plugins/ibkr/config.ts +0 -250
- package/src/plugins/ibkr/dialogs.tsx +0 -40
- package/src/plugins/ibkr/flex/index.test.ts +0 -264
- package/src/plugins/ibkr/flex/index.ts +0 -367
- package/src/plugins/ibkr/flex/statement-client.ts +0 -235
- package/src/plugins/ibkr/fundamental-parser.ts +0 -149
- package/src/plugins/ibkr/gateway/account-loaders.ts +0 -266
- package/src/plugins/ibkr/gateway/account-summary.ts +0 -164
- package/src/plugins/ibkr/gateway/client-lock.ts +0 -154
- package/src/plugins/ibkr/gateway/connection-events.ts +0 -114
- package/src/plugins/ibkr/gateway/connection.ts +0 -152
- package/src/plugins/ibkr/gateway/contracts.ts +0 -132
- package/src/plugins/ibkr/gateway/fundamentals.ts +0 -83
- package/src/plugins/ibkr/gateway/helpers.ts +0 -33
- package/src/plugins/ibkr/gateway/history-requests.ts +0 -158
- package/src/plugins/ibkr/gateway/history.ts +0 -120
- package/src/plugins/ibkr/gateway/instrument-lookup.ts +0 -117
- package/src/plugins/ibkr/gateway/market-data.ts +0 -345
- package/src/plugins/ibkr/gateway/order-execution.ts +0 -218
- package/src/plugins/ibkr/gateway/orders.ts +0 -63
- package/src/plugins/ibkr/gateway/price-normalization.test.ts +0 -44
- package/src/plugins/ibkr/gateway/price-normalization.ts +0 -50
- package/src/plugins/ibkr/gateway/quote-stream-controller.ts +0 -203
- package/src/plugins/ibkr/gateway/quote-stream.ts +0 -171
- package/src/plugins/ibkr/gateway/selection.ts +0 -51
- package/src/plugins/ibkr/gateway/service/index.test.ts +0 -675
- package/src/plugins/ibkr/gateway/service/index.ts +0 -429
- package/src/plugins/ibkr/gateway/service/lifecycle.ts +0 -191
- package/src/plugins/ibkr/gateway/service/manager.ts +0 -52
- package/src/plugins/ibkr/gateway/service/market-data.ts +0 -48
- package/src/plugins/ibkr/gateway/service/native-loader.ts +0 -12
- package/src/plugins/ibkr/gateway/service/native.ts +0 -543
- package/src/plugins/ibkr/gateway/timeouts.ts +0 -13
- package/src/plugins/ibkr/gateway/types.ts +0 -27
- package/src/plugins/ibkr/index.test.tsx +0 -162
- package/src/plugins/ibkr/index.tsx +0 -159
- package/src/plugins/ibkr/instance-selection.test.ts +0 -120
- package/src/plugins/ibkr/instance-selection.ts +0 -36
- package/src/plugins/ibkr/portfolio-performance.test.ts +0 -32
- package/src/plugins/ibkr/portfolio-performance.ts +0 -129
- package/src/plugins/ibkr/trade/badge.tsx +0 -28
- package/src/plugins/ibkr/trade/dialogs.tsx +0 -44
- package/src/plugins/ibkr/trade/preview-panel.tsx +0 -130
- package/src/plugins/ibkr/trade/tab/actions.tsx +0 -443
- package/src/plugins/ibkr/trade/tab/field-editors.tsx +0 -79
- package/src/plugins/ibkr/trade/tab/footer.ts +0 -53
- package/src/plugins/ibkr/trade/tab/header.tsx +0 -167
- package/src/plugins/ibkr/trade/tab/index.test.tsx +0 -178
- package/src/plugins/ibkr/trade/tab/index.tsx +0 -298
- package/src/plugins/ibkr/trade/tab/model.ts +0 -159
- package/src/plugins/ibkr/trade/tab/order-request.ts +0 -64
- package/src/plugins/ibkr/trade/tab/shortcuts.ts +0 -89
- package/src/plugins/ibkr/trade/tab/state-sync.ts +0 -86
- package/src/plugins/ibkr/trade/ticket-panel.tsx +0 -301
- package/src/plugins/ibkr/trade/utils.test.ts +0 -175
- package/src/plugins/ibkr/trade/utils.ts +0 -144
- package/src/plugins/ibkr/trading/pane-view.tsx +0 -237
- package/src/plugins/ibkr/trading/pane.tsx +0 -332
- package/src/plugins/ibkr/trading/state.test.ts +0 -109
- package/src/plugins/ibkr/trading/state.ts +0 -335
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import {
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IBApiTickType,
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MarketDataType,
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type Contract,
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type ContractDetails,
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} from "@stoqey/ib";
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import type { QuoteSubscriptionTarget } from "../../../types/data-provider";
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import type { Quote } from "../../../types/financials";
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import { normalizeSymbol } from "../../../utils/exchanges";
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import type { IbkrGatewayConfig } from "./types";
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import { getIbkrPriceDivisor, normalizeIbkrPriceValue } from "./price-normalization";
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export interface TickByTickAllLast {
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time: number;
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price: number;
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size?: number;
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tickType?: number;
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tickAttribLast?: unknown;
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exchange?: string;
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specialConditions?: string;
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contract?: Contract;
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}
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export interface TickByTickBidAskUpdate {
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time: number;
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bidPrice: number;
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askPrice: number;
