DinQuant/backend_api_python/app/services/ibkr_trading/client.py

"""
Interactive Brokers Trading Client

Uses ib_insync library to connect to TWS or IB Gateway for trading.
"""

import time
import threading
import asyncio
from dataclasses import dataclass, field
from typing import Optional, Dict, Any, List

from app.utils.logger import get_logger
from app.services.ibkr_trading.symbols import normalize_symbol, format_display_symbol

logger = get_logger(__name__)


def _ensure_event_loop():
    """
    Ensure there is an event loop in the current thread.
    
    ib_insync requires an asyncio event loop to function.
    When called from Flask request threads, there may not be one.
    """
    try:
        loop = asyncio.get_event_loop()
        if loop.is_closed():
            raise RuntimeError("Event loop is closed")
    except RuntimeError:
        # No event loop exists in this thread, create one
        loop = asyncio.new_event_loop()
        asyncio.set_event_loop(loop)
        logger.debug("Created new event loop for IBKR client")
    return loop

# Lazy import ib_insync to allow other features to work without it installed
ib_insync = None


def _ensure_ib_insync():
    """Ensure ib_insync is imported."""
    global ib_insync
    if ib_insync is None:
        try:
            import ib_insync as _ib
            ib_insync = _ib
        except ImportError:
            raise ImportError(
                "ib_insync is not installed. Run: pip install ib_insync"
            )
    return ib_insync


@dataclass
class IBKRConfig:
    """IBKR connection configuration."""
    host: str = "127.0.0.1"
    port: int = 7497  # TWS Live:7497, TWS Paper:7496, Gateway Live:4001, Gateway Paper:4002
    client_id: int = 1
    readonly: bool = False
    account: str = ""  # Leave empty to auto-select first account
    timeout: float = 20.0  # Connection timeout in seconds


@dataclass
class OrderResult:
    """Order execution result."""
    success: bool
    order_id: int = 0
    filled: float = 0.0
    avg_price: float = 0.0
    status: str = ""
    message: str = ""
    raw: Dict[str, Any] = field(default_factory=dict)


class IBKRClient:
    """
    Interactive Brokers Trading Client
    
    Usage:
        config = IBKRConfig(port=7497)  # TWS Live
        client = IBKRClient(config)
        
        if client.connect():
            # Place order
            result = client.place_market_order("AAPL", "buy", 10, "USStock")
            
            # Get positions
            positions = client.get_positions()
            
            client.disconnect()
    """
    
    def __init__(self, config: Optional[IBKRConfig] = None):
        self.config = config or IBKRConfig()
        self._ib = None
        self._connected = False
        self._lock = threading.Lock()
        self._account = ""
    
    @property
    def connected(self) -> bool:
        """Check if connected."""
        if self._ib is None:
            return False
        return self._ib.isConnected()
    
    def connect(self) -> bool:
        """
        Connect to TWS or IB Gateway.
        
        Returns:
            True if connected successfully
        """
        with self._lock:
            if self.connected:
                return True
            
            try:
                # Ensure event loop exists in this thread (required by ib_insync)
                _ensure_event_loop()
                
                _ensure_ib_insync()
                
                if self._ib is None:
                    self._ib = ib_insync.IB()
                
                logger.info(f"Connecting to IBKR: {self.config.host}:{self.config.port} (clientId={self.config.client_id})")
                
                self._ib.connect(
                    host=self.config.host,
                    port=self.config.port,
                    clientId=self.config.client_id,
                    readonly=self.config.readonly,
                    timeout=self.config.timeout
                )
                
                self._connected = True
                
                # Get account
                accounts = self._ib.managedAccounts()
                if accounts:
                    self._account = self.config.account or accounts[0]
                    logger.info(f"IBKR connected, account: {self._account}")
                else:
                    logger.warning("IBKR connected but no account info retrieved")
                
                return True
                
            except Exception as e:
                logger.error(f"IBKR connection failed: {e}")
                self._connected = False
                return False
    
    def disconnect(self):
        """Disconnect from IBKR."""
        with self._lock:
            if self._ib is not None:
                try:
                    self._ib.disconnect()
                except Exception as e:
                    logger.warning(f"IBKR disconnect exception: {e}")
                finally:
                    self._connected = False
                    logger.info("IBKR disconnected")
    
    def _ensure_connected(self):
        """Ensure connection is established."""
        # Ensure event loop exists (may be called from different threads)
        _ensure_event_loop()
        if not self.connected:
            if not self.connect():
                raise ConnectionError("Cannot connect to IBKR")
    
    def _create_contract(self, symbol: str, market_type: str):
        """
        Create IB contract object.
        
