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IbkrMarketStream

rustrade_data::exchange::ibkr

Struct IbkrMarketStream 

Source 
pub struct IbkrMarketStream<K> { /* private fields */ }
Expand description

Market data stream from Interactive Brokers.

Wraps an mpsc::UnboundedReceiver that receives events from background worker threads running ibapi subscriptions.

§Thread Architecture

  • One worker thread is spawned per subscription during init()
  • Worker threads are detached (their JoinHandles are not stored)
  • Worker threads terminate when:
    • The channel closes (this stream is dropped)
    • The IB subscription ends (disconnect or server-side cancel)

§Memory Usage

The internal channel is unbounded. If the consumer processes events slower than IB produces them, memory usage will grow without limit. This design prioritizes data completeness over memory safety — a slow consumer causes heap growth rather than dropped events. Callers should ensure adequate processing capacity.

§Panic Handling

Worker threads are wrapped in catch_unwind. If a worker panics, a terminal DataError::Socket is sent to the stream describing the panic. The channel remains open for other subscriptions. No automatic recovery or reconnection.

Implementations§

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impl<K> IbkrMarketStream<K>
where K: Clone + Send + 'static,

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pub fn init( config: IbkrStreamConfig, contracts: Arc<ContractRegistry>, subscriptions: Vec<IbkrSubscription<K>>, ) -> Result<Self, DataError>

Initialize a market data stream with the given subscriptions.

§Arguments
  • config - Connection configuration
  • contracts - Contract registry for instrument resolution. Subscriptions look their contracts up by name only, and IB resolves each contract description on request, so contracts registered with register_by_name_only need not be resolved first.
  • subscriptions - List of subscriptions to activate
§Errors

Returns error if:

  • Connection to IB fails
  • No subscriptions could be activated (all contracts missing from registry)
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pub fn disconnect(&self)

Disconnect from IB Gateway.

Signals the client to shut down, which will cause worker threads to exit when they next attempt an IB operation. This releases the client ID for reuse.

Call this before dropping to ensure IB Gateway releases the connection promptly. Worker threads will terminate when they observe the disconnected state.

This is idempotent — calling it multiple times is safe.

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impl<K: Debug> Debug for IbkrMarketStream<K>

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<K> Drop for IbkrMarketStream<K>

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fn drop(&mut self)

Executes the destructor for this type. Read more
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fn pin_drop(self: Pin<&mut Self>)

🔬This is a nightly-only experimental API. (pin_ergonomics)
Execute the destructor for this type, but different to Drop::drop, it requires self to be pinned. Read more
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impl<K> Stream for IbkrMarketStream<K>

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type Item = Result<MarketEvent<K>, DataError>

Values yielded by the stream.
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fn poll_next( self: Pin<&mut Self>, cx: &mut Context<'_>, ) -> Poll<Option<Self::Item>>

Attempt to pull out the next value of this stream, registering the current task for wakeup if the value is not yet available, and returning None if the stream is exhausted. Read more
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fn size_hint(&self) -> (usize, Option<usize>)

Returns the bounds on the remaining length of the stream. Read more

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fn try_next<T, E>(&mut self) -> TryNext<'_, Self>
where Self: Stream<Item = Result<T, E>> + Unpin,

Consumes and returns the next item in the stream. If an error is encountered before the next item, the error is returned instead. Read more
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fn map<T, F>(self, f: F) -> Map<Self, F>
where F: FnMut(Self::Item) -> T, Self: Sized,

Maps this stream’s items to a different type, returning a new stream of the resulting type. Read more
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fn map_while<T, F>(self, f: F) -> MapWhile<Self, F>
where F: FnMut(Self::Item) -> Option<T>, Self: Sized,

Map this stream’s items to a different type for as long as determined by the provided closure. A stream of the target type will be returned, which will yield elements until the closure returns None. Read more
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fn then<F, Fut>(self, f: F) -> Then<Self, Fut, F>
where F: FnMut(Self::Item) -> Fut, Fut: Future, Self: Sized,