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bidSize: number;
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askSize: number;
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}
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export function normalizeQuoteStreamTarget(target: QuoteSubscriptionTarget): QuoteSubscriptionTarget | null {
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const symbol = normalizeSymbol(target.symbol);
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if (!symbol) return null;
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return {
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...target,
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symbol,
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exchange: target.exchange?.trim().toUpperCase() ?? "",
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};
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}
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export function buildQuoteStreamKey(target: QuoteSubscriptionTarget): string {
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const contractKey = target.context?.instrument?.conId
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?? target.context?.instrument?.localSymbol
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?? target.context?.instrument?.symbol
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?? "";
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return [target.symbol, target.exchange ?? "", contractKey].join("|");
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}
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export function hasDelayedMarketData(
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marketData: ReadonlyMap<number, { value?: number; ingressTm: number }>,
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): boolean {
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return [
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IBApiTickType.DELAYED_BID,
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IBApiTickType.DELAYED_ASK,
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IBApiTickType.DELAYED_LAST,
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IBApiTickType.DELAYED_BID_SIZE,
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IBApiTickType.DELAYED_ASK_SIZE,
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IBApiTickType.DELAYED_LAST_SIZE,
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IBApiTickType.DELAYED_HIGH,
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IBApiTickType.DELAYED_LOW,
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IBApiTickType.DELAYED_VOLUME,
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IBApiTickType.DELAYED_CLOSE,
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IBApiTickType.DELAYED_OPEN,
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IBApiTickType.DELAYED_LAST_TIMESTAMP,
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].some((tickType) => marketData.has(tickType));
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}
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function firstNonSmartExchange(value?: string): string | undefined {
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return value
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?.split(",")
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.map((entry) => entry.trim())
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.find((entry) => entry.length > 0 && entry !== "SMART");
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}
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function resolveIbkrListingExchange(
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current: Quote | undefined,
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contract: Contract,
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details: ContractDetails,
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): string | undefined {
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return current?.listingExchangeName
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?? contract.primaryExch
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?? firstNonSmartExchange(details.validExchanges)
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?? (current?.exchangeName !== "SMART" ? current?.exchangeName : undefined)
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?? (contract.exchange !== "SMART" ? contract.exchange : undefined);
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}
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function resolveIbkrRoutingExchange(current: Quote | undefined, contract: Contract): string | undefined {
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return current?.routingExchangeName
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?? contract.exchange
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?? "SMART";
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}
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function ibkrVenueFields(
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current: Quote | undefined,
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contract: Contract,
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details: ContractDetails,
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): Pick<
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Quote,
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| "fullExchangeName"
