ibapi 0.2.3

A synchronous implementation of the Interactive Brokers TWS API.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108

use std::thread;
use std::time::Duration;

use clap::{arg, Command};

use ibapi::contracts::Contract;
use ibapi::Client;

fn main() {
    let matches = Command::new("tick_by_tick")
        .version("1.0")
        .author("Wil Boayue <wil@wsbsolutions.com")
        .about("Streams tick by tick data")
        .arg(arg!(--connection_string <VALUE>).default_value("localhost:4002"))
        .arg(arg!(--last <SYMBOL>))
        .arg(arg!(--all_last <SYMBOL>))
        .arg(arg!(--bid_ask <SYMBOL>))
        .arg(arg!(--mid_point <SYMBOL>))
        .get_matches();

    let connection_string = matches.get_one::<String>("connection_string").expect("connection_string is required");
    println!("connection_string: {connection_string}");

    let mut client = Client::connect(connection_string, 100).expect("connection failed");

    if let Some(symbol) = matches.get_one::<String>("last") {
        stream_last(&mut client, &symbol.to_uppercase()).unwrap();
    }

    if let Some(symbol) = matches.get_one::<String>("all_last") {
        stream_all_last(&mut client, &symbol.to_uppercase()).unwrap();
    }

    if let Some(symbol) = matches.get_one::<String>("bid_ask") {
        stream_bid_ask(&mut client, &symbol.to_uppercase()).unwrap();
    }

    if let Some(symbol) = matches.get_one::<String>("mid_point") {
        stream_mid_point(&mut client, &symbol.to_uppercase()).unwrap();
    }

    thread::sleep(Duration::from_secs(5));
}

fn stream_last(client: &mut Client, symbol: &str) -> anyhow::Result<()> {
    let contract = contract_es();
    let ticks = client.tick_by_tick_last(&contract, 0, false)?;

    for (i, tick) in ticks.enumerate().take(60) {
        println!("tick: {i:?} {tick:?}");
    }

    Ok(())
}

fn contract_es() -> Contract {
    let mut contract = Contract::futures("ES");
    contract.exchange = "CME".to_owned();
    contract.contract_id = 495512569;
    contract
}

fn contract_gc() -> Contract {
    let mut contract = Contract::futures("GC");
    contract.exchange = "COMEX".to_owned();
    contract.contract_id = 605552438;
    contract
}

fn contract_zn() -> Contract {
    let mut contract = Contract::futures("ZN");
    contract.exchange = "CBOT".to_owned();
    contract.contract_id = 568735904;
    contract
}

fn stream_all_last(client: &Client, symbol: &str) -> anyhow::Result<()> {
    let contract = contract_es();
    let ticks = client.tick_by_tick_all_last(&contract, 0, false)?;

    for (i, tick) in ticks.enumerate().take(60) {
        println!("tick: {i:?} {tick:?}");
    }

    Ok(())
}

fn stream_bid_ask(client: &mut Client, symbol: &str) -> anyhow::Result<()> {
    let contract = contract_es();
    let ticks = client.tick_by_tick_bid_ask(&contract, 0, false)?;

    for (i, tick) in ticks.enumerate().take(60) {
        println!("tick: {i:?} {tick:?}");
    }

    Ok(())
}

fn stream_mid_point(client: &mut Client, symbol: &str) -> anyhow::Result<()> {
    let contract = contract_es();
    let ticks = client.tick_by_tick_midpoint(&contract, 0, false)?;

    for (i, tick) in ticks.enumerate().take(60) {
        println!("tick: {i:?} {tick:?}");
    }

    Ok(())
}