ibapi 3.0.1

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
//! Asynchronous implementation of order management functionality

use time::OffsetDateTime;

use crate::messages::OutgoingMessages;
use crate::protocol::{check_version, Features};
use crate::subscriptions::Subscription;
use crate::{Client, Error};

use super::common::{decoders, encoders, verify};
use super::*;

impl Client {
    /// Subscribes to order update events. Only one subscription can be active at a time.
    ///
    /// # 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 stream = client.order_update_stream().await.expect("failed to create stream");
    ///     let mut updates = stream.filter_data();
    ///     while let Some(update) = updates.next().await {
    ///         match update {
    ///             Ok(OrderUpdate::OrderStatus(s))      => println!("status: {s:?}"),
    ///             Ok(OrderUpdate::OpenOrder(o))        => println!("open: {o:?}"),
    ///             Ok(OrderUpdate::ExecutionData(e))    => println!("exec: {e:?}"),
    ///             Ok(OrderUpdate::CommissionReport(r)) => println!("commission: {r:?}"),
    ///             Err(e)                                => { eprintln!("err: {e:?}"); break; }
    ///         }
    ///     }
    /// }
    /// ```
    pub async fn order_update_stream(&self) -> Result<Subscription<OrderUpdate>, Error> {
        let internal_subscription = self.create_order_update_subscription().await?;
        Ok(Subscription::new_from_internal_simple::<OrderUpdate>(
            internal_subscription,
            self.message_bus.clone(),
            self.decoder_context(),
        ))
    }

    /// Submits an Order (fire-and-forget).
    ///
    /// # 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 order = client
    ///         .order(&contract)
    ///         .buy(100)
    ///         .market()
    ///         .build()
    ///         .expect("order build");
    ///     let order_id = client.next_valid_order_id().await.expect("next id");
    ///     client.submit_order(order_id, &contract, &order).await.expect("submit failed");
    /// }
    /// ```
    pub async fn submit_order(&self, order_id: i32, contract: &Contract, order: &Order) -> Result<(), Error> {
        verify::verify_order(self, order, order_id)?;
        verify::verify_order_contract(self, contract, order_id)?;

        let request = encoders::encode_place_order(order_id, contract, order)?;
        self.send_message(request).await?;

        Ok(())
    }

    /// Submits an Order with a subscription for updates.
    ///
    /// # 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 order = client
    ///         .order(&contract)
    ///         .buy(100)
    ///         .market()
    ///         .build()
    ///         .expect("order build");
    ///     let order_id = client.next_valid_order_id().await.expect("next id");
    ///     let subscription = client.place_order(order_id, &contract, &order).await.expect("place");
    ///     let mut updates = subscription.filter_data();
    ///     while let Some(update) = updates.next().await {
    ///         println!("{update:?}");
    ///     }
    /// }
    /// ```
    pub async fn place_order(&self, order_id: i32, contract: &Contract, order: &Order) -> Result<Subscription<PlaceOrder>, Error> {
        verify::verify_order(self, order, order_id)?;
        verify::verify_order_contract(self, contract, order_id)?;

        let request = encoders::encode_place_order(order_id, contract, order)?;
        let internal_subscription = self.send_order(order_id, request).await?;

        Ok(Subscription::new_from_internal_simple::<PlaceOrder>(
            internal_subscription,
            self.message_bus.clone(),
            self.decoder_context(),
        ))
    }

    /// Cancels an open [Order].
    ///
    /// # 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");
    ///     // `""` selects immediate cancel (no manual order time).
    ///     let subscription = client.cancel_order(42, "").await.expect("cancel failed");
    ///     // Consume the subscription so cancel confirmations and errors surface.
    ///     let mut updates = subscription.filter_data();
    ///     while let Some(update) = updates.next().await {
    ///         match update {
    ///             Ok(event) => println!("cancel event: {event:?}"),
    ///             Err(e)    => { eprintln!("cancel err: {e:?}"); break; }
    ///         }
    ///     }
    /// }
    /// ```
    pub async fn cancel_order(&self, order_id: i32, manual_order_cancel_time: &str) -> Result<Subscription<CancelOrder>, Error> {
        if !manual_order_cancel_time.is_empty() {
            check_version(self.server_version(), Features::MANUAL_ORDER_TIME)?;
        }

        let request = encoders::encode_cancel_order(order_id, manual_order_cancel_time)?;
        let internal_subscription = self.send_order(order_id, request).await?;