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| "listingExchangeName"
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| "listingExchangeFullName"
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| "routingExchangeName"
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| "routingExchangeFullName"
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> {
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const listingExchangeName = resolveIbkrListingExchange(current, contract, details);
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const listingExchangeFullName = current?.listingExchangeFullName
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?? current?.fullExchangeName
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?? listingExchangeName;
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const routingExchangeName = resolveIbkrRoutingExchange(current, contract);
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const routingExchangeFullName = current?.routingExchangeFullName ?? routingExchangeName;
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return {
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exchangeName: listingExchangeName,
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fullExchangeName: listingExchangeFullName,
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listingExchangeName,
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listingExchangeFullName,
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routingExchangeName,
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routingExchangeFullName,
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marketState: current?.marketState,
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sessionConfidence: current?.sessionConfidence ?? "unknown",
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};
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}
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export function applyTickByTickAllLastToQuote(
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current: Quote | undefined,
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contract: Contract,
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details: ContractDetails,
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tick: TickByTickAllLast,
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priceDivisor: number,
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dataSource: Quote["dataSource"],
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): Quote | null {
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const nextPrice = normalizeIbkrPriceValue(tick.price, priceDivisor);
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if (nextPrice == null || nextPrice <= 0) return null;
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const canInferPreviousClose = current?.price != null
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&& current.change != null
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&& (current.change !== 0 || current.changePercent !== 0);
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const inferredPreviousClose = current?.previousClose
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?? (canInferPreviousClose ? current.price - current.change : undefined);
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const previousClose = inferredPreviousClose != null && Number.isFinite(inferredPreviousClose) && inferredPreviousClose > 0
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? inferredPreviousClose
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: undefined;
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const change = previousClose != null ? nextPrice - previousClose : current?.change ?? 0;
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return {
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symbol: current?.symbol ?? contract.localSymbol ?? contract.symbol ?? "",
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providerId: "ibkr",
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price: nextPrice,
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currency: current?.currency ?? contract.currency ?? "USD",
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change,
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changePercent: previousClose ? (change / previousClose) * 100 : current?.changePercent ?? 0,
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previousClose,
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high52w: current?.high52w,
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low52w: current?.low52w,
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volume: current?.volume,
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name: current?.name ?? details.longName ?? details.marketName ?? contract.symbol,
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lastUpdated: tick.time ? tick.time * 1000 : Date.now(),
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...ibkrVenueFields(current, contract, details),
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preMarketPrice: current?.preMarketPrice,
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preMarketChange: current?.preMarketChange,
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preMarketChangePercent: current?.preMarketChangePercent,
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postMarketPrice: current?.postMarketPrice,
