historical_bars/
historical_bars.rs

1use std::time::Duration;
2
3use tokio::task::LocalSet;
4use tokio::time::{Instant, sleep};
5use tokio_stream::StreamExt;
6use tracing::info;
7use tracing_subscriber;
8
9use tws_rs::client::Client;
10use tws_rs::client::market_data::historical::{BarSize, historical_data, TWSDuration, WhatToShow};
11use tws_rs::contracts::Contract;
12use tws_rs::Error;
13
14#[tokio::main]
15async fn main() -> Result<(), Error> {
16    tracing_subscriber::fmt().init();
17    let mut client = Client::new("127.0.0.1:14001", 4322);
18    let client_ref = client.connect().await?;
19
20    tokio::spawn(async move {
21        sleep(Duration::from_secs(5)).await;
22        let now = Instant::now();
23        let (bars, mut stream) = historical_data(
24            &client_ref,
25            &Contract::stock("TSLA"),
26            None,
27            TWSDuration::days(3),
28            BarSize::Min3,
29            Some(WhatToShow::Trades),
30            true,
31            true,
32        )
33        .await
34        .unwrap();
35        info!("cost {:?}, bars: {:?}", now.elapsed(), bars);//&bars.bars[..3]);
36
37        while let Some(e) = stream.next().await {
38            info!("msg {:?}", e);
39        }
40    });
41    let local = LocalSet::new();
42    let res = local
43        .run_until(async move {
44            client.blocking_process().await?;
45            sleep(Duration::from_secs(5)).await;
46            Result::<(), Error>::Ok(())
47        })
48        .await;
49    info!("{:?}", res);
50    Ok(())
51}
historical_bars/historical_bars.rs

historical_bars/
historical_bars.rs
