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
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

use crate::contracts::Contract;
use crate::market_data::realtime::{BidAsk, MidPoint, Trade};
use crate::market_data::IgnoreSize;
use crate::Error;

#[cfg(test)]
#[path = "tick_by_tick_tests.rs"]
mod tests;

/// Builder for tick-by-tick real-time subscriptions.
///
/// Pick a tick stream with the terminal method matching the data you want:
/// [`.last()`](Self::last) / [`.all_last()`](Self::all_last) /
/// [`.bid_ask(...)`](Self::bid_ask) / [`.mid_point()`](Self::mid_point). Each
/// terminal returns its own correctly-typed [`Subscription`] —
/// [`Trade`](crate::market_data::realtime::Trade) for the two trade variants,
/// [`BidAsk`](crate::market_data::realtime::BidAsk) for bid/ask, and
/// [`MidPoint`](crate::market_data::realtime::MidPoint) for mid-point.
///
/// `ignore_size` is only meaningful for the bid/ask stream — IBKR ignores the
/// flag on the trade and mid-point streams — so it lives on the
/// [`.bid_ask(...)`](Self::bid_ask) terminal alone.
///
/// [`Subscription`]: crate::subscriptions::Subscription
#[must_use = "TickByTickBuilder does nothing until you call .last(), .all_last(), .bid_ask(...), or .mid_point()"]
pub struct TickByTickBuilder<'a, C> {
    client: &'a C,
    contract: &'a Contract,
    number_of_ticks: i32,
}

impl<'a, C> TickByTickBuilder<'a, C> {
    pub(crate) fn new(client: &'a C, contract: &'a Contract, number_of_ticks: i32) -> Self {
        Self {
            client,
            contract,
            number_of_ticks,
        }
    }
}

#[cfg(feature = "sync")]
impl<'a> TickByTickBuilder<'a, crate::client::sync::Client> {
    /// Subscribe to the `Last` trade stream.
    ///
    /// # 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("AAPL").build();
    ///
    /// let trades = client
    ///     .tick_by_tick(&contract, 10)
    ///     .last()
    ///     .expect("tick-by-tick last request failed");
    ///
    /// for trade in trades.iter_data().take(10) {
    ///     match trade {
    ///         Ok(trade) => println!("{trade:?}"),
    ///         Err(e) => { eprintln!("error: {e:?}"); break; }
    ///     }
    /// }
    /// ```
    pub fn last(self) -> Result<crate::subscriptions::sync::Subscription<Trade>, Error> {
        crate::market_data::realtime::sync::tick_by_tick::<Trade>(self.client, self.contract, "Last", self.number_of_ticks, false)
    }

    /// Subscribe to the `AllLast` trade stream (includes special-condition trades).
    ///
    /// # 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("AAPL").build();
    ///
    /// let trades = client
    ///     .tick_by_tick(&contract, 10)
    ///     .all_last()
    ///     .expect("tick-by-tick all-last request failed");
    ///
    /// for trade in trades.iter_data().take(10) {
    ///     match trade {
    ///         Ok(trade) => println!("{trade:?}"),
    ///         Err(e) => { eprintln!("error: {e:?}"); break; }
    ///     }
    /// }
    /// ```
    pub fn all_last(self) -> Result<crate::subscriptions::sync::Subscription<Trade>, Error> {
        crate::market_data::realtime::sync::tick_by_tick::<Trade>(self.client, self.contract, "AllLast", self.number_of_ticks, false)
    }

    /// Subscribe to the `BidAsk` stream. Pass [`IgnoreSize::Yes`] to drop tick
    /// sizes from the response.
    ///
    /// # Examples
    ///
    /// ```no_run
    /// use ibapi::client::blocking::Client;
    /// use ibapi::contracts::Contract;
    /// use ibapi::market_data::IgnoreSize;
    ///
    /// let client = Client::connect("127.0.0.1:4002", 100).expect("connection failed");
    /// let contract = Contract::stock("AAPL").build();
    ///
    /// let quotes = client
    ///     .tick_by_tick(&contract, 10)
    ///     .bid_ask(IgnoreSize::No)
    ///     .expect("tick-by-tick bid/ask request failed");
    ///
    /// for quote in quotes.iter_data().take(10) {
    ///     match quote {
    ///         Ok(quote) => println!("{quote:?}"),
    ///         Err(e) => { eprintln!("error: {e:?}"); break; }
    ///     }
    /// }
    /// ```
    pub fn bid_ask(self, ignore_size: IgnoreSize) -> Result<crate::subscriptions::sync::Subscription<BidAsk>, Error> {
        crate::market_data::realtime::sync::tick_by_tick::<BidAsk>(
            self.client,
            self.contract,
            "BidAsk",
            self.number_of_ticks,
            matches!(ignore_size, IgnoreSize::Yes),
        )
    }

    /// Subscribe to the `MidPoint` stream.
    ///
    /// # 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("AAPL").build();
    ///
    /// let midpoints = client
    ///     .tick_by_tick(&contract, 10)
    ///     .mid_point()
    ///     .expect("tick-by-tick mid-point request failed");
    ///
    /// for mp in midpoints.iter_data().take(10) {
    ///     match mp {
    ///         Ok(mp) => println!("{mp:?}"),
    ///         Err(e) => { eprintln!("error: {e:?}"); break; }
    ///     }
    /// }
    /// ```
    pub fn mid_point(self) -> Result<crate::subscriptions::sync::Subscription<MidPoint>, Error> {
        crate::market_data::realtime::sync::tick_by_tick::<MidPoint>(self.client, self.contract, "MidPoint", self.number_of_ticks, false)
    }
}