        Ok(Subscription::new_from_internal_simple::<CancelOrder>(
            internal_subscription,
            self.message_bus.clone(),
            self.decoder_context(),
        ))
    }

    /// Cancels all open [Order]s.
    ///
    /// # 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");
    ///     client.global_cancel().await.expect("global_cancel failed");
    /// }
    /// ```
    pub async fn global_cancel(&self) -> Result<(), Error> {
        check_version(self.server_version(), Features::REQ_GLOBAL_CANCEL)?;

        let message = encoders::encode_global_cancel()?;
        self.send_message(message).await?;

        Ok(())
    }

    /// Gets next valid order id
    ///
    /// # 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 next = client.next_valid_order_id().await.expect("next id failed");
    ///     println!("next_valid_order_id: {next}");
    /// }
    /// ```
    pub async fn next_valid_order_id(&self) -> Result<i32, Error> {
        let message = encoders::encode_next_valid_order_id()?;

        let mut internal_subscription = self.send_shared_request(OutgoingMessages::RequestIds, message).await?;

        match internal_subscription.next().await {
            Some(Ok(message)) => {
                let next_order_id = decoders::decode_next_valid_id(&message)?;

                self.set_next_order_id(next_order_id);

                Ok(next_order_id)
            }
            Some(Err(e)) => Err(e),
            None => Err(Error::UnexpectedEndOfStream),
        }
    }

    /// Requests completed [Order]s.
    ///
    /// # 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 subscription = client.completed_orders(true).await.expect("completed_orders failed");
    ///     let mut orders = subscription.filter_data();
    ///     while let Some(order) = orders.next().await {
    ///         println!("{order:?}");
    ///     }
    /// }
    /// ```
    pub async fn completed_orders(&self, api_only: bool) -> Result<Subscription<Orders>, Error> {
        check_version(self.server_version(), Features::COMPLETED_ORDERS)?;

        let request = encoders::encode_completed_orders(api_only)?;

        let internal_subscription = self.send_shared_request(OutgoingMessages::RequestCompletedOrders, request).await?;
        Ok(Subscription::new_from_internal_simple::<Orders>(
            internal_subscription,
            self.message_bus.clone(),
            self.decoder_context(),
        ))
    }

    /// Requests all open orders placed by this specific API client.
    ///
    /// # 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 subscription = client.open_orders().await.expect("open_orders failed");
    ///     let mut orders = subscription.filter_data();
    ///     while let Some(order) = orders.next().await {
    ///         println!("{order:?}");
    ///     }
    /// }
    /// ```
    pub async fn open_orders(&self) -> Result<Subscription<Orders>, Error> {
        let request = encoders::encode_open_orders()?;

        let internal_subscription = self.send_shared_request(OutgoingMessages::RequestOpenOrders, request).await?;
        Ok(Subscription::new_from_internal_simple::<Orders>(
            internal_subscription,
            self.message_bus.clone(),
            self.decoder_context(),
        ))
    }

    /// Requests all *current* open orders in associated accounts.
    ///
    /// # 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 subscription = client.all_open_orders().await.expect("all_open_orders failed");
    ///     let mut orders = subscription.filter_data();
    ///     while let Some(order) = orders.next().await {
    ///         println!("{order:?}");
    ///     }
    /// }
    /// ```
    pub async fn all_open_orders(&self) -> Result<Subscription<Orders>, Error> {
        let request = encoders::encode_all_open_orders()?;

        let internal_subscription = self.send_shared_request(OutgoingMessages::RequestAllOpenOrders, request).await?;
        Ok(Subscription::new_from_internal_simple::<Orders>(
            internal_subscription,
            self.message_bus.clone(),
            self.decoder_context(),
        ))
    }

