use std::ops::Index;
use std::str::{self, FromStr};
use log::error;
use time::OffsetDateTime;
pub use to_field::encode_option_field;
pub use to_field::ToField;
use crate::Error;
mod to_field;
const INFINITY_STR: &str = "Infinity";
const UNSET_DOUBLE: &str = "1.7976931348623157E308";
const UNSET_INTEGER: &str = "2147483647";
const UNSET_LONG: &str = "9223372036854775807";
#[derive(Debug, PartialEq)]
pub enum IncomingMessages {
NotValid = -1,
TickPrice = 1,
TickSize = 2,
OrderStatus = 3,
Error = 4,
OpenOrder = 5,
AccountValue = 6,
PortfolioValue = 7,
AccountUpdateTime = 8,
NextValidId = 9,
ContractData = 10,
ExecutionData = 11,
MarketDepth = 12,
MarketDepthL2 = 13,
NewsBulletins = 14,
ManagedAccounts = 15,
ReceiveFA = 16,
HistoricalData = 17,
BondContractData = 18,
ScannerParameters = 19,
ScannerData = 20,
TickOptionComputation = 21,
TickGeneric = 45,
Tickstring = 46,
TickEFP = 47, CurrentTime = 49,
RealTimeBars = 50,
FundamentalData = 51,
ContractDataEnd = 52,
OpenOrderEnd = 53,
AccountDownloadEnd = 54,
ExecutionDataEnd = 55,
DeltaNeutralValidation = 56,
TickSnapshotEnd = 57,
MarketDataType = 58,
CommissionsReport = 59,
Position = 61,
PositionEnd = 62,
AccountSummary = 63,
AccountSummaryEnd = 64,
VerifyMessageApi = 65,
VerifyCompleted = 66,
DisplayGroupList = 67,
DisplayGroupUpdated = 68,
VerifyAndAuthMessageApi = 69,
VerifyAndAuthCompleted = 70,
PositionMulti = 71,
PositionMultiEnd = 72,
AccountUpdateMulti = 73,
AccountUpdateMultiEnd = 74,
SecurityDefinitionOptionParameter = 75,
SecurityDefinitionOptionParameterEnd = 76,
SoftDollarTier = 77,
FamilyCodes = 78,
SymbolSamples = 79,
MktDepthExchanges = 80,
TickReqParams = 81,
SmartComponents = 82,
NewsArticle = 83,
TickNews = 84,
NewsProviders = 85,
HistoricalNews = 86,
HistoricalNewsEnd = 87,
HeadTimestamp = 88,
HistogramData = 89,
HistoricalDataUpdate = 90,
RerouteMktDataReq = 91,
RerouteMktDepthReq = 92,
MarketRule = 93,
PnL = 94,
PnLSingle = 95,
HistoricalTick = 96,
HistoricalTickBidAsk = 97,
HistoricalTickLast = 98,
TickByTick = 99,
OrderBound = 100,
CompletedOrder = 101,
CompletedOrdersEnd = 102,
ReplaceFAEnd = 103,
WshMetaData = 104,
WshEventData = 105,
HistoricalSchedule = 106,
UserInfo = 107,
}
impl From<i32> for IncomingMessages {
fn from(value: i32) -> IncomingMessages {
match value {
1 => IncomingMessages::TickPrice,
2 => IncomingMessages::TickSize,
3 => IncomingMessages::OrderStatus,
4 => IncomingMessages::Error,
5 => IncomingMessages::OpenOrder,
6 => IncomingMessages::AccountValue,
7 => IncomingMessages::PortfolioValue,
8 => IncomingMessages::AccountUpdateTime,
9 => IncomingMessages::NextValidId,
10 => IncomingMessages::ContractData,
11 => IncomingMessages::ExecutionData,
12 => IncomingMessages::MarketDepth,
13 => IncomingMessages::MarketDepthL2,
14 => IncomingMessages::NewsBulletins,
15 => IncomingMessages::ManagedAccounts,
16 => IncomingMessages::ReceiveFA,
17 => IncomingMessages::HistoricalData,
18 => IncomingMessages::BondContractData,
19 => IncomingMessages::ScannerParameters,
20 => IncomingMessages::ScannerData,
21 => IncomingMessages::TickOptionComputation,
45 => IncomingMessages::TickGeneric,
46 => IncomingMessages::Tickstring,
47 => IncomingMessages::TickEFP, 49 => IncomingMessages::CurrentTime,
50 => IncomingMessages::RealTimeBars,
51 => IncomingMessages::FundamentalData,
52 => IncomingMessages::ContractDataEnd,
