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Prefer delayed IBKR quote snapshots #67

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Merged
Pigbibi merged 1 commit into from
May 27, 2026
Merged

Prefer delayed IBKR quote snapshots #67

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4 changes: 3 additions & 1 deletion src/quant_platform_kit/ibkr/market_data.py
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Original file line number Diff line number Diff line change
Expand Up @@ -253,7 +253,9 @@ def fetch_quote_snapshots(
attempts_per_data_type = max(int(attempts_per_data_type or 1), 1)

setter = getattr(ib, "reqMarketDataType", None)
market_data_types = (1, 2, 4) if callable(setter) else (1,)
# Prefer delayed data before live data so accounts without live subscriptions do
# not emit noisy IBKR 10089 permission errors before falling back.
market_data_types = (3, 4, 1, 2) if callable(setter) else (1,)

try:
for market_data_type in market_data_types:
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11 changes: 6 additions & 5 deletions tests/test_ibkr_market_data.py
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Original file line number Diff line number Diff line change
Expand Up @@ -237,7 +237,7 @@ def reqMktData(self, contract, *_args):
key = (self.market_data_type, contract.symbol)
attempt = self.market_data_attempts.get(key, 0)
self.market_data_attempts[key] = attempt + 1
if self.market_data_type == 1 and attempt == 0:
if self.market_data_type == 3 and attempt == 0:
return FakeTicker(-1.0, close=float("nan"), bid=None, ask=None)
return FakeTicker(101.8, close=101.8, bid=101.7, ask=101.9)

Expand All @@ -252,7 +252,8 @@ def reqMktData(self, contract, *_args):
)

self.assertEqual(snapshots["SPY"].last_price, 101.8)
self.assertEqual(ib.market_data_attempts[(1, "SPY")], 2)
self.assertEqual(ib.market_data_attempts[(3, "SPY")], 2)
self.assertEqual(ib.market_data_type_calls, [3, 1])
self.assertNotIn(2, ib.market_data_type_calls)
self.assertNotIn(4, ib.market_data_type_calls)

Expand All @@ -269,9 +270,9 @@ def reqMarketDataType(self, market_data_type):

def reqMktData(self, contract, *_args):
self.last_market_data_contract = contract
if self.market_data_type == 1:
if self.market_data_type == 3:
return FakeTicker(-1.0, close=float("nan"), bid=None, ask=None)
if self.market_data_type == 2:
if self.market_data_type == 4:
return FakeTicker(-1.0, close=float("nan"), bid=None, ask=None)
return FakeTicker(-1.0, close=101.8, bid=None, ask=None)

Expand All @@ -284,7 +285,7 @@ def reqMktData(self, contract, *_args):
)

self.assertEqual(snapshots["SPY"].last_price, 101.8)
self.assertEqual(ib.market_data_type_calls, [1, 2, 4, 1])
self.assertEqual(ib.market_data_type_calls, [3, 4, 1, 1])


if __name__ == "__main__":
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