ibtwsapi/core/
common.rs

1//! Common types
2use std::fmt::Display;
3use std::fmt::{self, Error, Formatter};
4use strum_macros::EnumString;
5
6use num_derive::FromPrimitive;
7
8use serde::{Deserialize, Serialize};
9
10pub const NO_VALID_ID: i32 = -1;
11pub const MAX_MSG_LEN: i64 = 0xFFFFFF; //16Mb - 1byte
12
13pub const UNSET_INTEGER: i32 = std::i32::MAX;
14pub const UNSET_DOUBLE: f64 = 1.7976931348623157E308_f64;
15pub const UNSET_LONG: i64 = std::i64::MAX;
16pub const UNSET_INTEGER_I32_AS_I64: i64 = std::i32::MAX as i64;
17pub const UNSET_INTEGER_I32_AS_U64: u64 = std::i32::MAX as u64;
18
19//==================================================================================================
20/// Tick types
21#[repr(i32)]
22#[derive(EnumString, Serialize, Deserialize, Clone, Debug, FromPrimitive, Copy)]
23pub enum TickType {
24    BidSize = 0,
25    Bid = 1,
26    Ask = 2,
27    AskSize = 3,
28    Last = 4,
29    LastSize = 5,
30    High = 6,
31    Low = 7,
32    Volume = 8,
33    Close = 9,
34    BidOptionComputation = 10,
35    AskOptionComputation = 11,
36    LastOptionComputation = 12,
37    ModelOption = 13,
38    Open = 14,
39    Low13Week = 15,
40    High13Week = 16,
41    Low26Week = 17,
42    High26Week = 18,
43    Low52Week = 19,
44    High52Week = 20,
45    AvgVolume = 21,
46    OpenInterest = 22,
47    OptionHistoricalVol = 23,
48    OptionImpliedVol = 24,
49    OptionBidExch = 25,
50    OptionAskExch = 26,
51    OptionCallOpenInterest = 27,
52    OptionPutOpenInterest = 28,
53    OptionCallVolume = 29,
54    OptionPutVolume = 30,
55    IndexFuturePremium = 31,
56    BidExch = 32,
57    AskExch = 33,
58    AuctionVolume = 34,
59    AuctionPrice = 35,
60    AuctionImbalance = 36,
61    MarkPrice = 37,
62    BidEfpComputation = 38,
63    AskEfpComputation = 39,
64    LastEfpComputation = 40,
65    OpenEfpComputation = 41,
66    HighEfpComputation = 42,
67    LowEfpComputation = 43,
68    CloseEfpComputation = 44,
69    LastTimestamp = 45,
70    Shortable = 46,
71    FundamentalRatios = 47,
72    RtVolume = 48,
73    Halted = 49,
74    BidYield = 50,
75    AskYield = 51,
76    LastYield = 52,
77    CustOptionComputation = 53,
78    TradeCount = 54,
79    TradeRate = 55,
80    VolumeRate = 56,
81    LastRthTrade = 57,
82    RtHistoricalVol = 58,
83    IbDividends = 59,
84    BondFactorMultiplier = 60,
85    RegulatoryImbalance = 61,
86    NewsTick = 62,
87    ShortTermVolume3Min = 63,
88    ShortTermVolume5Min = 64,
89    ShortTermVolume10Min = 65,
90    DelayedBid = 66,
91    DelayedAsk = 67,
92    DelayedLast = 68,
93    DelayedBidSize = 69,
94    DelayedAskSize = 70,
95    DelayedLastSize = 71,
96    DelayedHigh = 72,
97    DelayedLow = 73,
98    DelayedVolume = 74,
99    DelayedClose = 75,
100    DelayedOpen = 76,
101    RtTrdVolume = 77,
102    CreditmanMarkPrice = 78,
103    CreditmanSlowMarkPrice = 79,
104    DelayedBidOption = 80,
105    DelayedAskOption = 81,
106    DelayedLastOption = 82,
107    DelayedModelOption = 83,
108    LastExch = 84,
109    LastRegTime = 85,
110    FuturesOpenInterest = 86,
111    AvgOptVolume = 87,
112    DelayedLastTimestamp = 88,
113    ShortableShares = 89,
114    NotSet = UNSET_INTEGER,
115}
116
117impl fmt::Display for TickType {
118    fn fmt(&self, fmt: &mut fmt::Formatter) -> fmt::Result {
119        match *self {
120            TickType::BidSize => write!(fmt, "bidSize"),
121            TickType::Bid => write!(fmt, "bidPrice"),
122            TickType::Ask => write!(fmt, "askPrice"),
123            TickType::AskSize => write!(fmt, "askSize"),
124            TickType::Last => write!(fmt, "lastPrice"),
125            TickType::LastSize => write!(fmt, "lastSize"),
126            TickType::High => write!(fmt, "high"),
127            TickType::Low => write!(fmt, "low"),
128            TickType::Volume => write!(fmt, "volume"),
129            TickType::Close => write!(fmt, "close"),
130            TickType::BidOptionComputation => write!(fmt, "bidOptComp"),
131            TickType::AskOptionComputation => write!(fmt, "askOptComp"),
132            TickType::LastOptionComputation => write!(fmt, "lastOptComp"),
133            TickType::ModelOption => write!(fmt, "modelOptComp"),
134            TickType::Open => write!(fmt, "open"),
135            TickType::Low13Week => write!(fmt, "13WeekLow"),
136            TickType::High13Week => write!(fmt, "13WeekHigh"),
137            TickType::Low26Week => write!(fmt, "26WeekLow"),
138            TickType::High26Week => write!(fmt, "26WeekHigh"),
139            TickType::Low52Week => write!(fmt, "52WeekLow"),
140            TickType::High52Week => write!(fmt, "52WeekHigh"),
141            TickType::AvgVolume => write!(fmt, "AvgVolume"),
142            TickType::OpenInterest => write!(fmt, "OpenInterest"),
143            TickType::OptionHistoricalVol => write!(fmt, "OptionHistoricalVolatility"),
144            TickType::OptionImpliedVol => write!(fmt, "OptionImpliedVolatility"),
145            TickType::OptionBidExch => write!(fmt, "OptionBidExch"),
146            TickType::OptionAskExch => write!(fmt, "OptionAskExch"),
147            TickType::OptionCallOpenInterest => write!(fmt, "OptionCallOpenInterest"),
148            TickType::OptionPutOpenInterest => write!(fmt, "OptionPutOpenInterest"),
149            TickType::OptionCallVolume => write!(fmt, "OptionCallVolume"),
150            TickType::OptionPutVolume => write!(fmt, "OptionPutVolume"),
151            TickType::IndexFuturePremium => write!(fmt, "IndexFuturePremium"),
152            TickType::BidExch => write!(fmt, "bidExch"),
153            TickType::AskExch => write!(fmt, "askExch"),
154            TickType::AuctionVolume => write!(fmt, "auctionVolume"),
155            TickType::AuctionPrice => write!(fmt, "auctionPrice"),
156            TickType::AuctionImbalance => write!(fmt, "auctionImbalance"),
157            TickType::MarkPrice => write!(fmt, "markPrice"),
158            TickType::BidEfpComputation => write!(fmt, "bidEFP"),
159            TickType::AskEfpComputation => write!(fmt, "askEFP"),