#[cfg(feature = "async")]
impl<'a> TickByTickBuilder<'a, crate::client::r#async::Client> {
    /// Subscribe to the `Last` trade stream.
    ///
    /// # Examples
    ///
    /// ```no_run
    /// use ibapi::prelude::*;
    ///
    /// #[tokio::main]
    /// async fn main() {
    ///     let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
    ///     let contract = Contract::stock("AAPL").build();
    ///
    ///     let mut trades = client
    ///         .tick_by_tick(&contract, 10)
    ///         .last()
    ///         .await
    ///         .expect("tick-by-tick last request failed");
    ///
    ///     while let Some(item) = trades.next().await {
    ///         match item {
    ///             Ok(SubscriptionItem::Data(t)) => println!("{t:?}"),
    ///             Ok(SubscriptionItem::Notice(n)) => eprintln!("notice: {n}"),
    ///             Err(e) => { eprintln!("error: {e}"); break; }
    ///         }
    ///     }
    /// }
    /// ```
    pub async fn last(self) -> Result<crate::subscriptions::Subscription<Trade>, Error> {
        crate::market_data::realtime::r#async::tick_by_tick::<Trade>(self.client, self.contract, "Last", self.number_of_ticks, false).await
    }

    /// Subscribe to the `AllLast` trade stream (includes special-condition trades).
    ///
    /// # Examples
    ///
    /// ```no_run
    /// use ibapi::prelude::*;
    ///
    /// #[tokio::main]
    /// async fn main() {
    ///     let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
    ///     let contract = Contract::stock("AAPL").build();
    ///
    ///     let mut trades = client
    ///         .tick_by_tick(&contract, 10)
    ///         .all_last()
    ///         .await
    ///         .expect("tick-by-tick all-last request failed");
    ///
    ///     while let Some(item) = trades.next().await {
    ///         match item {
    ///             Ok(SubscriptionItem::Data(t)) => println!("{t:?}"),
    ///             Ok(SubscriptionItem::Notice(n)) => eprintln!("notice: {n}"),
    ///             Err(e) => { eprintln!("error: {e}"); break; }
    ///         }
    ///     }
    /// }
    /// ```
    pub async fn all_last(self) -> Result<crate::subscriptions::Subscription<Trade>, Error> {
        crate::market_data::realtime::r#async::tick_by_tick::<Trade>(self.client, self.contract, "AllLast", self.number_of_ticks, false).await
    }

    /// Subscribe to the `BidAsk` stream. Pass [`IgnoreSize::Yes`] to drop tick
    /// sizes from the response.
    ///
    /// # Examples
    ///
    /// ```no_run
    /// use ibapi::prelude::*;
    ///
    /// #[tokio::main]
    /// async fn main() {
    ///     let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
    ///     let contract = Contract::stock("AAPL").build();
    ///
    ///     let mut quotes = client
    ///         .tick_by_tick(&contract, 10)
    ///         .bid_ask(IgnoreSize::No)
    ///         .await
    ///         .expect("tick-by-tick bid/ask request failed");
    ///
    ///     while let Some(item) = quotes.next().await {
    ///         match item {
    ///             Ok(SubscriptionItem::Data(q)) => println!("{q:?}"),
    ///             Ok(SubscriptionItem::Notice(n)) => eprintln!("notice: {n}"),
    ///             Err(e) => { eprintln!("error: {e}"); break; }
    ///         }
    ///     }
    /// }
    /// ```
    pub async fn bid_ask(self, ignore_size: IgnoreSize) -> Result<crate::subscriptions::Subscription<BidAsk>, Error> {
        crate::market_data::realtime::r#async::tick_by_tick::<BidAsk>(
            self.client,
            self.contract,
            "BidAsk",
            self.number_of_ticks,
            matches!(ignore_size, IgnoreSize::Yes),
        )
        .await
    }

    /// Subscribe to the `MidPoint` stream.
    ///
    /// # Examples
    ///
    /// ```no_run
    /// use ibapi::prelude::*;
    ///
    /// #[tokio::main]
    /// async fn main() {
    ///     let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
    ///     let contract = Contract::stock("AAPL").build();
    ///
    ///     let mut midpoints = client
    ///         .tick_by_tick(&contract, 10)
    ///         .mid_point()
    ///         .await
    ///         .expect("tick-by-tick mid-point request failed");
    ///
    ///     while let Some(item) = midpoints.next().await {
    ///         match item {
    ///             Ok(SubscriptionItem::Data(m)) => println!("{m:?}"),
    ///             Ok(SubscriptionItem::Notice(n)) => eprintln!("notice: {n}"),
    ///             Err(e) => { eprintln!("error: {e}"); break; }
    ///         }
    ///     }
    /// }
    /// ```
    pub async fn mid_point(self) -> Result<crate::subscriptions::Subscription<MidPoint>, Error> {
        crate::market_data::realtime::r#async::tick_by_tick::<MidPoint>(self.client, self.contract, "MidPoint", self.number_of_ticks, false).await
    }
}