Struct InteractiveBrokersExecutionClient 

pub struct InteractiveBrokersExecutionClient { /* private fields */ }

Interactive Brokers execution client.

This client provides order execution functionality using the rust-ibapi library. It manages order submission, modification, cancellation, and execution reporting.

Implementations

impl InteractiveBrokersExecutionClient

pub fn new( core: ExecutionClientCore, config: InteractiveBrokersExecClientConfig, instrument_provider: Arc<InteractiveBrokersInstrumentProvider>, ) -> Result<Self>

Creates a new InteractiveBrokersExecutionClient.

Arguments

• core - Core execution client functionality
• config - Configuration for the client
• instrument_provider - Instrument provider

Errors

Returns an error if client creation fails.

impl InteractiveBrokersExecutionClient

pub fn client_id(&self) -> ClientId

Returns the client ID.

pub fn is_connected(&self) -> bool

Returns whether the client is connected.

pub fn is_disconnected(&self) -> bool

Returns whether the client is disconnected.

Trait Implementations

impl Debug for InteractiveBrokersExecutionClient

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

Formats the value using the given formatter.

impl ExecutionClient for InteractiveBrokersExecutionClient

fn is_connected(&self) -> bool

fn client_id(&self) -> ClientId

fn account_id(&self) -> AccountId

fn venue(&self) -> Venue

fn oms_type(&self) -> OmsType

fn get_account(&self) -> Option<AccountAny>

fn generate_account_state( &self, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, reported: bool, ts_event: UnixNanos, ) -> Result<()>

Generates and publishes the account state event.

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

Starts the execution client.

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

Stops the execution client.

fn submit_order(&self, cmd: SubmitOrder) -> Result<()>

Submits a single order command to the execution venue.

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 execution venue.

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 execution venue.

fn generate_order_status_report<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GenerateOrderStatusReport, ) -> Pin<Box<dyn Future<Output = Result<Option<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates a single order status report.

fn generate_order_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GenerateOrderStatusReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates multiple order status reports.

fn generate_fill_reports<'life0, 'async_trait>( &'life0 self, cmd: GenerateFillReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<FillReport>>> + 'async_trait>>

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

Generates fill reports based on execution results.

fn generate_position_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GeneratePositionStatusReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<PositionStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates position status reports.

fn generate_mass_status<'life0, 'async_trait>( &'life0 self, lookback_mins: Option<u64>, ) -> Pin<Box<dyn Future<Output = Result<Option<ExecutionMassStatus>>> + 'async_trait>>

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

Generates mass status for executions.

fn query_account(&self, _cmd: QueryAccount) -> Result<()>

Queries the status of an account.

fn query_order(&self, cmd: QueryOrder) -> Result<()>

Queries the status of an order.

fn submit_order_list(&self, cmd: SubmitOrderList) -> Result<()>

Submits a list of orders to the execution venue.

fn modify_order(&self, cmd: ModifyOrder) -> Result<()>

Modifies an existing order.

fn cancel_order(&self, cmd: CancelOrder) -> Result<()>

Cancels a specific order.

fn cancel_all_orders(&self, cmd: CancelAllOrders) -> Result<()>

Cancels all orders.

fn batch_cancel_orders(&self, cmd: BatchCancelOrders) -> Result<()>

Cancels a batch of orders.

fn register_external_order( &self, _client_order_id: ClientOrderId, _venue_order_id: VenueOrderId, _instrument_id: InstrumentId, _strategy_id: StrategyId, _ts_init: UnixNanos, )

Registers an external order for tracking by the execution client.

fn on_instrument(&mut self, _instrument: InstrumentAny)

Handles an instrument update received via the message bus.

fn calculate_commission( &self, instrument: &InstrumentAny, last_qty: Quantity, last_px: Price, liquidity_side: LiquiditySide, ) -> Option<Money>

Calculates the commission for a reconciliation fill.

impl<'py> IntoPyObject<'py> for InteractiveBrokersExecutionClient

type Target = InteractiveBrokersExecutionClient

The Python output type

type Output = Bound<'py, <InteractiveBrokersExecutionClient 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 InteractiveBrokersExecutionClient

const NAME: &str = "InteractiveBrokersExecutionClient"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for InteractiveBrokersExecutionClient

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 execution client. /// /// This client provides order execution functionality using the `rust-ibapi` library. /// It manages order submission, modification, cancellation, and execution reporting.

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

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = ThreadCheckerImpl

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForInteractiveBrokersExecutionClient

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 InteractiveBrokersExecutionClient

const TEXT_SIGNATURE: &'static str = "(_msgbus, _cache, _clock, instrument_provider, config)"

impl PyTypeInfo for InteractiveBrokersExecutionClient

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 DerefToPyAny for InteractiveBrokersExecutionClient

impl ExtractPyClassWithClone for InteractiveBrokersExecutionClient