Maps this stream’s items asynchronously to a different type, returning a new stream of the resulting type. Read more
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fn merge<U>(self, other: U) -> Merge<Self, U>
where U: Stream<Item = Self::Item>, Self: Sized,

Combine two streams into one by interleaving the output of both as it is produced. Read more
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fn filter<F>(self, f: F) -> Filter<Self, F>
where F: FnMut(&Self::Item) -> bool, Self: Sized,

Filters the values produced by this stream according to the provided predicate. Read more
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fn filter_map<T, F>(self, f: F) -> FilterMap<Self, F>
where F: FnMut(Self::Item) -> Option<T>, Self: Sized,

Filters the values produced by this stream while simultaneously mapping them to a different type according to the provided closure. Read more
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fn fuse(self) -> Fuse<Self>
where Self: Sized,

Creates a stream which ends after the first None. Read more
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fn take(self, n: usize) -> Take<Self>
where Self: Sized,

Creates a new stream of at most n items of the underlying stream. Read more
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fn take_while<F>(self, f: F) -> TakeWhile<Self, F>
where F: FnMut(&Self::Item) -> bool, Self: Sized,

Take elements from this stream while the provided predicate resolves to true. Read more
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fn skip(self, n: usize) -> Skip<Self>
where Self: Sized,

Creates a new stream that will skip the n first items of the underlying stream. Read more
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fn skip_while<F>(self, f: F) -> SkipWhile<Self, F>
where F: FnMut(&Self::Item) -> bool, Self: Sized,

Skip elements from the underlying stream while the provided predicate resolves to true. Read more
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fn all<F>(&mut self, f: F) -> AllFuture<'_, Self, F>
where Self: Unpin, F: FnMut(Self::Item) -> bool,

Tests if every element of the stream matches a predicate. Read more
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fn any<F>(&mut self, f: F) -> AnyFuture<'_, Self, F>
where Self: Unpin, F: FnMut(Self::Item) -> bool,

Tests if any element of the stream matches a predicate. Read more
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fn chain<U>(self, other: U) -> Chain<Self, U>
where U: Stream<Item = Self::Item>, Self: Sized,

Combine two streams into one by first returning all values from the first stream then all values from the second stream. Read more
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fn fold<B, F>(self, init: B, f: F) -> FoldFuture<Self, B, F>
where Self: Sized, F: FnMut(B, Self::Item) -> B,

A combinator that applies a function to every element in a stream producing a single, final value. Read more
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fn collect<T>( self, ) -> Collect<Self, T, <T as FromStreamPriv<Self::Item>>::InternalCollection>
where T: FromStream<Self::Item>, Self: Sized,

Drain stream pushing all emitted values into a collection. Read more
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fn timeout(self, duration: Duration) -> Timeout<Self>
where Self: Sized,

Applies a per-item timeout to the passed stream. Read more
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fn timeout_repeating(self, interval: Interval) -> TimeoutRepeating<Self>
where Self: Sized,

Applies a per-item timeout to the passed stream. Read more
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fn throttle(self, duration: Duration) -> Throttle<Self>
where Self: Sized,

Slows down a stream by enforcing a delay between items. Read more
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fn chunks_timeout( self, max_size: usize, duration: Duration, ) -> ChunksTimeout<Self>
where Self: Sized,

Batches the items in the given stream using a maximum duration and size for each batch. Read more
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fn peekable(self) -> Peekable<Self>
where Self: Sized,

Turns the stream into a peekable stream, whose next element can be peeked at without being consumed. Read more
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impl<T> Tap for T

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fn tap(self, func: impl FnOnce(&Self)) -> Self

Immutable access to a value. Read more
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fn tap_mut(self, func: impl FnOnce(&mut Self)) -> Self