160            TickType::LastEfpComputation => write!(fmt, "lastEFP"),
161            TickType::OpenEfpComputation => write!(fmt, "openEFP"),
162            TickType::HighEfpComputation => write!(fmt, "highEFP"),
163            TickType::LowEfpComputation => write!(fmt, "lowEFP"),
164            TickType::CloseEfpComputation => write!(fmt, "closeEFP"),
165            TickType::LastTimestamp => write!(fmt, "lastTimestamp"),
166            TickType::Shortable => write!(fmt, "shortable"),
167            TickType::FundamentalRatios => write!(fmt, "fundamentals"),
168            TickType::RtVolume => write!(fmt, "RTVolume"),
169            TickType::Halted => write!(fmt, "halted"),
170            TickType::BidYield => write!(fmt, "bidYield"),
171            TickType::AskYield => write!(fmt, "askYield"),
172            TickType::LastYield => write!(fmt, "lastYield"),
173            TickType::CustOptionComputation => write!(fmt, "custOptComp"),
174            TickType::TradeCount => write!(fmt, "tradeCount"),
175            TickType::TradeRate => write!(fmt, "tradeRate"),
176            TickType::VolumeRate => write!(fmt, "volumeRate"),
177            TickType::LastRthTrade => write!(fmt, "lastRTHTrade"),
178            TickType::RtHistoricalVol => write!(fmt, "RTHistoricalVol"),
179            TickType::IbDividends => write!(fmt, "IBDividends"),
180            TickType::BondFactorMultiplier => write!(fmt, "bondFactorMultiplier"),
181            TickType::RegulatoryImbalance => write!(fmt, "regulatoryImbalance"),
182            TickType::NewsTick => write!(fmt, "newsTick"),
183            TickType::ShortTermVolume3Min => write!(fmt, "shortTermVolume3Min"),
184            TickType::ShortTermVolume5Min => write!(fmt, "shortTermVolume5Min"),
185            TickType::ShortTermVolume10Min => write!(fmt, "shortTermVolume10Min"),
186            TickType::DelayedBid => write!(fmt, "delayedBid"),
187            TickType::DelayedAsk => write!(fmt, "delayedAsk"),
188            TickType::DelayedLast => write!(fmt, "delayedLast"),
189            TickType::DelayedBidSize => write!(fmt, "delayedBidSize"),
190            TickType::DelayedAskSize => write!(fmt, "delayedAskSize"),
191            TickType::DelayedLastSize => write!(fmt, "delayedLastSize"),
192            TickType::DelayedHigh => write!(fmt, "delayedHigh"),
193            TickType::DelayedLow => write!(fmt, "delayedLow"),
194            TickType::DelayedVolume => write!(fmt, "delayedVolume"),
195            TickType::DelayedClose => write!(fmt, "delayedClose"),
196            TickType::DelayedOpen => write!(fmt, "delayedOpen"),
197            TickType::RtTrdVolume => write!(fmt, "rtTrdVolume"),
198            TickType::CreditmanMarkPrice => write!(fmt, "creditmanMarkPrice"),
199            TickType::CreditmanSlowMarkPrice => write!(fmt, "creditmanSlowMarkPrice"),
200            TickType::DelayedBidOption => write!(fmt, "delayedBidOptComp"),
201            TickType::DelayedAskOption => write!(fmt, "delayedAskOptComp"),
202            TickType::DelayedLastOption => write!(fmt, "delayedLastOptComp"),
203            TickType::DelayedModelOption => write!(fmt, "delayedModelOptComp"),
204            TickType::LastExch => write!(fmt, "lastExchange"),
205            TickType::LastRegTime => write!(fmt, "lastRegTime"),
206            TickType::FuturesOpenInterest => write!(fmt, "futuresOpenInterest"),
207            TickType::AvgOptVolume => write!(fmt, "avgOptVolume"),
208            TickType::DelayedLastTimestamp => write!(fmt, "delayedLastTimestamp"),
209            TickType::ShortableShares => write!(fmt, "shortableShares"),
210            TickType::NotSet => write!(fmt, "unknown"),
211        }
212    }
213}
214
215//==================================================================================================
216/// Financial advisor data types
217#[repr(i32)]
218#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
219pub enum FaDataType {
220    NA = 0,
221    GROUPS = 1,
222    PROFILES = 2,
223    ALIASES = 3,
224}
225
226impl fmt::Display for FaDataType {
227    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
228        write!(f, "Type: {}", self)
229    }
230}
231
232#[derive(Serialize, Deserialize, Clone, Debug)]
233pub enum TickMsgType {
234    AllLast {
235        price: f64,
236        size: i32,
237        tick_attrib_last: TickAttribLast,
238        exchange: String,
239        special_conditions: String,
240    },
241    BidAsk {
242        bid_price: f64,
243        ask_price: f64,
244        bid_size: i32,
245        ask_size: i32,
246        tick_attrib_bid_ask: TickAttribBidAsk,
247    },
248    MidPoint {
249        mid_point: f64,
250    },
251}
252
253//==================================================================================================
254/// Tick by tick types
255#[repr(i32)]
256#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
257pub enum TickByTickType {
258    NA = 0,
259    Last = 1,
260    AllLast = 2,
261    BidAsk = 3,
262    MidPoint = 4,
263}
264
265impl fmt::Display for TickByTickType {
266    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
267        match self {
268            TickByTickType::NA => write!(f, "N/A"),
269            TickByTickType::Last => write!(f, "Last"),
270            TickByTickType::AllLast => write!(f, "AllLast"),
271            TickByTickType::BidAsk => write!(f, "BidAsk"),
272            TickByTickType::MidPoint => write!(f, "MidPoint"),
273        }
274    }
275}
276
277//==================================================================================================
278/// date - the bar's date and time (either as a yyyymmss hh:mm:ssformatted
279///        string or as system time according to the request)
280/// open  - the bar's open point
281/// high  - the bar's high point
282/// low   - the bar's low point
283/// close - the bar's closing point
284/// volume - the bar's traded volume if available
285/// count - the number of trades during the bar's timespan (only available
286///         for TRADES).
