ibapi 2.11.1

A Rust implementation of the Interactive Brokers TWS API, providing a reliable and user friendly interface for TWS and IB Gateway. Designed with a focus on simplicity and performance.
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
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
use time::macros::format_description;
use time::Date;

use crate::{
    contracts::tick_types::TickType,
    contracts::{Currency, Exchange, SecurityType, Symbol},
    messages::ResponseMessage,
    server_versions, Error,
};

use super::super::{
    Contract, ContractDescription, ContractDetails, FundAssetType, FundDistributionPolicyIndicator, IneligibilityReason, MarketRule, OptionChain,
    OptionComputation, PriceIncrement, TagValue,
};

pub(in crate::contracts) fn decode_contract_details(server_version: i32, message: &mut ResponseMessage) -> Result<ContractDetails, Error> {
    message.skip(); // message type

    let mut message_version = 8;
    if server_version < server_versions::SIZE_RULES {
        message_version = message.next_int()?;
    }

    if message_version >= 3 {
        // request id
        message.skip();
    }

    let mut contract = ContractDetails::default();

    contract.contract.symbol = Symbol::from(message.next_string()?);
    contract.contract.security_type = SecurityType::from(&message.next_string()?);
    read_last_trade_date(&mut contract, &message.next_string()?, false)?;
    if server_version >= server_versions::LAST_TRADE_DATE {
        let last_trade_date_str = message.next_string()?;
        if !last_trade_date_str.is_empty() {
            let fmt = format_description!("[year][month][day]");
            contract.contract.last_trade_date = Date::parse(&last_trade_date_str, fmt).ok();
        }
    }
    contract.contract.strike = message.next_double()?;
    contract.contract.right = message.next_string()?;
    contract.contract.exchange = Exchange::from(message.next_string()?);
    contract.contract.currency = Currency::from(message.next_string()?);
    contract.contract.local_symbol = message.next_string()?;
    contract.market_name = message.next_string()?;
    contract.contract.trading_class = message.next_string()?;
    contract.contract.contract_id = message.next_int()?;
    contract.min_tick = message.next_double()?;
    if (server_versions::MD_SIZE_MULTIPLIER..server_versions::SIZE_RULES).contains(&server_version) {
        message.next_int()?; // mdSizeMultiplier no longer used
    }
    contract.contract.multiplier = message.next_string()?;
    contract.order_types = split_to_vec(&message.next_string()?);
    contract.valid_exchanges = split_to_vec(&message.next_string()?);
    if message_version >= 2 {
        contract.price_magnifier = message.next_int()?;
    }
    if message_version >= 4 {
        contract.under_contract_id = message.next_int()?;
    }
    if message_version >= 5 {
        //        https://github.com/InteractiveBrokers/tws-api/blob/817a905d52299028ac5af08581c8ffde7644cea9/source/csharpclient/client/EDecoder.cs#L1626
        contract.long_name = message.next_string()?;
        contract.contract.primary_exchange = Exchange::from(message.next_string()?);
    }
    if message_version >= 6 {
        contract.contract_month = message.next_string()?;
        contract.industry = message.next_string()?;
        contract.category = message.next_string()?;
        contract.subcategory = message.next_string()?;
        contract.time_zone_id = message.next_string()?;
        contract.trading_hours = split_hours(&message.next_string()?);
        contract.liquid_hours = split_hours(&message.next_string()?);
    }
    if message_version >= 8 {
        contract.ev_rule = message.next_string()?;
        contract.ev_multiplier = message.next_double()?;
    }
    if message_version >= 7 {
        let sec_id_list_count = message.next_int()?;
        for _ in 0..sec_id_list_count {
            let tag = message.next_string()?;
            let value = message.next_string()?;
            contract.sec_id_list.push(TagValue { tag, value });
        }
    }
    if server_version > server_versions::AGG_GROUP {
        contract.agg_group = message.next_int()?;
    }
    if server_version > server_versions::UNDERLYING_INFO {
        contract.under_symbol = message.next_string()?;
        contract.under_security_type = message.next_string()?;
    }
    if server_version > server_versions::MARKET_RULES {
        contract.market_rule_ids = split_to_vec(&message.next_string()?);
    }
    if server_version > server_versions::REAL_EXPIRATION_DATE {
        contract.real_expiration_date = message.next_string()?;
    }
    if server_version > server_versions::STOCK_TYPE {
        contract.stock_type = message.next_string()?;
    }
    if (server_versions::FRACTIONAL_SIZE_SUPPORT..server_versions::SIZE_RULES).contains(&server_version) {
        message.next_double()?; // size min tick -- no longer used
    }
    if server_version >= server_versions::SIZE_RULES {
        contract.min_size = message.next_double()?;
        contract.size_increment = message.next_double()?;
        contract.suggested_size_increment = message.next_double()?;
    }
    if server_version >= server_versions::FUND_DATA_FIELDS && contract.contract.security_type == SecurityType::MutualFund {
        contract.fund_name = message.next_string()?;
        contract.fund_family = message.next_string()?;
        contract.fund_type = message.next_string()?;
        contract.fund_front_load = message.next_string()?;
        contract.fund_back_load = message.next_string()?;
        contract.fund_back_load_time_interval = message.next_string()?;
        contract.fund_management_fee = message.next_string()?;
        contract.fund_closed = message.next_bool()?;
        contract.fund_closed_for_new_investors = message.next_bool()?;
        contract.fund_closed_for_new_money = message.next_bool()?;
        contract.fund_notify_amount = message.next_string()?;
        contract.fund_minimum_initial_purchase = message.next_string()?;
        contract.fund_subsequent_minimum_purchase = message.next_string()?;
        contract.fund_blue_sky_states = message.next_string()?;
        contract.fund_blue_sky_territories = message.next_string()?;
        contract.fund_distribution_policy_indicator = FundDistributionPolicyIndicator::from(message.next_string()?.as_str());
        contract.fund_asset_type = FundAssetType::from(message.next_string()?.as_str());
    }
    if server_version >= server_versions::INELIGIBILITY_REASONS {
        let count = message.next_int()?;
        for _ in 0..count {
            contract.ineligibility_reasons.push(IneligibilityReason {
                id: message.next_string()?,
                description: message.next_string()?,
            });
        }
    }

