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use super::common::{decoders, encoders, verify};
use super::*;
use crate::client::blocking::{ClientRequestBuilders, Subscription};
use crate::common::request_helpers;
use crate::messages::{IncomingMessages, OutgoingMessages};
use crate::protocol::{check_version, Features};
use crate::subscriptions::StreamDecoder;
use crate::{client::sync::Client, Error};
use log::{error, info};
impl Client {
/// Requests contract information.
///
/// Provides all the contracts matching the contract provided. It can also be used to retrieve complete options and futures chains. Though it is now (in API version > 9.72.12) advised to use [Client::option_chain] for that purpose.
///
/// # Arguments
/// * `contract` - The [Contract] used as sample to query the available contracts. Typically, it will contain the [Contract]'s symbol, currency, security_type, and exchange.
///
/// # Examples
///
/// ```no_run
/// use ibapi::client::blocking::Client;
/// use ibapi::contracts::Contract;
///
/// let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
///
/// let contract = Contract::stock("TSLA").build();
/// let results = client.contract_details(&contract).expect("request failed");
/// for contract_detail in results {
/// println!("contract: {contract_detail:?}");
/// }
/// ```
pub fn contract_details(&self, contract: &Contract) -> Result<Vec<ContractDetails>, Error> {
verify::verify_contract(self.server_version, contract)?;
let builder = self.request();
let request_id = builder.request_id();
let packet = encoders::encode_request_contract_data(request_id, contract)?;
let responses = builder.send_raw(packet)?;
let mut contract_details: Vec<ContractDetails> = Vec::default();
while let Some(response) = responses.next() {
log::debug!("response: {response:#?}");
match response {
Ok(mut message) if message.message_type() == IncomingMessages::ContractData => {
let decoded = decoders::decode_contract_details(self.server_version, &mut message)?;
contract_details.push(decoded);
}
Ok(message) if message.message_type() == IncomingMessages::ContractDataEnd => return Ok(contract_details),
Ok(message) if message.message_type() == IncomingMessages::Error => return Err(Error::from(message)),
Ok(message) => return Err(Error::unexpected_response(&message)),
Err(e) => return Err(e),
}
}
Err(Error::UnexpectedEndOfStream)
}
/// Cancels an in-flight contract details request.
///
/// # Arguments
/// * `request_id` - The request ID returned by a prior `contract_details` call.
pub fn cancel_contract_details(&self, request_id: i32) -> Result<(), Error> {
check_version(self.server_version, Features::CANCEL_CONTRACT_DATA)?;
let message = encoders::encode_cancel_contract_data(request_id)?;
self.send_message(message)?;
Ok(())
}
/// Requests details about a given market rule
///
/// The market rule for an instrument on a particular exchange provides details about how the minimum price increment changes with price.
/// A list of market rule ids can be obtained by invoking [Self::contract_details()] for a particular contract.
/// The returned market rule ID list will provide the market rule ID for the instrument in the correspond valid exchange list in [`crate::contracts::ContractDetails`].
pub fn market_rule(&self, market_rule_id: i32) -> Result<MarketRule, Error> {
check_version(self.server_version, Features::MARKET_RULES)?;
let request = encoders::encode_request_market_rule(market_rule_id)?;
let subscription = self.shared_request(OutgoingMessages::RequestMarketRule).send_raw(request)?;
match subscription.next() {
Some(Ok(mut message)) => Ok(decoders::decode_market_rule(&mut message)?),
Some(Err(e)) => Err(e),
None => Err(Error::UnexpectedEndOfStream),
}
}
/// Requests the underlying exchanges that contribute to a consolidated (BBO) feed.
///
/// Given a BBO exchange code (an opaque per-session token, e.g. `"a6"`),
/// returns the list of underlying exchanges with each entry's bit
/// position, full exchange name, and single-letter abbreviation. Useful
/// for decoding the `mdSize` / `mdMask` bitmaps on tick-by-tick and
/// market-depth streams. The token is typically obtained from the
/// `LAST_EXCHANGE` market-data tick (tick type 84).
///
/// # Arguments
/// * `bbo_exchange` - The BBO exchange token (e.g. `"a6"`).
///
/// # Examples
///
/// ```no_run
/// use ibapi::client::blocking::Client;
///
/// let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
///
/// let components = client.smart_components("a6").expect("request failed");
/// for component in &components {
/// println!("bit {}: {} ({})", component.bit_number, component.exchange, component.exchange_letter);
/// }
/// ```
pub fn smart_components(&self, bbo_exchange: &str) -> Result<Vec<SmartComponent>, Error> {
check_version(self.server_version, Features::SMART_COMPONENTS)?;
request_helpers::blocking::one_shot_request_with_retry(
self,
|request_id| encoders::encode_request_smart_components(request_id, bbo_exchange),
decoders::decode_smart_components_message,
|| Err(Error::UnexpectedEndOfStream),
)
}
/// Requests matching stock symbols.
///
/// # Arguments
/// * `pattern` - Either start of ticker symbol or (for larger strings) company name.
