use crate::{DEFAULT_SYMBOL, state};
use clap::Args as ClapArgs;
use ibapi::{
Client,
accounts::{AccountSummaryResult, AccountSummaryTags, PositionUpdate, types::AccountGroup},
contracts::{Contract, tick_types::TickType},
market_data::{MarketDataType, TradingHours, realtime::TickTypes},
orders::Orders,
prelude::{StreamExt, SubscriptionItemStreamExt},
};
use std::{error::Error, io, sync::RwLock};
const RUN_DELAY: tokio::time::Duration = tokio::time::Duration::from_secs(1);
const RETRY_DELAY: tokio::time::Duration = tokio::time::Duration::from_secs(10);
const SMART_EXCHANGE: &str = "SMART";
const OVERNIGHT_EXCHANGE: &str = "OVERNIGHT";
#[derive(ClapArgs)]
pub struct Args {
#[arg(long, default_value = DEFAULT_SYMBOL)]
symbol: String,
}
struct VolatileState {
bid_price: Option<f64>,
ask_price: Option<f64>,
}
impl Default for Args {
fn default() -> Self {
Self {
symbol: DEFAULT_SYMBOL.to_string(),
}
}
}
pub async fn run(address: &str, client_id: i32, args: &Args) -> Result<(), Box<dyn Error>> {
loop {
match Client::connect(address, client_id).await {
Ok(client) => {
if let Err(error) = run_with_connection(&client, &args.symbol).await {
eprintln!("Error: {error}");
}
}
Err(error) => eprintln!("Connection to Interactive Brokers Gateway failed: {error}"),
}
tokio::time::sleep(RETRY_DELAY).await;
}
}
async fn run_with_connection(client: &Client, symbol: &str) -> Result<(), Box<dyn Error>> {
let _state = state::load().unwrap_or_else(|error| {
eprintln!(
"Unable to load state from disk. Proceeding with initial state. Details: {error}",
);
state::initial()
});
let volatile_state = RwLock::new(VolatileState {
bid_price: None,
ask_price: None,
});
client
.switch_market_data_type(MarketDataType::Realtime)
.await?;
tokio::try_join!(
run_steps(client, &volatile_state),
account_summary(client),
stream_live_data(client, symbol, &volatile_state),
stream_realtime_bars(client, symbol, SMART_EXCHANGE),
stream_realtime_bars(client, symbol, OVERNIGHT_EXCHANGE),
)?;
Ok(())
}
async fn run_steps(client: &Client, state: &RwLock<VolatileState>) -> Result<(), Box<dyn Error>> {
loop {
run_step(client, state).await?;
tokio::time::sleep(RUN_DELAY).await;
}
}
async fn stream_live_data(
client: &Client,
symbol: &str,
state: &RwLock<VolatileState>,
) -> Result<(), Box<dyn Error>> {
let contract = Contract::stock(symbol).build();
let subscription = client
.market_data(&contract)
.streaming()
.subscribe()
.await?;
let mut ticks = subscription.filter_data();
println!("[market data] Streaming {symbol} market data…");
while let Some(tick) = ticks.next().await {
let tick = tick?;
match &tick {
TickTypes::Price(tick) => {
update_locked_price(state, &tick.tick_type, tick.price)?;
}
TickTypes::PriceSize(tick) => {
update_locked_price(state, &tick.price_tick_type, tick.price)?;
}
_ => {}
}
println!("[market data] {symbol}: {tick:?}");
}
Err(ibapi::Error::UnexpectedEndOfStream.into())
}
fn update_locked_price(
state: &RwLock<VolatileState>,
tick_type: &TickType,
price: f64,
) -> io::Result<()> {
let mut state = state
.write()
.map_err(|_| io::Error::other("Volatile state lock was poisoned."))?;
update_price(&mut state, tick_type, price);
Ok(())
}
fn update_price(state: &mut VolatileState, tick_type: &TickType, price: f64) {
if price > 0.0_f64 {
match tick_type {
TickType::Bid => state.bid_price = Some(price),
TickType::Ask => state.ask_price = Some(price),
_ => {}
}
}
}
async fn stream_realtime_bars(
client: &Client,
symbol: &str,
exchange: &str,
) -> Result<(), Box<dyn Error>> {
let contract = Contract::stock(symbol).on_exchange(exchange).build();
let subscription = client
.realtime_bars(&contract)
.trading_hours(TradingHours::Extended)
.subscribe()
.await?;
let mut bars = subscription.filter_data();
println!("[bars] Streaming {symbol} five-second bars from {exchange}…");
