Struct IbkrConfig 

#[non_exhaustive]
pub struct IbkrConfig {
    pub host: String,
    pub port: u16,
    pub client_id: i32,
    pub account: String,
    pub contracts: Vec<ContractConfig>,
    pub other_clients_fills: bool,
    pub shortability_timeout: Duration,
}

Configuration for the IBKR execution client.

#[non_exhaustive], so a setting can be added without breaking a caller. Build one with IbkrConfig::new and the with_* methods, or deserialise one: every setting new does not take has a serde default.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

host: String

TWS/Gateway host (e.g., “127.0.0.1”)

port: u16

TWS/Gateway port (7496=TWS live, 7497=TWS paper, 4001=GW live, 4002=GW paper)

client_id: i32

Client ID (must be unique per connection)

account: String

Account ID (e.g., “DU123456” for paper).

Currently unused — balance/position queries use “All” group. Reserved for future multi-account routing (advisor accounts).

contracts: Vec<ContractConfig>

Contracts to resolve and register on connect. IbkrClient::connect_sync fails if any of them cannot be registered; IbkrClient::connect_sync_lenient connects without it and reports it.

other_clients_fills: bool

Also report fills of orders that other API clients, or TWS itself, placed on the account, as trades of origin External. Off by default.

Off, this client reports its own orders’ fills only. Leave it off when several API clients each feed an engine from one account: each would otherwise apply the others’ fills too.

On, another client’s execution is reported wherever this client reads it. Fill recovery and fetch_trades ask IB for every client’s executions, and IB answers with them. IB does not send another API client’s execution to a connection live, client id 0 included, so the account stream reports one only when its recovery reads it after a disconnect: read the rest with fetch_trades. IB numbers orders per API client, so such a trade’s order_id is IB’s permanent id for the order (perm: and the id) rather than the client’s order id, which could name one of this client’s.

A fill of an order this client’s id placed is its own, even when the client does not track the order, such as one placed before a restart. IB reports orders entered in TWS under API client id 0, so a client connected as 0 takes their fills for its own too, under their IB order id as fetch_open_orders lists the orders, and reports them as Order whatever this is set to. To keep manual trading apart from this client’s, connect under a non-zero id.

Either way, a fill IB flags as an IB-initiated liquidation is reported, as Liquidation, since it moves the account’s position whoever placed the order.

shortability_timeout: Duration

How long fetch_shortability waits for IB’s shortability ticks before answering with what has arrived, or failing when nothing has. DEFAULT_SHORTABILITY_TIMEOUT by default.

The request holds one of the account’s market data lines for up to this long. Zero ends every request before a tick can arrive, so each one fails with a timeout. Serialised as whole milliseconds, under shortability_timeout_ms.

Implementations

impl IbkrConfig

pub fn new( host: impl Into<String>, port: u16, client_id: i32, account: impl Into<String>, ) -> Self

A config connecting to TWS or Gateway at host:port as API client client_id, with no contracts to register, only this client’s fills reported, and the default shortability_timeout.

pub fn with_contracts(self, contracts: Vec<ContractConfig>) -> Self

This config with contracts to register on connect.

pub fn with_other_clients_fills(self, other_clients_fills: bool) -> Self

This config with other_clients_fills set.

pub fn with_shortability_timeout(self, shortability_timeout: Duration) -> Self

This config with shortability_timeout set.

Trait Implementations

impl Clone for IbkrConfig

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for IbkrConfig

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for IbkrConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for IbkrConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.