feat(V2): IBKR streaming tools (tick/depth/subscribe)

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

src/cerbero_mcp/exchanges/ibkr/tools.py

@@ -1,13 +1,14 @@
 """IBKR tool functions: Pydantic schemas + async dispatch to client/ws."""
 from __future__ import annotations
 
+import asyncio
 from typing import Any
 
 from pydantic import BaseModel
 
-from cerbero_mcp.exchanges.ibkr.client import IBKRClient
+from cerbero_mcp.exchanges.ibkr.client import _SEC_TYPE_MAP, IBKRClient, IBKRError
 from cerbero_mcp.exchanges.ibkr.leverage_cap import enforce_leverage, get_max_leverage  # noqa: F401
-from cerbero_mcp.exchanges.ibkr.ws import IBKRWebSocket  # noqa: F401
+from cerbero_mcp.exchanges.ibkr.ws import IBKRWebSocket
 
 # === Schemas: reads ===
 
@@ -183,3 +184,66 @@ async def get_clock(client: IBKRClient, params: GetClockReq) -> dict:
         "is_open": _dt.time(13, 30) <= now.time() <= _dt.time(20, 0)
                    and now.weekday() < 5,
     }
+
+
+# === Streaming tools ===
+
+
+def _sec_type_for(asset_class: str) -> str:
+    return _SEC_TYPE_MAP.get(asset_class.lower(), "STK")
+
+
+async def get_tick(
+    client: IBKRClient, params: GetTickReq,
+    *, ws: IBKRWebSocket, timeout_s: float = 3.0,
+) -> dict:
+    sec = _sec_type_for(params.asset_class)
+    conid = await client.resolve_conid(params.symbol, sec)
+    snap = ws.get_tick_snapshot(conid)
+    if snap:
+        return {**snap, "symbol": params.symbol}
+    await ws.subscribe_tick(conid)
+    deadline = asyncio.get_event_loop().time() + timeout_s
+    while asyncio.get_event_loop().time() < deadline:
+        snap = ws.get_tick_snapshot(conid)
+        if snap:
+            return {**snap, "symbol": params.symbol}
+        await asyncio.sleep(0.05)
+    raise IBKRError(f"IBKR_TICK_TIMEOUT: {params.symbol}")
+
+
+async def get_depth(
+    client: IBKRClient, params: GetDepthReq,
+    *, ws: IBKRWebSocket, timeout_s: float = 3.0,
+) -> dict:
+    sec = _sec_type_for(params.asset_class)
+    conid = await client.resolve_conid(params.symbol, sec)
+    snap = ws.get_depth_snapshot(conid)
+    if snap:
+        return {**snap, "symbol": params.symbol}
+    await ws.subscribe_depth(conid, exchange=params.exchange, rows=params.rows)
+    deadline = asyncio.get_event_loop().time() + timeout_s
+    while asyncio.get_event_loop().time() < deadline:
+        snap = ws.get_depth_snapshot(conid)
+        if snap:
+            return {**snap, "symbol": params.symbol}
+        await asyncio.sleep(0.05)
+    raise IBKRError(f"IBKR_DEPTH_TIMEOUT: {params.symbol}")
+
+
+async def subscribe_tick(
+    client: IBKRClient, params: SubscribeTickReq, *, ws: IBKRWebSocket,
+) -> dict:
+    sec = _sec_type_for(params.asset_class)
+    conid = await client.resolve_conid(params.symbol, sec)
+    await ws.subscribe_tick(conid, forced=True)
+    return {"symbol": params.symbol, "conid": conid, "subscribed": True}
+
+
+async def unsubscribe(
+    client: IBKRClient, params: UnsubscribeReq, *, ws: IBKRWebSocket,
+) -> dict:
+    sec = _sec_type_for(params.asset_class)
+    conid = await client.resolve_conid(params.symbol, sec)
+    await ws.unsubscribe(conid)
+    return {"symbol": params.symbol, "conid": conid, "unsubscribed": True}

tests/unit/exchanges/ibkr/test_tools.py

@@ -26,3 +26,22 @@ async def test_get_account_tool_calls_client():
     client.get_account = AsyncMock(return_value={"netliquidation": {"amount": 10000}})
     res = await t.get_account(client, t.GetAccountReq())
     assert res["netliquidation"]["amount"] == 10000
+
+
+@pytest.mark.asyncio
+async def test_get_tick_uses_cache_or_subscribes():
+    client = MagicMock()
+    client.resolve_conid = AsyncMock(return_value=42)
+    ws = MagicMock()
+    ws.get_tick_snapshot = MagicMock(side_effect=[
+        None,
+        {"conid": 42, "last_price": 99.5, "bid": 99.4, "ask": 99.6,
+         "bid_size": 1, "ask_size": 1, "timestamp_ms": 1700000000000},
+    ])
+    ws.subscribe_tick = AsyncMock()
+
+    res = await t.get_tick(
+        client, t.GetTickReq(symbol="AAPL"), ws=ws, timeout_s=0.05,
+    )
+    assert res["last_price"] == 99.5
+    ws.subscribe_tick.assert_awaited_once_with(42)