        Args:
            symbol: Symbol code
            market_type: Market type (USStock)
        """
        _ensure_ib_insync()
        
        ib_symbol, exchange, currency = normalize_symbol(symbol, market_type)
        
        contract = ib_insync.Stock(
            symbol=ib_symbol,
            exchange=exchange,
            currency=currency
        )
        
        return contract
    
    def _qualify_contract(self, contract) -> bool:
        """Validate contract."""
        try:
            qualified = self._ib.qualifyContracts(contract)
            return len(qualified) > 0
        except Exception as e:
            logger.warning(f"Contract qualification failed: {e}")
            return False
    
    # ==================== Order Methods ====================
    
    def place_market_order(
        self,
        symbol: str,
        side: str,
        quantity: float,
        market_type: str = "USStock",
    ) -> OrderResult:
        """
        Place a market order.
        
        Args:
            symbol: Symbol code (e.g., AAPL, 0700.HK)
            side: Direction ("buy" or "sell")
            quantity: Number of shares
            market_type: Market type ("USStock")
            
        Returns:
            OrderResult
        """
        try:
            self._ensure_connected()
            _ensure_ib_insync()
            
            contract = self._create_contract(symbol, market_type)
            if not self._qualify_contract(contract):
                return OrderResult(
                    success=False,
                    message=f"Invalid contract: {symbol}"
                )
            
            order = ib_insync.MarketOrder(
                action="BUY" if side.lower() == "buy" else "SELL",
                totalQuantity=quantity,
                account=self._account
            )
            
            trade = self._ib.placeOrder(contract, order)
            
            # Wait for order status update
            self._ib.sleep(2)
            
            return OrderResult(
                success=True,
                order_id=trade.order.orderId,
                filled=float(trade.orderStatus.filled or 0),
                avg_price=float(trade.orderStatus.avgFillPrice or 0),
                status=trade.orderStatus.status,
                message="Order submitted",
                raw={
                    "orderId": trade.order.orderId,
                    "status": trade.orderStatus.status,
                    "filled": float(trade.orderStatus.filled or 0),
                    "remaining": float(trade.orderStatus.remaining or 0),
                }
            )
            
        except Exception as e:
            logger.error(f"Order failed: {e}")
            return OrderResult(
                success=False,
                message=str(e)
            )
    
    def place_limit_order(
        self,
        symbol: str,
        side: str,
        quantity: float,
        price: float,
        market_type: str = "USStock",
    ) -> OrderResult:
        """
        Place a limit order.
        
        Args:
            symbol: Symbol code
            side: Direction ("buy" or "sell")
            quantity: Number of shares
            price: Limit price
            market_type: Market type
            
        Returns:
            OrderResult
        """
        try:
            self._ensure_connected()
            _ensure_ib_insync()
            
            contract = self._create_contract(symbol, market_type)
            if not self._qualify_contract(contract):
                return OrderResult(
                    success=False,
                    message=f"Invalid contract: {symbol}"
                )
            
            order = ib_insync.LimitOrder(
                action="BUY" if side.lower() == "buy" else "SELL",
                totalQuantity=quantity,
                lmtPrice=price,
                account=self._account
            )
            
            trade = self._ib.placeOrder(contract, order)
            self._ib.sleep(1)
            
            return OrderResult(
                success=True,
                order_id=trade.order.orderId,
                filled=float(trade.orderStatus.filled or 0),
                avg_price=float(trade.orderStatus.avgFillPrice or 0),
                status=trade.orderStatus.status,
                message="Limit order submitted",
                raw={
                    "orderId": trade.order.orderId,
                    "status": trade.orderStatus.status,
                    "limitPrice": price,
                }
            )
            
        except Exception as e:
            logger.error(f"Limit order failed: {e}")
            return OrderResult(
                success=False,
                message=str(e)
            )
    
    def cancel_order(self, order_id: int) -> bool:
        """
        Cancel an order.
        
        Args:
            order_id: Order ID
            
        Returns:
            True if cancelled successfully
        """
        try:
            self._ensure_connected()
            
            for trade in self._ib.openTrades():
                if trade.order.orderId == order_id:
                    self._ib.cancelOrder(trade.order)
                    logger.info(f"Order {order_id} cancelled")
                    return True
            
            logger.warning(f"Order not found: {order_id}")
            return False
            
        except Exception as e:
            logger.error(f"Cancel order failed: {e}")
            return False
    
    # ==================== Query Methods ====================
    
    def get_account_summary(self) -> Dict[str, Any]:
        """
        Get account summary.
        