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postMarketChange: current?.postMarketChange,
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postMarketChangePercent: current?.postMarketChangePercent,
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bid: current?.bid,
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ask: current?.ask,
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bidSize: current?.bidSize,
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askSize: current?.askSize,
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open: current?.open,
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high: current?.high,
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low: current?.low,
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mark: current?.mark,
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dataSource,
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};
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}
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export function applyTickByTickBidAskToQuote(
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current: Quote | undefined,
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update: TickByTickBidAskUpdate,
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priceDivisor: number,
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): Quote | null {
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if (!current) return null;
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const bid = normalizeIbkrPriceValue(update.bidPrice, priceDivisor);
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const ask = normalizeIbkrPriceValue(update.askPrice, priceDivisor);
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return {
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...current,
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bid: bid ?? current.bid,
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ask: ask ?? current.ask,
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bidSize: Number.isFinite(update.bidSize) && update.bidSize >= 0 ? update.bidSize : current.bidSize,
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askSize: Number.isFinite(update.askSize) && update.askSize >= 0 ? update.askSize : current.askSize,
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lastUpdated: update.time ? update.time * 1000 : current.lastUpdated,
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};
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}
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|
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|
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export function marketDataToQuote(
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contract: Contract,
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details: ContractDetails,
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|
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marketData: ReadonlyMap<number, { value?: number; ingressTm: number }>,
|
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|
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): Quote {
|
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|
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const priceDivisor = getIbkrPriceDivisor(contract, details);
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|
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const mark = normalizeIbkrPriceValue(marketData.get(IBApiTickType.MARK_PRICE)?.value, priceDivisor);
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|
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const last = normalizeIbkrPriceValue(
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|
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marketData.get(IBApiTickType.LAST)?.value
|
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|
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?? marketData.get(IBApiTickType.DELAYED_LAST)?.value
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|
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?? marketData.get(IBApiTickType.MARK_PRICE)?.value
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?? marketData.get(IBApiTickType.CLOSE)?.value,
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priceDivisor,
|
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|
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);
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|
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if (last == null || last <= 0) {
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|
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throw new Error(`No valid market data for ${contract.symbol || contract.localSymbol || contract.conId}`);
|
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|
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}
|
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|
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const close = normalizeIbkrPriceValue(
|
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|
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marketData.get(IBApiTickType.CLOSE)?.value
|
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|
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?? marketData.get(IBApiTickType.DELAYED_CLOSE)?.value
|
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|
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?? last,