    Ok(contract)
}

fn split_hours(hours: &str) -> Vec<String> {
    hours.split(";").map(|s| s.to_string()).collect()
}

fn split_to_vec(s: &str) -> Vec<String> {
    s.split(",").map(|s| s.to_string()).collect()
}

fn read_last_trade_date(contract: &mut ContractDetails, last_trade_date_or_contract_month: &str, is_bond: bool) -> Result<(), Error> {
    if last_trade_date_or_contract_month.is_empty() {
        return Ok(());
    }

    let splitted: Vec<&str> = if last_trade_date_or_contract_month.contains('-') {
        last_trade_date_or_contract_month.split('-').collect()
    } else {
        // let re = Regex::new(r"\s+").unwrap();
        last_trade_date_or_contract_month.split(' ').collect()
    };

    if !splitted.is_empty() {
        if is_bond {
            contract.maturity = splitted[0].to_string();
        } else {
            contract.contract.last_trade_date_or_contract_month = splitted[0].to_string();
        }
    }
    if splitted.len() > 1 {
        contract.last_trade_time = splitted[1].to_string();
    }
    if is_bond && splitted.len() > 2 {
        contract.time_zone_id = splitted[2].to_string();
    }

    Ok(())
}

pub(in crate::contracts) fn decode_contract_descriptions(
    server_version: i32,
    message: &mut ResponseMessage,
) -> Result<Vec<ContractDescription>, Error> {
    message.skip(); // message type

    let _request_id = message.next_int()?;
    let contract_descriptions_count = message.next_int()?;

    if contract_descriptions_count < 1 {
        return Ok(Vec::default());
    }

    let mut contract_descriptions: Vec<ContractDescription> = Vec::with_capacity(contract_descriptions_count as usize);

    for _ in 0..contract_descriptions_count {
        let mut contract = Contract {
            contract_id: message.next_int()?,
            symbol: Symbol::from(message.next_string()?),
            security_type: SecurityType::from(&message.next_string()?),
            primary_exchange: Exchange::from(message.next_string()?),
            currency: Currency::from(message.next_string()?),
            ..Default::default()
        };

        let derivative_security_types_count = message.next_int()?;
        let mut derivative_security_types: Vec<String> = Vec::with_capacity(derivative_security_types_count as usize);
        for _ in 0..derivative_security_types_count {
            derivative_security_types.push(message.next_string()?);
        }

        if server_version >= server_versions::BOND_ISSUERID {
            contract.description = message.next_string()?;
            contract.issuer_id = message.next_string()?;
        }

        contract_descriptions.push(ContractDescription {
            contract,
            derivative_security_types,
        });
    }

