Crate ibcore 

ibcore — Standalone IB Gateway integration layer.

Wraps ibapi::Client in a newtype IbClient that provides:

• Market data snapshots — StockSnapshot, OptionSnapshot for one-shot bid/ask/last/Greeks data via IbClient::stock_snapshot and IbClient::option_snapshot.
• Order-agnostic account data — IbClient::positions, IbClient::account_summary, IbClient::pnl, IbClient::net_liquidation.
• Option chain resolution — IbClient::fetch_option_chain returns OptionChainData (expirations + strikes).
• Market data streaming — TickEvent, TickStream for real-time market data ticks via IbClient::tick_stream.
• Historical data — IbClient::historical_data returns HistoricalData with OHLCV Bars. Types re-exported from historical module.
• Structured errors — IbError translates raw IB error codes into typed variants instead of letting raw Notice codes escape.
• Diagnostic events — DiagnosticEvent emitted via tokio::sync::broadcast on the underlying ibapi::Client’s notice stream, carrying gateway version, farm status, connection state, and structured error context.

Design

ibcore wraps ibapi rather than re-implementing it. All IB wire-protocol details are handled by the underlying ibapi crate; ibcore adds ergonomics, structured errors, and observability on top.

Re-exports

Commonly-used ibapi types are re-exported so consumers need only depend on ibcore, never on ibapi directly:

• Contracts: Contract, OptionRight, SecurityType, LegAction
• Account data: Position, PnL
• Orders: Action, combo_limit_order, combo_market_order
• Market data: MarketDataType
• Prelude: [ibapi::prelude::*]

Re-exports

pub use client::IbClient;

pub use client::is_connection_dead;

pub use snapshots::StockSnapshot;

pub use snapshots::OptionSnapshot;

pub use chain::OptionChainData;

pub use diagnostics::DiagnosticEvent;

pub use diagnostics::FarmState;

pub use diagnostics::ConnectionState;

pub use diagnostics::AccountType;

pub use errors::IbError;

pub use exchange::get_primary_exchange;

pub use contract::build_option_contract;

pub use contract::parse_expiry;

pub use streaming::TickEvent;

pub use streaming::TickStream;

pub use orders::OpenOrder;

pub use orders::OrderStatusEvent;

pub use orders::OrderStatusStream;

Modules

chain

Option chain data — expirations and strikes for an underlying.

client

Persistent IB Gateway client wrapper.

contract

Option contract construction helpers.

diagnostics

Diagnostic event types — structured notifications from the IB Gateway notice stream.

errors

Structured IB error types — maps raw ibapi error codes to typed variants.

exchange

Primary options exchange resolution for stock symbols.

historical

Historical market data.

order_builder

Helpers for constructing commonly used order templates. Free-function order constructors — the advanced / client-less layer.

orders

Order placement, cancellation, and status tracking.

snapshots

Market data snapshot types for stocks and options.

streaming

Real-time market data streaming.

Structs

AccountSummaryTags

Constants for account summary tags used in account summary requests. These tags define which account information fields to retrieve.

Bar

Bar describes the historical data bar.

Client

Asynchronous TWS API Client

ClientBuilder

Builder for an async Client. Acquire via Client::builder.

Contract

Contract describes an instrument’s definition.

ContractMonth

Contract month for futures

Currency

Currency identifier

Cusip

CUSIP identifier

Duration

Duration specifier used in historical data requests (e.g. 1 D).

Exchange

Exchange identifier

ExecutionFilter

Filter criteria used to determine which execution reports are returned.

ExpirationDate

Date for option expiration

FamilyCode

Family code assigned to a group of accounts.

HistoricalData

Container for historical bar responses.

HistoricalDataBuilder

Builder for historical bar data requests.

HistoricalScheduleBuilder

Builder for the historical-schedule API.

HistoricalTicksBuilder

Builder for the historical-ticks API.

Isin

ISIN identifier

MarketDepthBuilder

Builder for level-2 (order book) market-depth subscriptions.

Notice

An error message from the TWS API.

NoticeStream

A handle for receiving globally routed notices on the async transport.

PnL

Aggregated profit and loss metrics for the entire account.

