ibapi 5.3.0

An unofficial Rust client for the Interactive Brokers TWS API: market data, orders, and account data, with async (Tokio) and blocking clients for TWS and IB Gateway.
Documentation 
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use crate::messages::ResponseMessage;
use crate::Error;

use crate::contracts::{ContractDescription, ContractDetails, MarketRule, OptionChain, SmartComponent};

// `TickOptionComputation` (msg 21, gate 206 PROTOBUF_MARKET_DATA) is decoded
// in `market_data/realtime/common/decoders` and routed here via the narrow
// re-export below — same proto, same `OptionComputation` struct, no point
// duplicating the decoder.
pub(crate) use crate::market_data::realtime::common::decoders::decode_tick_option_computation;

// All originating outgoing-request gates for ContractData / SymbolSamples /
// MarketRule / SecurityDefinitionOptionParameter are <= the connection floor,
// so the server always emits proto framing for these messages — text-framed
// arrival is rejected via `ResponseMessage::require_proto`, which raises
// `Error::UnexpectedWireFormat` (docs/rules/wire/proto-only-decoding.md).

pub(in crate::contracts) fn decode_contract_details(message: &ResponseMessage) -> Result<ContractDetails, Error> {
    decode_contract_data_proto(message.proto()?)
}

/// TWS answers a bond query with `BondContractData` (msg 18): the same
/// `ContractData` proto as other securities, decoded with C#'s bond-only
/// handling of the last trade date (`EDecoderUtils.SetLastTradeDate`).
pub(in crate::contracts) fn decode_bond_contract_details(message: &ResponseMessage) -> Result<ContractDetails, Error> {
    let mut details = decode_contract_data_proto(message.proto()?)?;
    split_bond_last_trade_date(&mut details);
    Ok(details)
}

/// A bond's `last_trade_date_or_contract_month` carries `maturity [time [zone]]`,
/// split on `-` if present, otherwise on whitespace. The contract field itself
/// is left as sent, as C# does for bonds.
fn split_bond_last_trade_date(details: &mut ContractDetails) {
    let raw = &details.contract.last_trade_date_or_contract_month;
    let parts: Vec<String> = if raw.contains('-') {
        raw.split('-').map(str::to_string).collect()
    } else {
        raw.split_whitespace().map(str::to_string).collect()
    };
    if let Some(maturity) = parts.first() {
        details.maturity = maturity.clone();
    }
    if let Some(time) = parts.get(1) {
        details.last_trade_time = time.clone();
    }
    if let Some(zone) = parts.get(2) {
        details.time_zone_id = zone.clone();
    }
}

pub(in crate::contracts) fn decode_option_chain(message: &ResponseMessage) -> Result<OptionChain, Error> {
    decode_option_chain_proto(message.proto()?)
}

// === Protobuf decoders ===

use crate::contracts::PriceIncrement;

pub(crate) fn decode_contract_data_proto(p: crate::proto::ContractData) -> Result<ContractDetails, Error> {
    let proto_contract = crate::proto::decoders::required(p.contract.as_ref(), "contract", "ContractData")?;
    let proto_details = crate::proto::decoders::required(p.contract_details.as_ref(), "contract_details", "ContractData")?;
    crate::proto::decoders::decode_contract_details(proto_contract, proto_details)
}

pub(crate) fn decode_symbol_samples_proto(p: crate::proto::SymbolSamples) -> Result<Vec<ContractDescription>, Error> {
    p.contract_descriptions
        .into_iter()
        .map(|d| {
            let contract = d
                .contract
                .as_ref()
                .map(crate::proto::decoders::decode_contract)
                .transpose()?
                .unwrap_or_default();
            Ok(ContractDescription {
                contract,
                derivative_security_types: d.derivative_sec_types,
            })
        })
        .collect()
}

/// The `MarketRule` processor for `market_rule(market_rule_id)`. TWS answers
/// on the shared channel with no request id, so a frame for another rule id
/// is a concurrent `market_rule`'s answer: `Ok(None)`, and the caller reads on.
pub(crate) fn market_rule_for(market_rule_id: i32) -> impl Fn(&ResponseMessage) -> Result<Option<MarketRule>, Error> {
    let decode = crate::common::request_helpers::expect_proto(decode_market_rule_proto);
    move |message| {
        let rule = decode(message)?;
        Ok((rule.market_rule_id == market_rule_id).then_some(rule))
    }
}

pub(crate) fn decode_market_rule_proto(p: crate::proto::MarketRule) -> Result<MarketRule, Error> {
    Ok(MarketRule {
        market_rule_id: p.market_rule_id.unwrap_or_default(),
        price_increments: p
            .price_increments
            .into_iter()
            .map(|pi| PriceIncrement {
                low_edge: pi.low_edge.unwrap_or_default(),
                increment: pi.increment.unwrap_or_default(),
            })
            .collect(),
    })
}

pub(crate) fn decode_option_chain_proto(p: crate::proto::SecDefOptParameter) -> Result<OptionChain, Error> {
    Ok(OptionChain {
        exchange: p.exchange.unwrap_or_default(),
        underlying_contract_id: p.underlying_con_id.unwrap_or_default(),
        trading_class: p.trading_class.unwrap_or_default(),
        multiplier: p.multiplier.unwrap_or_default(),
        expirations: p.expirations,
        strikes: p.strikes,
    })
}

pub(crate) fn decode_smart_components_proto(p: crate::proto::SmartComponents) -> Result<Vec<SmartComponent>, Error> {
    Ok(p.smart_components
        .into_iter()
        .map(|c| SmartComponent {
            bit_number: c.bit_number.unwrap_or_default(),
            exchange: c.exchange.unwrap_or_default(),
            exchange_letter: c.exchange_letter.unwrap_or_default(),
        })
        .collect())
}

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