    Ok(contract_descriptions)
}

pub(in crate::contracts) fn decode_market_rule(message: &mut ResponseMessage) -> Result<MarketRule, Error> {
    message.skip(); // message type

    let mut market_rule = MarketRule {
        market_rule_id: message.next_int()?,
        ..Default::default()
    };

    let price_increments_count = message.next_int()?;
    for _ in 0..price_increments_count {
        market_rule.price_increments.push(PriceIncrement {
            low_edge: message.next_double()?,
            increment: message.next_double()?,
        });
    }

    Ok(market_rule)
}

pub(crate) fn decode_option_computation(server_version: i32, message: &mut ResponseMessage) -> Result<OptionComputation, Error> {
    message.skip(); // message type

    let message_version = if server_version >= server_versions::PRICE_BASED_VOLATILITY {
        i32::MAX
    } else {
        message.next_int()?
    };

    message.skip(); // request id

    let mut computation = OptionComputation {
        field: TickType::from(message.next_int()?),
        ..Default::default()
    };

    if server_version >= server_versions::PRICE_BASED_VOLATILITY {
        computation.tick_attribute = Some(message.next_int()?);
    }

    computation.implied_volatility = next_optional_double(message, -1.0)?;
    computation.delta = next_optional_double(message, -2.0)?;

    if message_version >= 6 || computation.field == TickType::ModelOption || computation.field == TickType::DelayedModelOption {
        computation.option_price = next_optional_double(message, -1.0)?;
        computation.present_value_dividend = next_optional_double(message, -1.0)?;
    }

    if message_version >= 6 {
        computation.gamma = next_optional_double(message, -2.0)?;
        computation.vega = next_optional_double(message, -2.0)?;
        computation.theta = next_optional_double(message, -2.0)?;
        computation.underlying_price = next_optional_double(message, -1.0)?;
    }

    Ok(computation)
}

fn next_optional_double(message: &mut ResponseMessage, none_value: f64) -> Result<Option<f64>, Error> {
    let value = message.next_double()?;
    if value == none_value {
        Ok(None)
    } else {
        Ok(Some(value))
    }
}

pub(in crate::contracts) fn decode_option_chain(message: &mut ResponseMessage) -> Result<OptionChain, Error> {
    message.skip(); // message type
    message.skip(); // request id

    let mut option_chain = OptionChain {
        exchange: message.next_string()?,
        underlying_contract_id: message.next_int()?,
        trading_class: message.next_string()?,
        multiplier: message.next_string()?,
        ..Default::default()
    };

    let expirations_count = message.next_int()?;
    option_chain.expirations.reserve(expirations_count as usize);
    for _ in 0..expirations_count {
        option_chain.expirations.push(message.next_string()?);
    }

    let strikes_count = message.next_int()?;
    option_chain.strikes.reserve(strikes_count as usize);
    for _ in 0..strikes_count {
        option_chain.strikes.push(message.next_double()?);
    }

    Ok(option_chain)
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_decode_market_rule() {
        let mut message = ResponseMessage::from_simple("93|26|1|0|0.01|");

        let market_rule = decode_market_rule(&mut message).expect("error decoding market rule");

        assert_eq!(market_rule.market_rule_id, 26, "market_rule.market_rule_id");

        assert_eq!(market_rule.price_increments.len(), 1, "market_rule.price_increments.len()");
        assert_eq!(market_rule.price_increments[0].low_edge, 0.0, "market_rule.price_increments[0].low_edge");
        assert_eq!(
            market_rule.price_increments[0].increment, 0.01,
            "market_rule.price_increments[0].increment"
        );
    }

    // Test for split_hours function
    #[test]
    fn test_split_hours() {
        let hours = "09:30:00-16:00:00;09:30:00-16:00:00";
        let result = split_hours(hours);

        assert_eq!(result.len(), 2, "Should split into 2 parts");
        assert_eq!(result[0], "09:30:00-16:00:00", "First part should match");
        assert_eq!(result[1], "09:30:00-16:00:00", "Second part should match");