|
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|
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priceDivisor,
|
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220
|
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) ?? last;
|
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|
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const change = last - close;
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|
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const ingressTm = marketData.get(IBApiTickType.LAST)?.ingressTm
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|
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?? marketData.get(IBApiTickType.DELAYED_LAST)?.ingressTm
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|
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?? marketData.get(IBApiTickType.MARK_PRICE)?.ingressTm
|
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|
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?? Date.now();
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return {
|
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|
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symbol: contract.localSymbol || contract.symbol || "",
|
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|
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price: last,
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currency: contract.currency || "USD",
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change,
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|
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changePercent: close ? (change / close) * 100 : 0,
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previousClose: close,
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high52w: normalizeIbkrPriceValue(marketData.get(IBApiTickType.HIGH_52_WEEK)?.value, priceDivisor),
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low52w: normalizeIbkrPriceValue(marketData.get(IBApiTickType.LOW_52_WEEK)?.value, priceDivisor),
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|
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volume: marketData.get(IBApiTickType.VOLUME)?.value ?? marketData.get(IBApiTickType.DELAYED_VOLUME)?.value,
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name: details.longName || details.marketName || contract.symbol,
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|
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lastUpdated: ingressTm,
|
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|
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...ibkrVenueFields(undefined, contract, details),
|
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|
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bid: normalizeIbkrPriceValue(
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|
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marketData.get(IBApiTickType.BID)?.value ?? marketData.get(IBApiTickType.DELAYED_BID)?.value,
|
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|
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priceDivisor,
|
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|
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),
|
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|
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ask: normalizeIbkrPriceValue(
|
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|
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marketData.get(IBApiTickType.ASK)?.value ?? marketData.get(IBApiTickType.DELAYED_ASK)?.value,
|
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|
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priceDivisor,
|
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|
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),
|
|
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|
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bidSize: marketData.get(IBApiTickType.BID_SIZE)?.value ?? marketData.get(IBApiTickType.DELAYED_BID_SIZE)?.value,
|
|
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|
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askSize: marketData.get(IBApiTickType.ASK_SIZE)?.value ?? marketData.get(IBApiTickType.DELAYED_ASK_SIZE)?.value,
|
|
250
|
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open: normalizeIbkrPriceValue(
|
|
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|
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marketData.get(IBApiTickType.OPEN)?.value ?? marketData.get(IBApiTickType.DELAYED_OPEN)?.value,
|
|
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|
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priceDivisor,
|
|
253
|
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),
|
|
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|
-
high: normalizeIbkrPriceValue(
|
|
255
|
-
marketData.get(IBApiTickType.HIGH)?.value ?? marketData.get(IBApiTickType.DELAYED_HIGH)?.value,
|
|
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|
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priceDivisor,
|
|
257
|
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),
|
|
258
|
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low: normalizeIbkrPriceValue(
|
|
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|
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marketData.get(IBApiTickType.LOW)?.value ?? marketData.get(IBApiTickType.DELAYED_LOW)?.value,
