ibapi 3.0.0

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

use super::super::{Contract, SecurityType};
use crate::messages::OutgoingMessages;
use crate::Error;

pub(crate) fn encode_request_contract_data(request_id: i32, contract: &Contract) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use prost::Message;
    let request = crate::proto::ContractDataRequest {
        req_id: Some(request_id),
        contract: Some(crate::proto::encoders::encode_contract(contract)),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::RequestContractData as i32,
        &request.encode_to_vec(),
    ))
}

pub(crate) fn encode_request_matching_symbols(request_id: i32, pattern: &str) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use prost::Message;
    let request = crate::proto::MatchingSymbolsRequest {
        req_id: Some(request_id),
        pattern: Some(pattern.to_string()),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::RequestMatchingSymbols as i32,
        &request.encode_to_vec(),
    ))
}

pub(crate) fn encode_request_market_rule(market_rule_id: i32) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use prost::Message;
    let request = crate::proto::MarketRuleRequest {
        market_rule_id: Some(market_rule_id),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::RequestMarketRule as i32,
        &request.encode_to_vec(),
    ))
}

pub(crate) fn encode_request_smart_components(request_id: i32, bbo_exchange: &str) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use prost::Message;
    let request = crate::proto::SmartComponentsRequest {
        req_id: Some(request_id),
        bbo_exchange: Some(bbo_exchange.to_string()),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::RequestSmartComponents as i32,
        &request.encode_to_vec(),
    ))
}

pub(crate) fn encode_calculate_option_price(request_id: i32, contract: &Contract, volatility: f64, underlying_price: f64) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use prost::Message;
    let request = crate::proto::CalculateOptionPriceRequest {
        req_id: Some(request_id),
        contract: Some(crate::proto::encoders::encode_contract(contract)),
        volatility: Some(volatility),
        under_price: Some(underlying_price),
        option_price_options: Default::default(),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::ReqCalcOptionPrice as i32,
        &request.encode_to_vec(),
    ))
}

pub(crate) fn encode_calculate_implied_volatility(
    request_id: i32,
    contract: &Contract,
    option_price: f64,
    underlying_price: f64,
) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use prost::Message;
    let request = crate::proto::CalculateImpliedVolatilityRequest {
        req_id: Some(request_id),
        contract: Some(crate::proto::encoders::encode_contract(contract)),
        option_price: Some(option_price),
        under_price: Some(underlying_price),
        implied_volatility_options: Default::default(),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::ReqCalcImpliedVolat as i32,
        &request.encode_to_vec(),
    ))
}

pub(crate) fn encode_cancel_option_computation(message_type: OutgoingMessages, request_id: i32) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use prost::Message;
    match message_type {
        OutgoingMessages::CancelOptionPrice => {
            let request = crate::proto::CancelCalculateOptionPrice { req_id: Some(request_id) };
            Ok(encode_protobuf_message(
                OutgoingMessages::CancelOptionPrice as i32,
                &request.encode_to_vec(),
            ))
        }
        OutgoingMessages::CancelImpliedVolatility => {
            let request = crate::proto::CancelCalculateImpliedVolatility { req_id: Some(request_id) };
            Ok(encode_protobuf_message(
                OutgoingMessages::CancelImpliedVolatility as i32,
                &request.encode_to_vec(),
            ))
        }
        _ => Err(Error::InvalidArgument(format!(
            "unexpected message type for cancel option computation: {message_type:?}"
        ))),
    }
}

pub(crate) fn encode_cancel_contract_data(request_id: i32) -> Result<Vec<u8>, Error> {
    crate::proto::encoders::encode_cancel_by_id!(request_id, CancelContractData, OutgoingMessages::CancelContractData)
}

pub(in crate::contracts) fn encode_request_option_chain(
    request_id: i32,
    symbol: &str,
    exchange: &str,
    security_type: SecurityType,
    contract_id: i32,
) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use prost::Message;
    let request = crate::proto::SecDefOptParamsRequest {
        req_id: Some(request_id),
        underlying_symbol: Some(symbol.to_string()),
        fut_fop_exchange: Some(exchange.to_string()),
        underlying_sec_type: Some(security_type.to_string()),
        underlying_con_id: Some(contract_id),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::RequestSecurityDefinitionOptionalParameters as i32,
        &request.encode_to_vec(),
    ))
}

// Encoder coverage lives end-to-end in `contracts/{sync,async}/tests.rs`
// (via `assert_request<B>`) and in `stream_decoders::test_cancel_messages`
// (option-computation cancel dispatch).