    /// Requests status updates about future orders placed from TWS.
    ///
    /// # 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 subscription = client.auto_open_orders(true).await.expect("auto_open_orders failed");
    ///     let mut orders = subscription.filter_data();
    ///     while let Some(order) = orders.next().await {
    ///         println!("{order:?}");
    ///     }
    /// }
    /// ```
    pub async fn auto_open_orders(&self, auto_bind: bool) -> Result<Subscription<Orders>, Error> {
        let request = encoders::encode_auto_open_orders(auto_bind)?;

        let internal_subscription = self.send_shared_request(OutgoingMessages::RequestAutoOpenOrders, request).await?;
        Ok(Subscription::new_from_internal_simple::<Orders>(
            internal_subscription,
            self.message_bus.clone(),
            self.decoder_context(),
        ))
    }

    /// Requests current day's executions matching the filter.
    ///
    /// # Examples
    ///
    /// ```no_run
    /// use ibapi::Client;
    /// use ibapi::orders::{ExecutionFilter, ExecutionFilterSide};
    /// use ibapi::subscriptions::SubscriptionItem;
    /// use futures::StreamExt;
    ///
    /// #[tokio::main]
    /// async fn main() {
    ///     let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
    ///     let filter = ExecutionFilter {
    ///         side: Some(ExecutionFilterSide::Buy),
    ///         ..ExecutionFilter::default()
    ///     };
    ///     let mut subscription = client.executions(filter).await.expect("request failed");
    ///
    ///     while let Some(item) = subscription.next().await {
    ///         match item {
    ///             Ok(SubscriptionItem::Data(ex))  => println!("{ex:?}"),
    ///             Ok(SubscriptionItem::Notice(n)) => eprintln!("notice: {n}"),
    ///             Err(e) => eprintln!("Error: {e}"),
    ///         }
    ///     }
    /// }
    /// ```
    pub async fn executions(&self, filter: ExecutionFilter) -> Result<Subscription<Executions>, Error> {
        let request_id = self.next_request_id();
        let request = encoders::encode_executions(request_id, &filter)?;
        let internal_subscription = self.send_request(request_id, request).await?;
        Ok(Subscription::new_from_internal_simple::<Executions>(
            internal_subscription,
            self.message_bus.clone(),
            self.decoder_context(),
        ))
    }

    /// Exercise an option contract.
    ///
    /// # Examples
    ///
    /// ```no_run
    /// use ibapi::prelude::*;
    /// use ibapi::orders::ExerciseAction;
    ///
    /// #[tokio::main]
    /// async fn main() {
    ///     let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
    ///     let contract = Contract::option("AAPL", "20251219", 150.0, OptionRight::Call);
    ///     let subscription = client
    ///         .exercise_options(&contract, ExerciseAction::Exercise, 1, "DU000001", false, None)
    ///         .await
    ///         .expect("exercise_options failed");
    ///     // Consume the subscription so execution updates and commission reports surface.
    ///     let mut events = subscription.filter_data();
    ///     while let Some(event) = events.next().await {
    ///         match event {
    ///             Ok(item) => println!("exercise event: {item:?}"),
    ///             Err(e)   => { eprintln!("exercise err: {e:?}"); break; }
    ///         }
    ///     }
    /// }
    /// ```
    pub async fn exercise_options(
        &self,
        contract: &Contract,
        exercise_action: ExerciseAction,
        exercise_quantity: i32,
        account: &str,
        ovrd: bool,
        manual_order_time: Option<OffsetDateTime>,
    ) -> Result<Subscription<ExerciseOptions>, Error> {
        let order_id = self.next_order_id();
        let request = encoders::encode_exercise_options(order_id, contract, exercise_action, exercise_quantity, account, ovrd, manual_order_time)?;
        let internal_subscription = self.send_order(order_id, request).await?;
        Ok(Subscription::new_from_internal_simple::<ExerciseOptions>(
            internal_subscription,
            self.message_bus.clone(),
            self.decoder_context(),
        ))
    }
}

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