nautilus_interactive_brokers/common/enums/
contracts.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::{fmt::Display, str::FromStr};
17
18use nautilus_model::enums::OptionKind;
19
20/// Interactive Brokers security type values used by the adapter.
21#[derive(Debug, Clone, Copy, PartialEq, Eq)]
22#[cfg_attr(
23    feature = "python",
24    pyo3::pyclass(
25        module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
26        from_py_object
27    )
28)]
29pub enum IbSecurityType {
30    /// Stock or ETF.
31    Stock,
32    /// Equity/index option.
33    Option,
34    /// Future.
35    Future,
36    /// Continuous future.
37    ContinuousFuture,
38    /// Index.
39    Index,
40    /// Futures option.
41    FuturesOption,
42    /// Forex pair.
43    ForexPair,
44    /// Combo/spread.
45    Spread,
46    /// Warrant.
47    Warrant,
48    /// Bond.
49    Bond,
50    /// Commodity.
51    Commodity,
52    /// News.
53    News,
54    /// Mutual fund.
55    MutualFund,
56    /// Crypto currency.
57    Crypto,
58    /// Contract for difference.
59    Cfd,
60}
61
62impl IbSecurityType {
63    /// Returns the IB wire string.
64    #[must_use]
65    pub const fn as_str(self) -> &'static str {
66        match self {
67            Self::Stock => "STK",
68            Self::Option => "OPT",
69            Self::Future => "FUT",
70            Self::ContinuousFuture => "CONTFUT",
71            Self::Index => "IND",
72            Self::FuturesOption => "FOP",
73            Self::ForexPair => "CASH",
74            Self::Spread => "BAG",
75            Self::Warrant => "WAR",
76            Self::Bond => "BOND",
77            Self::Commodity => "CMDTY",
78            Self::News => "NEWS",
79            Self::MutualFund => "FUND",
80            Self::Crypto => "CRYPTO",
81            Self::Cfd => "CFD",
82        }
83    }
84
85    /// Converts to the rust-ibapi security type.
86    #[must_use]
87    pub const fn ibapi_security_type(self) -> ibapi::contracts::SecurityType {
88        match self {
89            Self::Stock => ibapi::contracts::SecurityType::Stock,
90            Self::Option => ibapi::contracts::SecurityType::Option,
91            Self::Future => ibapi::contracts::SecurityType::Future,
92            Self::ContinuousFuture => ibapi::contracts::SecurityType::ContinuousFuture,
93            Self::Index => ibapi::contracts::SecurityType::Index,
94            Self::FuturesOption => ibapi::contracts::SecurityType::FuturesOption,
95            Self::ForexPair => ibapi::contracts::SecurityType::ForexPair,
96            Self::Spread => ibapi::contracts::SecurityType::Spread,
97            Self::Warrant => ibapi::contracts::SecurityType::Warrant,
98            Self::Bond => ibapi::contracts::SecurityType::Bond,
99            Self::Commodity => ibapi::contracts::SecurityType::Commodity,
100            Self::News => ibapi::contracts::SecurityType::News,
101            Self::MutualFund => ibapi::contracts::SecurityType::MutualFund,
102            Self::Crypto => ibapi::contracts::SecurityType::Crypto,
103            Self::Cfd => ibapi::contracts::SecurityType::CFD,
104        }
105    }
106}
107
108impl TryFrom<&ibapi::contracts::SecurityType> for IbSecurityType {
109    type Error = anyhow::Error;
110
111    fn try_from(value: &ibapi::contracts::SecurityType) -> Result<Self, Self::Error> {
112        match value {
113            ibapi::contracts::SecurityType::Stock => Ok(Self::Stock),
114            ibapi::contracts::SecurityType::Option => Ok(Self::Option),
115            ibapi::contracts::SecurityType::Future => Ok(Self::Future),
116            ibapi::contracts::SecurityType::ContinuousFuture => Ok(Self::ContinuousFuture),