|
|
260
|
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priceDivisor,
|
|
261
|
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),
|
|
262
|
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mark,
|
|
263
|
-
};
|
|
264
|
-
}
|
|
265
|
-
|
|
266
|
-
export function marketDataTypeFromConfig(config?: IbkrGatewayConfig): MarketDataType {
|
|
267
|
-
switch (config?.marketDataType) {
|
|
268
|
-
case "frozen":
|
|
269
|
-
return MarketDataType.FROZEN;
|
|
270
|
-
case "delayed":
|
|
271
|
-
return MarketDataType.DELAYED;
|
|
272
|
-
case "delayed-frozen":
|
|
273
|
-
return MarketDataType.DELAYED_FROZEN;
|
|
274
|
-
case "live":
|
|
275
|
-
return MarketDataType.REALTIME;
|
|
276
|
-
case "auto":
|
|
277
|
-
default:
|
|
278
|
-
// Start with realtime; withMarketDataFallback will downgrade to delayed
|
|
279
|
-
// if the account lacks live market data subscriptions.
|
|
280
|
-
return MarketDataType.REALTIME;
|
|
281
|
-
}
|
|
282
|
-
}
|
|
283
|
-
|
|
284
|
-
export function isMarketDataPermissionError(code: number | undefined, message: string | undefined): boolean {
|
|
285
|
-
if (code === 354 || code === 10167) return true;
|
|
286
|
-
const text = (message || "").toLowerCase();
|
|
287
|
-
return text.includes("displaying delayed market data")
|
|
288
|
-
|| text.includes("delayed market data is available")
|
|
289
|
-
|| text.includes("market data connections")
|
|
290
|
-
|| text.includes("requested market data is not subscribed")
|
|
291
|
-
|| text.includes("requested market data requires additional subscription")
|
|
292
|
-
|| text.includes("market data subscription");
|
|
293
|
-
}
|
|
294
|
-
|
|
295
|
-
export function isIbInformationalWarning(code: number | undefined, message: string | undefined): boolean {
|
|
296
|
-
if (code != null && [1102, 2104, 2106, 2107, 2108, 2158].includes(code)) {
|
|
297
|
-
return true;
|
|
298
|
-
}
|
|
299
|
-
|
|
300
|
-
const text = (message || "").toLowerCase();
|
|
301
|
-
return text.includes("connection is ok")
|
|
302
|
-
|| text.includes("connectivity between ib and trader workstation has been restored")
|
|
303
|
-
|| text.includes("inactive but should be available upon demand")
|
|
304
|
-
|| text.includes("sec-def data farm connection is ok")
|
|
305
|
-
|| text.includes("market data farm connection is ok")
|
|
306
|
-
|| text.includes("hmds data farm connection is ok");
|
|
307
|
-
}
|
|
308
|
-
|
|
309
|
-
export function getIbErrorCode(error: any): number | undefined {
|
|
310
|
-
const candidates = [
|
|
311
|
-
error?.errorCode,
|
|
312
|
-
error?.code,
|
|
313
|
-
error?.error?.errorCode,
|
|
314
|
-
error?.error?.code,
|
|
315
|
-
error?.id,
|
|
316
|
-
];
|
|
317
|
-
for (const candidate of candidates) {
|
|
318
|
-
if (typeof candidate === "number" && Number.isFinite(candidate)) {
|
|
319
|
-
return candidate;
|
|
320
|
-
}
|
|
321
|
-
}
|
|
322
|
-
return undefined;
|
|
323
|
-
}
|
|
324
|
-
|
|
325
|
-
export function getIbErrorMessage(error: any): string | undefined {
|
|
326
|
-
const candidates = [
|
|
327
|
-
error?.error?.message,
|
|
328
|
-
error?.message,
|
|
329
|
-
error?.error?.toString?.(),
|
|
330
|
-
];
|
|
331
|
-
for (const candidate of candidates) {
|
|
332
|
-
if (typeof candidate === "string" && candidate.trim()) {
|
|
333
|
-
return candidate;
|
|
334
|
-
}
|
|
335
|
-
}
|
|
336
|
-
return undefined;
|
|
337
|
-
}
|
|
338
|
-
|
|
339
|
-
export function isClientIdInUseError(code: number | undefined, message: string | undefined): boolean {
|
|
340
|
-
if (code === 326) return true;
|
|
341
|
-
const text = (message || "").toLowerCase();
|
|
342
|
-
return text.includes("client id is already in use")
|
|
343
|
-
|| text.includes("clientid is already in use")
|
|
344
|
-
|| text.includes("client id already in use");
|
|
345
|
-
}
|
|
@@ -1,218 +0,0 @@
|
|
|
1
|
-
import { EventName, type Contract, type Order, type OrderState } from "@stoqey/ib";
|
|
2
|
-
import type { BrokerContractRef } from "../../../types/instrument";
|
|
3
|
-
import type { BrokerOrder, BrokerOrderPreview, BrokerOrderRequest } from "../../../types/trading";
|
|
4
|
-
import type { IbkrGatewayConfig } from "./types";
|
|
5
|
-
import { buildIbkrOrder } from "./orders";
|
|
6
|
-
|
|
7
|
-
const ORDER_ACK_TIMEOUT_MS = 10_000;
|
|
8
|
-
|
|
9
|
-
function previewIbkrOrder({
|
|
10
|
-
rawApi,
|
|
11
|
-
orderId,
|
|
12
|
-
contract,
|
|
13
|
-
order,
|
|
14
|
-
}: {
|
|
15
|
-
rawApi: any;
|
|
16
|
-
orderId: number;
|
|
17
|
-
contract: Contract;
|
|
18
|
-
order: Order;
|
|
19
|
-
}): Promise<BrokerOrderPreview> {
|
|
20
|
-
return new Promise<BrokerOrderPreview>((resolve, reject) => {
|
|
21
|
-
const timeoutId = setTimeout(() => {
|
|
22
|
-
cleanup();
|
|
23
|
-
reject(new Error("Timed out while previewing order"));
|
|
24
|
-
}, ORDER_ACK_TIMEOUT_MS);
|
|
25
|
-
|
|
26
|
-
const cleanup = () => {
|
|
27
|
-
clearTimeout(timeoutId);
|
|
28
|
-
rawApi.off(EventName.openOrder, onOpenOrder);
|
|
29
|
-
rawApi.off(EventName.error, onError);
|
|
30
|
-
};
|
|
31
|
-
|
|
32
|
-
const onOpenOrder = (incomingOrderId: number, _contract: Contract, _order: Order, orderState: OrderState) => {
|
|
33
|
-
if (incomingOrderId !== orderId) return;
|
|
34
|
-
cleanup();
|
|
35
|
-
resolve({
|
|
36
|
-
initMarginBefore: orderState.initMarginBefore,
|
|
37
|
-
initMarginAfter: orderState.initMarginAfter,
|
|
38
|
-
maintMarginBefore: orderState.maintMarginBefore,
|
|
39
|
-
maintMarginAfter: orderState.maintMarginAfter,
|
|
40
|