53 => IncomingMessages::OpenOrderEnd,
54 => IncomingMessages::AccountDownloadEnd,
55 => IncomingMessages::ExecutionDataEnd,
56 => IncomingMessages::DeltaNeutralValidation,
57 => IncomingMessages::TickSnapshotEnd,
58 => IncomingMessages::MarketDataType,
59 => IncomingMessages::CommissionsReport,
61 => IncomingMessages::Position,
62 => IncomingMessages::PositionEnd,
63 => IncomingMessages::AccountSummary,
64 => IncomingMessages::AccountSummaryEnd,
65 => IncomingMessages::VerifyMessageApi,
66 => IncomingMessages::VerifyCompleted,
67 => IncomingMessages::DisplayGroupList,
68 => IncomingMessages::DisplayGroupUpdated,
69 => IncomingMessages::VerifyAndAuthMessageApi,
70 => IncomingMessages::VerifyAndAuthCompleted,
71 => IncomingMessages::PositionMulti,
72 => IncomingMessages::PositionMultiEnd,
73 => IncomingMessages::AccountUpdateMulti,
74 => IncomingMessages::AccountUpdateMultiEnd,
75 => IncomingMessages::SecurityDefinitionOptionParameter,
76 => IncomingMessages::SecurityDefinitionOptionParameterEnd,
77 => IncomingMessages::SoftDollarTier,
78 => IncomingMessages::FamilyCodes,
79 => IncomingMessages::SymbolSamples,
80 => IncomingMessages::MktDepthExchanges,
81 => IncomingMessages::TickReqParams,
82 => IncomingMessages::SmartComponents,
83 => IncomingMessages::NewsArticle,
84 => IncomingMessages::TickNews,
85 => IncomingMessages::NewsProviders,
86 => IncomingMessages::HistoricalNews,
87 => IncomingMessages::HistoricalNewsEnd,
88 => IncomingMessages::HeadTimestamp,
89 => IncomingMessages::HistogramData,
90 => IncomingMessages::HistoricalDataUpdate,
91 => IncomingMessages::RerouteMktDataReq,
92 => IncomingMessages::RerouteMktDepthReq,
93 => IncomingMessages::MarketRule,
94 => IncomingMessages::PnL,
95 => IncomingMessages::PnLSingle,
96 => IncomingMessages::HistoricalTick,
97 => IncomingMessages::HistoricalTickBidAsk,
98 => IncomingMessages::HistoricalTickLast,
99 => IncomingMessages::TickByTick,
100 => IncomingMessages::OrderBound,
101 => IncomingMessages::CompletedOrder,
102 => IncomingMessages::CompletedOrdersEnd,
103 => IncomingMessages::ReplaceFAEnd,
104 => IncomingMessages::WshMetaData,
105 => IncomingMessages::WshEventData,
106 => IncomingMessages::HistoricalSchedule,
107 => IncomingMessages::UserInfo,
_ => IncomingMessages::NotValid,
}
}
}
pub fn order_id_index(kind: IncomingMessages) -> Option<usize> {
match kind {
IncomingMessages::OpenOrder | IncomingMessages::OrderStatus => Some(1),
IncomingMessages::ExecutionData | IncomingMessages::ExecutionDataEnd => Some(2),
_ => None,
}
}
pub fn request_id_index(kind: IncomingMessages) -> Option<usize> {
match kind {
IncomingMessages::ContractData
| IncomingMessages::TickByTick
| IncomingMessages::SymbolSamples
| IncomingMessages::OpenOrder
| IncomingMessages::ExecutionData
| IncomingMessages::HeadTimestamp
| IncomingMessages::HistoricalData
| IncomingMessages::HistoricalDataUpdate
| IncomingMessages::HistoricalSchedule
| IncomingMessages::HistoricalTick
| IncomingMessages::HistoricalTickBidAsk
| IncomingMessages::HistoricalTickLast => Some(1),
IncomingMessages::ContractDataEnd
| IncomingMessages::RealTimeBars
| IncomingMessages::Error
| IncomingMessages::ExecutionDataEnd => Some(2),
_ => {
error!("could not determine request id index for {kind:?}");
None
}
}
}
#[allow(dead_code)]
#[derive(Debug, Copy, Clone)]
