Struct InteractiveBrokersDataClient 

pub struct InteractiveBrokersDataClient { /* private fields */ }

Interactive Brokers data client.

This client provides market data functionality using the rust-ibapi library. It manages subscriptions, handles historical data requests, and streams market data to NautilusTrader.

Implementations

impl InteractiveBrokersDataClient

pub fn new( client_id: ClientId, config: InteractiveBrokersDataClientConfig, instrument_provider: Arc<InteractiveBrokersInstrumentProvider>, ) -> Result<Self>

Create a new InteractiveBrokersDataClient.

Arguments

• client_id - Client identifier
• config - Configuration for the client
• instrument_provider - Instrument provider

Errors

Returns an error if client creation fails.

pub async fn batch_load_instruments( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<Vec<InstrumentId>>

Batch load multiple instrument IDs using the internal IB client.

This method calls the provider’s batch_load with the data client’s IB client.

Arguments

• instrument_ids - Vector of instrument IDs to load

Errors

Returns an error if:

• The client is not connected
• The provider batch_load fails

pub async fn fetch_option_chain_by_range( &self, underlying_symbol: &str, exchange: Option<&str>, currency: Option<&str>, expiry_min: Option<&str>, expiry_max: Option<&str>, ) -> Result<usize>

Fetch option chain for an underlying contract with expiry filtering.

This method calls the provider’s fetch_option_chain_by_range with the data client’s IB client.

Arguments

• underlying_symbol - The underlying symbol (e.g., “AAPL”)
• exchange - The exchange (defaults to “SMART”)
• currency - The currency (defaults to “USD”)
• expiry_min - Minimum expiry date string (YYYYMMDD format, optional)
• expiry_max - Maximum expiry date string (YYYYMMDD format, optional)

Errors

Returns an error if:

• The client is not connected
• The provider method fails

pub async fn fetch_futures_chain( &self, symbol: &str, exchange: Option<&str>, currency: Option<&str>, min_expiry_days: Option<u32>, max_expiry_days: Option<u32>, ) -> Result<usize>

Fetch futures chain for a given underlying symbol.

This method calls the provider’s fetch_futures_chain with the data client’s IB client.

Arguments

• symbol - The underlying symbol (e.g., “ES”)
• exchange - The exchange (defaults to empty string for all exchanges)
• currency - The currency (defaults to “USD”)

Errors

Returns an error if:

• The client is not connected
• The provider method fails

pub async fn fetch_bag_contract(&self, bag_contract: &Contract) -> Result<usize>

Fetch BAG (spread) contract details.

This method calls the provider’s fetch_bag_contract with the data client’s IB client.

Arguments

• bag_contract - The BAG contract with populated combo_legs

Errors

Returns an error if:

• The client is not connected
• The provider method fails

Trait Implementations

impl DataClient for InteractiveBrokersDataClient

fn client_id(&self) -> ClientId

Returns the unique identifier for this data client.

fn venue(&self) -> Option<Venue>

Returns the optional venue this client is associated with.

fn start(&mut self) -> Result<()>

Starts the data client.

fn stop(&mut self) -> Result<()>

Stops the data client.

fn reset(&mut self) -> Result<()>

Resets the data client to its initial state.

fn dispose(&mut self) -> Result<()>

Disposes of client resources and cleans up.

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Connects the client to the data provider.

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects the client from the data provider.

fn is_connected(&self) -> bool

Returns true if the client is currently connected.

fn is_disconnected(&self) -> bool

Returns true if the client is currently disconnected.

fn subscribe_quotes(&mut self, cmd: SubscribeQuotes) -> Result<()>

Subscribes to quote updates for the specified instrument.

fn subscribe_index_prices(&mut self, cmd: SubscribeIndexPrices) -> Result<()>

Subscribes to index price updates for the specified instrument.

fn subscribe_option_greeks(&mut self, cmd: SubscribeOptionGreeks) -> Result<()>

Subscribes to exchange-provided option greeks for the specified instrument.

fn unsubscribe_quotes(&mut self, cmd: &UnsubscribeQuotes) -> Result<()>

Unsubscribes from quote updates for the specified instrument.

fn unsubscribe_index_prices( &mut self, cmd: &UnsubscribeIndexPrices, ) -> Result<()>

Unsubscribes from index price updates for the specified instrument.

fn unsubscribe_option_greeks( &mut self, cmd: &UnsubscribeOptionGreeks, ) -> Result<()>

