ibapi 4.0.0

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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#[cfg(feature = "sync")]
mod sync_tests {
    use crate::common::test_utils::helpers::{
        assert_request, assert_request_msg_id, create_blocking_test_client, create_blocking_test_client_with_ordered_proto_responses,
        create_blocking_test_client_with_version, proto_response, request_message_count, TEST_REQ_ID_FIRST,
    };
    use crate::contracts::Contract;
    use crate::market_data::realtime::TickTypes;
    use crate::messages::{IncomingMessages, OutgoingMessages};
    use crate::server_versions;
    use crate::testdata::builders::market_data::{market_data_request, tick_price, tick_size, tick_snapshot_end};
    use crate::testdata::builders::ResponseProtoEncoder;
    use std::time::Duration;

    #[test]
    fn test_market_data_builder_default() {
        let (client, bus) = create_blocking_test_client();
        let contract = Contract::stock("AAPL").build();

        let _subscription = client.market_data(&contract).subscribe().expect("Failed to create subscription");

        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }

    #[test]
    fn test_market_data_builder_with_generic_ticks() {
        let (client, bus) = create_blocking_test_client();
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .generic_ticks(&["233", "236"])
            .subscribe()
            .expect("Failed to create subscription");

        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }

    #[test]
    fn test_market_data_builder_add_generic_tick_appends() {
        let (client, bus) = create_blocking_test_client();
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .add_generic_tick("233")
            .add_generic_tick("236")
            .subscribe()
            .expect("Failed to create subscription");

        assert_request(
            &bus,
            0,
            &market_data_request()
                .request_id(TEST_REQ_ID_FIRST)
                .contract(&contract)
                .generic_ticks(&["233", "236"]),
        );
    }

    #[test]
    fn test_market_data_builder_add_generic_tick_after_bulk() {
        let (client, bus) = create_blocking_test_client();
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .generic_ticks(&["233"])
            .add_generic_tick("236")
            .subscribe()
            .expect("Failed to create subscription");

        assert_request(
            &bus,
            0,
            &market_data_request()
                .request_id(TEST_REQ_ID_FIRST)
                .contract(&contract)
                .generic_ticks(&["233", "236"]),
        );
    }

    #[test]
    fn test_market_data_builder_snapshot() {
        let (client, bus) = create_blocking_test_client();
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .snapshot()
            .subscribe()
            .expect("Failed to create subscription");

        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }

    #[test]
    fn test_market_data_builder_regulatory_snapshot() {
        let (client, bus) = create_blocking_test_client_with_version(server_versions::REQ_SMART_COMPONENTS);
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .regulatory_snapshot()
            .subscribe()
            .expect("Failed to create subscription");

        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }

    #[test]
    fn test_market_data_builder_streaming_after_snapshot() {
        let (client, bus) = create_blocking_test_client();
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .snapshot() // First set to snapshot
            .streaming() // Then back to streaming
            .subscribe()
            .expect("Failed to create subscription");

        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }

    #[test]
    fn test_market_data_builder_full_configuration() {
        let (client, bus) = create_blocking_test_client_with_version(server_versions::REQ_SMART_COMPONENTS);
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .generic_ticks(&["100", "101", "104", "106"])
            .snapshot()
            .regulatory_snapshot()
            .subscribe()
            .expect("Failed to create subscription");

        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }

    #[test]
    fn test_snapshot_once_collects_until_snapshot_end() {
        let (client, bus) = create_blocking_test_client_with_ordered_proto_responses(vec![
            proto_response(IncomingMessages::TickPrice, tick_price().tick_type(4).price(185.50).encode_proto()),
            proto_response(IncomingMessages::TickSize, tick_size().tick_type(5).size(100.0).encode_proto()),
            proto_response(IncomingMessages::TickSnapshotEnd, tick_snapshot_end().encode_proto()),
        ]);
        let contract = Contract::stock("AAPL").build();

        let ticks = client
            .market_data(&contract)
            .snapshot_once(Duration::from_secs(30))
            .expect("snapshot_once failed");

        // Two data ticks collected; the SnapshotEnd sentinel is excluded.
        assert_eq!(ticks.len(), 2, "Should collect both ticks before the snapshot end");
        assert!(matches!(ticks[0], TickTypes::Price(_)));
        assert!(matches!(ticks[1], TickTypes::Size(_)));