        // Test with empty string
        let empty = "";
        let empty_result = split_hours(empty);
        assert_eq!(empty_result.len(), 1, "Empty string should produce one empty element");
        assert_eq!(empty_result[0], "", "Empty string result should be empty");
    }

    // Test for split_to_vec function
    #[test]
    fn test_split_to_vec() {
        let values = "SMART,ISLAND,NYSE,ARCA";
        let result = split_to_vec(values);

        assert_eq!(result.len(), 4, "Should split into 4 parts");
        assert_eq!(result[0], "SMART", "First part should be SMART");
        assert_eq!(result[1], "ISLAND", "Second part should be ISLAND");
        assert_eq!(result[2], "NYSE", "Third part should be NYSE");
        assert_eq!(result[3], "ARCA", "Fourth part should be ARCA");

        // Test with empty string
        let empty = "";
        let empty_result = split_to_vec(empty);
        assert_eq!(empty_result.len(), 1, "Empty string should produce one empty element");
        assert_eq!(empty_result[0], "", "Empty string result should be empty");
    }

    #[test]
    fn test_decode_option_chain() {
        // Assemble
        // The message format should be: message_type, request_id, exchange, underlying_contract_id, trading_class, multiplier, expirations_count, expirations, strikes_count, strikes
        let mut message = ResponseMessage::from_simple("75|9000|NYSE|789456|GOOG|100|3|2023-06|2023-09|2023-12|3|100.5|110.0|120.5|");

        // Activate
        let option_chain = decode_option_chain(&mut message).expect("error decoding option chain");

        // Assert
        assert_eq!(option_chain.exchange, "NYSE", "option_chain.exchange");
        assert_eq!(option_chain.underlying_contract_id, 789456, "option_chain.underlying_contract_id");
        assert_eq!(option_chain.trading_class, "GOOG", "option_chain.trading_class");
        assert_eq!(option_chain.multiplier, "100", "option_chain.multiplier");
        assert_eq!(option_chain.expirations.len(), 3, "option_chain.expirations.len()");
        assert_eq!(option_chain.expirations[0], "2023-06", "option_chain.expirations[0]");
        assert_eq!(option_chain.expirations[1], "2023-09", "option_chain.expirations[1]");
        assert_eq!(option_chain.expirations[2], "2023-12", "option_chain.expirations[2]");
        assert_eq!(option_chain.strikes.len(), 3, "option_chain.strikes.len()");
        assert_eq!(option_chain.strikes[0], 100.5, "option_chain.strikes[0]");
        assert_eq!(option_chain.strikes[1], 110.0, "option_chain.strikes[1]");
        assert_eq!(option_chain.strikes[2], 120.5, "option_chain.strikes[2]");
    }

    #[test]
    fn test_read_last_trade_date() {
        // Assemble
        let mut contract = ContractDetails::default();

        // Test with dash separator
        // Activate
        read_last_trade_date(&mut contract, "2023-06-15", false).expect("error reading last trade date");

        // Assert
        assert_eq!(
            contract.contract.last_trade_date_or_contract_month, "2023",
            "contract.last_trade_date_or_contract_month"
        );
        assert_eq!(contract.last_trade_time, "06", "contract.last_trade_time");

        // Test with space separator
        // Assemble
        let mut contract = ContractDetails::default();

        // Activate
        read_last_trade_date(&mut contract, "2023 06 15", false).expect("error reading last trade date");

        // Assert
        assert_eq!(
            contract.contract.last_trade_date_or_contract_month, "2023",
            "contract.last_trade_date_or_contract_month"
        );
        assert_eq!(contract.last_trade_time, "06", "contract.last_trade_time");

        // Test for bond
        // Assemble
        let mut contract = ContractDetails::default();

        // Activate
        read_last_trade_date(&mut contract, "2030 01 15 GMT", true).expect("error reading last trade date");

        // Assert
        assert_eq!(contract.maturity, "2030", "contract.maturity");
        assert_eq!(contract.last_trade_time, "01", "contract.last_trade_time");
        assert_eq!(contract.time_zone_id, "15", "contract.time_zone_id");

