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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//! Shared fixtures for the scanner sync and async tests.

use crate::common::test_utils::helpers::{proto_error_response, proto_response, TEST_REQ_ID_FIRST};
use crate::contracts::Symbol;
use crate::messages::{IncomingMessages, Notice, NoticeCategory, ResponseMessage, HMDS_QUERY_MESSAGE_CODE};
use crate::scanner::{ScannerData, ScannerSubscription};
use crate::testdata::builders::scanner::{scanner_data, scanner_data_row};
use crate::testdata::builders::ResponseProtoEncoder;

/// The 165 text TWS sends for an empty scanner query (seen live before RTH).
pub(crate) const NO_ITEMS_MESSAGE: &str = "Historical Market Data Service query message:no items retrieved";

/// A genuine rejection: still ends the subscription.
pub(crate) const REJECTION_CODE: i32 = 200;

const NVDA_CONTRACT_ID: i32 = 4815747;

/// Errors that must still end a scanner subscription: another 165 text, and a
/// scanner-specific error.
pub(crate) const TERMINAL_SCANNER_ERRORS: &[(i32, &str)] = &[
    (HMDS_QUERY_MESSAGE_CODE, "Different query failure"),
    (309, "Maximum number of scanner subscriptions reached"),
];

pub(crate) fn no_items_parameters() -> ScannerSubscription {
    ScannerSubscription {
        instrument: Some("STK".into()),
        location_code: Some("STK.US".into()),
        scan_code: Some("TOP_OPEN_PERC_GAIN".into()),
        ..Default::default()
    }
}

/// Queued before the first poll: the 165 notice, a filled batch, an empty
/// batch, a genuine rejection, then a batch the ended stream must not yield.
pub(crate) fn no_items_then_batches() -> Vec<ResponseMessage> {
    let filled = scanner_data()
        .request_id(TEST_REQ_ID_FIRST)
        .rows(vec![scanner_data_row(0, NVDA_CONTRACT_ID, "NVDA")])
        .encode_proto();
    vec![
        proto_error_response(TEST_REQ_ID_FIRST, HMDS_QUERY_MESSAGE_CODE, NO_ITEMS_MESSAGE),
        proto_response(IncomingMessages::ScannerData, filled.clone()),
        empty_batch(),
        proto_error_response(TEST_REQ_ID_FIRST, REJECTION_CODE, "No security definition"),
        proto_response(IncomingMessages::ScannerData, filled),
    ]
}

fn empty_batch() -> ResponseMessage {
    proto_response(
        IncomingMessages::ScannerData,
        scanner_data().request_id(TEST_REQ_ID_FIRST).rows(vec![]).encode_proto(),
    )
}

/// An error frame followed by an empty batch the ended stream must not yield.
pub(crate) fn error_then_empty_batch(code: i32, message: &str) -> Vec<ResponseMessage> {
    vec![proto_error_response(TEST_REQ_ID_FIRST, code, message), empty_batch()]
}

pub(crate) fn assert_no_items_notice(notice: &Notice) {
    assert_eq!(notice.request_id, Some(TEST_REQ_ID_FIRST));
    assert_eq!(notice.code, HMDS_QUERY_MESSAGE_CODE);
    assert_eq!(notice.message, NO_ITEMS_MESSAGE);
    // Delivered as a notice, but not reclassified: see `classify`.
    assert_eq!(notice.category(), NoticeCategory::Error);
    assert!(!notice.is_informational());
}

pub(crate) fn assert_filled_batch(rows: &[ScannerData]) {
    assert_eq!(rows.len(), 1);
    assert_eq!(rows[0].rank, 0);
    assert_eq!(rows[0].contract_details.contract.contract_id, NVDA_CONTRACT_ID);
    assert_eq!(rows[0].contract_details.contract.symbol, Symbol::from("NVDA"));
}