kestrel.markets/dist/order-dryrun-8jcbxyea.js

A typed, token-efficient language + runtime for agentic trading: agents author bounded plans, the runtime fires them at the tick. CLI + typed library + MCP server.

import"./bin-q0g6xvsw.js";
import"./bin-pcxsrxfy.js";
import"./bin-8gxcgtzn.js";
import"./bin-5t125gvh.js";
import"./bin-xx1qrxe3.js";
import"./bin-t58k60v9.js";
import"./bin-p5jfg5b0.js";
import"./bin-29be75ss.js";
import"./bin-n77kea5n.js";
import"./bin-mn7wcxhv.js";
import"./bin-8pchjxn2.js";
import"./bin-am3351y2.js";
import"./bin-73jr945c.js";
import"./bin-df1tn094.js";
import"./bin-3ft0k1jq.js";
import"./bin-2ywrx58g.js";
import {
  require_dist
} from "./bin-ah4h5nq5.js";
import"./bin-ff04wpv3.js";
import {
  __toESM
} from "./bin-wckvcay0.js";

// src/adapters/broker/ibkr/order-dryrun.ts
var import_ib = __toESM(require_dist(), 1);
var IB_TICK_BID = 1;
var IB_TICK_ASK = 2;
var IB_TICK_LAST = 4;
var IB_TICK_DELAYED_BID = 66;
var IB_TICK_DELAYED_ASK = 67;
var IB_TICK_DELAYED_LAST = 68;
var IB_MARKET_DATA_LIVE = 1;
function freshnessOf(marketDataType) {
  switch (marketDataType) {
    case 1:
      return "live";
    case 2:
      return "frozen";
    case 3:
      return "delayed";
    case 4:
      return "delayed-frozen";
    default:
      return "unknown";
  }
}
function reqMktDataQuotes(transport, timeoutMs = 6000) {
  const client = transport.client();
  let reqId = 9000;
  client.reqMarketDataType(IB_MARKET_DATA_LIVE);
  return {
    quote(contract) {
      const id = ++reqId;
      return new Promise((resolve) => {
        let bid = null;
        let ask = null;
        let last = null;
        let freshness = "unknown";
        let done = false;
        const finish = () => {
          if (done)
            return;
          done = true;
          clearTimeout(deadline);
          client.removeListener(import_ib.EventName.tickPrice, onTick);
          client.removeListener(import_ib.EventName.marketDataType, onType);
          try {
            client.cancelMktData(id);
          } catch {}
          resolve({ bid, ask, last, freshness });
        };
        const onType = (rid, marketDataType) => {
          if (rid !== id)
            return;
          freshness = freshnessOf(marketDataType);
        };
        const onTick = (rid, field, value) => {
          if (rid !== id)
            return;
          const v = value > 0 ? value : null;
          switch (field) {
            case IB_TICK_BID:
              bid = v;
              break;
            case IB_TICK_ASK:
              ask = v;
              break;
            case IB_TICK_LAST:
              last = v;
              break;
            case IB_TICK_DELAYED_BID:
              bid = v;
              freshness = "delayed";
              break;
            case IB_TICK_DELAYED_ASK:
              ask = v;
              freshness = "delayed";
              break;
            case IB_TICK_DELAYED_LAST:
              last = v;
              freshness = "delayed";
              break;
            default:
              return;
          }
          if (bid !== null && ask !== null)
            finish();
        };
        const deadline = setTimeout(finish, timeoutMs);
        client.on(import_ib.EventName.tickPrice, onTick);
        client.on(import_ib.EventName.marketDataType, onType);
        client.reqMktData(id, contract, null, false, false);
      });
    }
  };
}
function priceAnchorFrom(quote, fair) {
  if (quote.bid === null || quote.ask === null)
    return;
  if (quote.freshness !== "live")
    return;
  return { bid: quote.bid, ask: quote.ask, fair, fairTrusted: true, freshness: quote.freshness };
}
function mintOrderId(client) {
  let next;
  client.on(import_ib.EventName.nextValidId, (id) => {
    if (next === undefined || id > next)
      next = id;
  });
  client.reqIds(1);
  return () => {
    if (next === undefined) {
      throw new Error("the IB Gateway has issued no nextValidId — refusing to invent an order id (it could collide with a live order). Fail-closed.");
    }
    const id = next;
    next += 1;
    return id;
  };
}
if (false) {}
export {
  reqMktDataQuotes,
  priceAnchorFrom,
  mintOrderId
};