while let Some(bar) = bars.next().await {
println!("[bars] {symbol} ({exchange}): {:?}", bar?);
}
Err(ibapi::Error::UnexpectedEndOfStream.into())
}
async fn run_step(client: &Client, state: &RwLock<VolatileState>) -> Result<(), Box<dyn Error>> {
tokio::try_join!(list_orders(client), list_positions(client))?;
let state = state
.read()
.map_err(|_| io::Error::other("Volatile state lock was poisoned."))?;
println!(
"[market data] Current bid: {}; current ask: {}",
state
.bid_price
.map_or_else(|| "unavailable".to_string(), |price| price.to_string()),
state
.ask_price
.map_or_else(|| "unavailable".to_string(), |price| price.to_string()),
);
Ok(())
}
async fn account_summary(client: &Client) -> Result<(), Box<dyn Error>> {
println!("[account summary] Requesting account summary…");
let subscription = client
.account_summary(&AccountGroup("All".to_string()), AccountSummaryTags::ALL)
.await?;
let mut summaries = subscription.filter_data();
while let Some(update) = summaries.next().await {
match update? {
AccountSummaryResult::Summary(summary) => {
if summary.currency.is_empty() {
println!(
"[account summary] {}: {} = {}",
summary.account,
summary.tag,
summary.value,
);
} else {
println!(
"[account summary] {}: {} = {} {}",
summary.account,
summary.tag,
summary.value,
summary.currency,
);
}
}
AccountSummaryResult::End => {
println!("[account summary] Finished listing initial account summary.");
}
}
}
Err(ibapi::Error::UnexpectedEndOfStream.into())
}
async fn list_orders(client: &Client) -> Result<(), Box<dyn Error>> {
println!("[orders] Requesting all open orders…");
let subscription = client.all_open_orders().await?;
let mut orders = subscription.filter_data();
let mut order_count: usize = 0;
while let Some(order) = orders.next().await {
match order? {
Orders::OrderData(data) => {
order_count += 1;
println!("[orders] - {data:?}");
}
Orders::OrderStatus(status) => println!("{status:?}"),
}
}
if order_count == 0 {
println!("[orders] No open orders found.");
} else if order_count == 1 {
println!("[orders] Finished listing 1 open order.");
} else {
println!("[orders] Finished listing {order_count} open orders.");
}
Ok(())
}
async fn list_positions(client: &Client) -> Result<(), Box<dyn Error>> {
println!("[positions] Requesting all positions…");
let subscription = client.positions().await?;
let mut positions = subscription.filter_data();
let mut position_count: usize = 0;
while let Some(update) = positions.next().await {
match update? {
PositionUpdate::Position(position) => {
position_count += 1;
println!("[positions] - {position:?}");
}
PositionUpdate::PositionEnd => break,
}
}
if position_count == 0 {
println!("[positions] No positions found.");
} else if position_count == 1 {
println!("[positions] Finished listing 1 position.");
} else {
println!("[positions] Finished listing {position_count} positions.");
}
Ok(())
}
#[cfg(test)]
mod tests {
use super::{Args, VolatileState, update_price};
use clap::Parser;
use ibapi::contracts::tick_types::TickType;
#[derive(Parser)]
struct TestCli {
#[command(flatten)]
args: Args,
}
#[test]
fn default_symbol() {
let cli = TestCli::try_parse_from(["run"]).unwrap();
assert_eq!(cli.args.symbol, "SOXL");
}
#[test]
fn explicit_symbol() {
let cli = TestCli::try_parse_from(["run", "--symbol", "AAPL"]).unwrap();
assert_eq!(cli.args.symbol, "AAPL");
}
#[test]
fn retain_only_positive_bid_and_ask_prices() {
let mut state = VolatileState {
bid_price: None,
ask_price: None,
};
update_price(&mut state, &TickType::Bid, 100.0);
update_price(&mut state, &TickType::Ask, 101.0);
update_price(&mut state, &TickType::Bid, 0.0);
update_price(&mut state, &TickType::Ask, f64::NAN);
assert_eq!(state.bid_price, Some(100.0_f64));
assert_eq!(state.ask_price, Some(101.0_f64));
}
}