287/// bar_count - running count of the bars received for this request
288/// average - average price of the bar
289#[derive(Serialize, Deserialize, Clone, Debug, Default)]
290pub struct BarData {
291    pub date: String,
292    pub open: f64,
293    pub high: f64,
294    pub low: f64,
295    pub close: f64,
296    pub volume: i64,
297    pub bar_count: i32,
298    pub average: f64,
299}
300
301impl BarData {
302    pub fn new(
303        date: String,
304        open: f64,
305        high: f64,
306        low: f64,
307        close: f64,
308        volume: i64,
309        bar_count: i32,
310        average: f64,
311    ) -> Self {
312        BarData {
313            date,
314            open,
315            high,
316            low,
317            close,
318            volume,
319            bar_count,
320            average,
321        }
322    }
323}
324
325impl fmt::Display for BarData {
326    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
327        write!(f, "date: {}, open: {}, high: {}, low: {}, close: {}, volume: {}, average: {}, barcount: {}", self.date, self.open, self.high,
328               self.low, self.close, self.volume, self.average, self.bar_count)
329    }
330}
331
332//==================================================================================================
333/// date_time - the bar's date and time (either as a yyyymmss hh:mm:ssformatted
334///        string or as system time according to the request)
335/// open  - the bar's open point
336/// high  - the bar's high point
337/// low   - the bar's low point
338/// close - the bar's closing point
339/// volume - the bar's traded volume if available
340/// count - the number of trades during the bar's timespan (only available
341///         for TRADES).
342/// wap -   the bar's Weighted Average Price
343/// count - running count of the bars for this request
344#[derive(Serialize, Deserialize, Clone, Debug, Default)]
345pub struct RealTimeBar {
346    pub date_time: String,
347    pub open: f64,
348    pub high: f64,
349    pub low: f64,
350    pub close: f64,
351    pub volume: i64,
352    pub wap: f64,
353    pub count: i32,
354}
355
356impl RealTimeBar {
357    pub fn new(
358        date_time: String,
359        open: f64,
360        high: f64,
361        low: f64,
362        close: f64,
363        volume: i64,
364        wap: f64,
365        count: i32,
366    ) -> Self {
367        RealTimeBar {
368            date_time,
369            open,
370            high,
371            low,
372            close,
373            volume,
374            wap,
375            count,
376        }
377    }
378}
379
380impl fmt::Display for RealTimeBar {
381    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
382        write!(
383            f,
384            "date_time: {},open: {}, high: {}, low: {}, close: {}, volume: {}, wap: {}, count: {}",
385            self.date_time,
386            self.open,
387            self.high,
388            self.low,
389            self.close,
390            self.volume,
391            self.wap,
392            self.count
393        )
394    }
395}
396
397//==================================================================================================
398#[derive(Serialize, Deserialize, Clone, Debug, Default)]
399pub struct HistogramData {
400    pub price: f64,
401    pub count: i32,
402}
403
404impl HistogramData {
405    pub fn new(price: f64, count: i32) -> Self {
406        HistogramData { price, count }
407    }
408}
409
410impl fmt::Display for HistogramData {
411    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
412        write!(f, "price: {}, count: {}", self.price, self.count)
413    }
414}
415
416//==================================================================================================
417#[derive(Serialize, Deserialize, Clone, Debug, Default)]
418pub struct DepthMktDataDescription {
419    pub exchange: String,
420    pub sec_type: String,
421    pub listing_exch: String,
422    pub service_data_type: String,
423    pub agg_group: i32,
424}
425
426impl DepthMktDataDescription {
427    pub fn new(
428        exchange: String,
429        sec_type: String,
430        listing_exch: String,
431        service_data_type: String,
432        agg_group: i32,
433    ) -> Self {
434        DepthMktDataDescription {
435            exchange,
436            sec_type,
437            listing_exch,
438            service_data_type,
439            agg_group,
440        }
441    }
442}
443
444impl fmt::Display for DepthMktDataDescription {
445    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
446        write!(
447            f,
448            "exchange: {}, sectype: {}, listing_exchange: {}, service_data_type: {}, agggroup: {}, ",
449            self.exchange,
450            self.sec_type,
451            self.listing_exch,
452            self.service_data_type,
453            if self.agg_group != UNSET_INTEGER {
454                format!("{}", self.agg_group)
455            } else {
456                "".to_string()
457            }
458        )
459    }
460}
461
462//==================================================================================================
463#[derive(Serialize, Deserialize, Clone, Debug, Default)]
464pub struct SmartComponent {
465    pub bit_number: i32,
466    pub exchange: String,
467    pub exchange_letter: String,
468}
469
470impl SmartComponent {
471    pub fn new(bit_number: i32, exchange: String, exchange_letter: String) -> Self {
472        SmartComponent {
473            bit_number,
474            exchange,
475            exchange_letter,
476        }
477    }
478}
479
480impl fmt::Display for SmartComponent {
481    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
482        write!(
483            f,
484            "bit_number: {}, exchange: {}, exchange_letter: {}",
485            self.bit_number, self.exchange, self.exchange_letter
486        )
487    }
488}
489
490//==================================================================================================
