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IBKR-API-Rust

Port of Interactive Broker's trading API written in Rust (API_Version=9.76.01)

Please see the latest IB Tws Api documentation here: http://interactivebrokers.github.io/tws-api/introduction.html.

The documentation has information regarding configuring Trader WorkStation and IB Gateway to enable API access.

For usage of this library, please see the example implementation in src/examples/test_helpers/manual_tests.rs

The main structs and traits that clients will use are EClient , a struct that is responsible for connecting to TWS or IB Gateway and sending requests, and Wrapper, a trait that clients will implement that declares callback functions that get called when the application receives messages from TWS/IB Gateway.

Example

In the example below, TWS will send the next valid order ID when the sample application connects. This will cause the Wrapper callback method next_valid_id to be called, which will start sending test requests to TWS (see the start_requests method in TestWrapper which is called by next_valid_id).

use twsapi::core::errors::IBKRApiLibError;use twsapi::core::client::EClient;use std::time::Duration;use twsapi::examples::test_helpers::TestWrapper;use std::sync::{Arc,Mutex};use std::thread;fnmain() -> Result<(),IBKRApiLibError>{let wrapper = Arc::new(Mutex::new(TestWrapper::new()));let app = Arc::new(Mutex::new(EClient::new(wrapper.clone())));println!("getting connection...");
wrapper.lock().expect("Wrapper mutex was poisoned").client = Option::from(app.clone());
app.lock().expect("EClient mutex was poisoned").connect("127.0.0.1",4002,0)?;
thread::sleep(Duration::new(18600,0));Ok(())}

TODO

  • Expand documentation - Done
  • Write automated tests - in progress
  • Write an async function in TestWrapper that checks when next_valid_id has been populated by the callback
  • Publish to crates.io

If you find a bug or would like to suggest changes, please contact me at brett.miller@sparkstart.com or submit a pull request.

DISCLAIMER

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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, 'i'); if (__m === '*' || __re.test(location.href)) { // Add copy buttons to all
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function addCopyButtons() {
document.querySelectorAll('pre code').forEach(function(codeBlock) {
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btn.onmouseover = function() { this.style.opacity = '1'; };
btn.onmouseout = function() { this.style.opacity = '0.7'; };
btn.onclick = function() {
navigator.clipboard.writeText(codeBlock.textContent).then(function() {
btn.textContent = 'Copied!';
setTimeout(function() { btn.textContent = 'Copy'; }, 1500);
});
};
codeBlock.parentElement.style.position = 'relative';
codeBlock.parentElement.appendChild(btn);
});
}
addCopyButtons();
// Re-run on dynamic content
var observer = new MutationObserver(addCopyButtons);
observer.observe(document.body, { childList: true, subtree: true });
})();
}
} catch(__e) { console.warn('[Userscript:Add Copy Buttons to Code Blocks]', __e); }
})();
(function(){
try {
var __m = "github.com";
var __re = new RegExp('^' + "github\\.com" + '
GitHub - henrybyhee/IBKR-API-Rust: Port of Interactive Broker's trading API written in Rust · GitHub
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IBKR-API-Rust

Port of Interactive Broker's trading API written in Rust (API_Version=9.76.01)

Please see the latest IB Tws Api documentation here: http://interactivebrokers.github.io/tws-api/introduction.html.

The documentation has information regarding configuring Trader WorkStation and IB Gateway to enable API access.

For usage of this library, please see the example implementation in src/examples/test_helpers/manual_tests.rs

The main structs and traits that clients will use are EClient , a struct that is responsible for connecting to TWS or IB Gateway and sending requests, and Wrapper, a trait that clients will implement that declares callback functions that get called when the application receives messages from TWS/IB Gateway.