pub enum OutgoingMessages {
RequestMarketData = 1,
CancelMarketData = 2,
PlaceOrder = 3,
CancelOrder = 4,
RequestOpenOrders = 5,
RequestAccountData = 6,
RequestExecutions = 7,
RequestIds = 8,
RequestContractData = 9,
RequestMarketDepth = 10,
CancelMarketDepth = 11,
RequestNewsBulletins = 12,
CancelNewsBulletin = 13,
ChangeServerLog = 14,
RequestAutoOpenOrders = 15,
RequestAllOpenOrders = 16,
RequestManagedAccounts = 17,
RequestFA = 18,
ReplaceFA = 19,
RequestHistoricalData = 20,
ExerciseOptions = 21,
RequestScannerSubscription = 22,
CancelScannerSubscription = 23,
RequestScannerParameters = 24,
CancelHistoricalData = 25,
RequestCurrentTime = 49,
RequestRealTimeBars = 50,
CancelRealTimeBars = 51,
RequestFundamentalData = 52,
CancelFundamentalData = 53,
ReqCalcImpliedVolat = 54,
ReqCalcOptionPrice = 55,
CancelImpliedVolatility = 56,
CancelOptionPrice = 57,
RequestGlobalCancel = 58,
RequestMarketDataType = 59,
RequestPositions = 61,
RequestAccountSummary = 62,
CancelAccountSummary = 63,
CancelPositions = 64,
VerifyRequest = 65,
VerifyMessage = 66,
QueryDisplayGroups = 67,
SubscribeToGroupEvents = 68,
UpdateDisplayGroup = 69,
UnsubscribeFromGroupEvents = 70,
StartApi = 71,
VerifyAndAuthRequest = 72,
VerifyAndAuthMessage = 73,
RequestPositionsMulti = 74,
CancelPositionsMulti = 75,
RequestAccountUpdatesMulti = 76,
CancelAccountUpdatesMulti = 77,
RequestSecurityDefinitionOptionalParameters = 78,
RequestSoftDollarTiers = 79,
RequestFamilyCodes = 80,
RequestMatchingSymbols = 81,
RequestMktDepthExchanges = 82,
RequestSmartComponents = 83,
RequestNewsArticle = 84,
RequestNewsProviders = 85,
RequestHistoricalNews = 86,
RequestHeadTimestamp = 87,
RequestHistogramData = 88,
CancelHistogramData = 89,
CancelHeadTimestamp = 90,
RequestMarketRule = 91,
RequestPnL = 92,
CancelPnL = 93,
RequestPnLSingle = 94,
CancelPnLSingle = 95,
RequestHistoricalTicks = 96,
RequestTickByTickData = 97,
CancelTickByTickData = 98,
RequestCompletedOrders = 99,
RequestWshMetaData = 100,
CancelWshMetaData = 101,
RequestWshEventData = 102,
CancelWshEventData = 103,
RequestUserInfo = 104,
}
impl ToField for OutgoingMessages {
fn to_field(&self) -> String {
(*self as i32).to_string()
}
}
#[derive(Default, Debug, Clone)]
pub(crate) struct RequestMessage {
fields: Vec<String>,
}
impl RequestMessage {
pub fn new() -> Self {
Self::default()
}
pub fn push_field<T: ToField>(&mut self, val: &T) -> &RequestMessage {
let field = val.to_field();
self.fields.push(field);
self
}
pub fn encode(&self) -> String {
let mut data = self.fields.join("\0");
data.push('\0');
data
}
#[cfg(test)]
pub(crate) fn encode_simple(&self) -> String {
let mut data = self.fields.join("|");
data.push('|');
data
}
}
impl Index<usize> for RequestMessage {
type Output = String;
fn index(&self, i: usize) -> &Self::Output {
&self.fields[i]
}
}
#[derive(Clone, Default, Debug)]
pub struct ResponseMessage {
pub i: usize,
pub fields: Vec<String>,
}
impl ResponseMessage {
pub fn message_type(&self) -> IncomingMessages {
if self.fields.is_empty() {
IncomingMessages::NotValid
} else {
let message_id = i32::from_str(&self.fields[0]).unwrap_or(-1);
IncomingMessages::from(message_id)
}
}
pub fn request_id(&self) -> Option<i32> {
if let Some(i) = request_id_index(self.message_type()) {
if let Ok(request_id) = self.peek_int(i) {
return Some(request_id);
}
}
None
}