///
/// # Examples
///
/// ```no_run
/// use ibapi::client::blocking::Client;
///
/// let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
///
/// let contracts = client.matching_symbols("IB").expect("request failed");
/// for contract in contracts {
/// println!("contract: {contract:?}");
/// }
/// ```
pub fn matching_symbols(&self, pattern: &str) -> Result<Vec<ContractDescription>, Error> {
check_version(self.server_version, Features::REQ_MATCHING_SYMBOLS)?;
let builder = self.request();
let request_id = builder.request_id();
let request = encoders::encode_request_matching_symbols(request_id, pattern)?;
let subscription = builder.send_raw(request)?;
if let Some(Ok(mut message)) = subscription.next() {
match message.message_type() {
IncomingMessages::SymbolSamples => {
return decoders::decode_contract_descriptions(self.server_version, &mut message);
}
IncomingMessages::Error => {
error!("unexpected error: {message:?}");
return Err(Error::unexpected_response(&message));
}
_ => {
info!("unexpected message: {message:?}");
return Err(Error::unexpected_response(&message));
}
}
}
Ok(Vec::new())
}
/// Calculates an option's price based on the provided volatility and its underlying's price.
///
/// # Arguments
/// * `contract` - The [Contract] object representing the option for which the calculation is being requested.
/// * `volatility` - Hypothetical volatility as a percentage (e.g., 20.0 for 20%).
/// * `underlying_price` - Hypothetical price of the underlying asset.
///
/// # Examples
///
/// ```no_run
/// use ibapi::client::blocking::Client;
/// use ibapi::contracts::{Contract, OptionRight};
///
/// let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
///
/// let contract = Contract::option("AAPL", "20251219", 150.0, OptionRight::Call);
/// let calculation = client.calculate_option_price(&contract, 100.0, 235.0).expect("request failed");
/// println!("calculation: {calculation:?}");
/// ```
pub fn calculate_option_price(&self, contract: &Contract, volatility: f64, underlying_price: f64) -> Result<OptionComputation, Error> {
check_version(self.server_version, Features::REQ_CALC_OPTION_PRICE)?;
let builder = self.request();
let request_id = builder.request_id();
let message = encoders::encode_calculate_option_price(request_id, contract, volatility, underlying_price)?;
let subscription = builder.send_raw(message)?;
match subscription.next() {
Some(Ok(mut message)) => OptionComputation::decode(&self.decoder_context(), &mut message),
Some(Err(e)) => Err(e),
None => Err(Error::UnexpectedEndOfStream),
}
}
/// Calculates the implied volatility based on the hypothetical option price and underlying price.
///
/// # Arguments
/// * `contract` - The [Contract] object representing the option for which the calculation is being requested.
/// * `option_price` - Hypothetical option price.
/// * `underlying_price` - Hypothetical price of the underlying asset.
///
/// # Examples
///
/// ```no_run
/// use ibapi::client::blocking::Client;
/// use ibapi::contracts::{Contract, OptionRight};
///
/// let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
///
/// let contract = Contract::option("AAPL", "20230519", 150.0, OptionRight::Call);
/// let calculation = client.calculate_implied_volatility(&contract, 25.0, 235.0).expect("request failed");
/// println!("calculation: {calculation:?}");
/// ```
pub fn calculate_implied_volatility(&self, contract: &Contract, option_price: f64, underlying_price: f64) -> Result<OptionComputation, Error> {
check_version(self.server_version, Features::REQ_CALC_IMPLIED_VOLAT)?;
let builder = self.request();
let request_id = builder.request_id();
let message = encoders::encode_calculate_implied_volatility(request_id, contract, option_price, underlying_price)?;
let subscription = builder.send_raw(message)?;
match subscription.next() {
Some(Ok(mut message)) => OptionComputation::decode(&self.decoder_context(), &mut message),
Some(Err(e)) => Err(e),
None => Err(Error::UnexpectedEndOfStream),
}
}
/// Requests security definition option parameters for viewing a contract's option chain.
///
/// # Arguments
/// `symbol` - Contract symbol of the underlying.
/// `exchange` - The exchange on which the returned options are trading. Can be set to the empty string for all exchanges.
/// `security_type` - The type of the underlying security, i.e. STK
/// `contract_id` - The contract ID of the underlying security.
///
/// # Examples
///
/// ```no_run
/// use ibapi::client::blocking::Client;
/// use ibapi::contracts::SecurityType;
///
/// let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
///
/// let symbol = "AAPL";
/// let exchange = ""; // all exchanges
/// let security_type = SecurityType::Stock;
/// let contract_id = 265598;
///
/// let subscription = client
/// .option_chain(symbol, exchange, security_type, contract_id)
/// .expect("request option chain failed!");
///
/// for option_chain in &subscription {
/// println!("{option_chain:?}")
/// }
/// ```
pub fn option_chain(
&self,
symbol: &str,
exchange: &str,
security_type: SecurityType,
contract_id: i32,
) -> Result<Subscription<OptionChain>, Error> {
request_helpers::blocking::request_with_id(self, Features::SEC_DEF_OPT_PARAMS_REQ, |request_id| {
encoders::encode_request_option_chain(request_id, symbol, exchange, security_type, contract_id)
})
}
}
#[cfg(test)]
#[path = "sync_tests.rs"]
mod tests;