[IBKR] updateAccountValue ignores currency — same-key values overwrite, wrong account figures for multi-currency accounts

[rudyll]

Summary

updateAccountValue() stores account values keyed only by the tag name, ignoring the currency argument. IBKR sends many account-value tags (TotalCashValue, NetLiquidation, BuyingPower, …) once per currency plus a consolidated BASE line. Because the handler does values.set(key, val) without the currency, each currency's value for a given key overwrites the previous one — only the last-received currency survives. For multi-currency accounts this stores a non-base value for keys consumed as base-currency totals → incorrect account figures.

Location

services/uta/src/domain/trading/brokers/ibkr/request-bridge.ts:

override updateAccountValue(key: string, val: string, _currency: string, _accountName: string): void {
  this.accountCachePending_?.values.set(key, val)   // currency ignored → same-key overwrite
}

(accountSummary() likewise leaves _currency unused.) Then IbkrBroker.getAccount() reads values.get('TotalCashValue') / get('NetLiquidation') etc. as if they were base-currency totals.

Impact

• Accounts holding more than one currency (e.g. USD + HKD for HK equities) get an incorrect totalCashValue and a derived netLiquidation that depends on IBKR's per-currency send order.
• USD-only accounts are unaffected (USD == BASE), so the bug stays hidden until a non-base currency appears.

Suggested fix

• Key account values by (key, currency), or capture the BASE line specifically for consolidated totals (keep per-currency where needed).
• getAccount() should read the BASE value for account-level totals.

Note

Found while debugging account balances on a USD-only IBKR paper account; not reproduced there by design (USD == BASE). Flagging the code path as currency-unsafe — it will bite any account that holds a non-base currency (e.g. HKD for HK stocks).

[rudyll]

Concrete reproduction on a real HKD-base IBKR paper account (DUM774448):

Setup: base currency = HKD (~1,011,150 HKD cash). Bought 3 US (USD) stocks — AXTI, AAPL, SPY, ~$1,838 USD total — which IBKR funds via negative USD cash (−1,829 USD).

Ground truth (IB Gateway / TWS):

• Net Liquidation: 1,011,361 HKD
• Total Cash (in HKD): 996,818 (HKD cash 1,011,150 + USD cash −1,829 ≈ −14,266 HKD)
• USD row: cash −1,829, stock +1,838 (≈ +9 USD net)

OpenAlice GET /api/trading/uta/<id>/account returned:

• baseCurrency: "USD" ❌ (should be HKD)
• totalCashValue: ~996,818 ✓ (correct base-currency total cash)
• netLiquidation: ~998,668 ❌ (should be 1,011,361)

The ~12,500 gap is exactly the unconverted USD position value. IbkrBroker.getAccount() reconstructs netLiq as totalCashValue (HKD) + Σ(position.marketValue), but position market values are in USD and added without FX conversion — 1,838 added as if HKD, should be ~14,336 HKD. So netLiq is undercounted by Σposition × (FX − 1) ≈ 1,838 × (7.8 − 1) ≈ 12,498 HKD, and the gap grows as more USD stock is bought.

Two concrete defects (same currency root cause as this issue):

1. baseCurrency is reported as USD when the account base is HKD (real base-currency value not captured — consistent with updateAccountValue dropping the currency dimension).
2. The netLiq reconstruction in IbkrBroker.getAccount() (cash + Σ position.marketValue) does not FX-convert position market values into the base currency.

A fix likely needs both: (a) capture per-currency / BASE account values correctly, and (b) FX-convert position market values to the base currency when reconstructing netLiquidation.

[rudyll]

Note: OpenAlice already receives everything needed to compute this correctly — it just drops the currency dimension.

IBKR's updateAccountValue sends (among others):

• NetLiquidation @ currency BASE → the correct base-currency net liq, directly.
• ExchangeRate @ <currency> → the FX rate for each non-base currency.
• BaseCurrency → the real base (HKD in this case).

All of these arrive in updateAccountValue(key, val, currency, accountName) and are stored via values.set(key, val) — but currency is dropped, so per-currency entries overwrite each other, and ExchangeRate is never read anywhere (getAccount() reconstructs netLiq = cash + Σ position.marketValue with no conversion; grepping ExchangeRate over the IBKR broker = 0 hits).

Minimal fix (no extra IBKR requests — the data is already on the wire):

1. Store account values keyed by (key, currency) (e.g. Map<key, Map<currency, val>>).
2. Either read NetLiquidation@BASE directly, or keep the reconstruction but convert: cash@BASE + Σ(position.marketValue × ExchangeRate@position.currency).
3. Read BaseCurrency for the real base instead of defaulting to USD.

[luokerenx4]

Fixed in #335 (now on master). You called it exactly right — and your "will bite any account that holds a non-base currency" prediction reproduced on the first mixed book we pointed it at (HKD + USD paper account).

What landed:

• updateAccountValue now stores key:currency composites; the plain key is reserved for the consolidated value — BASE wins it, and once a BASE line has been seen a per-currency line can never overwrite it (arrival-order-proof).
• Bonus from the same investigation: TWS's ExchangeRate:<CCY> tags now drive currency-aware position aggregation in getAccount() — account-level unrealizedPnL went from a unit-blind HKD+USD sum (−4,398.82) to the rate-converted −305.71, and netLiquidation now agrees with TWS's own consolidated value (1,046,098 vs TWS's 1,046,101) instead of counting 46k HKD as USD.

Regression specs cover BASE-late-arrival ordering and single-send tags. Thanks for the precise report — the Location/Impact/Suggested-fix format made this a fast fix.