-
equityWithLoanBefore: orderState.equityWithLoanBefore,
|
|
41
|
-
equityWithLoanAfter: orderState.equityWithLoanAfter,
|
|
42
|
-
commission: orderState.commission,
|
|
43
|
-
commissionCurrency: orderState.commissionCurrency,
|
|
44
|
-
warningText: orderState.warningText,
|
|
45
|
-
});
|
|
46
|
-
};
|
|
47
|
-
|
|
48
|
-
const onError = (error: Error, code: number, reqId: number) => {
|
|
49
|
-
if (reqId !== orderId) return;
|
|
50
|
-
cleanup();
|
|
51
|
-
reject(new Error(error.message || `IBKR error ${code}`));
|
|
52
|
-
};
|
|
53
|
-
|
|
54
|
-
rawApi.on(EventName.openOrder, onOpenOrder);
|
|
55
|
-
rawApi.on(EventName.error, onError);
|
|
56
|
-
rawApi.placeOrder(orderId, contract, order);
|
|
57
|
-
});
|
|
58
|
-
}
|
|
59
|
-
|
|
60
|
-
function waitForIbkrOrderAcknowledgement({
|
|
61
|
-
rawApi,
|
|
62
|
-
orderId,
|
|
63
|
-
contract,
|
|
64
|
-
order,
|
|
65
|
-
timeoutMessage,
|
|
66
|
-
}: {
|
|
67
|
-
rawApi: any;
|
|
68
|
-
orderId: number;
|
|
69
|
-
contract: Contract;
|
|
70
|
-
order: Order;
|
|
71
|
-
timeoutMessage: string;
|
|
72
|
-
}): Promise<void> {
|
|
73
|
-
return new Promise<void>((resolve, reject) => {
|
|
74
|
-
const timeoutId = setTimeout(() => {
|
|
75
|
-
cleanup();
|
|
76
|
-
reject(new Error(timeoutMessage));
|
|
77
|
-
}, ORDER_ACK_TIMEOUT_MS);
|
|
78
|
-
|
|
79
|
-
const cleanup = () => {
|
|
80
|
-
clearTimeout(timeoutId);
|
|
81
|
-
rawApi.off(EventName.openOrder, onOpenOrder);
|
|
82
|
-
rawApi.off(EventName.orderStatus, onOrderStatus);
|
|
83
|
-
rawApi.off(EventName.error, onError);
|
|
84
|
-
};
|
|
85
|
-
|
|
86
|
-
const onOpenOrder = (incomingOrderId: number) => {
|
|
87
|
-
if (incomingOrderId !== orderId) return;
|
|
88
|
-
cleanup();
|
|
89
|
-
resolve();
|
|
90
|
-
};
|
|
91
|
-
|
|
92
|
-
const onOrderStatus = (incomingOrderId: number) => {
|
|
93
|
-
if (incomingOrderId !== orderId) return;
|
|
94
|
-
cleanup();
|
|
95
|
-
resolve();
|
|
96
|
-
};
|
|
97
|
-
|
|
98
|
-
const onError = (error: Error, code: number, reqId: number) => {
|
|
99
|
-
if (reqId !== orderId) return;
|
|
100
|
-
cleanup();
|
|
101
|
-
reject(new Error(error.message || `IBKR error ${code}`));
|
|
102
|
-
};
|
|
103
|
-
|
|
104
|
-
rawApi.on(EventName.openOrder, onOpenOrder);
|
|
105
|
-
rawApi.on(EventName.orderStatus, onOrderStatus);
|
|
106
|
-
rawApi.on(EventName.error, onError);
|
|
107
|
-
rawApi.placeOrder(orderId, contract, order);
|
|
108
|
-
});
|
|
109
|
-
}
|
|
110
|
-
|
|
111
|
-
function buildSubmittedOrderFallback(
|
|
112
|
-
orderId: number,
|
|
113
|
-
brokerInstanceId: string | undefined,
|
|
114
|
-
request: BrokerOrderRequest,
|
|
115
|
-
): BrokerOrder {
|
|
116
|
-
return {
|
|
117
|
-
orderId,
|
|
118
|
-
brokerInstanceId,
|
|
119
|
-
accountId: request.accountId,
|
|
120
|
-
status: "Submitted",
|
|
121
|
-
action: request.action,
|
|
122
|
-
orderType: request.orderType,
|
|
123
|
-
quantity: request.quantity,
|
|
124
|
-
filled: 0,
|
|
125
|
-
remaining: request.quantity,
|
|
126
|
-
limitPrice: request.limitPrice,
|
|
127
|
-
stopPrice: request.stopPrice,
|
|
128
|
-
tif: request.tif,
|
|
129
|
-
updatedAt: Date.now(),
|
|
130
|
-
contract: request.contract,
|
|
131
|
-
};
|
|
132
|
-
}
|
|
133
|
-
|
|
134
|
-
export interface IbkrOrderWorkflowContext {
|
|
135
|
-
brokerInstanceId?: string;
|
|
136
|
-
cancelOrder: (orderId: number) => void;
|
|
137
|
-
connect: (config: IbkrGatewayConfig) => Promise<void>;
|
|
138
|
-
getNextValidOrderId: () => Promise<number>;
|
|
139
|
-
getRawApi: () => any;
|
|
140
|
-
listOpenOrders: (config: IbkrGatewayConfig) => Promise<BrokerOrder[]>;
|
|
141
|
-
resolveContract: (
|
|
142
|
-
ticker: string,
|
|
143
|
-
exchange: string,
|
|
144
|
-
instrument: BrokerContractRef | null,
|
|
145
|
-
) => Promise<Contract>;
|
|
146
|
-
}
|
|
147
|
-
|
|
148
|
-
export async function previewNativeIbkrOrder(
|
|
149
|
-
context: IbkrOrderWorkflowContext,
|
|
150
|
-
config: IbkrGatewayConfig,
|
|
151
|
-
request: BrokerOrderRequest,
|
|
152
|
-
): Promise<BrokerOrderPreview> {
|
|
153
|
-
await context.connect(config);
|
|
154
|
-
const contract = await context.resolveContract(request.contract.symbol, request.contract.exchange || "", request.contract);
|
|
155
|
-
const rawApi = context.getRawApi();
|
|
156
|
-
const orderId = await context.getNextValidOrderId();
|
|
157
|
-
const order = buildIbkrOrder(request, true);
|
|
158
|
-
|
|
159
|
-
return previewIbkrOrder({ rawApi, orderId, contract, order });
|
|
160
|
-
}
|
|
161
|
-
|
|
162
|
-
export async function placeNativeIbkrOrder(
|
|
163
|
-
context: IbkrOrderWorkflowContext,
|
|
164
|
-
config: IbkrGatewayConfig,
|
|
165
|
-
request: BrokerOrderRequest,
|
|
166
|
-
): Promise<BrokerOrder> {
|
|
167
|
-
await context.connect(config);
|
|
168
|
-
const contract = await context.resolveContract(request.contract.symbol, request.contract.exchange || "", request.contract);
|
|
169
|
-
const order = buildIbkrOrder(request, false);
|
|
170
|
-
const rawApi = context.getRawApi();
|
|
171
|
-
const orderId = await context.getNextValidOrderId();
|
|
172
|
-
|
|
173
|
-
await waitForIbkrOrderAcknowledgement({
|
|
174
|
-
rawApi,
|
|
175
|
-
orderId,
|
|
176
|
-
contract,
|
|
177
|
-
order,
|
|
178
|
-
timeoutMessage: "Timed out waiting for order acknowledgement",
|
|
179
|
-
});
|
|
180
|
-
|
|
181
|
-
const openOrders = await context.listOpenOrders(config);
|
|
182
|
-
return openOrders.find((openOrder) => openOrder.orderId === orderId)
|
|
183
|
-