        // Test with empty string
        // Assemble
        let mut contract = ContractDetails::default();

        // Activate
        read_last_trade_date(&mut contract, "", false).expect("error reading last trade date");

        // Assert
        assert_eq!(
            contract.contract.last_trade_date_or_contract_month, "",
            "contract.last_trade_date_or_contract_month should be empty"
        );
        assert_eq!(contract.last_trade_time, "", "contract.last_trade_time should be empty");
    }

    #[test]
    fn test_next_optional_double() {
        // Assemble
        let mut message = ResponseMessage::from_simple("1.25|2.50|-1.0|-2.0|");

        // Activate
        let result1 = next_optional_double(&mut message, -1.0).expect("error decoding optional double");
        let result2 = next_optional_double(&mut message, -1.0).expect("error decoding optional double");
        let result3 = next_optional_double(&mut message, -1.0).expect("error decoding optional double");
        let result4 = next_optional_double(&mut message, -2.0).expect("error decoding optional double");

        // Assert
        assert_eq!(result1, Some(1.25), "result1 should be Some(1.25)");
        assert_eq!(result2, Some(2.50), "result2 should be Some(2.50)");
        assert_eq!(result3, None, "result3 should be None because it matches none_value (-1.0)");
        assert_eq!(result4, None, "result4 should be None because it matches none_value (-2.0)");
    }

    #[test]
    fn test_decode_option_computation() {
        // Assemble
        // Message format: message_type, request_id, tick_type, tick_attribute, implied_vol, delta, option_price, dividend, gamma, vega, theta, underlying_price
        let mut message = ResponseMessage::from_simple("10|123|13|1|0.25|0.45|155.25|0.75|0.05|0.15|0.10|150.0|");

        // Activate
        let computation =
            decode_option_computation(server_versions::PRICE_BASED_VOLATILITY, &mut message).expect("error decoding option computation");

        // Assert
        assert_eq!(computation.field, TickType::ModelOption, "computation.field");
        assert_eq!(computation.tick_attribute, Some(1), "computation.tick_attribute");
        assert_eq!(computation.implied_volatility, Some(0.25), "computation.implied_volatility");
        assert_eq!(computation.delta, Some(0.45), "computation.delta");
        assert_eq!(computation.option_price, Some(155.25), "computation.option_price");
        assert_eq!(computation.present_value_dividend, Some(0.75), "computation.present_value_dividend");
        assert_eq!(computation.gamma, Some(0.05), "computation.gamma");
        assert_eq!(computation.vega, Some(0.15), "computation.vega");
        assert_eq!(computation.theta, Some(0.10), "computation.theta");
        assert_eq!(computation.underlying_price, Some(150.0), "computation.underlying_price");
    }

    #[test]
    fn test_decode_contract_descriptions() {
        // Assemble
        // Format: message_type, request_id, count, contract_id, symbol, security_type, primary_exchange, currency, derivative_sec_types_count, deriv_types, description, issuer_id
        let mut message = ResponseMessage::from_simple(
            "81|42|2|12345|AAPL|STK|NASDAQ|USD|2|OPT|WAR|Apple Inc.|AAPL123|67890|MSFT|STK|NASDAQ|USD|1|OPT|Microsoft Corp.|MSFT456|",
        );

        // Activate
        let descriptions = decode_contract_descriptions(server_versions::BOND_ISSUERID, &mut message).expect("error decoding contract descriptions");

        // Assert
        assert_eq!(descriptions.len(), 2, "descriptions.len()");

        // First contract
        assert_eq!(descriptions[0].contract.contract_id, 12345, "descriptions[0].contract.contract_id");
        assert_eq!(descriptions[0].contract.symbol, Symbol::from("AAPL"), "descriptions[0].contract.symbol");
        assert_eq!(
            descriptions[0].contract.security_type,
            SecurityType::Stock,
            "descriptions[0].contract.security_type"
        );
        assert_eq!(
            descriptions[0].contract.primary_exchange,
            Exchange::from("NASDAQ"),
            "descriptions[0].contract.primary_exchange"
        );
        assert_eq!(
            descriptions[0].contract.currency,
            Currency::from("USD"),
            "descriptions[0].contract.currency"
        );
        assert_eq!(
            descriptions[0].derivative_security_types.len(),
            2,
            "descriptions[0].derivative_security_types.len()"
        );
        assert_eq!(
            descriptions[0].derivative_security_types[0], "OPT",
            "descriptions[0].derivative_security_types[0]"
        );
        assert_eq!(
            descriptions[0].derivative_security_types[1], "WAR",
            "descriptions[0].derivative_security_types[1]"
        );
        assert_eq!(descriptions[0].contract.description, "Apple Inc.", "descriptions[0].contract.description");
        assert_eq!(descriptions[0].contract.issuer_id, "AAPL123", "descriptions[0].contract.issuer_id");