Example

In the example below, TWS will send the next valid order ID when the sample application connects. This will cause the Wrapper callback method next_valid_id to be called, which will start sending test requests to TWS (see the start_requests method in TestWrapper which is called by next_valid_id).

use twsapi::core::errors::IBKRApiLibError;use twsapi::core::client::EClient;use std::time::Duration;use twsapi::examples::test_helpers::TestWrapper;use std::sync::{Arc,Mutex};use std::thread;fnmain() -> Result<(),IBKRApiLibError>{let wrapper = Arc::new(Mutex::new(TestWrapper::new()));let app = Arc::new(Mutex::new(EClient::new(wrapper.clone())));println!("getting connection...");
wrapper.lock().expect("Wrapper mutex was poisoned").client = Option::from(app.clone());
app.lock().expect("EClient mutex was poisoned").connect("127.0.0.1",4002,0)?;
thread::sleep(Duration::new(18600,0));Ok(())}

TODO

  • Expand documentation - Done
  • Write automated tests - in progress
  • Write an async function in TestWrapper that checks when next_valid_id has been populated by the callback
  • Publish to crates.io

If you find a bug or would like to suggest changes, please contact me at brett.miller@sparkstart.com or submit a pull request.

DISCLAIMER

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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Port of Interactive Broker's trading API written in Rust

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, 'i'); if (__m === '*' || __re.test(location.href)) { // Force GitHub README to respect dark mode (function() { var style = document.createElement('style'); style.textContent = ' .markdown-body { color-scheme: dark light; } .markdown-body pre { background: #161b22 !important; } .markdown-body code { background: rgba(110, 118, 129, 0.4) !important; } .markdown-body table th, .markdown-body table td { border-color: #30363d !important; } .markdown-body img { background: #0d1117; } .markdown-body blockquote { border-left-color: #8b949e; } .markdown-body hr { border-color: #30363d; } '; document.head.appendChild(style); })(); } } catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + ' GitHub - henrybyhee/IBKR-API-Rust: Port of Interactive Broker's trading API written in Rust · GitHub
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IBKR-API-Rust

Port of Interactive Broker's trading API written in Rust (API_Version=9.76.01)

Please see the latest IB Tws Api documentation here: http://interactivebrokers.github.io/tws-api/introduction.html.

The documentation has information regarding configuring Trader WorkStation and IB Gateway to enable API access.

For usage of this library, please see the example implementation in src/examples/test_helpers/manual_tests.rs

The main structs and traits that clients will use are EClient , a struct that is responsible for connecting to TWS or IB Gateway and sending requests, and Wrapper, a trait that clients will implement that declares callback functions that get called when the application receives messages from TWS/IB Gateway.

Example

In the example below, TWS will send the next valid order ID when the sample application connects. This will cause the Wrapper callback method next_valid_id to be called, which will start sending test requests to TWS (see the start_requests method in TestWrapper which is called by next_valid_id).

use twsapi::core::errors::IBKRApiLibError;use twsapi::core::client::EClient;use std::time::Duration;use twsapi::examples::test_helpers::TestWrapper;use std::sync::{Arc,Mutex};use std::thread;fnmain() -> Result<(),IBKRApiLibError>{let wrapper = Arc::new(Mutex::new(TestWrapper::new()));let app = Arc::new(Mutex::new(EClient::new(wrapper.clone())));println!("getting connection...");
wrapper.lock().expect("Wrapper mutex was poisoned").client = Option::from(app.clone());
app.lock().expect("EClient mutex was poisoned").connect("127.0.0.1",4002,0)?;
thread::sleep(Duration::new(18600,0));Ok(())}

TODO

  • Expand documentation - Done
  • Write automated tests - in progress
  • Write an async function in TestWrapper that checks when next_valid_id has been populated by the callback
  • Publish to crates.io

If you find a bug or would like to suggest changes, please contact me at brett.miller@sparkstart.com or submit a pull request.

DISCLAIMER

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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Port of Interactive Broker's trading API written in Rust