        Returns:
            Account info dictionary
        """
        try:
            self._ensure_connected()
            
            summary = self._ib.accountSummary(self._account)
            result = {}
            for item in summary:
                result[item.tag] = {
                    "value": item.value,
                    "currency": item.currency
                }
            
            return {
                "account": self._account,
                "summary": result,
                "success": True
            }
            
        except Exception as e:
            logger.error(f"Get account summary failed: {e}")
            return {"success": False, "error": str(e)}
    
    def get_positions(self) -> List[Dict[str, Any]]:
        """
        Get current positions.
        
        Returns:
            List of positions
        """
        try:
            self._ensure_connected()
            
            positions = self._ib.positions(self._account)
            result = []
            
            for pos in positions:
                contract = pos.contract
                exchange = contract.exchange or contract.primaryExchange or "SMART"
                
                result.append({
                    "symbol": format_display_symbol(contract.symbol, exchange),
                    "ib_symbol": contract.symbol,
                    "secType": contract.secType,
                    "exchange": exchange,
                    "currency": contract.currency,
                    "quantity": float(pos.position),
                    "avgCost": float(pos.avgCost),
                    "marketValue": float(pos.position) * float(pos.avgCost),
                })
            
            return result
            
        except Exception as e:
            logger.error(f"Get positions failed: {e}")
            return []
    
    def get_open_orders(self) -> List[Dict[str, Any]]:
        """
        Get open orders.
        
        Returns:
            List of orders
        """
        try:
            self._ensure_connected()
            
            trades = self._ib.openTrades()
            result = []
            
            for trade in trades:
                order = trade.order
                contract = trade.contract
                status = trade.orderStatus
                
                result.append({
                    "orderId": order.orderId,
                    "symbol": contract.symbol,
                    "action": order.action,
                    "quantity": float(order.totalQuantity),
                    "orderType": order.orderType,
                    "limitPrice": getattr(order, 'lmtPrice', None),
                    "status": status.status,
                    "filled": float(status.filled or 0),
                    "remaining": float(status.remaining or 0),
                    "avgFillPrice": float(status.avgFillPrice or 0),
                })
            
            return result
            
        except Exception as e:
            logger.error(f"Get orders failed: {e}")
            return []
    
    def get_quote(self, symbol: str, market_type: str = "USStock") -> Dict[str, Any]:
        """
        Get real-time quote.
        
        Args:
            symbol: Symbol code
            market_type: Market type
            
        Returns:
            Quote data
        """
        try:
            self._ensure_connected()
            
            contract = self._create_contract(symbol, market_type)
            if not self._qualify_contract(contract):
                return {"success": False, "error": f"Invalid contract: {symbol}"}
            
            # Request market data
            ticker = self._ib.reqMktData(contract, '', False, False)
            
            # Wait for data
            self._ib.sleep(2)
            
            result = {
                "success": True,
                "symbol": symbol,
                "bid": ticker.bid if ticker.bid and ticker.bid > 0 else None,
                "ask": ticker.ask if ticker.ask and ticker.ask > 0 else None,
                "last": ticker.last if ticker.last and ticker.last > 0 else None,
                "high": ticker.high if ticker.high and ticker.high > 0 else None,
                "low": ticker.low if ticker.low and ticker.low > 0 else None,
                "volume": ticker.volume if ticker.volume and ticker.volume > 0 else None,
                "close": ticker.close if ticker.close and ticker.close > 0 else None,
            }
            
            # Cancel subscription
            self._ib.cancelMktData(contract)
            
            return result
            
        except Exception as e:
            logger.error(f"Get quote failed: {e}")
            return {"success": False, "error": str(e)}
    
    def get_connection_status(self) -> Dict[str, Any]:
        """Get connection status."""
        return {
            "connected": self.connected,
            "host": self.config.host,
            "port": self.config.port,
            "clientId": self.config.client_id,
            "account": self._account,
            "readonly": self.config.readonly,
        }


# Global singleton (optional)
_global_client: Optional[IBKRClient] = None
_global_lock = threading.Lock()


def get_ibkr_client(config: Optional[IBKRConfig] = None) -> IBKRClient:
    """
    Get global IBKR client singleton.
    
    Args:
        config: Configuration (only effective on first call)
        
    Returns:
        IBKRClient instance
    """
    global _global_client
    
    with _global_lock:
        if _global_client is None:
            _global_client = IBKRClient(config)
        return _global_client


def reset_ibkr_client():
    """Reset global client (disconnect and clear instance)."""
    global _global_client
    
    with _global_lock:
        if _global_client is not None:
            _global_client.disconnect()
            _global_client = None