491#[derive(Serialize, Deserialize, Clone, Debug, Default)]
492pub struct TickAttrib {
493    pub can_auto_execute: bool,
494    pub past_limit: bool,
495    pub pre_open: bool,
496}
497
498impl TickAttrib {
499    pub fn new(can_auto_execute: bool, past_limit: bool, pre_open: bool) -> Self {
500        TickAttrib {
501            can_auto_execute,
502            past_limit,
503            pre_open,
504        }
505    }
506}
507
508impl fmt::Display for TickAttrib {
509    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
510        write!(
511            f,
512            "can_auto_execute: {}, past_limit: {}, pre_open: {}",
513            self.can_auto_execute, self.past_limit, self.pre_open
514        )
515    }
516}
517
518//==================================================================================================
519#[derive(Serialize, Deserialize, Clone, Debug, Default)]
520pub struct TickAttribBidAsk {
521    pub bid_past_low: bool,
522    pub ask_past_high: bool,
523}
524
525impl TickAttribBidAsk {
526    pub fn new(bid_past_low: bool, ask_past_high: bool) -> Self {
527        TickAttribBidAsk {
528            bid_past_low,
529            ask_past_high,
530        }
531    }
532}
533
534impl fmt::Display for TickAttribBidAsk {
535    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
536        write!(
537            f,
538            "bid_past_low: {}, ask_past_high: {}",
539            self.bid_past_low, self.ask_past_high
540        )
541    }
542}
543
544//==================================================================================================
545#[derive(Serialize, Deserialize, Clone, Debug, Default)]
546pub struct TickAttribLast {
547    pub past_limit: bool,
548    pub unreported: bool,
549}
550
551impl TickAttribLast {
552    pub fn new(past_limit: bool, unreported: bool) -> Self {
553        TickAttribLast {
554            past_limit,
555            unreported,
556        }
557    }
558}
559
560impl fmt::Display for TickAttribLast {
561    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
562        write!(
563            f,
564            "past_limit: {}, unreported: {}",
565            self.past_limit, self.unreported
566        )
567    }
568}
569
570//==================================================================================================
571#[derive(Serialize, Deserialize, Clone, Debug, Default)]
572pub struct FamilyCode {
573    pub account_id: String,
574    pub family_code_str: String,
575}
576
577impl FamilyCode {
578    pub fn new(account_id: String, family_code_str: String) -> Self {
579        FamilyCode {
580            account_id,
581            family_code_str,
582        }
583    }
584}
585
586impl fmt::Display for FamilyCode {
587    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
588        write!(
589            f,
590            "account_id: {}, family_code_str: {}",
591            self.account_id, self.family_code_str
592        )
593    }
594}
595
596//==================================================================================================
597#[derive(Serialize, Deserialize, Clone, Debug, Default)]
598pub struct PriceIncrement {
599    pub low_edge: f64,
600    pub increment: f64,
601}
602
603impl PriceIncrement {
604    pub fn new(low_edge: f64, increment: f64) -> Self {
605        PriceIncrement {
606            low_edge,
607            increment,
608        }
609    }
610}
611
612impl fmt::Display for PriceIncrement {
613    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
614        write!(
615            f,
616            "low_edge: {}, increment: {}",
617            self.low_edge, self.increment
618        )
619    }
620}
621
622//==================================================================================================
623#[derive(Serialize, Deserialize, Clone, Debug, Default)]
624pub struct HistoricalTick {
625    pub time: i32,
626    pub price: f64,
627    pub size: i32,
628}
629
630impl HistoricalTick {
631    pub fn new(time: i32, price: f64, size: i32) -> Self {
632        HistoricalTick { time, price, size }
633    }
634}
635
636impl fmt::Display for HistoricalTick {
637    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
638        write!(
639            f,
640            "time: {}, price: {}, size: {}",
641            self.time, self.price, self.size
642        )
643    }
644}
645
646//==================================================================================================
647#[derive(Serialize, Deserialize, Clone, Debug, Default)]
648pub struct HistoricalTickBidAsk {
649    pub time: i32,
650    pub tick_attrib_bid_ask: TickAttribBidAsk,
651    pub price_bid: f64,
652    pub price_ask: f64,
653    pub size_bid: i32,
654    pub size_ask: i32,
655}
656
657impl HistoricalTickBidAsk {
658    pub fn new(
659        time: i32,
660        tick_attrib_bid_ask: TickAttribBidAsk,
661        price_bid: f64,
662        price_ask: f64,
663        size_bid: i32,
664        size_ask: i32,
665    ) -> Self {
666        HistoricalTickBidAsk {
667            time,
668            tick_attrib_bid_ask,
669            price_bid,
670            price_ask,
671            size_bid,
672            size_ask,
673        }
674    }
675}
676
677impl fmt::Display for HistoricalTickBidAsk {
678    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
679        write!(
680            f,
681            "time: {}, tick_attrib_bid_ask: {}, price_bid: {}, price_ask: {}, size_bid: {}, size_ask: {}",
682            self.time,
683            self.tick_attrib_bid_ask,
684            self.price_bid,
685            self.price_ask,
686            self.size_bid,
687            self.size_ask
688        )
689    }
690}
691
692//==================================================================================================
693#[derive(Serialize, Deserialize, Clone, Debug, Default)]
694pub struct HistoricalTickLast {
695    pub time: i32,
696    pub tick_attrib_last: TickAttribLast,
697    pub price: f64,
698    pub size: i32,