pub fn order_id(&self) -> Option<i32> {
if let Some(i) = order_id_index(self.message_type()) {
if let Ok(order_id) = self.peek_int(i) {
return Some(order_id);
}
}
None
}
pub fn execution_id(&self) -> Option<String> {
match self.message_type() {
IncomingMessages::ExecutionData => Some(self.peek_string(14)),
IncomingMessages::CommissionsReport => Some(self.peek_string(2)),
_ => None,
}
}
pub fn peek_int(&self, i: usize) -> Result<i32, Error> {
let field = &self.fields[i];
match field.parse() {
Ok(val) => Ok(val),
Err(err) => Err(Error::Parse(i, field.into(), err.to_string())),
}
}
pub fn peek_string(&self, i: usize) -> String {
self.fields[i].to_owned()
}
pub fn next_int(&mut self) -> Result<i32, Error> {
let field = &self.fields[self.i];
self.i += 1;
match field.parse() {
Ok(val) => Ok(val),
Err(err) => Err(Error::Parse(self.i, field.into(), err.to_string())),
}
}
pub fn next_optional_int(&mut self) -> Result<Option<i32>, Error> {
let field = &self.fields[self.i];
self.i += 1;
if field.is_empty() || field == UNSET_INTEGER {
return Ok(None);
}
match field.parse::<i32>() {
Ok(val) => Ok(Some(val)),
Err(err) => Err(Error::Parse(self.i, field.into(), err.to_string())),
}
}
pub fn next_bool(&mut self) -> Result<bool, Error> {
let field = &self.fields[self.i];
self.i += 1;
Ok(field == "1")
}
pub fn next_long(&mut self) -> Result<i64, Error> {
let field = &self.fields[self.i];
self.i += 1;
match field.parse() {
Ok(val) => Ok(val),
Err(err) => Err(Error::Parse(self.i, field.into(), err.to_string())),
}
}
pub fn next_optional_long(&mut self) -> Result<Option<i64>, Error> {
let field = &self.fields[self.i];
self.i += 1;
if field.is_empty() || field == UNSET_LONG {
return Ok(None);
}
match field.parse::<i64>() {
Ok(val) => Ok(Some(val)),
Err(err) => Err(Error::Parse(self.i, field.into(), err.to_string())),
}
}
pub fn next_date_time(&mut self) -> Result<OffsetDateTime, Error> {
let field = &self.fields[self.i];
self.i += 1;
if field.is_empty() {
return Err(Error::Simple(
"expected timestamp and found empty string".into(),
));
}
let timestamp: i64 = field.parse()?;
match OffsetDateTime::from_unix_timestamp(timestamp) {
Ok(val) => Ok(val),
Err(err) => Err(Error::Parse(self.i, field.into(), err.to_string())),
}
}
pub fn next_string(&mut self) -> Result<String, Error> {
let field = &self.fields[self.i];
self.i += 1;
Ok(String::from(field))
}
pub fn next_double(&mut self) -> Result<f64, Error> {
let field = &self.fields[self.i];
self.i += 1;
if field.is_empty() || field == "0" || field == "0.0" {
return Ok(0.0);
}
match field.parse() {
Ok(val) => Ok(val),
Err(err) => Err(Error::Parse(self.i, field.into(), err.to_string())),
}
}
pub fn next_optional_double(&mut self) -> Result<Option<f64>, Error> {
let field = &self.fields[self.i];
self.i += 1;
if field.is_empty() || field == UNSET_DOUBLE {
return Ok(None);
}
if field == INFINITY_STR {
return Ok(Some(f64::INFINITY));
}
match field.parse() {
Ok(val) => Ok(Some(val)),
Err(err) => Err(Error::Parse(self.i, field.into(), err.to_string())),
}
}
pub fn from(fields: &str) -> ResponseMessage {
ResponseMessage {
i: 0,
fields: fields.split('\x00').map(|x| x.to_string()).collect(),
}
}
pub fn skip(&mut self) {
self.i += 1;
}
pub fn reset(&mut self) {
self.i = 0;
}
pub fn encode(&self) -> String {
let mut data = self.fields.join("\0");
data.push('\0');
data
}
}