use ibapi::contracts::{Contract, Currency, Exchange, OptionRight, SecurityType, Symbol};
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct InvalidOptionRight(String);
impl InvalidOptionRight {
#[must_use]
pub fn right(&self) -> &str {
&self.0
}
}
impl std::fmt::Display for InvalidOptionRight {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(
f,
"unrecognized option right {:?} (expected one of C/CALL/P/PUT)",
self.0
)
}
}
impl std::error::Error for InvalidOptionRight {}
fn parse_option_right(right: &str) -> Option<OptionRight> {
let right = right.trim();
if right.eq_ignore_ascii_case("C") || right.eq_ignore_ascii_case("CALL") {
Some(OptionRight::Call)
} else if right.eq_ignore_ascii_case("P") || right.eq_ignore_ascii_case("PUT") {
Some(OptionRight::Put)
} else {
None
}
}
pub fn stock_contract(symbol: &str, exchange: &str, currency: &str) -> Contract {
Contract::stock(symbol)
.on_exchange(exchange)
.in_currency(currency)
.build()
}
pub fn futures_contract(
symbol: &str,
last_trade_date: &str,
exchange: &str,
currency: &str,
) -> Contract {
Contract {
symbol: Symbol::new(symbol),
security_type: SecurityType::Future,
last_trade_date_or_contract_month: last_trade_date.to_string(),
exchange: Exchange::new(exchange),
currency: Currency::new(currency),
..Default::default()
}
}
pub fn option_contract(
symbol: &str,
last_trade_date: &str,
strike: f64,
right: &str,
exchange: &str,
currency: &str,
) -> Result<Contract, InvalidOptionRight> {
let right = parse_option_right(right).ok_or_else(|| InvalidOptionRight(right.to_string()))?;
Ok(Contract {
symbol: Symbol::new(symbol),
security_type: SecurityType::Option,
last_trade_date_or_contract_month: last_trade_date.to_string(),
strike,
right: Some(right),
exchange: Exchange::new(exchange),
currency: Currency::new(currency),
..Default::default()
})
}
pub fn forex_contract(symbol: &str, currency: &str) -> Contract {
Contract {
symbol: Symbol::new(symbol),
security_type: SecurityType::ForexPair,
exchange: Exchange::new("IDEALPRO"),
currency: Currency::new(currency),
..Default::default()
}
}