699    pub exchange: String,
700    pub special_conditions: String,
701}
702
703impl HistoricalTickLast {
704    pub fn new(
705        time: i32,
706        tick_attrib_last: TickAttribLast,
707        price: f64,
708        size: i32,
709        exchange: String,
710        special_conditions: String,
711    ) -> Self {
712        HistoricalTickLast {
713            time,
714            tick_attrib_last,
715            price,
716            size,
717            exchange,
718            special_conditions,
719        }
720    }
721}
722
723impl fmt::Display for HistoricalTickLast {
724    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
725        write!(f, "time: {}, tick_attrib_last: {}, price: {}, size: {}, exchange: {}, special_conditions: {}",
726               self.time,
727               self.tick_attrib_last,
728               self.price,
729               self.size,
730               self.exchange,
731               self.special_conditions)
732    }
733}
734
735//==================================================================================================
736#[derive(Serialize, Deserialize, Clone, Debug, Default)]
737pub struct CommissionReport {
738    pub exec_id: String,
739    pub commission: f64,
740    pub currency: String,
741    pub realized_pnl: f64,
742    pub yield_: f64,
743    pub yield_redemption_date: String, //YYYYMMDD format
744}
745
746impl CommissionReport {
747    pub fn new(
748        exec_id: String,
749        commission: f64,
750        currency: String,
751        realized_pnl: f64,
752        yield_: f64,
753        yield_redemption_date: String,
754    ) -> Self {
755        CommissionReport {
756            exec_id,
757            commission,
758            currency,
759            realized_pnl,
760            yield_,
761            yield_redemption_date,
762        }
763    }
764}
765
766impl fmt::Display for CommissionReport {
767    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
768        write!(f, "exec_id: {}, commission: {}, currency: {}, realized_pnl: {}, yield_: {}, yield_redemption_date: {}",
769               self.exec_id,
770               self.commission,
771               self.currency,
772               if self.realized_pnl != UNSET_DOUBLE { format!("{}", self.realized_pnl) } else { "".to_string() },
773               if self.yield_ != UNSET_DOUBLE { format!("{}", self.yield_) } else { "".to_string() },
774               self.yield_redemption_date)
775    }
776}
777
778//==================================================================================================
779#[derive(Serialize, Deserialize, Clone, Debug, Default)]
780pub struct NewsProvider {
781    pub code: String,
782    pub name: String,
783}
784
785impl NewsProvider {
786    pub fn new(code: String, name: String) -> Self {
787        NewsProvider { code, name }
788    }
789}
790
791impl fmt::Display for NewsProvider {
792    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
793        write!(f, "code: {}, name: {}", self.code, self.name,)
794    }
795}
796
797//==================================================================================================
798#[derive(Serialize, Deserialize, Clone, Debug, Default)]
799pub struct TagValue {
800    pub tag: String,
801    pub value: String,
802}
803
804impl TagValue {
805    pub fn new(tag: String, value: String) -> Self {
806        TagValue { tag, value }
807    }
808}
809
810impl fmt::Display for TagValue {
811    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
812        write!(f, "{}={};", self.tag, self.value,)
813    }
814}
815
816//==================================================================================================
817#[repr(i32)]
818#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
819pub enum ComboParam {
820    NonGuaranteed,
821    PriceCondConid,
822    CondPriceMax,
823    CondPriceMin,
824    ChangeToMktTime1,
825    ChangeToMktTime2,
826    DiscretionaryPct,
827    DontLeginNext,
828    LeginPrio,
829    MaxSegSize,
830}
831
832impl Display for ComboParam {
833    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
834        match *self {
835            ComboParam::NonGuaranteed => write!(f, "NonGuaranteed"),
836            ComboParam::PriceCondConid => write!(f, "PriceCondConid"),
837            ComboParam::CondPriceMax => write!(f, "CondPriceMax"),
838            ComboParam::CondPriceMin => write!(f, "CondPriceMin"),
839            ComboParam::ChangeToMktTime1 => write!(f, "ChangeToMktTime1"),
840            ComboParam::ChangeToMktTime2 => write!(f, "ChangeToMktTime2"),
841            ComboParam::DiscretionaryPct => write!(f, "DiscretionaryPct"),
842            ComboParam::DontLeginNext => write!(f, "DontLeginNext"),
843            ComboParam::LeginPrio => write!(f, "LeginPrio"),
844            ComboParam::MaxSegSize => write!(f, "MaxSegSize"),
845        }
846    }
847}
848
849//==================================================================================================
850#[repr(i32)]
851#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
852pub enum HedgeType {
853    None,
854    Delta,
855    Beta,
856    Fx,
857    Pair,
858}
859
860impl Display for HedgeType {
861    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
862        match *self {
863            HedgeType::None => write!(f, ""),
864            HedgeType::Delta => write!(f, "Delta"),
865            HedgeType::Beta => write!(f, "Beta"),
866            HedgeType::Fx => write!(f, "Fx"),
867            HedgeType::Pair => write!(f, "Pair"),
868        }
869    }
870}
871
872//==================================================================================================
873#[repr(i32)]
874#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
875pub enum Right {
876    None,
877    Put,
878    Call,
879}
880
881impl Display for Right {
882    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
883        match *self {
884            Right::None => write!(f, ""),
885            Right::Put => write!(f, "P"),
