ibapi 2.11.2

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

use super::*;
use crate::orders::Action;

#[test]
fn test_valid_buy_bracket() {
    let result = validate_bracket_prices(
        Some(&Action::Buy),
        50.0, // entry
        55.0, // take profit (above entry)
        45.0, // stop loss (below entry)
    );
    assert!(result.is_ok());
}

#[test]
fn test_valid_sell_bracket() {
    let result = validate_bracket_prices(
        Some(&Action::Sell),
        50.0, // entry
        45.0, // take profit (below entry)
        55.0, // stop loss (above entry)
    );
    assert!(result.is_ok());
}

#[test]
fn test_invalid_buy_bracket_take_profit() {
    let result = validate_bracket_prices(
        Some(&Action::Buy),
        50.0, // entry
        45.0, // take profit (BELOW entry - invalid)
        45.0, // stop loss
    );
    assert!(result.is_err());
}

#[test]
fn test_invalid_buy_bracket_stop_loss() {
    let result = validate_bracket_prices(
        Some(&Action::Buy),
        50.0, // entry
        55.0, // take profit
        55.0, // stop loss (ABOVE entry - invalid)
    );
    assert!(result.is_err());
}

#[test]
fn test_invalid_sell_bracket() {
    let result = validate_bracket_prices(
        Some(&Action::Sell),
        50.0, // entry
        55.0, // take profit (ABOVE entry - invalid for sell)
        45.0, // stop loss (BELOW entry - invalid for sell)
    );
    assert!(result.is_err());
}

#[test]
fn test_stop_price_validation_buy() {
    // Buy stop must be above current price
    assert!(validate_stop_price(&Action::Buy, 55.0, Some(50.0)).is_ok());
    assert!(validate_stop_price(&Action::Buy, 45.0, Some(50.0)).is_err());
}

#[test]
fn test_stop_price_validation_sell() {
    // Sell stop must be below current price
    assert!(validate_stop_price(&Action::Sell, 45.0, Some(50.0)).is_ok());
    assert!(validate_stop_price(&Action::Sell, 55.0, Some(50.0)).is_err());
}

#[test]
fn test_stop_price_no_current_price() {
    // Should pass if no current price provided
    assert!(validate_stop_price(&Action::Buy, 55.0, None).is_ok());
    assert!(validate_stop_price(&Action::Sell, 45.0, None).is_ok());
}

#[test]
fn test_missing_action_validation() {
    let result = validate_bracket_prices(None, 50.0, 55.0, 45.0);
    assert!(result.is_err());
    assert!(matches!(result.unwrap_err(), ValidationError::MissingRequiredField("action")));
}

#[test]
fn test_sell_short_bracket() {
    let result = validate_bracket_prices(
        Some(&Action::SellShort),
        50.0, // entry
        45.0, // take profit (below entry)
        55.0, // stop loss (above entry)
    );
    assert!(result.is_ok());
}

#[test]
fn test_edge_case_equal_prices() {
    // Test when take profit equals entry (invalid)
    let result = validate_bracket_prices(Some(&Action::Buy), 50.0, 50.0, 45.0);
    assert!(result.is_err());

    // Test when stop loss equals entry (invalid)
    let result = validate_bracket_prices(Some(&Action::Buy), 50.0, 55.0, 50.0);
    assert!(result.is_err());
}

#[test]
fn test_stop_price_edge_cases() {
    // Test when stop equals current (should be invalid)
    assert!(validate_stop_price(&Action::Buy, 50.0, Some(50.0)).is_err());
    assert!(validate_stop_price(&Action::Sell, 50.0, Some(50.0)).is_err());

    // Test with very small differences
    assert!(validate_stop_price(&Action::Buy, 50.01, Some(50.0)).is_ok());
    assert!(validate_stop_price(&Action::Sell, 49.99, Some(50.0)).is_ok());
}

#[test]
fn test_bracket_validation_error_messages() {
    let result = validate_bracket_prices(Some(&Action::Buy), 50.0, 45.0, 45.0);
    assert!(result.is_err());
    let err = result.unwrap_err();
    assert!(err.to_string().contains("Take profit (45) must be above entry (50)"));

    let result = validate_bracket_prices(Some(&Action::Sell), 50.0, 55.0, 55.0);
    assert!(result.is_err());
    let err = result.unwrap_err();
    assert!(err.to_string().contains("Take profit (55) must be below entry (50)"));
}