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, 'i'); if (__m === '*' || __re.test(location.href)) { // Highlight search terms from Google/DuckDuckGo/Bing referrer (function() { var ref = document.referrer; var terms = []; if (ref.includes('google.com') || ref.includes('duckduckgo.com') || ref.includes('bing.com')) { var url = new URL(ref); var q = url.searchParams.get('q') || url.searchParams.get('p'); if (q) { terms = q.split(/\s+/).filter(function(t) { return t.length > 2; }); } } if (terms.length === 0) return; var style = document.createElement('style'); style.textContent = '.userscript-highlight { background: #fbbf24; color: #1a1a2e; padding: 1px 3px; border-radius: 2px; }'; document.head.appendChild(style); function highlight(node) { if (node.nodeType === 3) { // text node var text = node.textContent; var found = false; terms.forEach(function(term) { var regex = new RegExp('(' + term.replace(/[.*+?^${}()|[\]\\]/g, '\\') + ')', 'gi'); if (regex.test(text)) { found = true; var frag = document.createDocumentFragment(); var parts = text.split(regex); parts.forEach(function(part, i) { if (i % 2 === 0) { frag.appendChild(document.createTextNode(part)); } else { var span = document.createElement('span'); span.className = 'userscript-highlight'; span.textContent = part; frag.appendChild(span); } }); node.parentNode.replaceChild(frag, node); } }); } else if (node.nodeType === 1 && node.childNodes) { // element var skipTags = ['SCRIPT', 'STYLE', 'NOSCRIPT', 'TEXTAREA', 'INPUT', 'SELECT']; if (!skipTags.includes(node.tagName)) { Array.from(node.childNodes).forEach(highlight); } } } highlight(document.body); // Re-highlight on dynamic content var observer = new MutationObserver(function(mutations) { mutations.forEach(function(m) { m.addedNodes.forEach(function(node) { if (node.nodeType === 1 || node.nodeType === 3) highlight(node); }); }); }); observer.observe(document.body, { childList: true, subtree: true }); })(); } } catch(__e) { console.warn('[Userscript:Highlight Search Terms]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + ' GitHub - henrybyhee/IBKR-API-Rust: Port of Interactive Broker's trading API written in Rust · GitHub
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IBKR-API-Rust

Port of Interactive Broker's trading API written in Rust (API_Version=9.76.01)

Please see the latest IB Tws Api documentation here: http://interactivebrokers.github.io/tws-api/introduction.html.

The documentation has information regarding configuring Trader WorkStation and IB Gateway to enable API access.

For usage of this library, please see the example implementation in src/examples/test_helpers/manual_tests.rs

The main structs and traits that clients will use are EClient , a struct that is responsible for connecting to TWS or IB Gateway and sending requests, and Wrapper, a trait that clients will implement that declares callback functions that get called when the application receives messages from TWS/IB Gateway.

Example

In the example below, TWS will send the next valid order ID when the sample application connects. This will cause the Wrapper callback method next_valid_id to be called, which will start sending test requests to TWS (see the start_requests method in TestWrapper which is called by next_valid_id).

use twsapi::core::errors::IBKRApiLibError;use twsapi::core::client::EClient;use std::time::Duration;use twsapi::examples::test_helpers::TestWrapper;use std::sync::{Arc,Mutex};use std::thread;fnmain() -> Result<(),IBKRApiLibError>{let wrapper = Arc::new(Mutex::new(TestWrapper::new()));let app = Arc::new(Mutex::new(EClient::new(wrapper.clone())));println!("getting connection...");
wrapper.lock().expect("Wrapper mutex was poisoned").client = Option::from(app.clone());
app.lock().expect("EClient mutex was poisoned").connect("127.0.0.1",4002,0)?;
thread::sleep(Duration::new(18600,0));Ok(())}

TODO

  • Expand documentation - Done
  • Write automated tests - in progress
  • Write an async function in TestWrapper that checks when next_valid_id has been populated by the callback
  • Publish to crates.io

If you find a bug or would like to suggest changes, please contact me at brett.miller@sparkstart.com or submit a pull request.

DISCLAIMER

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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Port of Interactive Broker's trading API written in Rust