886            Right::Call => write!(f, "C"),
887        }
888    }
889}
890
891//==================================================================================================
892#[repr(i32)]
893#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
894pub enum VolatilityType {
895    None,
896    Daily,
897    Annual,
898}
899
900impl Display for VolatilityType {
901    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
902        match *self {
903            VolatilityType::None => write!(f, "None"),
904            VolatilityType::Daily => write!(f, "Daily"),
905            VolatilityType::Annual => write!(f, "Annual"),
906        }
907    }
908}
909
910//==================================================================================================
911#[repr(i32)]
912#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
913pub enum ReferencePriceType {
914    None,
915    Midpoint,
916    BidOrAsk,
917}
918
919impl Display for ReferencePriceType {
920    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
921        match *self {
922            ReferencePriceType::None => write!(f, "None"),
923            ReferencePriceType::Midpoint => write!(f, "Midpoint"),
924            ReferencePriceType::BidOrAsk => write!(f, "BidOrAsk"),
925        }
926    }
927}
928
929//==================================================================================================
930#[repr(i32)]
931#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
932pub enum TriggerMethod {
933    Default,
934    DoubleBidAsk,
935    Last,
936    DoubleLast,
937    BidAsk,
938    LastOrBidAsk,
939    Midpoint,
940}
941
942impl Display for TriggerMethod {
943    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
944        match *self {
945            TriggerMethod::Default => write!(f, "Default"),
946            TriggerMethod::DoubleBidAsk => write!(f, "DoubleBidAsk"),
947            TriggerMethod::Last => write!(f, "Last"),
948            TriggerMethod::DoubleLast => write!(f, "DoubleLast"),
949            TriggerMethod::BidAsk => write!(f, "BidAsk"),
950            TriggerMethod::LastOrBidAsk => write!(f, "LastOrBidAsk"),
951            TriggerMethod::Midpoint => write!(f, "Midpoint"),
952        }
953    }
954}
955
956//==================================================================================================
957#[repr(i32)]
958#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
959pub enum Action {
960    BUY,
961    SELL,
962    SSHORT,
963}
964
965impl Display for Action {
966    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
967        match *self {
968            Action::BUY => write!(f, "BUY"),
969            Action::SELL => write!(f, "SELL"),
970            Action::SSHORT => write!(f, "SSHORT"),
971        }
972    }
973}
974
975//==================================================================================================
976#[repr(i32)]
977#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
978pub enum Rule80A {
979    None,
980    Individual,
981    Agency,
982    AgentOtherMember,
983    IndividualPTIA,
984    AgencyPTIA,
985    AgentOtherMemberPTIA,
986    IndividualPT,
987    AgencyPT,
988    AgentOtherMemberPT,
989}
990
991impl Display for Rule80A {
992    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
993        match self {
994            Rule80A::None => write!(f, ""),
995            Rule80A::Individual => write!(f, "I"),
996            Rule80A::Agency => write!(f, "A"),
997            Rule80A::AgentOtherMember => write!(f, "W"),
998            Rule80A::IndividualPTIA => write!(f, "J"),
999            Rule80A::AgencyPTIA => write!(f, "U"),
1000            Rule80A::AgentOtherMemberPTIA => write!(f, "M"),
1001            Rule80A::IndividualPT => write!(f, "K"),
1002            Rule80A::AgencyPT => write!(f, "Y"),
1003            Rule80A::AgentOtherMemberPT => write!(f, "N"),
1004        }
1005    }
1006}
1007
1008//==================================================================================================
1009#[repr(i32)]
1010#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1011pub enum OcaType {
1012    None,
1013    CancelWithBlocking,
1014    ReduceWithBlocking,
1015    ReduceWithoutBlocking,
1016}
1017
1018impl Display for OcaType {
1019    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1020        match *self {
1021            OcaType::None => write!(f, "None"),
1022            OcaType::CancelWithBlocking => write!(f, "CancelWithBlocking"),
1023            OcaType::ReduceWithBlocking => write!(f, "ReduceWithBlocking"),
1024            OcaType::ReduceWithoutBlocking => write!(f, "ReduceWithoutBlocking"),
1025        }
1026    }
1027}
1028
1029//==================================================================================================
1030#[repr(i32)]
1031#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1032pub enum TimeInForce {
1033    DAY,
1034    GTC,
1035    OPG,
1036    IOC,
1037    GTD,
1038    GTT,
1039    AUC,
1040    FOK,
1041    GTX,
1042    DTC,
1043}
1044
1045impl Display for TimeInForce {
1046    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1047        match *self {
1048            TimeInForce::DAY => write!(f, "DAY"),
1049            TimeInForce::GTC => write!(f, "GTC"),
1050            TimeInForce::OPG => write!(f, "OPG"),
1051            TimeInForce::IOC => write!(f, "IOC"),
1052            TimeInForce::GTD => write!(f, "GTD"),
1053            TimeInForce::GTT => write!(f, "GTT"),
1054            TimeInForce::AUC => write!(f, "AUC"),
1055            TimeInForce::FOK => write!(f, "FOK"),
1056            TimeInForce::GTX => write!(f, "GTX"),
1057            TimeInForce::DTC => write!(f, "DTC"),
1058        }
1059    }
1060}
1061
1062//==================================================================================================
1063#[repr(i32)]
1064#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1065pub enum ExerciseType {
1066    None,
1067    Exercise,
1068    Lapse,
1069}
1070
1071impl Display for ExerciseType {