Mutable access to a value. Read more
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fn tap_borrow<B>(self, func: impl FnOnce(&B)) -> Self
where Self: Borrow<B>, B: ?Sized,

Immutable access to the Borrow<B> of a value. Read more
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fn tap_borrow_mut<B>(self, func: impl FnOnce(&mut B)) -> Self
where Self: BorrowMut<B>, B: ?Sized,

Mutable access to the BorrowMut<B> of a value. Read more
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fn tap_ref<R>(self, func: impl FnOnce(&R)) -> Self
where Self: AsRef<R>, R: ?Sized,

Immutable access to the AsRef<R> view of a value. Read more
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fn tap_ref_mut<R>(self, func: impl FnOnce(&mut R)) -> Self
where Self: AsMut<R>, R: ?Sized,

Mutable access to the AsMut<R> view of a value. Read more
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fn tap_deref<T>(self, func: impl FnOnce(&T)) -> Self
where Self: Deref<Target = T>, T: ?Sized,

Immutable access to the Deref::Target of a value. Read more
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fn tap_deref_mut<T>(self, func: impl FnOnce(&mut T)) -> Self
where Self: DerefMut<Target = T> + Deref, T: ?Sized,

Mutable access to the Deref::Target of a value. Read more
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fn tap_dbg(self, func: impl FnOnce(&Self)) -> Self

Calls .tap() only in debug builds, and is erased in release builds.
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fn tap_mut_dbg(self, func: impl FnOnce(&mut Self)) -> Self

Calls .tap_mut() only in debug builds, and is erased in release builds.
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fn tap_borrow_dbg<B>(self, func: impl FnOnce(&B)) -> Self
where Self: Borrow<B>, B: ?Sized,

Calls .tap_borrow() only in debug builds, and is erased in release builds.
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fn tap_borrow_mut_dbg<B>(self, func: impl FnOnce(&mut B)) -> Self
where Self: BorrowMut<B>, B: ?Sized,

Calls .tap_borrow_mut() only in debug builds, and is erased in release builds.
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fn tap_ref_dbg<R>(self, func: impl FnOnce(&R)) -> Self
where Self: AsRef<R>, R: ?Sized,

Calls .tap_ref() only in debug builds, and is erased in release builds.
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fn tap_ref_mut_dbg<R>(self, func: impl FnOnce(&mut R)) -> Self
where Self: AsMut<R>, R: ?Sized,

Calls .tap_ref_mut() only in debug builds, and is erased in release builds.
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fn tap_deref_dbg<T>(self, func: impl FnOnce(&T)) -> Self
where Self: Deref<Target = T>, T: ?Sized,

Calls .tap_deref() only in debug builds, and is erased in release builds.
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fn tap_deref_mut_dbg<T>(self, func: impl FnOnce(&mut T)) -> Self
where Self: DerefMut<Target = T> + Deref, T: ?Sized,

Calls .tap_deref_mut() only in debug builds, and is erased in release builds.
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impl<T> TryConv for T

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fn try_conv<T>(self) -> Result<T, Self::Error>
where Self: TryInto<T>,

Attempts to convert self into T using TryInto<T>. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, !>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<S, T, E> TryStream for S
where S: Stream<Item = Result<T, E>> + ?Sized,

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type Ok = T

The type of successful values yielded by this future
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type Error = E

The type of failures yielded by this future
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fn try_poll_next( self: Pin<&mut S>, cx: &mut Context<'_>, ) -> Poll<Option<Result<<S as TryStream>::Ok, <S as TryStream>::Error>>>

Poll this TryStream as if it were a Stream. Read more
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impl<S> TryStreamExt for S
where S: TryStream + ?Sized,

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fn err_into<E>(self) -> ErrInto<Self, E>
where Self: Sized, Self::Error: Into<E>,

Wraps the current stream in a new stream which converts the error type into the one provided. Read more
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fn map_ok<T, F>(self, f: F) -> MapOk<Self, F>
where Self: Sized, F: FnMut(Self::Ok) -> T,

