Struct QuestradeClient 

pub struct QuestradeClient { /* private fields */ }

Async HTTP client for the Questrade REST API.

Wraps a TokenManager for transparent OAuth token refresh and provides methods for market data (quotes, option chains, candles) and account data (positions, balances, activities).

Construct via QuestradeClient::new for defaults, or use QuestradeClientBuilder to supply a custom reqwest::Client (e.g. for custom TLS roots or proxy configuration):

let custom_http = reqwest::Client::builder()
    .danger_accept_invalid_certs(true)
    .build()?;

let client = QuestradeClientBuilder::new()
    .token_manager(tm)
    .http_client(custom_http)
    .build()?;

Implementations

impl QuestradeClient

pub fn new(token_manager: TokenManager) -> Result<Self>

Create a new client backed by the given TokenManager.

This is a convenience shorthand equivalent to:

let client = QuestradeClientBuilder::new()
    .token_manager(token_manager)
    .build()?;

Errors

Returns an error if the underlying HTTP client cannot be built (e.g. TLS initialisation fails).

pub fn with_raw_logging(self, enabled: bool) -> Self

Enable or disable raw response body logging at trace! level.

When enabled, get() and post() read the response body as text, log it at trace! level, then deserialize from the string. When disabled (the default), responses are deserialized directly from the stream for zero overhead.

pub async fn get_text(&self, path: &str) -> Result<String>

GET request that returns the raw response body as a string.

Performs the same auth/retry dance as get() but returns the response body as-is without deserializing. Useful for inspecting raw API responses during development.

pub fn parse_datetime(s: &str) -> Result<OffsetDateTime>

Parse a Questrade datetime string to OffsetDateTime.

Questrade returns datetimes like "2014-10-24T20:06:40.131000-04:00".

pub fn parse_date(s: &str) -> Result<Date>

Parse a Questrade datetime to just a time::Date (for option expiry).

pub async fn resolve_symbol(&self, ticker: &str) -> Result<u64>

Resolve a ticker string to a Questrade symbol ID.

pub async fn get_raw_quote(&self, symbol_id: u64) -> Result<Quote>

Fetch a raw equity quote by symbol ID.

pub async fn get_option_chain_structure( &self, symbol_id: u64, ) -> Result<OptionChainResponse>

Fetch the option chain structure (expiries + strikes + symbol IDs) for a symbol.

pub async fn get_option_quotes_by_ids( &self, symbol_ids: &[u64], ) -> Result<HashMap<u64, (f64, f64)>>

Fetch current quotes for a set of option symbol IDs. Returns a map of symbol_id -> (bid, ask).

pub async fn get_option_quotes_raw( &self, ids: &[u64], ) -> Result<Vec<OptionQuote>>

Fetch full option quote objects for a set of option symbol IDs (in batches).

pub async fn get_candles( &self, symbol_id: u64, start: OffsetDateTime, end: OffsetDateTime, interval: &str, ) -> Result<Vec<Candle>>

Fetch historical candles for a symbol.

pub async fn get_server_time(&self) -> Result<OffsetDateTime>

Fetch the current server time from Questrade.

Uses GET /v1/time. Not cached — real-time by definition.

pub async fn get_accounts(&self) -> Result<Vec<Account>>

Fetch all accounts for the authenticated user.

pub async fn get_positions(&self, account_id: &str) -> Result<Vec<PositionItem>>

Fetch positions for a specific account.

pub async fn get_account_balances( &self, account_id: &str, ) -> Result<AccountBalances>

Fetch current and start-of-day balances for a specific account.

pub async fn get_markets(&self) -> Result<Vec<MarketInfo>>

Fetch metadata for all markets (trading hours, open/closed status).

pub async fn get_symbol(&self, symbol_id: u64) -> Result<SymbolDetail>

Fetch full symbol details by numeric ID via GET /v1/symbols/:id.

pub async fn get_activities( &self, account_id: &str, start: OffsetDateTime, end: OffsetDateTime, ) -> Result<Vec<ActivityItem>>

Fetch account activities (executions, dividends, etc.) for a date range.

Questrade limits queries to 31-day windows per request; we use 30-day windows to stay safely within the boundary. This method transparently splits any range longer than 30 days into compliant sub-windows and combines the results, sorted by trade_date ascending.

pub async fn get_orders( &self, account_id: &str, start: OffsetDateTime, end: OffsetDateTime, state_filter: OrderStateFilter, ) -> Result<Vec<OrderItem>>

Fetch orders for a specific account within a date range.

Use state_filter to limit results to open, closed, or all orders. Unlike activities, there is no documented date-range window limit for this endpoint.

pub async fn get_executions( &self, account_id: &str, start: OffsetDateTime, end: OffsetDateTime, ) -> Result<Vec<Execution>>

Fetch trade executions (fill-level detail) for a date range.

Uses 30-day windowing, same as get_activities. Results are sorted by timestamp ascending.