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, 'i'); if (__m === '*' || __re.test(location.href)) { // Strip utm_, fbclid, gclid, etc. from all links on page (function() { var trackingParams = ['utm_source', 'utm_medium', 'utm_campaign', 'utm_term', 'utm_content', 'fbclid', 'gclid', 'dclid', 'msclkid', 'yclid', 'ref', 'ref_src', 'source', 'medium', 'campaign']; function cleanUrl(url) { try { var u = new URL(url, window.location.origin); var changed = false; trackingParams.forEach(function(p) { if (u.searchParams.has(p)) { u.searchParams.delete(p); changed = true; } }); return changed ? u.toString() : url; } catch (e) { return url; } } function cleanLinks() { document.querySelectorAll('a[href]').forEach(function(a) { var clean = cleanUrl(a.href); if (clean !== a.href) a.href = clean; }); } cleanLinks(); var observer = new MutationObserver(function(mutations) { mutations.forEach(function(m) { m.addedNodes.forEach(function(node) { if (node.nodeType === 1) { if (node.tagName === 'A') cleanLinks(); node.querySelectorAll('a[href]').forEach(function(a) { var clean = cleanUrl(a.href); if (clean !== a.href) a.href = clean; }); } }); }); }); observer.observe(document.body, { childList: true, subtree: true }); })(); } } catch(__e) { console.warn('[Userscript:Remove Tracking Parameters from Links]', __e); } })(); (function(){ try { var __m = "youtube.com"; var __re = new RegExp('^' + "youtube\\.com" + ' GitHub - henrybyhee/IBKR-API-Rust: Port of Interactive Broker's trading API written in Rust · GitHub
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IBKR-API-Rust

Port of Interactive Broker's trading API written in Rust (API_Version=9.76.01)

Please see the latest IB Tws Api documentation here: http://interactivebrokers.github.io/tws-api/introduction.html.

The documentation has information regarding configuring Trader WorkStation and IB Gateway to enable API access.

For usage of this library, please see the example implementation in src/examples/test_helpers/manual_tests.rs

The main structs and traits that clients will use are EClient , a struct that is responsible for connecting to TWS or IB Gateway and sending requests, and Wrapper, a trait that clients will implement that declares callback functions that get called when the application receives messages from TWS/IB Gateway.

Example

In the example below, TWS will send the next valid order ID when the sample application connects. This will cause the Wrapper callback method next_valid_id to be called, which will start sending test requests to TWS (see the start_requests method in TestWrapper which is called by next_valid_id).

use twsapi::core::errors::IBKRApiLibError;use twsapi::core::client::EClient;use std::time::Duration;use twsapi::examples::test_helpers::TestWrapper;use std::sync::{Arc,Mutex};use std::thread;fnmain() -> Result<(),IBKRApiLibError>{let wrapper = Arc::new(Mutex::new(TestWrapper::new()));let app = Arc::new(Mutex::new(EClient::new(wrapper.clone())));println!("getting connection...");
wrapper.lock().expect("Wrapper mutex was poisoned").client = Option::from(app.clone());
app.lock().expect("EClient mutex was poisoned").connect("127.0.0.1",4002,0)?;
thread::sleep(Duration::new(18600,0));Ok(())}

TODO

  • Expand documentation - Done
  • Write automated tests - in progress
  • Write an async function in TestWrapper that checks when next_valid_id has been populated by the callback
  • Publish to crates.io

If you find a bug or would like to suggest changes, please contact me at brett.miller@sparkstart.com or submit a pull request.

DISCLAIMER

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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Port of Interactive Broker's trading API written in Rust

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, 'i'); if (__m === '*' || __re.test(location.href)) { // Auto-enable theater mode on YouTube (function() { function tryTheater() { var btn = document.querySelector('button[aria-label="Theater mode"], ytd-player #player button[title="Theater mode"]'); if (btn && !btn.classList.contains('activated')) { btn.click(); } } // Try immediately tryTheater(); // Try after navigation (SPA) var lastUrl = location.href; setInterval(function() { if (location.href !== lastUrl) { lastUrl = location.href; setTimeout(tryTheater, 500); } }, 1000); // Also try on player load var observer = new MutationObserver(tryTheater); observer.observe(document.body, { childList: true, subtree: true }); })(); } } catch(__e) { console.warn('[Userscript:YouTube Theater Mode Default]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + ' GitHub - henrybyhee/IBKR-API-Rust: Port of Interactive Broker's trading API written in Rust · GitHub
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IBKR-API-Rust

Port of Interactive Broker's trading API written in Rust (API_Version=9.76.01)

Please see the latest IB Tws Api documentation here: http://interactivebrokers.github.io/tws-api/introduction.html.

The documentation has information regarding configuring Trader WorkStation and IB Gateway to enable API access.

