feat(V2): IBKR WebSocket layer + tick/depth snapshot cache

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

tests/unit/exchanges/ibkr/test_ws.py

@@ -0,0 +1,86 @@
+from __future__ import annotations
+
+import asyncio
+import json
+from unittest.mock import AsyncMock, MagicMock
+
+import pytest
+from cerbero_mcp.exchanges.ibkr.ws import IBKRWebSocket, WSError
+
+
+class FakeWS:
+    """Bidirectional async fake for WSS messages."""
+    def __init__(self) -> None:
+        self.sent: list[str] = []
+        self._inbox: asyncio.Queue[str] = asyncio.Queue()
+        self.closed = False
+    async def send(self, msg: str) -> None:
+        self.sent.append(msg)
+    async def recv(self) -> str:
+        return await self._inbox.get()
+    async def close(self) -> None:
+        self.closed = True
+    async def push(self, payload: dict) -> None:
+        await self._inbox.put(json.dumps(payload))
+
+
+@pytest.fixture
+def fake_signer():
+    s = MagicMock()
+    s.get_live_session_token = AsyncMock(return_value="LST==")
+    return s
+
+
+@pytest.mark.asyncio
+async def test_subscribe_tick_caches_snapshot(fake_signer, monkeypatch):
+    fake_ws = FakeWS()
+
+    async def fake_connect(url, **kw):
+        return fake_ws
+
+    monkeypatch.setattr("cerbero_mcp.exchanges.ibkr.ws.websockets_connect", fake_connect)
+
+    ws = IBKRWebSocket(
+        signer=fake_signer,
+        ws_url="wss://api.ibkr.com/v1/api/ws",
+        base_url="https://api.ibkr.com/v1/api",
+        max_subs=80, idle_timeout_s=300,
+    )
+    await ws.start()
+    await ws.subscribe_tick(265598)
+
+    await fake_ws.push({
+        "topic": "smd+265598",
+        "31": "150.5", "84": "150.4", "86": "150.6",
+        "7295": "100", "7296": "200",
+    })
+    await asyncio.sleep(0.05)
+
+    snap = ws.get_tick_snapshot(265598)
+    assert snap is not None
+    assert snap["last_price"] == 150.5
+    assert snap["bid"] == 150.4
+
+    await ws.stop()
+
+
+@pytest.mark.asyncio
+async def test_subscribe_limit(fake_signer, monkeypatch):
+    fake_ws = FakeWS()
+
+    async def fake_connect(url, **kw):
+        return fake_ws
+
+    monkeypatch.setattr("cerbero_mcp.exchanges.ibkr.ws.websockets_connect", fake_connect)
+
+    ws = IBKRWebSocket(
+        signer=fake_signer,
+        ws_url="wss://x", base_url="https://x",
+        max_subs=2, idle_timeout_s=300,
+    )
+    await ws.start()
+    await ws.subscribe_tick(1)
+    await ws.subscribe_tick(2)
+    with pytest.raises(WSError, match="IBKR_WS_SUB_LIMIT"):
+        await ws.subscribe_tick(3)
+    await ws.stop()