117            ibapi::contracts::SecurityType::Index => Ok(Self::Index),
118            ibapi::contracts::SecurityType::FuturesOption => Ok(Self::FuturesOption),
119            ibapi::contracts::SecurityType::ForexPair => Ok(Self::ForexPair),
120            ibapi::contracts::SecurityType::Spread => Ok(Self::Spread),
121            ibapi::contracts::SecurityType::Warrant => Ok(Self::Warrant),
122            ibapi::contracts::SecurityType::Bond => Ok(Self::Bond),
123            ibapi::contracts::SecurityType::Commodity => Ok(Self::Commodity),
124            ibapi::contracts::SecurityType::News => Ok(Self::News),
125            ibapi::contracts::SecurityType::MutualFund => Ok(Self::MutualFund),
126            ibapi::contracts::SecurityType::Crypto => Ok(Self::Crypto),
127            ibapi::contracts::SecurityType::CFD => Ok(Self::Cfd),
128            ibapi::contracts::SecurityType::Other(value) => {
129                anyhow::bail!("Unknown IB security type: {value}")
130            }
131        }
132    }
133}
134
135impl FromStr for IbSecurityType {
136    type Err = anyhow::Error;
137
138    fn from_str(value: &str) -> Result<Self, Self::Err> {
139        match value.to_ascii_uppercase().as_str() {
140            "STK" => Ok(Self::Stock),
141            "OPT" => Ok(Self::Option),
142            "FUT" => Ok(Self::Future),
143            "CONTFUT" => Ok(Self::ContinuousFuture),
144            "IND" => Ok(Self::Index),
145            "FOP" => Ok(Self::FuturesOption),
146            "CASH" => Ok(Self::ForexPair),
147            "BAG" => Ok(Self::Spread),
148            "WAR" => Ok(Self::Warrant),
149            "BOND" => Ok(Self::Bond),
150            "CMDTY" => Ok(Self::Commodity),
151            "NEWS" => Ok(Self::News),
152            "FUND" => Ok(Self::MutualFund),
153            "CRYPTO" => Ok(Self::Crypto),
154            "CFD" => Ok(Self::Cfd),
155            _ => anyhow::bail!("Unknown IB security type: {value}"),
156        }
157    }
158}
159
160impl Display for IbSecurityType {
161    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
162        f.write_str(self.as_str())
163    }
164}
165
166/// Interactive Brokers option right values.
167#[derive(Debug, Clone, Copy, PartialEq, Eq)]
168#[cfg_attr(
169    feature = "python",
170    pyo3::pyclass(
171        module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
172        from_py_object
173    )
174)]
175pub enum IbOptionRight {
176    /// Call option.
177    Call,
178    /// Put option.
179    Put,
180}
181
182impl IbOptionRight {
183    /// Returns the IB wire string.
184    #[must_use]
185    pub const fn as_str(self) -> &'static str {
186        match self {
187            Self::Call => "C",
188            Self::Put => "P",
189        }
190    }
191
192    /// Converts this option right to a Nautilus option kind.
193    #[must_use]
194    pub const fn option_kind(self) -> OptionKind {
195        match self {
196            Self::Call => OptionKind::Call,
197            Self::Put => OptionKind::Put,
198        }
199    }
200}
201
202impl FromStr for IbOptionRight {
203    type Err = anyhow::Error;
204
205    fn from_str(value: &str) -> Result<Self, Self::Err> {
206        match value.to_ascii_uppercase().as_str() {
207            "C" | "CALL" => Ok(Self::Call),
208            "P" | "PUT" => Ok(Self::Put),
209            _ => anyhow::bail!("Unknown IB option right: {value}"),
210        }
211    }
212}
213
214impl Display for IbOptionRight {
215    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
216        f.write_str(self.as_str())
217    }
218}
nautilus_interactive_brokers/common/enums/contracts.rs

nautilus_interactive_brokers/common/enums/
contracts.rs