?? buildSubmittedOrderFallback(orderId, context.brokerInstanceId, request);
|
|
184
|
-
}
|
|
185
|
-
|
|
186
|
-
export async function modifyNativeIbkrOrder(
|
|
187
|
-
context: IbkrOrderWorkflowContext,
|
|
188
|
-
config: IbkrGatewayConfig,
|
|
189
|
-
orderId: number,
|
|
190
|
-
request: BrokerOrderRequest,
|
|
191
|
-
): Promise<BrokerOrder> {
|
|
192
|
-
await context.connect(config);
|
|
193
|
-
const contract = await context.resolveContract(request.contract.symbol, request.contract.exchange || "", request.contract);
|
|
194
|
-
const rawApi = context.getRawApi();
|
|
195
|
-
const order = buildIbkrOrder({ ...request }, false);
|
|
196
|
-
|
|
197
|
-
await waitForIbkrOrderAcknowledgement({
|
|
198
|
-
rawApi,
|
|
199
|
-
orderId,
|
|
200
|
-
contract,
|
|
201
|
-
order,
|
|
202
|
-
timeoutMessage: "Timed out waiting for order modification acknowledgement",
|
|
203
|
-
});
|
|
204
|
-
|
|
205
|
-
const openOrders = await context.listOpenOrders(config);
|
|
206
|
-
return openOrders.find((openOrder) => openOrder.orderId === orderId)
|
|
207
|
-
?? buildSubmittedOrderFallback(orderId, context.brokerInstanceId, request);
|
|
208
|
-
}
|
|
209
|
-
|
|
210
|
-
export async function cancelNativeIbkrOrder(
|
|
211
|
-
context: IbkrOrderWorkflowContext,
|
|
212
|
-
config: IbkrGatewayConfig,
|
|
213
|
-
orderId: number,
|
|
214
|
-
): Promise<void> {
|
|
215
|
-
await context.connect(config);
|
|
216
|
-
context.cancelOrder(orderId);
|
|
217
|
-
await context.listOpenOrders(config);
|
|
218
|
-
}
|
|
@@ -1,63 +0,0 @@
|
|
|
1
|
-
import {
|
|
2
|
-
OrderAction,
|
|
3
|
-
OrderType,
|
|
4
|
-
TimeInForce,
|
|
5
|
-
type Contract,
|
|
6
|
-
type Order,
|
|
7
|
-
type OrderState,
|
|
8
|
-
} from "@stoqey/ib";
|
|
9
|
-
import type { BrokerContractRef } from "../../../types/instrument";
|
|
10
|
-
import type { BrokerOrder, BrokerOrderRequest } from "../../../types/trading";
|
|
11
|
-
|
|
12
|
-
export interface OpenIbkrOrder {
|
|
13
|
-
orderId: number;
|
|
14
|
-
contract: Contract;
|
|
15
|
-
order: Order;
|
|
16
|
-
orderState: OrderState;
|
|
17
|
-
orderStatus?: {
|
|
18
|
-
status: string;
|
|
19
|
-
filled: number;
|
|
20
|
-
remaining: number;
|
|
21
|
-
avgFillPrice: number;
|
|
22
|
-
};
|
|
23
|
-
}
|
|
24
|
-
|
|
25
|
-
export function openIbkrOrderToBrokerOrder(
|
|
26
|
-
openOrder: OpenIbkrOrder,
|
|
27
|
-
brokerInstanceId: string | undefined,
|
|
28
|
-
contractToRef: (contract: Contract) => BrokerContractRef,
|
|
29
|
-
): BrokerOrder {
|
|
30
|
-
return {
|
|
31
|
-
orderId: openOrder.orderId,
|
|
32
|
-
brokerInstanceId,
|
|
33
|
-
accountId: openOrder.order.account,
|
|
34
|
-
status: openOrder.orderStatus?.status || openOrder.orderState.status || "Unknown",
|
|
35
|
-
action: (openOrder.order.action || "BUY") as BrokerOrder["action"],
|
|
36
|
-
orderType: openOrder.order.orderType || "",
|
|
37
|
-
quantity: openOrder.order.totalQuantity ?? 0,
|
|
38
|
-
filled: openOrder.orderStatus?.filled ?? 0,
|
|
39
|
-
remaining: openOrder.orderStatus?.remaining ?? openOrder.order.totalQuantity ?? 0,
|
|
40
|
-
avgFillPrice: openOrder.orderStatus?.avgFillPrice,
|
|
41
|
-
limitPrice: openOrder.order.lmtPrice,
|
|
42
|
-
stopPrice: openOrder.order.auxPrice,
|
|
43
|
-
tif: openOrder.order.tif,
|
|
44
|
-
warningText: openOrder.orderState.warningText,
|
|
45
|
-
updatedAt: Date.now(),
|
|
46
|
-
contract: contractToRef(openOrder.contract),
|
|
47
|
-
};
|
|
48
|
-
}
|
|
49
|
-
|
|
50
|
-
export function buildIbkrOrder(request: BrokerOrderRequest, whatIf: boolean): Order {
|
|
51
|
-
return {
|
|
52
|
-
account: request.accountId,
|
|
53
|
-
action: request.action === "BUY" ? OrderAction.BUY : OrderAction.SELL,
|
|
54
|
-
totalQuantity: request.quantity,
|
|
55
|
-
orderType: request.orderType as OrderType,
|
|
56
|
-
lmtPrice: request.limitPrice,
|
|
57
|
-
auxPrice: request.stopPrice,
|
|
58
|
-
tif: (request.tif ?? TimeInForce.DAY) as typeof TimeInForce[keyof typeof TimeInForce],
|
|
59
|
-
outsideRth: request.outsideRth ?? false,
|
|
60
|
-
whatIf,
|
|
61
|
-
transmit: true,
|
|
62
|
-
};
|
|
63
|
-
}
|
|
@@ -1,44 +0,0 @@
|
|
|
1
|
-
import { describe, expect, test } from "bun:test";
|
|
2
|
-
import { getIbkrPriceDivisor } from "./price-normalization";
|
|
3
|
-
|
|
4
|
-
describe("IBKR sub-unit price normalization", () => {
|
|
5
|
-
test("detects pence-priced LSE equities", () => {
|
|
6
|
-
expect(getIbkrPriceDivisor({
|
|
7
|
-
currency: "GBP",
|
|
8
|
-
exchange: "SMART",
|
|
9
|
-
primaryExch: "LSE",
|
|
10
|
-
secType: "STK",
|
|
11
|
-
})).toBe(100);
|
|
12
|
-
|
|
13
|
-
expect(getIbkrPriceDivisor({
|
|
14
|
-
currency: "USD",
|
|
15
|
-
exchange: "NASDAQ",
|
|
16
|
-
primaryExch: "NASDAQ",
|
|
17
|
-
secType: "STK",
|
|
18
|
-
})).toBe(1);
|
|
19
|
-
});
|
|
20
|
-
|
|
21
|
-
test("detects sub-unit equities from valid exchanges", () => {
|
|
22
|
-
expect(getIbkrPriceDivisor({
|
|
23
|
-
currency: "GBP",
|
|
24
|
-
exchange: "SMART",
|
|
25
|
-
primaryExch: "SMART",
|
|
26
|
-
secType: "ETF",
|
|
27
|
-
}, {
|
|
28
|
-
validExchanges: "SMART,LSE",
|
|
29
|
-
})).toBe(100);
|
|
30
|
-
});
|
|
31
|
-
|
|
32
|
-
test("prefers contract price magnifier when available", () => {
|
|
33
|
-
expect(getIbkrPriceDivisor({
|
|
34
|
-
currency: "GBP",
|
|
35
|
-
exchange: "SMART",
|
|
36
|
-
primaryExch: "LSE",
|
|
37
|
-
secType: "STK",
|
|
38
|
-
}, {
|
|
39
|
-
priceMagnifier: 1000,
|
|
40
|
-
validExchanges: "SMART,LSE",
|
|
41
|
-
})).toBe(1000);
|
|
42
|
-
});
|
|
43
|
-
|
|
44
|
-
});
|