Unsubscribes from exchange-provided option greeks for the specified instrument.

fn subscribe_trades(&mut self, cmd: SubscribeTrades) -> Result<()>

Subscribes to trade updates for the specified instrument.

fn unsubscribe_trades(&mut self, cmd: &UnsubscribeTrades) -> Result<()>

Unsubscribes from trade updates for the specified instrument.

fn subscribe_bars(&mut self, cmd: SubscribeBars) -> Result<()>

Subscribes to bar updates of the specified bar type.

fn unsubscribe_bars(&mut self, cmd: &UnsubscribeBars) -> Result<()>

Unsubscribes from bar updates of the specified bar type.

fn subscribe_book_deltas(&mut self, cmd: SubscribeBookDeltas) -> Result<()>

Subscribes to order book delta updates for the specified instrument.

fn unsubscribe_book_deltas(&mut self, cmd: &UnsubscribeBookDeltas) -> Result<()>

Unsubscribes from order book delta updates for the specified instrument.

fn request_instrument(&self, cmd: RequestInstrument) -> Result<()>

Requests detailed data for a single instrument.

fn request_instruments(&self, cmd: RequestInstruments) -> Result<()>

Requests a list of instruments from the provider for a given venue.

fn request_quotes(&self, cmd: RequestQuotes) -> Result<()>

Requests historical or streaming quote data for a specified instrument.

fn request_trades(&self, cmd: RequestTrades) -> Result<()>

Requests historical or streaming trade data for a specified instrument.

fn request_bars(&self, cmd: RequestBars) -> Result<()>

Requests historical or streaming bar data for a specified instrument and bar type.

fn subscribe(&mut self, cmd: SubscribeCustomData) -> Result<(), Error>

Subscribes to custom data types according to the command.

fn subscribe_instruments( &mut self, cmd: SubscribeInstruments, ) -> Result<(), Error>

Subscribes to instruments list for the specified venue.

fn subscribe_instrument( &mut self, cmd: SubscribeInstrument, ) -> Result<(), Error>

Subscribes to data for a single instrument.

fn subscribe_book_depth10( &mut self, cmd: SubscribeBookDepth10, ) -> Result<(), Error>

Subscribes to top 10 order book depth updates for the specified instrument.

fn subscribe_mark_prices( &mut self, cmd: SubscribeMarkPrices, ) -> Result<(), Error>

Subscribes to mark price updates for the specified instrument.

fn subscribe_funding_rates( &mut self, cmd: SubscribeFundingRates, ) -> Result<(), Error>

Subscribes to funding rate updates for the specified instrument.

fn subscribe_instrument_status( &mut self, cmd: SubscribeInstrumentStatus, ) -> Result<(), Error>

Subscribes to status updates for the specified instrument.

fn subscribe_instrument_close( &mut self, cmd: SubscribeInstrumentClose, ) -> Result<(), Error>

Subscribes to instrument close events for the specified instrument.

fn subscribe_blocks(&mut self, cmd: SubscribeBlocks) -> Result<(), Error>

Subscribes to blocks for a specified blockchain.

fn subscribe_pool(&mut self, cmd: SubscribePool) -> Result<(), Error>

Subscribes to pool definition updates for a specified AMM pool.

fn subscribe_pool_swaps(&mut self, cmd: SubscribePoolSwaps) -> Result<(), Error>

Subscribes to pool swaps for a specified AMM pool.

fn subscribe_pool_liquidity_updates( &mut self, cmd: SubscribePoolLiquidityUpdates, ) -> Result<(), Error>

Subscribes to pool liquidity updates for a specified AMM pool.

fn subscribe_pool_fee_collects( &mut self, cmd: SubscribePoolFeeCollects, ) -> Result<(), Error>

Subscribes to pool fee collects for a specified AMM pool.

fn subscribe_pool_flash_events( &mut self, cmd: SubscribePoolFlashEvents, ) -> Result<(), Error>

Subscribes to pool flash loan events for a specified AMM pool.

fn unsubscribe(&mut self, cmd: &UnsubscribeCustomData) -> Result<(), Error>

Unsubscribes from custom data types according to the command.

fn unsubscribe_instruments( &mut self, cmd: &UnsubscribeInstruments, ) -> Result<(), Error>

Unsubscribes from instruments list for the specified venue.

fn unsubscribe_instrument( &mut self, cmd: &UnsubscribeInstrument, ) -> Result<(), Error>

Unsubscribes from data for the specified instrument.

