Struct InteractiveBrokersInstrumentProviderConfig 

pub struct InteractiveBrokersInstrumentProviderConfig {
    pub symbology_method: SymbologyMethod,
    pub load_ids: HashSet<InstrumentId>,
    pub load_contracts: Vec<Value>,
    pub min_expiry_days: Option<u32>,
    pub max_expiry_days: Option<u32>,
    pub build_options_chain: Option<bool>,
    pub build_futures_chain: Option<bool>,
    pub cache_validity_days: Option<u32>,
    pub convert_exchange_to_mic_venue: bool,
    pub symbol_to_mic_venue: HashMap<String, String>,
    pub filter_sec_types: HashSet<String>,
    pub cache_path: Option<String>,
}

Configuration for Interactive Brokers instrument provider.

Fields

symbology_method: SymbologyMethod

Symbology method to use for instrument ID conversion.

load_ids: HashSet<InstrumentId>

Instrument IDs to load on startup.

load_contracts: Vec<Value>

IB contracts to load on startup.

min_expiry_days: Option<u32>

Minimum expiry days for options and futures chains.

max_expiry_days: Option<u32>

Maximum expiry days for options and futures chains.

build_options_chain: Option<bool>

Whether to build full options chain.

build_futures_chain: Option<bool>

Whether to build full futures chain.

cache_validity_days: Option<u32>

Cache validity in days (None means no caching).

convert_exchange_to_mic_venue: bool

Whether to convert IB exchanges to MIC venues.

symbol_to_mic_venue: HashMap<String, String>

Symbol to MIC venue mapping override.

filter_sec_types: HashSet<String>

Security types to filter out.

cache_path: Option<String>

Path to cache file for persistent instrument caching (equivalent to pickle_path in Python). If provided, instruments will be cached to disk and loaded from cache if still valid.

Implementations

impl InteractiveBrokersInstrumentProviderConfig

pub fn builder() -> InteractiveBrokersInstrumentProviderConfigBuilder

Create an instance of InteractiveBrokersInstrumentProviderConfig using the builder syntax

Trait Implementations

impl Clone for InteractiveBrokersInstrumentProviderConfig

fn clone(&self) -> InteractiveBrokersInstrumentProviderConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for InteractiveBrokersInstrumentProviderConfig

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

Formats the value using the given formatter.

impl Default for InteractiveBrokersInstrumentProviderConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for InteractiveBrokersInstrumentProviderConfig

where InteractiveBrokersInstrumentProviderConfig: Default,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<'a, 'py> FromPyObject<'a, 'py> for InteractiveBrokersInstrumentProviderConfig

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for InteractiveBrokersInstrumentProviderConfig

type Target = InteractiveBrokersInstrumentProviderConfig

The Python output type

type Output = Bound<'py, <InteractiveBrokersInstrumentProviderConfig as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for InteractiveBrokersInstrumentProviderConfig

const NAME: &str = "InteractiveBrokersInstrumentProviderConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassBaseType for InteractiveBrokersInstrumentProviderConfig

type LayoutAsBase = <InteractiveBrokersInstrumentProviderConfig as PyClassImpl>::Layout

type BaseNativeType = <InteractiveBrokersInstrumentProviderConfig as PyClassImpl>::BaseNativeType

type Initializer = PyClassInitializer<InteractiveBrokersInstrumentProviderConfig>

type PyClassMutability = <InteractiveBrokersInstrumentProviderConfig as PyClassImpl>::PyClassMutability

type Layout<T: PyClassImpl> = <<InteractiveBrokersInstrumentProviderConfig as PyClassBaseType>::BaseNativeType as PyClassBaseType>::Layout<T>

The type of object layout to use for ancestors or descendants of this type.

impl PyClassImpl for InteractiveBrokersInstrumentProviderConfig

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = true

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Configuration for Interactive Brokers instrument provider.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<InteractiveBrokersInstrumentProviderConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<InteractiveBrokersInstrumentProviderConfig>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForInteractiveBrokersInstrumentProviderConfig

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for InteractiveBrokersInstrumentProviderConfig

const TEXT_SIGNATURE: &'static str = "(symbology_method=None, load_ids=None, load_contracts=None, min_expiry_days=None, max_expiry_days=None, build_options_chain=None, build_futures_chain=None, cache_validity_days=None, convert_exchange_to_mic_venue=None, symbol_to_mic_venue=None, filter_sec_types=None, cache_path=None)"

impl PyTypeInfo for InteractiveBrokersInstrumentProviderConfig

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for InteractiveBrokersInstrumentProviderConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl DerefToPyAny for InteractiveBrokersInstrumentProviderConfig