        // snapshot_once forces snapshot mode regardless of prior builder state.
        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }
}

#[cfg(feature = "async")]
mod async_tests {
    use crate::common::test_utils::helpers::{
        assert_request, assert_request_msg_id, create_test_client, create_test_client_with_ordered_proto_responses, create_test_client_with_version,
        proto_response, request_message_count, TEST_REQ_ID_FIRST,
    };
    use crate::contracts::Contract;
    use crate::market_data::realtime::TickTypes;
    use crate::messages::{IncomingMessages, OutgoingMessages};
    use crate::server_versions;
    use crate::testdata::builders::market_data::{market_data_request, tick_price, tick_size, tick_snapshot_end};
    use crate::testdata::builders::ResponseProtoEncoder;
    use std::time::Duration;

    #[tokio::test]
    async fn test_market_data_builder_async() {
        let (client, bus) = create_test_client();
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .generic_ticks(&["233", "236"])
            .snapshot()
            .subscribe()
            .await
            .expect("Failed to create subscription");

        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }

    #[tokio::test]
    async fn test_market_data_builder_add_generic_tick_async() {
        let (client, bus) = create_test_client();
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .add_generic_tick("233")
            .add_generic_tick("236")
            .subscribe()
            .await
            .expect("Failed to create subscription");

        assert_request(
            &bus,
            0,
            &market_data_request()
                .request_id(TEST_REQ_ID_FIRST)
                .contract(&contract)
                .generic_ticks(&["233", "236"]),
        );
    }

    #[tokio::test]
    async fn test_market_data_builder_regulatory_snapshot_async() {
        let (client, bus) = create_test_client_with_version(server_versions::REQ_SMART_COMPONENTS);
        let contract = Contract::stock("AAPL").build();

        let _subscription = client
            .market_data(&contract)
            .regulatory_snapshot()
            .subscribe()
            .await
            .expect("Failed to create subscription");

        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }

    #[tokio::test]
    async fn test_snapshot_once_collects_until_snapshot_end() {
        let (client, bus) = create_test_client_with_ordered_proto_responses(vec![
            proto_response(IncomingMessages::TickPrice, tick_price().tick_type(4).price(185.50).encode_proto()),
            proto_response(IncomingMessages::TickSize, tick_size().tick_type(5).size(100.0).encode_proto()),
            proto_response(IncomingMessages::TickSnapshotEnd, tick_snapshot_end().encode_proto()),
        ]);
        let contract = Contract::stock("AAPL").build();

        let ticks = client
            .market_data(&contract)
            .snapshot_once(Duration::from_secs(30))
            .await
            .expect("snapshot_once failed");

        // Two data ticks collected; the SnapshotEnd sentinel is excluded.
        assert_eq!(ticks.len(), 2, "Should collect both ticks before the snapshot end");
        assert!(matches!(ticks[0], TickTypes::Price(_)));
        assert!(matches!(ticks[1], TickTypes::Size(_)));

        assert_eq!(request_message_count(&bus), 1, "Should send one request message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }

    #[tokio::test]
    async fn test_snapshot_once_skips_cancel_after_completion() {
        // A completed snapshot must not emit a cancel on drop. The async drop
        // spawns the cancel send, so yield long enough for any spawned task to
        // run before asserting only the original request was sent.
        let (client, bus) = create_test_client_with_ordered_proto_responses(vec![
            proto_response(IncomingMessages::TickPrice, tick_price().tick_type(4).price(185.50).encode_proto()),
            proto_response(IncomingMessages::TickSnapshotEnd, tick_snapshot_end().encode_proto()),
        ]);
        let contract = Contract::stock("AAPL").build();

        let ticks = client
            .market_data(&contract)
            .snapshot_once(Duration::from_secs(30))
            .await
            .expect("snapshot_once failed");
        assert_eq!(ticks.len(), 1);

        // Give a spawned cancel (if any) time to land.
        tokio::time::sleep(Duration::from_millis(20)).await;

        assert_eq!(request_message_count(&bus), 1, "Completed snapshot must not send a cancel message");
        assert_request_msg_id(&bus, 0, OutgoingMessages::RequestMarketData);
    }
}