1072    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1073        match *self {
1074            ExerciseType::None => write!(f, ""),
1075            ExerciseType::Exercise => write!(f, "Exercise"),
1076            ExerciseType::Lapse => write!(f, "Lapse"),
1077        }
1078    }
1079}
1080
1081//==================================================================================================
1082#[repr(i32)]
1083#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1084pub enum FundamentalType {
1085    ReportSnapshot,
1086    ReportsFinSummary,
1087    ReportRatios,
1088    ReportsFinStatements,
1089    RESC,
1090    CalendarReport,
1091    ReportsOwnership,
1092}
1093
1094impl Display for FundamentalType {
1095    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1096        match *self {
1097            FundamentalType::ReportSnapshot => write!(f, "Company overview"),
1098            FundamentalType::ReportsFinSummary => write!(f, "Financial summary"),
1099            FundamentalType::ReportRatios => write!(f, "Financial ratios"),
1100            FundamentalType::ReportsFinStatements => write!(f, "Financial statements"),
1101            FundamentalType::RESC => write!(f, "Analyst estimates"),
1102            FundamentalType::CalendarReport => write!(f, "Company calendar"),
1103            FundamentalType::ReportsOwnership => write!(f, "Company ownership"),
1104        }
1105    }
1106}
1107
1108//==================================================================================================
1109#[repr(i32)]
1110#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1111pub enum WhatToShow {
1112    Trades,
1113    Midpoint,
1114    Bid,
1115    Ask,
1116    // << only these are valid for real-time bars
1117    BidAsk,
1118    HistoricalVolatility,
1119    OptionImpliedVolatility,
1120    YieldAsk,
1121    YieldBid,
1122    YieldBidAsk,
1123    YieldLast,
1124    AdjustedLast,
1125}
1126
1127impl Display for WhatToShow {
1128    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1129        match *self {
1130            WhatToShow::Trades => write!(f, "TRADES"),
1131            WhatToShow::Midpoint => write!(f, "MIDPOINT"),
1132            WhatToShow::Bid => write!(f, "BID"),
1133            WhatToShow::Ask => write!(f, "ASK"),
1134            WhatToShow::BidAsk => write!(f, "BID_ASK"),
1135            WhatToShow::HistoricalVolatility => write!(f, "HISTORICAL_VOLATILITY"),
1136            WhatToShow::OptionImpliedVolatility => write!(f, "OPTION_IMPLIED_VOLATILITY"),
1137            WhatToShow::YieldAsk => write!(f, "YIELD_ASK"),
1138            WhatToShow::YieldBid => write!(f, "YIELD_ASK"),
1139            WhatToShow::YieldBidAsk => write!(f, "YIELD_BID_ASK"),
1140            WhatToShow::YieldLast => write!(f, "YIELD_LAST"),
1141            WhatToShow::AdjustedLast => write!(f, "ADJUSTED_LAST"),
1142        }
1143    }
1144}
1145
1146//==================================================================================================
1147#[repr(i32)]
1148#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1149pub enum BarSize {
1150    _1Secs,
1151    _5Secs,
1152    _10Secs,
1153    _15Secs,
1154    _30Secs,
1155    _1Min,
1156    _2Mins,
1157    _3Mins,
1158    _5Mins,
1159    _10Mins,
1160    _15Mins,
1161    _20Mins,
1162    _30Mins,
1163    _1Hour,
1164    _4Hours,
1165    _1Day,
1166    _1Week,
1167    _1Month,
1168}
1169
1170impl Display for BarSize {
1171    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1172        match *self {
1173            BarSize::_1Secs => write!(f, "1 secs"),
1174            BarSize::_5Secs => write!(f, "5 secs"),
1175            BarSize::_10Secs => write!(f, "10 secs"),
1176            BarSize::_15Secs => write!(f, "15 secs"),
1177            BarSize::_30Secs => write!(f, "30 secs"),
1178            BarSize::_1Min => write!(f, "1 min"),
1179            BarSize::_2Mins => write!(f, "2 mins"),
1180            BarSize::_3Mins => write!(f, "3 mins"),
1181            BarSize::_5Mins => write!(f, "5 mins"),
1182            BarSize::_10Mins => write!(f, "10 mins"),
1183            BarSize::_15Mins => write!(f, "15 mins"),
1184            BarSize::_20Mins => write!(f, "20 mins"),
1185            BarSize::_30Mins => write!(f, "30 mins"),
1186            BarSize::_1Hour => write!(f, "1 hour"),
1187            BarSize::_4Hours => write!(f, "4 hours"),
1188            BarSize::_1Day => write!(f, "1 day"),
1189            BarSize::_1Week => write!(f, "1 week"),
1190            BarSize::_1Month => write!(f, "1 month"),
1191        }
1192    }
1193}
1194
1195//==================================================================================================
1196#[repr(i32)]
1197#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1198pub enum DurationUnit {
1199    SECOND,
1200    DAY,
1201    WEEK,
1202    MONTH,
1203    YEAR,
1204}
1205
1206impl Display for DurationUnit {
1207    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1208        match *self {
1209            DurationUnit::SECOND => write!(f, "SECOND"),
1210            DurationUnit::DAY => write!(f, "DAY"),
1211            DurationUnit::WEEK => write!(f, "WEEK"),
1212            DurationUnit::MONTH => write!(f, "MONTH"),
1213            DurationUnit::YEAR => write!(f, "YEAR"),
1214        }
1215    }
1216}
1217
1218//==================================================================================================
1219#[repr(i32)]
1220#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1221pub enum DeepType {
1222    INSERT,
1223    UPDATE,
1224    DELETE,
1225}
1226
1227impl Display for DeepType {
1228    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1229        match *self {
1230            DeepType::INSERT => write!(f, "INSERT"),
1231            DeepType::UPDATE => write!(f, "UPDATE"),
1232            DeepType::DELETE => write!(f, "DELETE"),
1233        }
1234    }
1235}
1236
1237#[repr(i32)]
1238#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1239pub enum DeepSide {
1240    Sell,
1241    Buy,
1242}
1243
1244impl Display for DeepSide {
