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//! Asynchronous implementation of contract management functionality
use super::common::{decoders, encoders, verify};
use super::*;
use crate::client::ClientRequestBuilders;
use crate::common::request_helpers::{self, empty_on_end_of_stream, expect_proto};
use crate::messages::{IncomingMessages, OutgoingMessages};
use crate::protocol::{check_version, Features};
use crate::subscriptions::{StreamDecoder, Subscription};
use crate::{Client, Error};
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.
///
/// # Arguments
/// * `contract` - The [Contract] used as sample to query the available contracts.
///
/// # Examples
///
/// ```no_run
/// use ibapi::Client;
/// use ibapi::contracts::Contract;
///
/// #[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 details = client.contract_details(&contract).await.expect("request failed");
///
/// for detail in details {
/// println!("Contract: {} - Exchange: {}", detail.contract.symbol, detail.contract.exchange);
/// }
/// }
/// ```
pub async 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 mut responses = builder.send_raw(packet).await?;
let mut contract_details: Vec<ContractDetails> = Vec::default();
while let Some(response_result) = responses.next().await {
match response_result {
Ok(response) => {
log::debug!("response: {response:#?}");
match response.message_type() {
IncomingMessages::ContractData => {
let decoded = decoders::decode_contract_details(&response)?;
contract_details.push(decoded);
}
IncomingMessages::ContractDataEnd => return Ok(contract_details),
_ => return Err(Error::unexpected_response(&response)),
}
}
Err(e) => return Err(e),
}
}
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;
///
/// #[tokio::main]
/// async fn main() {
/// let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
///
/// let symbols = client.matching_symbols("AAP").await.expect("request failed");
/// for symbol in symbols {
/// println!("{} - {} ({})", symbol.contract.symbol,
/// symbol.contract.primary_exchange, symbol.contract.currency);
/// }
/// }
/// ```
pub async fn matching_symbols(&self, pattern: &str) -> Result<Vec<ContractDescription>, Error> {
check_version(self.server_version(), Features::REQ_MATCHING_SYMBOLS)?;
request_helpers::one_shot_by_request_id(
self,
|request_id| encoders::encode_request_matching_symbols(request_id, pattern),
expect_proto(decoders::decode_symbol_samples_proto),
)
.await
.or_else(empty_on_end_of_stream)
}
/// 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.
///
/// # Arguments
/// * `market_rule_id` - The market rule ID to query
///
/// # Examples
///
/// ```no_run
/// use ibapi::Client;
///
/// #[tokio::main]
/// async fn main() {
/// let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
///
/// let rule = client.market_rule(26).await.expect("request failed");
/// for increment in rule.price_increments {
/// println!("Above ${}: increment ${}", increment.low_edge, increment.increment);
/// }
/// }
/// ```
pub async fn market_rule(&self, market_rule_id: i32) -> Result<MarketRule, Error> {
check_version(self.server_version(), Features::MARKET_RULES)?;
request_helpers::one_shot_shared(
self,
OutgoingMessages::RequestMarketRule,
|| encoders::encode_request_market_rule(market_rule_id),
expect_proto(decoders::decode_market_rule_proto),
)
.await
}
/// 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;
///
/// #[tokio::main]
/// async fn main() {
/// let client = Client::connect("127.0.0.1:4002", 100).await.expect("connection failed");
///
/// let components = client.smart_components("a6").await.expect("request failed");
/// for component in &components {
/// println!("bit {}: {} ({})", component.bit_number, component.exchange, component.exchange_letter);
/// }
/// }
/// ```
pub async fn smart_components(&self, bbo_exchange: &str) -> Result<Vec<SmartComponent>, Error> {
check_version(self.server_version(), Features::SMART_COMPONENTS)?;
request_helpers::one_shot_by_request_id(
self,
|request_id| encoders::encode_request_smart_components(request_id, bbo_exchange),
expect_proto(decoders::decode_smart_components_proto),
)
.await
}
/// Calculates an option's price based on the provided volatility and its underlying's price.
///
/// # Arguments
/// * `contract` - The [Contract] object for which the depth is being requested.
/// * `volatility` - Hypothetical volatility.
/// * `underlying_price` - Hypothetical option's underlying price.
///
/// # 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::option("AAPL", "20251219", 150.0, OptionRight::Call);
/// let calculation = client
/// .calculate_option_price(&contract, 100.0, 235.0)
/// .await
/// .expect("request failed");
/// println!("calculation: {calculation:?}");
/// }
/// ```
pub async 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)?;
request_helpers::one_shot_by_request_id(
self,
|request_id| encoders::encode_calculate_option_price(request_id, contract, volatility, underlying_price),
|message| OptionComputation::decode(&self.decoder_context(), message),
)
.await
}
/// Calculates the implied volatility based on hypothetical option and its underlying prices.
///
/// # Arguments
/// * `contract` - The [Contract] object for which the depth is being requested.
/// * `option_price` - Hypothetical option price.
/// * `underlying_price` - Hypothetical option's underlying price.
///
/// # 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::option("AAPL", "20230519", 150.0, OptionRight::Call);
/// let calculation = client
/// .calculate_implied_volatility(&contract, 25.0, 235.0)
/// .await
/// .expect("request failed");
/// println!("calculation: {calculation:?}");
/// }
/// ```
pub async 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)?;
request_helpers::one_shot_by_request_id(
self,
|request_id| encoders::encode_calculate_implied_volatility(request_id, contract, option_price, underlying_price),
|message| OptionComputation::decode(&self.decoder_context(), message),
)
.await
}
/// Cancels an in-flight contract details request.
///
/// # 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");
/// // `request_id` is the id used to launch the original contract_details request.
/// client.cancel_contract_details(42).await.expect("cancel failed");
/// }
/// ```
pub async 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).await?;
Ok(())
}
/// Build a request for an underlying's option chain: one [`OptionChain`] per
/// exchange the options trade on.
///
/// Terminal: [`OptionChainBuilder::subscribe`]. Optional narrowing via [`OptionChainBuilder::exchange`].
///
/// # Arguments
/// * `symbol` - Symbol of the underlying.
/// * `security_type` - Security type of the underlying, e.g. `SecurityType::Stock`.
/// * `contract_id` - Contract id of the underlying. Required; TWS rejects `0` with
/// code 321 "Invalid contract 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 subscription = client
/// .option_chain("AAPL", SecurityType::Stock, 265598)
/// .subscribe()
/// .await
/// .expect("request option chain failed");
///
/// let mut chains = subscription.filter_data();
/// while let Some(chain) = chains.next().await {
/// let chain = chain.expect("decode error");
/// println!("{}: {} expirations, {} strikes", chain.exchange, chain.expirations.len(), chain.strikes.len());
/// }
/// }
/// ```
pub fn option_chain<'a>(&'a self, symbol: &'a str, security_type: SecurityType, contract_id: i32) -> OptionChainBuilder<'a, Self> {
OptionChainBuilder::new(self, symbol, security_type, contract_id)
}
}
/// Request an underlying's option chain. Reached through
/// [`OptionChainBuilder::subscribe`]; the flat arguments are the builder-fed
/// param-budget exception.
pub(in crate::contracts) async fn option_chain(
client: &Client,
symbol: &str,
exchange: Option<&str>,
security_type: SecurityType,
contract_id: i32,
) -> Result<Subscription<OptionChain>, Error> {
request_helpers::request_with_id(client, Features::SEC_DEF_OPT_PARAMS_REQ, |request_id| {
encoders::encode_request_option_chain(request_id, symbol, exchange, security_type, contract_id)
})
.await
}
#[cfg(test)]
#[path = "async_tests.rs"]
mod tests;