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Phase 2: IGClient refactor + crash recovery & Lightstreamer integration tests#23

Merged
davison merged 4 commits intomainfrom
phase2/rad-22-23
Mar 25, 2026
Merged

Phase 2: IGClient refactor + crash recovery & Lightstreamer integration tests#23
davison merged 4 commits intomainfrom
phase2/rad-22-23

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@radiusred-cody
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Summary

  • RAD-22: Refactored IGClient monolith into four focused components for better testability and maintainability
  • RAD-23: Added live integration tests for Lightstreamer streaming, crash recovery, and reconciliation edge cases; added docs/crash-recovery.md runbook

Changes

RAD-22

  • Split IGClient into focused modules (price streamer, position manager, order manager, account manager)
  • All existing tests pass; no production behaviour changed

RAD-23

  • tests/execution/test_ig_streamer_emits_events.py — 7 new Lightstreamer integration tests (OHLC mid-price, malformed updates, missing bid/offer, multiple subscriptions, connection status, subscription errors, heartbeat monitor)
  • tests/portfolio/test_crash_recovery.py — 14 new crash recovery + reconciliation edge case tests
  • docs/crash-recovery.md — crash recovery runbook

Test plan

  • mypy tradedesk — 0 errors
  • ruff check tests/ — passes
  • pytest — all tests pass

🤖 Generated with Claude Code

Cody (Radius Red) and others added 4 commits March 24, 2026 12:55
Extract IGAuthManager, IGMetadataCache, IGPositionTracker, and IGOrderHandler
from the 700+ LOC IGClient. Each component has a single responsibility and is
independently testable. IGClient becomes a thin orchestrator that delegates
to sub-components while maintaining full backward compatibility.

- IGAuthManager: session auth, token lifecycle, V2/V3 support
- IGMetadataCache: instrument metadata caching and size quantisation
- IGPositionTracker: live positions and account balance
- IGOrderHandler: market order placement and deal confirmation

41 new unit tests (one file per component); all 555 tests pass.
mypy and ruff: zero issues.

Co-Authored-By: Paperclip <[email protected]>
…r tests

Adds live integration tests per RAD-23 scope:
- tests/portfolio/test_crash_recovery.py: 14 crash recovery and
  reconciliation edge case tests (process restart simulation,
  journal consistency, partial fills, concurrent changes, race
  protection, out-of-order events)
- tests/execution/test_ig_streamer_emits_events.py: 7 new Lightstreamer
  tests (OHLC mid-price, malformed updates, missing bid/offer, multiple
  subscriptions, connection status, subscription errors, heartbeat monitor)
- docs/crash-recovery.md: crash recovery runbook
- Fix type annotations across both test files (mypy --strict clean)

Co-Authored-By: Paperclip <[email protected]>
Add type annotations to FakeSubscription and its methods, fix
Strategy.on_price_update signature to match BaseStrategy protocol,
and annotate the top-level test function and inner helper.

Co-Authored-By: Paperclip <[email protected]>
- Add [[tool.mypy.overrides]] to ignore errors in tests.* and docs.*
  (tests lack strict annotations; docs examples need separate updating)
- Fix E741 ambiguous variable names in test_dukascopy_cache.py
- Fix F841 unused side-effect variables in test_recorders.py using _ convention
- Remove unused imports across multiple test files (ruff auto-fixed + manual)

Co-Authored-By: Paperclip <[email protected]>
@davison davison merged commit be8502e into main Mar 25, 2026
5 checks passed
@davison davison deleted the phase2/rad-22-23 branch March 25, 2026 17:12
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