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

#[cfg(feature = "sync")]
mod sync_tests {
    use crate::common::test_utils::helpers::{assert_request, create_blocking_test_client, request_message_count};
    use crate::contracts::{Contract, TagValue};
    use crate::market_data::realtime::WhatToShow;
    use crate::market_data::TradingHours;
    use crate::testdata::builders::market_data::realtime_bars_request;

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

        let _sub = client.realtime_bars(&contract).subscribe().expect("subscribe failed");

        assert_eq!(request_message_count(&bus), 1);
        assert_request(
            &bus,
            0,
            &realtime_bars_request().contract(&contract).what_to_show(WhatToShow::Trades).use_rth(true),
        );
    }

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

        let _sub = client
            .realtime_bars(&contract)
            .what_to_show(WhatToShow::MidPoint)
            .subscribe()
            .expect("subscribe failed");

        assert_request(
            &bus,
            0,
            &realtime_bars_request()
                .contract(&contract)
                .what_to_show(WhatToShow::MidPoint)
                .use_rth(true),
        );
    }

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

        let _sub = client
            .realtime_bars(&contract)
            .trading_hours(TradingHours::Extended)
            .subscribe()
            .expect("subscribe failed");

        assert_request(
            &bus,
            0,
            &realtime_bars_request()
                .contract(&contract)
                .what_to_show(WhatToShow::Trades)
                .use_rth(false),
        );
    }

    #[test]
    fn options_round_trip() {
        let (client, bus) = create_blocking_test_client();
        let contract = Contract::stock("AAPL").build();
        let options = vec![TagValue {
            tag: "XYZ".to_owned(),
            value: "1".to_owned(),
        }];

        let _sub = client
            .realtime_bars(&contract)
            .options(options.clone())
            .subscribe()
            .expect("subscribe failed");

        assert_request(
            &bus,
            0,
            &realtime_bars_request()
                .contract(&contract)
                .what_to_show(WhatToShow::Trades)
                .use_rth(true)
                .options(options),
        );
    }
}

#[cfg(feature = "async")]
mod async_tests {
    use crate::common::test_utils::helpers::{assert_request, create_test_client};
    use crate::contracts::{Contract, TagValue};
    use crate::market_data::realtime::WhatToShow;
    use crate::market_data::TradingHours;
    use crate::testdata::builders::market_data::realtime_bars_request;

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

        let _sub = client.realtime_bars(&contract).subscribe().await.expect("subscribe failed");

        assert_request(
            &bus,
            0,
            &realtime_bars_request().contract(&contract).what_to_show(WhatToShow::Trades).use_rth(true),
        );
    }

    #[tokio::test]
    async fn full_chain_async() {
        let (client, bus) = create_test_client();
        let contract = Contract::stock("AAPL").build();
        let options = vec![TagValue {
            tag: "K".to_owned(),
            value: "V".to_owned(),
        }];

        let _sub = client
            .realtime_bars(&contract)
            .what_to_show(WhatToShow::Bid)
            .trading_hours(TradingHours::Extended)
            .options(options.clone())
            .subscribe()
            .await
            .expect("subscribe failed");

        assert_request(
            &bus,
            0,
            &realtime_bars_request()
                .contract(&contract)
                .what_to_show(WhatToShow::Bid)
                .use_rth(false)
                .options(options),
        );
    }
}