feat(V2): IBKR client read methods + conid LRU cache

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-03 20:29:11 +00:00
parent f4f4e4efd7
commit 611a2695a9
2 changed files with 176 additions and 0 deletions
@@ -134,3 +134,135 @@ class IBKRClient:

    async def get_account(self) -> dict:
        return await self._request("GET", f"/portfolio/{self.account_id}/summary")
+
+    # ── Conid resolution ────────────────────────────────────────
+
+    async def resolve_conid(self, symbol: str, sec_type: str = "STK") -> int:
+        key = f"{sec_type}:{symbol}"
+        if key in self._conid_cache:
+            self._conid_cache.move_to_end(key)
+            return self._conid_cache[key]
+        result = await self._request(
+            "GET", "/trsrv/secdef/search",
+            params={"symbol": symbol, "secType": sec_type},
+        )
+        if not result or not isinstance(result, list):
+            raise IBKRError(f"IBKR_CONID_NOT_FOUND: {symbol}/{sec_type}")
+        conid = int(result[0]["conid"])
+        self._conid_cache[key] = conid
+        if len(self._conid_cache) > self._CONID_CACHE_MAX:
+            self._conid_cache.popitem(last=False)
+        return conid
+
+    # ── Positions / orders / activities ─────────────────────────
+
+    async def get_positions(self, page: int = 0) -> list[dict]:
+        data = await self._request(
+            "GET", f"/portfolio/{self.account_id}/positions/{page}"
+        )
+        return list(data) if isinstance(data, list) else []
+
+    async def get_open_orders(self) -> list[dict]:
+        data = await self._request(
+            "GET", "/iserver/account/orders",
+            params={"filters": "Submitted,PreSubmitted"},
+        )
+        if isinstance(data, dict):
+            return list(data.get("orders") or [])
+        return list(data) if isinstance(data, list) else []
+
+    async def get_activities(self, days: int = 7) -> list[dict]:
+        days = max(1, min(days, 90))
+        data = await self._request(
+            "GET", "/iserver/account/trades", params={"days": days},
+        )
+        return list(data) if isinstance(data, list) else []
+
+    # ── Market data ─────────────────────────────────────────────
+
+    _SNAPSHOT_FIELDS = "31,84,86,7295,7296"  # last,bid,ask,bid_size,ask_size
+
+    async def get_ticker(self, symbol: str, asset_class: str = "stocks") -> dict:
+        sec_type = {"stocks": "STK", "options": "OPT", "futures": "FUT", "forex": "CASH"}.get(
+            asset_class.lower(), "STK"
+        )
+        conid = await self.resolve_conid(symbol, sec_type)
+        data = await self._request(
+            "GET", "/iserver/marketdata/snapshot",
+            params={"conids": str(conid), "fields": self._SNAPSHOT_FIELDS},
+        )
+        if not data or not isinstance(data, list):
+            raise IBKRError("IBKR_NO_MARKET_DATA_SUBSCRIPTION")
+        row = data[0]
+
+        def _f(k: str) -> float | None:
+            v = row.get(k)
+            try:
+                return float(v) if v not in (None, "") else None
+            except (TypeError, ValueError):
+                return None
+
+        return {
+            "symbol": symbol,
+            "asset_class": asset_class,
+            "last_price": _f("31"),
+            "bid": _f("84"),
+            "ask": _f("86"),
+            "bid_size": _f("7295"),
+            "ask_size": _f("7296"),
+        }
+
+    async def get_bars(
+        self, symbol: str, asset_class: str = "stocks",
+        period: str = "1d", bar: str = "5min",
+    ) -> dict:
+        sec_type = {"stocks": "STK", "options": "OPT", "futures": "FUT"}.get(
+            asset_class.lower(), "STK"
+        )
+        conid = await self.resolve_conid(symbol, sec_type)
+        data = await self._request(
+            "GET", "/iserver/marketdata/history",
+            params={"conid": str(conid), "period": period, "bar": bar},
+        )
+        rows = (data or {}).get("data") or []
+        return {
+            "symbol": symbol,
+            "asset_class": asset_class,
+            "interval": bar,
+            "bars": [
+                {
+                    "timestamp": r.get("t"),
+                    "open": r.get("o"),
+                    "high": r.get("h"),
+                    "low": r.get("l"),
+                    "close": r.get("c"),
+                    "volume": r.get("v"),
+                }
+                for r in rows
+            ],
+        }
+
+    async def get_option_chain(
+        self, underlying: str, expiry: str | None = None
+    ) -> dict:
+        conid = await self.resolve_conid(underlying, "STK")
+        params: dict[str, Any] = {"conid": str(conid), "secType": "OPT"}
+        if expiry:
+            params["month"] = expiry  # IBKR format: "JAN26"
+        strikes = await self._request(
+            "GET", "/iserver/secdef/strikes", params=params,
+        )
+        return {
+            "underlying": underlying,
+            "expiry": expiry,
+            "strikes": strikes,
+        }
+
+    async def search_contracts(
+        self, symbol: str, sec_type: str = "STK"
+    ) -> list[dict]:
+        data = await self._request(
+            "GET", "/trsrv/secdef/search",
+            params={"symbol": symbol, "secType": sec_type},
+        )
+        return list(data) if isinstance(data, list) else []