Wraps the current stream in a new stream which maps the success value using the provided closure. Read more
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fn map_err<E, F>(self, f: F) -> MapErr<Self, F>
where Self: Sized, F: FnMut(Self::Error) -> E,

Wraps the current stream in a new stream which maps the error value using the provided closure. Read more
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fn and_then<Fut, F>(self, f: F) -> AndThen<Self, Fut, F>
where F: FnMut(Self::Ok) -> Fut, Fut: TryFuture<Error = Self::Error>, Self: Sized,

Chain on a computation for when a value is ready, passing the successful results to the provided closure f. Read more
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fn or_else<Fut, F>(self, f: F) -> OrElse<Self, Fut, F>
where F: FnMut(Self::Error) -> Fut, Fut: TryFuture<Ok = Self::Ok>, Self: Sized,

Chain on a computation for when an error happens, passing the erroneous result to the provided closure f. Read more
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fn inspect_ok<F>(self, f: F) -> InspectOk<Self, F>
where F: FnMut(&Self::Ok), Self: Sized,

Do something with the success value of this stream, afterwards passing it on. Read more
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fn inspect_err<F>(self, f: F) -> InspectErr<Self, F>
where F: FnMut(&Self::Error), Self: Sized,

Do something with the error value of this stream, afterwards passing it on. Read more
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fn into_stream(self) -> IntoStream<Self>
where Self: Sized,

Wraps a TryStream into a type that implements Stream Read more
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fn try_next(&mut self) -> TryNext<'_, Self> ⓘ
where Self: Unpin,

Creates a future that attempts to resolve the next item in the stream. If an error is encountered before the next item, the error is returned instead. Read more
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fn try_for_each<Fut, F>(self, f: F) -> TryForEach<Self, Fut, F> ⓘ
where F: FnMut(Self::Ok) -> Fut, Fut: TryFuture<Ok = (), Error = Self::Error>, Self: Sized,

Attempts to run this stream to completion, executing the provided asynchronous closure for each element on the stream. Read more
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fn try_skip_while<Fut, F>(self, f: F) -> TrySkipWhile<Self, Fut, F>
where F: FnMut(&Self::Ok) -> Fut, Fut: TryFuture<Ok = bool, Error = Self::Error>, Self: Sized,

Skip elements on this stream while the provided asynchronous predicate resolves to true. Read more
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fn try_take_while<Fut, F>(self, f: F) -> TryTakeWhile<Self, Fut, F>
where F: FnMut(&Self::Ok) -> Fut, Fut: TryFuture<Ok = bool, Error = Self::Error>, Self: Sized,

Take elements on this stream while the provided asynchronous predicate resolves to true. Read more
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fn try_for_each_concurrent<Fut, F>( self, limit: impl Into<Option<usize>>, f: F, ) -> TryForEachConcurrent<Self, Fut, F> ⓘ
where F: FnMut(Self::Ok) -> Fut, Fut: Future<Output = Result<(), Self::Error>>, Self: Sized,

Attempts to run this stream to completion, executing the provided asynchronous closure for each element on the stream concurrently as elements become available, exiting as soon as an error occurs. Read more
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fn try_collect<C>(self) -> TryCollect<Self, C> ⓘ
where C: Default + Extend<Self::Ok>, Self: Sized,

Attempt to transform a stream into a collection, returning a future representing the result of that computation. Read more
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fn try_chunks(self, capacity: usize) -> TryChunks<Self>
where Self: Sized,

An adaptor for chunking up successful items of the stream inside a vector. Read more
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fn try_ready_chunks(self, capacity: usize) -> TryReadyChunks<Self>
where Self: Sized,

An adaptor for chunking up successful, ready items of the stream inside a vector. Read more
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fn try_filter<Fut, F>(self, f: F) -> TryFilter<Self, Fut, F>
where Fut: Future<Output = bool>, F: FnMut(&Self::Ok) -> Fut, Self: Sized,

