Module ibkr 

Interactive Brokers ExecutionClient implementation.

Uses the ibapi crate for IB TWS/Gateway connectivity. Supports equities, futures, options, and forex.

Testing Status

NOT TESTED in CI. IBKR has not confirmed permission to use credentials for CI, and requires IB Gateway/TWS running locally.

Tested locally: All execution tests (connection, orders, account streaming) run on paper trading accounts — no market data subscriptions required.

Connection

Requires TWS or IB Gateway running locally with API enabled:

Application	Live Port	Paper Port
TWS	7496	7497
IB Gateway	4001	4002

Enable API in TWS/Gateway: Configure → API → Settings → Enable ActiveX and Socket Clients. For order placement, uncheck “Read-Only API”.

Architecture

• Connection: TCP socket to TWS/Gateway
• Orders: Subscription-based events (OrderStatus, ExecutionData, CommissionReport)
• Account: Subscription-based position and balance updates

Limitations

• Order types: Market, Limit, Stop, StopLimit, TrailingStop, TrailingStopLimit, and Bracket (entry + take-profit + stop-loss) supported. No Algo orders.
• TimeInForce: No post_only (IB has no maker-only orders)
• No auto-reconnect: Caller responsibility per library philosophy

Caller Responsibilities (Reconnection & Recovery)

Unlike WebSocket-based connectors (Binance, Alpaca), this client does not auto-reconnect. The caller must handle:

1. Disconnect detection: Monitor ExecutionClient::account_stream for EOF or errors
2. Reconnection: Call IbkrClient::connect_sync with a new client ID
3. Fill recovery: After reconnect, call ExecutionClient::fetch_trades to query executions since disconnect, then deduplicate against known fills
4. Order reconciliation: Call ExecutionClient::fetch_open_orders to reconcile open-order state (order lifecycle events during disconnect are lost)
5. Stale state cleanup: Periodically call IbkrClient::clear_stale_executions, IbkrClient::clear_stale_order_ids, and IbkrClient::clear_stale_pending_cancels

Rationale: IBKR uses TCP to local TWS/Gateway, not cloud WebSocket. Reconnection requires IB Gateway availability and client ID coordination — decisions that belong in the caller’s wrapper, not the library.

See Also

• IB API Documentation
• rustrade_data::exchange::ibkr for market data

Re-exports

pub use order::BracketOrderRequest;

pub use order::BracketOrderResult;

pub use execution::parse_ib_timestamp;

Modules

account

contract

Contract builders for IB integration.

execution

order

Structs

ContractConfig

Pre-configured contract for startup registration.

IbkrClient

Interactive Brokers execution client.

IbkrConfig

Configuration for the IBKR execution client.