fn unsubscribe_book_depth10( &mut self, cmd: &UnsubscribeBookDepth10, ) -> Result<(), Error>

Unsubscribes from top 10 order book depth updates for the specified instrument.

fn unsubscribe_mark_prices( &mut self, cmd: &UnsubscribeMarkPrices, ) -> Result<(), Error>

Unsubscribes from mark price updates for the specified instrument.

fn unsubscribe_funding_rates( &mut self, cmd: &UnsubscribeFundingRates, ) -> Result<(), Error>

Unsubscribes from funding rate updates for the specified instrument.

fn unsubscribe_instrument_status( &mut self, cmd: &UnsubscribeInstrumentStatus, ) -> Result<(), Error>

Unsubscribes from instrument status updates for the specified instrument.

fn unsubscribe_instrument_close( &mut self, cmd: &UnsubscribeInstrumentClose, ) -> Result<(), Error>

Unsubscribes from instrument close events for the specified instrument.

fn unsubscribe_blocks(&mut self, cmd: &UnsubscribeBlocks) -> Result<(), Error>

Unsubscribes from blocks for a specified blockchain.

fn unsubscribe_pool(&mut self, cmd: &UnsubscribePool) -> Result<(), Error>

Unsubscribes from pool definition updates for a specified AMM pool.

fn unsubscribe_pool_swaps( &mut self, cmd: &UnsubscribePoolSwaps, ) -> Result<(), Error>

Unsubscribes from swaps for a specified AMM pool.

fn unsubscribe_pool_liquidity_updates( &mut self, cmd: &UnsubscribePoolLiquidityUpdates, ) -> Result<(), Error>

Unsubscribes from pool liquidity updates for a specified AMM pool.

fn unsubscribe_pool_fee_collects( &mut self, cmd: &UnsubscribePoolFeeCollects, ) -> Result<(), Error>

Unsubscribes from pool fee collects for a specified AMM pool.

fn unsubscribe_pool_flash_events( &mut self, cmd: &UnsubscribePoolFlashEvents, ) -> Result<(), Error>

Unsubscribes from pool flash loan events for a specified AMM pool.

fn request_data(&self, request: RequestCustomData) -> Result<(), Error>

Sends a custom data request to the provider.

fn request_book_snapshot( &self, request: RequestBookSnapshot, ) -> Result<(), Error>

Requests a snapshot of the order book for a specified instrument.

fn request_funding_rates( &self, request: RequestFundingRates, ) -> Result<(), Error>

Requests historical or streaming funding rate data for a specified instrument.

fn request_forward_prices( &self, request: RequestForwardPrices, ) -> Result<(), Error>

Requests forward/underlying prices for derivatives instruments.

fn request_book_depth(&self, request: RequestBookDepth) -> Result<(), Error>

Requests historical order book depth data for a specified instrument.

fn request_book_deltas(&self, request: RequestBookDeltas) -> Result<(), Error>

Requests historical order book delta data for a specified instrument.

fn request_pool_snapshot( &self, request: RequestPoolSnapshot, ) -> Result<(), Error>

Requests a snapshot of a specific AMM pool.

impl Debug for InteractiveBrokersDataClient

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

Formats the value using the given formatter.

impl DerefToPyAny for InteractiveBrokersDataClient

impl Drop for InteractiveBrokersDataClient

fn drop(&mut self)

Executes the destructor for this type.

fn pin_drop(self: Pin<&mut Self>)

🔬This is a nightly-only experimental API. (pin_ergonomics)

Execute the destructor for this type, but different to Drop::drop, it requires self to be pinned.

impl ExtractPyClassWithClone for InteractiveBrokersDataClient

impl<'py> IntoPyObject<'py> for InteractiveBrokersDataClient

type Target = InteractiveBrokersDataClient

The Python output type

type Output = Bound<'py, <InteractiveBrokersDataClient 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 InteractiveBrokersDataClient

const NAME: &str = "InteractiveBrokersDataClient"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for InteractiveBrokersDataClient

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[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 = /// Interactive Brokers data client. /// /// This client provides market data functionality using the `rust-ibapi` library. /// It manages subscriptions, handles historical data requests, and streams /// market data to NautilusTrader.

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 = <<InteractiveBrokersDataClient as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<InteractiveBrokersDataClient>

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 = Pyo3MethodsInventoryForInteractiveBrokersDataClient

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 PyTypeInfo for InteractiveBrokersDataClient

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.