Attempt to filter the values produced by this stream according to the provided asynchronous closure. Read more
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fn try_filter_map<Fut, F, T>(self, f: F) -> TryFilterMap<Self, Fut, F>
where Fut: TryFuture<Ok = Option<T>, Error = Self::Error>, F: FnMut(Self::Ok) -> Fut, Self: Sized,

Attempt to filter the values produced by this stream while simultaneously mapping them to a different type according to the provided asynchronous closure. Read more
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fn try_flatten_unordered( self, limit: impl Into<Option<usize>>, ) -> TryFlattenUnordered<Self>
where Self::Ok: TryStream + Unpin, <Self::Ok as TryStream>::Error: From<Self::Error>, Self: Sized,

Flattens a stream of streams into just one continuous stream. Produced streams will be polled concurrently and any errors will be passed through without looking at them. If the underlying base stream returns an error, it will be immediately propagated. Read more
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fn try_flatten(self) -> TryFlatten<Self>
where Self::Ok: TryStream, <Self::Ok as TryStream>::Error: From<Self::Error>, Self: Sized,

Flattens a stream of streams into just one continuous stream. Read more
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fn try_fold<T, Fut, F>(self, init: T, f: F) -> TryFold<Self, Fut, T, F> ⓘ
where F: FnMut(T, Self::Ok) -> Fut, Fut: TryFuture<Ok = T, Error = Self::Error>, Self: Sized,

Attempt to execute an accumulating asynchronous computation over a stream, collecting all the values into one final result. Read more
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fn try_concat(self) -> TryConcat<Self> ⓘ
where Self: Sized, Self::Ok: Extend<<Self::Ok as IntoIterator>::Item> + IntoIterator + Default,

Attempt to concatenate all items of a stream into a single extendable destination, returning a future representing the end result. Read more
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fn try_buffer_unordered(self, n: usize) -> TryBufferUnordered<Self>
where Self::Ok: TryFuture<Error = Self::Error>, Self: Sized,

Attempt to execute several futures from a stream concurrently (unordered). Read more
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fn try_buffered(self, n: usize) -> TryBuffered<Self>
where Self::Ok: TryFuture<Error = Self::Error>, Self: Sized,

Attempt to execute several futures from a stream concurrently. Read more
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fn try_poll_next_unpin( &mut self, cx: &mut Context<'_>, ) -> Poll<Option<Result<Self::Ok, Self::Error>>>
where Self: Unpin,

A convenience method for calling TryStream::try_poll_next on Unpin stream types.
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fn into_async_read(self) -> IntoAsyncRead<Self>
where Self: Sized + TryStreamExt<Error = Error>, Self::Ok: AsRef<[u8]>,

Adapter that converts this stream into an AsyncBufRead. Read more
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fn try_all<Fut, F>(self, f: F) -> TryAll<Self, Fut, F> ⓘ
where Self: Sized, F: FnMut(Self::Ok) -> Fut, Fut: Future<Output = bool>,

Attempt to execute a predicate over an asynchronous stream and evaluate if all items satisfy the predicate. Exits early if an Err is encountered or if an Ok item is found that does not satisfy the predicate. Read more
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fn try_any<Fut, F>(self, f: F) -> TryAny<Self, Fut, F> ⓘ
where Self: Sized, F: FnMut(Self::Ok) -> Fut, Fut: Future<Output = bool>,

Attempt to execute a predicate over an asynchronous stream and evaluate if any items satisfy the predicate. Exits early if an Err is encountered or if an Ok item is found that satisfies the predicate. Read more
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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impl<T> WithSubscriber for T

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fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> ⓘ
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
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fn with_current_subscriber(self) -> WithDispatch<Self> ⓘ

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more
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impl<T> WithSubscriber for T

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fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> ⓘ
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more
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fn with_current_subscriber(self) -> WithDispatch<Self> ⓘ

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more