        // Second contract
        assert_eq!(descriptions[1].contract.contract_id, 67890, "descriptions[1].contract.contract_id");
        assert_eq!(descriptions[1].contract.symbol, Symbol::from("MSFT"), "descriptions[1].contract.symbol");
        assert_eq!(
            descriptions[1].contract.security_type,
            SecurityType::Stock,
            "descriptions[1].contract.security_type"
        );
        assert_eq!(
            descriptions[1].contract.primary_exchange,
            Exchange::from("NASDAQ"),
            "descriptions[1].contract.primary_exchange"
        );
        assert_eq!(
            descriptions[1].contract.currency,
            Currency::from("USD"),
            "descriptions[1].contract.currency"
        );
        assert_eq!(
            descriptions[1].derivative_security_types.len(),
            1,
            "descriptions[1].derivative_security_types.len()"
        );
        assert_eq!(
            descriptions[1].derivative_security_types[0], "OPT",
            "descriptions[1].derivative_security_types[0]"
        );
        assert_eq!(
            descriptions[1].contract.description, "Microsoft Corp.",
            "descriptions[1].contract.description"
        );
        assert_eq!(descriptions[1].contract.issuer_id, "MSFT456", "descriptions[1].contract.issuer_id");
    }

    #[test]
    fn test_decode_contract_details() {
        // Assemble
        // This is a complex test due to the many fields in ContractDetails
        // Creating a more accurate test message with correct field structure
        let mut message = ResponseMessage::from_simple(
            "10|9001|AAPL|STK||0||SMART|USD|AAPL|Apple Inc.|AAPL|12345|0.01|100|\
        ACTIVETIM,AD,ADJUST,ALERT,ALLOC|SMART,AMEX,NYSE,NASDAQ|1000|\
        0|Apple Inc.|NASDAQ|JUN23|TECHNOLOGY|ELECTRONICS|COMPUTERS|US/Eastern|\
        20230630:0930-20230630:1600;20230701:CLOSED|20230630:0930-20230630:1600|VOL=P|1.0|1|ISIN|US0378331005|\
        1|AAPL|STK|26|20230630|COMMON|0.1|0.01|1|",
        );

        // Activate
        let contract_details = decode_contract_details(server_versions::SIZE_RULES, &mut message).expect("error decoding contract details");

        // Assert
        assert_eq!(contract_details.contract.symbol, Symbol::from("AAPL"), "contract.symbol");
        assert_eq!(contract_details.contract.security_type, SecurityType::Stock, "contract.security_type");
        assert_eq!(contract_details.contract.strike, 0.0, "contract.strike");
        assert_eq!(contract_details.contract.right, "", "contract.right");
        assert_eq!(contract_details.contract.exchange, Exchange::from("SMART"), "contract.exchange");
        assert_eq!(contract_details.contract.currency, Currency::from("USD"), "contract.currency");
        assert_eq!(contract_details.contract.local_symbol, "AAPL", "contract.local_symbol");
        assert_eq!(contract_details.market_name, "Apple Inc.", "market_name");
        assert_eq!(contract_details.contract.trading_class, "AAPL", "contract.trading_class");
        assert_eq!(contract_details.contract.contract_id, 12345, "contract.contract_id");
        assert_eq!(contract_details.min_tick, 0.01, "min_tick");
        assert_eq!(contract_details.contract.multiplier, "100", "contract.multiplier");

        // Check order types parsing
        assert_eq!(contract_details.order_types.len(), 5, "order_types.len()");
        assert_eq!(contract_details.order_types[0], "ACTIVETIM", "order_types[0]");
        assert_eq!(contract_details.order_types[1], "AD", "order_types[1]");
        assert_eq!(contract_details.order_types[2], "ADJUST", "order_types[2]");
        assert_eq!(contract_details.order_types[3], "ALERT", "order_types[3]");
        assert_eq!(contract_details.order_types[4], "ALLOC", "order_types[4]");

