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.
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use crate::contracts::{Contract, TagValue};
use crate::market_data::realtime::WhatToShow;
use crate::messages::OutgoingMessages;
use crate::Error;

pub(crate) fn encode_request_realtime_bars(
    request_id: i32,
    contract: &Contract,
    what_to_show: &WhatToShow,
    use_rth: bool,
    options: &[TagValue],
) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use crate::proto::encoders::some_bool;
    use prost::Message;
    let request = crate::proto::RealTimeBarsRequest {
        req_id: Some(request_id),
        contract: Some(crate::proto::encoders::encode_contract(contract)),
        bar_size: Some(0),
        what_to_show: Some(what_to_show.to_string()),
        use_rth: some_bool(use_rth),
        real_time_bars_options: crate::proto::encoders::tag_values_to_map(options),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::RequestRealTimeBars as i32,
        &request.encode_to_vec(),
    ))
}

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

pub(crate) fn encode_tick_by_tick(
    request_id: i32,
    contract: &Contract,
    tick_type: &str,
    number_of_ticks: i32,
    ignore_size: bool,
) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use crate::proto::encoders::{some_bool, some_str};
    use prost::Message;
    let request = crate::proto::TickByTickRequest {
        req_id: Some(request_id),
        contract: Some(crate::proto::encoders::encode_contract(contract)),
        tick_type: some_str(tick_type),
        number_of_ticks: Some(number_of_ticks),
        ignore_size: some_bool(ignore_size),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::RequestTickByTickData as i32,
        &request.encode_to_vec(),
    ))
}

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

pub(crate) fn encode_request_market_depth(request_id: i32, contract: &Contract, number_of_rows: i32, is_smart_depth: bool) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use crate::proto::encoders::some_bool;
    use prost::Message;
    let request = crate::proto::MarketDepthRequest {
        req_id: Some(request_id),
        contract: Some(crate::proto::encoders::encode_contract(contract)),
        num_rows: Some(number_of_rows),
        is_smart_depth: some_bool(is_smart_depth),
        market_depth_options: Default::default(),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::RequestMarketDepth as i32,
        &request.encode_to_vec(),
    ))
}

pub(crate) fn encode_cancel_market_depth(request_id: i32, is_smart_depth: bool) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use crate::proto::encoders::some_bool;
    use prost::Message;
    let request = crate::proto::CancelMarketDepth {
        req_id: Some(request_id),
        is_smart_depth: some_bool(is_smart_depth),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::CancelMarketDepth as i32,
        &request.encode_to_vec(),
    ))
}

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

pub(crate) fn encode_request_market_data(
    request_id: i32,
    contract: &Contract,
    generic_ticks: &[&str],
    snapshot: bool,
    regulatory_snapshot: bool,
) -> Result<Vec<u8>, Error> {
    use crate::messages::encode_protobuf_message;
    use crate::proto::encoders::{some_bool, some_str};
    use prost::Message;
    let joined = generic_ticks.join(",");
    let request = crate::proto::MarketDataRequest {
        req_id: Some(request_id),
        contract: Some(crate::proto::encoders::encode_contract(contract)),
        generic_tick_list: some_str(&joined),
        snapshot: some_bool(snapshot),
        regulatory_snapshot: some_bool(regulatory_snapshot),
        market_data_options: Default::default(),
    };
    Ok(encode_protobuf_message(
        OutgoingMessages::RequestMarketData as i32,
        &request.encode_to_vec(),
    ))
}

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

// Per-encoder body assertions live in the migrated sync/async tests via
// `assert_request<B>(builder)`; cancel encoders are exercised through their
// production paths (e.g. subscription drop handlers).