Use ib.sleep for IBKR market data updates

Author: Pigbibi

pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "quant-platform-kit"
-version = "0.7.14"
+version = "0.7.15"
 description = "Shared broker adapters, domain models, execution ports, and notification utilities for QuantStrategyLab strategies."
 readme = "README.md"
 requires-python = ">=3.9"

src/quant_platform_kit/__init__.py

@@ -1,6 +1,6 @@
 """QuantPlatformKit public package surface."""
 
-__version__ = "0.7.14"
+__version__ = "0.7.15"
 
 from .common.models import (
     ExecutionReport,

src/quant_platform_kit/ibkr/market_data.py

@@ -139,6 +139,17 @@ def _set_market_data_type(ib: Any, market_data_type: int) -> None:
         setter(market_data_type)
 
 
+def _wait_for_market_data(ib: Any, wait_seconds: float) -> None:
+    if not wait_seconds:
+        return
+    sleeper = getattr(ib, "sleep", None)
+    if callable(sleeper):
+        sleeper(wait_seconds)
+        return
+    import time as time_module
+
+    time_module.sleep(wait_seconds)
+
 
 def _collect_quote_snapshots(
     ib: Any,
@@ -151,10 +162,7 @@ def _collect_quote_snapshots(
         symbol: ib.reqMktData(contract, "", False, False)
         for symbol, contract in contracts
     }
-    if wait_seconds:
-        import time as time_module
-
-        time_module.sleep(wait_seconds)
+    _wait_for_market_data(ib, wait_seconds)
 
     as_of = datetime.utcnow()
     snapshots: dict[str, QuoteSnapshot] = {}

tests/test_ibkr_market_data.py

@@ -148,6 +148,44 @@ def reqMktData(self, contract, *_args):
 
 
 
+
+    def test_fetch_quote_snapshots_uses_ib_sleep_when_available(self) -> None:
+        class DeferredTicker(FakeTicker):
+            def __init__(self):
+                super().__init__(-1.0, close=float("nan"), bid=None, ask=None)
+
+        class SleepAwareIB(FakeIB):
+            def __init__(self):
+                super().__init__()
+                self.tickers = []
+                self.sleep_calls = []
+
+            def reqMktData(self, contract, *_args):
+                ticker = DeferredTicker()
+                self.tickers.append(ticker)
+                return ticker
+
+            def sleep(self, seconds):
+                self.sleep_calls.append(seconds)
+                for ticker in self.tickers:
+                    ticker.last = 101.8
+                    ticker.close = 101.8
+                    ticker.bid = 101.7
+                    ticker.ask = 101.9
+
+        ib = SleepAwareIB()
+        snapshots = fetch_quote_snapshots(
+            ib,
+            {"SPY"},
+            wait_seconds=0.1,
+            retry_wait_seconds=0,
+            attempts_per_data_type=1,
+            stock_factory=FakeContract,
+        )
+
+        self.assertEqual(snapshots["SPY"].last_price, 101.8)
+        self.assertEqual(ib.sleep_calls, [0.1])
+
     def test_fetch_quote_snapshots_retries_same_market_data_type_before_fallback(self) -> None:
         class RetrySameTypeIB(FakeIB):
             def __init__(self):