        // Check valid exchanges parsing
        assert_eq!(contract_details.valid_exchanges.len(), 4, "valid_exchanges.len()");
        assert_eq!(contract_details.valid_exchanges[0], "SMART", "valid_exchanges[0]");
        assert_eq!(contract_details.valid_exchanges[1], "AMEX", "valid_exchanges[1]");
        assert_eq!(contract_details.valid_exchanges[2], "NYSE", "valid_exchanges[2]");
        assert_eq!(contract_details.valid_exchanges[3], "NASDAQ", "valid_exchanges[3]");

        assert_eq!(contract_details.price_magnifier, 1000, "price_magnifier");
        assert_eq!(contract_details.under_contract_id, 0, "under_contract_id");
        assert_eq!(contract_details.long_name, "Apple Inc.", "long_name");
        assert_eq!(
            contract_details.contract.primary_exchange,
            Exchange::from("NASDAQ"),
            "contract.primary_exchange"
        );
        assert_eq!(contract_details.contract_month, "JUN23", "contract_month");
        assert_eq!(contract_details.industry, "TECHNOLOGY", "industry");
        assert_eq!(contract_details.category, "ELECTRONICS", "category");
        assert_eq!(contract_details.subcategory, "COMPUTERS", "subcategory");
        assert_eq!(contract_details.time_zone_id, "US/Eastern", "time_zone_id");

        // Check trading hours parsing
        assert_eq!(contract_details.trading_hours.len(), 2, "trading_hours.len()");
        assert_eq!(contract_details.trading_hours[0], "20230630:0930-20230630:1600", "trading_hours[0]");
        assert_eq!(contract_details.trading_hours[1], "20230701:CLOSED", "trading_hours[1]");

        // Check liquid hours parsing
        assert_eq!(contract_details.liquid_hours.len(), 1, "liquid_hours.len()");
        assert_eq!(contract_details.liquid_hours[0], "20230630:0930-20230630:1600", "liquid_hours[0]");

        assert_eq!(contract_details.ev_rule, "VOL=P", "ev_rule");
        assert_eq!(contract_details.ev_multiplier, 1.0, "ev_multiplier");

        // Check sec_id_list parsing
        assert_eq!(contract_details.sec_id_list.len(), 1, "sec_id_list.len()");
        assert_eq!(contract_details.sec_id_list[0].tag, "ISIN", "sec_id_list[0].tag");
        assert_eq!(contract_details.sec_id_list[0].value, "US0378331005", "sec_id_list[0].value");

        assert_eq!(contract_details.agg_group, 1, "agg_group");
        assert_eq!(contract_details.under_symbol, "AAPL", "under_symbol");
        assert_eq!(contract_details.under_security_type, "STK", "under_security_type");
        assert_eq!(contract_details.market_rule_ids.len(), 1, "market_rule_ids.len()");
        assert_eq!(contract_details.market_rule_ids[0], "26", "market_rule_ids[0]");
        assert_eq!(contract_details.real_expiration_date, "20230630", "real_expiration_date");
        assert_eq!(contract_details.stock_type, "COMMON", "stock_type");
        assert_eq!(contract_details.min_size, 0.1, "min_size");
        assert_eq!(contract_details.size_increment, 0.01, "size_increment");
        assert_eq!(contract_details.suggested_size_increment, 1.0, "suggested_size_increment");
    }

    #[test]
    fn test_decode_contract_details_with_ineligibility_reasons() {
        // STK contract at v200 — no fund fields, but has ineligibility reasons
        // At v200: no message_version read (defaults to 8), LAST_TRADE_DATE field present
        let mut message = ResponseMessage::from_simple(
            "10|9001|AAPL|STK||20230630|0||SMART|USD|AAPL|Apple Inc.|AAPL|12345|0.01|100|\
            ACTIVETIM,AD|SMART,NYSE|1000|\
            0|Apple Inc.|NASDAQ|JUN23|TECHNOLOGY|ELECTRONICS|COMPUTERS|US/Eastern|\
            09:30-16:00|09:30-16:00|VOL=P|1.0|1|ISIN|US0378331005|\
            1|AAPL|STK|26|20230630|COMMON|0.1|0.01|1|\
            2|REASON1|Not eligible for margin|REASON2|Account restriction|",
        );