1245    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1246        match *self {
1247            DeepSide::Buy => write!(f, "BUY"),
1248            DeepSide::Sell => write!(f, "SELL"),
1249        }
1250    }
1251}
1252
1253//==================================================================================================
1254#[repr(i32)]
1255#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1256pub enum NewsType {
1257    Unknown,
1258    BBS,
1259    LiveExch,
1260    DeadExch,
1261    HTML,
1262    PopupText,
1263    PopupHtml,
1264}
1265
1266impl Display for NewsType {
1267    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1268        match *self {
1269            NewsType::Unknown => write!(f, "UNKNOWN"),
1270            NewsType::BBS => write!(f, "BBS"),
1271            NewsType::LiveExch => write!(f, "LIVE_EXCH"),
1272            NewsType::DeadExch => write!(f, "DEAD_EXCH"),
1273            NewsType::HTML => write!(f, "HTML"),
1274            NewsType::PopupText => write!(f, "POPUP_TEXT"),
1275            NewsType::PopupHtml => write!(f, "POPUP_HTML"),
1276        }
1277    }
1278}
1279
1280//==================================================================================================
1281#[repr(i32)]
1282#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1283pub enum SecIdType {
1284    None,
1285    CUSIP,
1286    SEDOL,
1287    ISIN,
1288    RIC,
1289}
1290
1291impl Display for SecIdType {
1292    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1293        match *self {
1294            SecIdType::None => write!(f, ""),
1295            SecIdType::CUSIP => write!(f, "CUSIP"),
1296            SecIdType::SEDOL => write!(f, "SEDOL"),
1297            SecIdType::ISIN => write!(f, "ISIN"),
1298            SecIdType::RIC => write!(f, "RIC"),
1299        }
1300    }
1301}
1302
1303//==================================================================================================
1304#[repr(i32)]
1305#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1306pub enum SecType {
1307    None,
1308    STK,
1309    OPT,
1310    FUT,
1311    CONTFUT,
1312    CASH,
1313    BOND,
1314    CFD,
1315    FOP,
1316    WAR,
1317    IOPT,
1318    FWD,
1319    BAG,
1320    IND,
1321    BILL,
1322    FUND,
1323    FIXED,
1324    SLB,
1325    NEWS,
1326    CMDTY,
1327    BSK,
1328    ICU,
1329    ICS,
1330}
1331
1332impl Display for SecType {
1333    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1334        match *self {
1335            SecType::None => write!(f, ""),
1336            SecType::STK => write!(f, "STK"),
1337            SecType::OPT => write!(f, "OPT"),
1338            SecType::FUT => write!(f, "FUT"),
1339            SecType::CONTFUT => write!(f, "CONTFUT"),
1340            SecType::CASH => write!(f, "CASH"),
1341            SecType::BOND => write!(f, "BOND"),
1342            SecType::CFD => write!(f, "CFD"),
1343            SecType::FOP => write!(f, "FOP"),
1344            SecType::WAR => write!(f, "WAR"),
1345            SecType::IOPT => write!(f, "IOPT"),
1346            SecType::FWD => write!(f, "FWD"),
1347            SecType::BAG => write!(f, "BAG"),
1348            SecType::IND => write!(f, "IND"),
1349            SecType::BILL => write!(f, "BILL"),
1350            SecType::FUND => write!(f, "FUND"),
1351            SecType::FIXED => write!(f, "FIXED"),
1352            SecType::SLB => write!(f, "SLB"),
1353            SecType::NEWS => write!(f, "NEWS"),
1354            SecType::CMDTY => write!(f, "CMDTY"),
1355            SecType::BSK => write!(f, "BSK"),
1356            SecType::ICU => write!(f, "ICU"),
1357            SecType::ICS => write!(f, "ICS"),
1358        }
1359    }
1360}
1361
1362//==================================================================================================
1363#[repr(i32)]
1364#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1365pub enum MarketDataTypeEnum {
1366    Unknown,
1367    Realtime,
1368    Frozen,
1369    Delayed,
1370    DelayedFrozen, //public static MktDataType get( int ordinal) {
1371                   //return getEnum( ordinal, values() );
1372                   //}
1373}
1374
1375impl Display for MarketDataTypeEnum {
1376    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1377        match self {
1378            MarketDataTypeEnum::Unknown => write!(f, "N/A"),
1379            MarketDataTypeEnum::Realtime => write!(f, "REALTIME"),
1380            MarketDataTypeEnum::Frozen => write!(f, "FROZEN"),
1381            MarketDataTypeEnum::Delayed => write!(f, "DELAYED"),
1382            MarketDataTypeEnum::DelayedFrozen => write!(f, "DELAYED_FROZEN"),
1383        }
1384    }
1385}
1386
1387//==================================================================================================
1388#[repr(i32)]
1389#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1390pub enum Method {
1391    None,
1392    EqualQuantity,
1393    AvailableEquity,
1394    NetLiq,
1395    PctChange,
1396}
1397
1398impl Display for Method {
1399    fn fmt(&self, f: &mut Formatter<'_>) -> Result<(), Error> {
1400        match self {
1401            Method::None => write!(f, ""),
1402            Method::EqualQuantity => write!(f, "EqualQuantity"),
1403            Method::AvailableEquity => write!(f, "AvailableEquity"),
1404            Method::NetLiq => write!(f, "NetLiq"),
1405            Method::PctChange => write!(f, "PctChange"),
1406        }
1407    }
1408}
1409
1410//==================================================================================================
1411#[repr(i32)]
1412#[derive(Serialize, Deserialize, Clone, FromPrimitive, Debug)]
1413pub enum UsePriceMgmtAlgo {
1414    Default,
1415    NotUse,
1416    Use,
1417}
1418
1419impl UsePriceMgmtAlgo {
1420    pub fn value(&self) -> Option<bool> {
1421        match *self {
1422            UsePriceMgmtAlgo::Default => None,
1423            UsePriceMgmtAlgo::NotUse => Some(false),
1424            UsePriceMgmtAlgo::Use => Some(true),
1425        }
1426    }
1427}
ibtwsapi/core/common.rs

ibtwsapi/core/
common.rs