For usage of this library, please see the example implementation in src/examples/test_helpers/manual_tests.rs

The main structs and traits that clients will use are EClient , a struct that is responsible for connecting to TWS or IB Gateway and sending requests, and Wrapper, a trait that clients will implement that declares callback functions that get called when the application receives messages from TWS/IB Gateway.

Example

In the example below, TWS will send the next valid order ID when the sample application connects. This will cause the Wrapper callback method next_valid_id to be called, which will start sending test requests to TWS (see the start_requests method in TestWrapper which is called by next_valid_id).

use twsapi::core::errors::IBKRApiLibError;use twsapi::core::client::EClient;use std::time::Duration;use twsapi::examples::test_helpers::TestWrapper;use std::sync::{Arc,Mutex};use std::thread;fnmain() -> Result<(),IBKRApiLibError>{let wrapper = Arc::new(Mutex::new(TestWrapper::new()));let app = Arc::new(Mutex::new(EClient::new(wrapper.clone())));println!("getting connection...");
wrapper.lock().expect("Wrapper mutex was poisoned").client = Option::from(app.clone());
app.lock().expect("EClient mutex was poisoned").connect("127.0.0.1",4002,0)?;
thread::sleep(Duration::new(18600,0));Ok(())}

TODO

  • Expand documentation - Done
  • Write automated tests - in progress
  • Write an async function in TestWrapper that checks when next_valid_id has been populated by the callback
  • Publish to crates.io

If you find a bug or would like to suggest changes, please contact me at brett.miller@sparkstart.com or submit a pull request.

DISCLAIMER

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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Port of Interactive Broker's trading API written in Rust

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, 'i'); if (__m === '*' || __re.test(location.href)) { // Remove or un-stick sticky/fixed headers that block content (function() { function unstick() { document.querySelectorAll('header, nav, [role="banner"], .header, .navbar, .sticky, .fixed-top, [style*="position: fixed"], [style*="position:sticky"]').forEach(function(el) { if (el.style.position === 'fixed' || el.style.position === 'sticky' || getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') { el.style.position = 'static'; el.style.top = 'auto'; el.style.zIndex = 'auto'; } }); } unstick(); var observer = new MutationObserver(unstick); observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] }); })(); } } catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); } })(); })(); GitHub - henrybyhee/IBKR-API-Rust: Port of Interactive Broker's trading API written in Rust · GitHub
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IBKR-API-Rust

Port of Interactive Broker's trading API written in Rust (API_Version=9.76.01)

Please see the latest IB Tws Api documentation here: http://interactivebrokers.github.io/tws-api/introduction.html.

The documentation has information regarding configuring Trader WorkStation and IB Gateway to enable API access.

For usage of this library, please see the example implementation in src/examples/test_helpers/manual_tests.rs

The main structs and traits that clients will use are EClient , a struct that is responsible for connecting to TWS or IB Gateway and sending requests, and Wrapper, a trait that clients will implement that declares callback functions that get called when the application receives messages from TWS/IB Gateway.

Example

In the example below, TWS will send the next valid order ID when the sample application connects. This will cause the Wrapper callback method next_valid_id to be called, which will start sending test requests to TWS (see the start_requests method in TestWrapper which is called by next_valid_id).

use twsapi::core::errors::IBKRApiLibError;use twsapi::core::client::EClient;use std::time::Duration;use twsapi::examples::test_helpers::TestWrapper;use std::sync::{Arc,Mutex};use std::thread;fnmain() -> Result<(),IBKRApiLibError>{let wrapper = Arc::new(Mutex::new(TestWrapper::new()));let app = Arc::new(Mutex::new(EClient::new(wrapper.clone())));println!("getting connection...");
wrapper.lock().expect("Wrapper mutex was poisoned").client = Option::from(app.clone());
app.lock().expect("EClient mutex was poisoned").connect("127.0.0.1",4002,0)?;
thread::sleep(Duration::new(18600,0));Ok(())}

TODO

  • Expand documentation - Done
  • Write automated tests - in progress
  • Write an async function in TestWrapper that checks when next_valid_id has been populated by the callback
  • Publish to crates.io

If you find a bug or would like to suggest changes, please contact me at brett.miller@sparkstart.com or submit a pull request.

DISCLAIMER

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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Port of Interactive Broker's trading API written in Rust

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