        let cd = decode_contract_details(200, &mut message).expect("error decoding");

        assert_eq!(cd.ineligibility_reasons.len(), 2);
        assert_eq!(cd.ineligibility_reasons[0].id, "REASON1");
        assert_eq!(cd.ineligibility_reasons[0].description, "Not eligible for margin");
        assert_eq!(cd.ineligibility_reasons[1].id, "REASON2");
        assert_eq!(cd.ineligibility_reasons[1].description, "Account restriction");
    }

    #[test]
    fn test_decode_contract_details_fund_with_all_fields() {
        // FUND contract at v200 — has fund data fields + ineligibility reasons
        let mut message = ResponseMessage::from_simple(
            "10|9001|VFINX|FUND||20990101|0||SMART|USD|VFINX|Vanguard|VFINX|99999|0.01|1|\
            LMT,MKT|SMART|0|\
            0|Vanguard 500 Index Fund|FUNDSERV|JAN00|FUNDS|INDEX|LARGE_CAP|US/Eastern|\
            09:30-16:00|09:30-16:00||0|0|\
            1|VFINX|FUND|26|20990101|COMMON|0.01|0.001|1|\
            Vanguard 500 Index|Vanguard|Index Fund|0.5%|||\
            0.14%|0|0|0|10000|3000|1000|CA,NY|US,PR|N|004|\
            1|INEL1|Fund restriction|",
        );

        let cd = decode_contract_details(200, &mut message).expect("error decoding fund");

        assert_eq!(cd.contract.symbol, Symbol::from("VFINX"));
        assert_eq!(cd.contract.security_type, SecurityType::MutualFund);

        // Fund fields
        assert_eq!(cd.fund_name, "Vanguard 500 Index");
        assert_eq!(cd.fund_family, "Vanguard");
        assert_eq!(cd.fund_type, "Index Fund");
        assert_eq!(cd.fund_front_load, "0.5%");
        assert_eq!(cd.fund_back_load, "");
        assert_eq!(cd.fund_back_load_time_interval, "");
        assert_eq!(cd.fund_management_fee, "0.14%");
        assert!(!cd.fund_closed);
        assert!(!cd.fund_closed_for_new_investors);
        assert!(!cd.fund_closed_for_new_money);
        assert_eq!(cd.fund_notify_amount, "10000");
        assert_eq!(cd.fund_minimum_initial_purchase, "3000");
        assert_eq!(cd.fund_subsequent_minimum_purchase, "1000");
        assert_eq!(cd.fund_blue_sky_states, "CA,NY");
        assert_eq!(cd.fund_blue_sky_territories, "US,PR");
        assert_eq!(cd.fund_distribution_policy_indicator, FundDistributionPolicyIndicator::AccumulationFund);
        assert_eq!(cd.fund_asset_type, FundAssetType::Equity);

        // Ineligibility reasons
        assert_eq!(cd.ineligibility_reasons.len(), 1);
        assert_eq!(cd.ineligibility_reasons[0].id, "INEL1");
        assert_eq!(cd.ineligibility_reasons[0].description, "Fund restriction");
    }

    #[test]
    fn test_decode_contract_details_stock_skips_fund_fields() {
        // STK at v200 — no fund fields sent, just ineligibility count = 0
        let mut message = ResponseMessage::from_simple(
            "10|9001|AAPL|STK||20230630|0||SMART|USD|AAPL|Apple Inc.|AAPL|12345|0.01|100|\
            LMT|SMART|1000|\
            0|Apple Inc.|NASDAQ|JUN23|TECH|ELEC|COMP|US/Eastern|\
            09:30-16:00|09:30-16:00|VOL=P|1.0|1|ISIN|US0378331005|\
            1|AAPL|STK|26|20230630|COMMON|0.1|0.01|1|\
            0|",
        );

        let cd = decode_contract_details(200, &mut message).expect("error decoding");

        assert_eq!(cd.contract.security_type, SecurityType::Stock);
        assert_eq!(cd.fund_name, "");
        assert!(cd.ineligibility_reasons.is_empty());
    }
}