PnLSingle

Real-time profit and loss metrics for a single position.

Position

Open position held within the account.

Strike

Validated strike price (must be positive)

Subscription

Asynchronous subscription for streaming data.

Symbol

Strong type for trading symbols

TickByTickBuilder

Builder for tick-by-tick real-time subscriptions.

Enums

AccountSummaryResult

Result of an account summary request emitted by the Client.

AccountUpdate

Account update events delivered while streaming high-level account data.

AccountUpdateMulti

Account update events scoped to an account/model code pair.

Action

Identifies the side. Generally available values are BUY and SELL. Additionally, SSHORT and SLONG are available in some institutional-accounts only. For general account types, a SELL order will be able to enter a short position automatically if the order quantity is larger than your current long position. SSHORT is only supported for institutional account configured with Long/Short account segments or clearing with a separate account. SLONG is available in specially-configured institutional accounts to indicate that long position not yet delivered is being sold.

BarSize

Request granularity for historical bars.

BondIdentifier

Bond identifier type

Error

The main error type for IBAPI operations.

ExecutionFilterSide

Side filter on outbound execution requests. IBKR’s wire vocabulary for ExecutionFilter.side is "BUY" / "SELL" only.

ExecutionSide

Side of an Execution report — direction of a filled order.

HistoricalBarSize

Request granularity for historical bars.

HistoricalWhatToShow

Enumerates the data payload returned when requesting historical data.

IgnoreSize

Whether a tick-by-tick subscription should drop tick size information.

LegAction

Trading action for spread/combo legs. Mirrors the IBKR wire vocabulary BUY / SELL / SSHORT. SLONG is not accepted on combo legs — only the SSHORT short-sale form is gated (SSHORT_COMBO_LEGS = 35, well below our floor of 210), so all three variants are unconditionally valid.

MarketDataType

Market data type for switching between real-time and frozen/delayed.

NoticeCategory

Typed classification of a Notice by TWS error-code range.

OptionRight

Option right (Call or Put). Matches IBKR’s wire vocabulary "C" / "P".

OrderStatusKind

The lifecycle state of an order, as reported by TWS.

OrderUpdate

Updates received when monitoring order activity. This enum is used by order_update_stream to deliver real-time order updates.

Orders

Enumerates possible results from querying an Order.

PlaceOrder

Responses from placing an order.

PositionUpdate

Messages emitted while streaming position updates.

PositionUpdateMulti

Messages emitted while streaming model-code scoped position updates.

RealtimeBarSize

Bar size for real-time bars.

RealtimeWhatToShow

Specifies the type of data to show for real-time bars.

SecurityType

SecurityType enumerates available security types

SmartDepth

Whether a market-depth subscription aggregates rows across exchanges.

SubscriptionItem

An item yielded by a Subscription.

TickTypes

Various types of market data ticks.

TradingHours

Specifies whether to include only regular trading hours or extended hours

WhatToShow

Enumerates the data payload returned when requesting historical data.

Constants

IBAPI_VERSION

Version of the ibapi dependency this crate was built against.

Traits

StreamExt

An extension trait for Streams that provides a variety of convenient combinator functions.

SubscriptionItemStreamExt

Extension trait that adds filter_data to any stream yielding Result<SubscriptionItem<T>, Error>. Async mirror of the sync SubscriptionItemIterExt.

ToDuration

Helper trait to convert integer counts into Durations.

Functions

combo_limit_order

Create combination orders that include options, stock and futures legs (stock legs can be included if the order is routed through SmartRouting). Although a combination/spread order is constructed of separate legs, it is executed as a single transaction if it is routed directly to an exchange. For combination orders that are SmartRouted, each leg may be executed separately to ensure best execution. Products: OPT, STK, FUT

combo_market_order

Create combination orders that include options, stock and futures legs (stock legs can be included if the order is routed through SmartRouting). Although a combination/spread order is constructed of separate legs, it is executed as a single transaction if it is routed directly to an exchange. For combination orders that are SmartRouted, each leg may be executed separately to ensure best execution. Products: OPT, STK, FUT

version

Crate version string, from CARGO_PKG_VERSION at compile time.