refactor(V2): IBKR WebSocket — fix stop/start cycle, guard rails, log disconnect

Code review fixes (commit 17700d2):
- _stopped reset on start() (was stuck True after stop→start)
- _require_started guard on subscribe_*/unsubscribe (clear WSError vs AttributeError)
- _reader_loop logs disconnect via logger.warning + sets _ws=None for `connected` signal
- Class docstring documents stale-snapshot behavior + deferred reconnect
- New tests: subscribe-before-start, stop→start cycle resumption

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
root
2026-05-03 21:18:57 +00:00
parent 17700d27a0
commit 6266708e15
2 changed files with 63 additions and 1 deletions
+25 -1
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@@ -4,6 +4,7 @@ from __future__ import annotations
import asyncio
import contextlib
import json
import logging
import time
from dataclasses import dataclass, field
from typing import Any
@@ -12,6 +13,8 @@ from websockets import connect as websockets_connect # exposed for tests
from cerbero_mcp.exchanges.ibkr.oauth import OAuth1aSigner
logger = logging.getLogger(__name__)
class WSError(Exception):
"""WebSocket layer error."""
@@ -39,6 +42,15 @@ _SMD_FIELDS = ["31", "84", "86", "7295", "7296"]
@dataclass
class IBKRWebSocket:
"""Persistent WSS to IBKR Client Portal with smd/sbd subs.
Snapshot lifetime: each (tick|depth) cache entry is overwritten on every
incoming message. On disconnect, the reader loop logs and exits leaving
the existing cache intact. Consumers should check `connected` before
trusting a stale snapshot, or compare `timestamp_ms` against wall clock.
Automatic reconnect is deferred to a follow-up; V1 surfaces disconnects
via `connected=False` so the higher-level tool layer can rebuild the WS.
"""
signer: OAuth1aSigner
ws_url: str
base_url: str
@@ -63,6 +75,7 @@ class IBKRWebSocket:
async def start(self) -> None:
if self.connected:
return
self._stopped = False # reset on every start (supports stop→start cycles)
lst = await self.signer.get_live_session_token(base_url=self.base_url)
self._ws = await websockets_connect(
self.ws_url,
@@ -87,6 +100,7 @@ class IBKRWebSocket:
self._ws = None
async def subscribe_tick(self, conid: int, *, forced: bool = False) -> None:
self._require_started()
await self._ensure_capacity(conid)
if conid in self._subs:
self._last_polled_at[conid] = time.monotonic()
@@ -103,6 +117,7 @@ class IBKRWebSocket:
async def subscribe_depth(
self, conid: int, *, exchange: str = "SMART", rows: int = 5
) -> None:
self._require_started()
await self._ensure_capacity(conid)
if conid in self._depth_subs:
self._last_polled_at[conid] = time.monotonic()
@@ -113,6 +128,7 @@ class IBKRWebSocket:
self._last_polled_at[conid] = time.monotonic()
async def unsubscribe(self, conid: int) -> None:
self._require_started()
if conid in self._subs:
await self._ws.send(f"umd+{conid}+{{}}")
self._subs.discard(conid)
@@ -151,6 +167,10 @@ class IBKRWebSocket:
"timestamp_ms": snap.timestamp_ms,
}
def _require_started(self) -> None:
if self._ws is None:
raise WSError("IBKR_WS_NOT_STARTED: call start() first")
async def _ensure_capacity(self, conid: int) -> None:
if (conid in self._subs) or (conid in self._depth_subs):
return
@@ -173,7 +193,11 @@ class IBKRWebSocket:
self._on_depth(topic, msg)
except asyncio.CancelledError:
raise
except Exception:
except Exception as exc:
# Disconnect / parse error / network — leave cache as-is, mark dead.
# V1: no automatic reconnect; consumers detect via stale timestamp_ms.
logger.warning("ibkr ws reader exited: %s", exc)
self._ws = None
return
def _on_tick(self, topic: str, msg: dict) -> None:
+38
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@@ -84,3 +84,41 @@ async def test_subscribe_limit(fake_signer, monkeypatch):
with pytest.raises(WSError, match="IBKR_WS_SUB_LIMIT"):
await ws.subscribe_tick(3)
await ws.stop()
@pytest.mark.asyncio
async def test_subscribe_before_start_raises(fake_signer):
ws = IBKRWebSocket(
signer=fake_signer,
ws_url="wss://x", base_url="https://x",
max_subs=10, idle_timeout_s=300,
)
with pytest.raises(WSError, match="IBKR_WS_NOT_STARTED"):
await ws.subscribe_tick(1)
@pytest.mark.asyncio
async def test_start_after_stop_resumes_reader(fake_signer, monkeypatch):
fake_ws_a = FakeWS()
fake_ws_b = FakeWS()
fakes = iter([fake_ws_a, fake_ws_b])
async def fake_connect(url, **kw):
return next(fakes)
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=10, idle_timeout_s=300,
)
await ws.start()
await ws.stop()
# Restart with fresh fake_ws_b
await ws.start()
await ws.subscribe_tick(42)
await fake_ws_b.push({"topic": "smd+42", "31": "100"})
await asyncio.sleep(0.05)
assert ws.get_tick_snapshot(42) is not None
await ws.stop()