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.adapters.interactive_brokers",
26        from_py_object,
27        rename_all = "SCREAMING_SNAKE_CASE"
28    )
29)]
30#[cfg_attr(
31    feature = "python",
32    pyo3_stub_gen::derive::gen_stub_pyclass_enum(
33        module = "nautilus_trader.adapters.interactive_brokers"
34    )
35)]
36pub enum IbSecurityType {
37    /// Stock or ETF.
38    Stock,
39    /// Equity/index option.
40    Option,
41    /// Future.
42    Future,
43    /// Continuous future.
44    ContinuousFuture,
45    /// Index.
46    Index,
47    /// Futures option.
48    FuturesOption,
49    /// Forex pair.
50    ForexPair,
51    /// Combo/spread.
52    Spread,
53    /// Warrant.
54    Warrant,
55    /// Bond.
56    Bond,
57    /// Commodity.
58    Commodity,
59    /// News.
60    News,
61    /// Mutual fund.
62    MutualFund,
63    /// Crypto currency.
64    Crypto,
65    /// Contract for difference.
66    Cfd,
67}
68
69impl IbSecurityType {
70    /// Returns the IB wire string.
71    #[must_use]
72    pub const fn as_str(self) -> &'static str {
73        match self {
74            Self::Stock => "STK",
75            Self::Option => "OPT",
76            Self::Future => "FUT",
77            Self::ContinuousFuture => "CONTFUT",
78            Self::Index => "IND",
79            Self::FuturesOption => "FOP",
80            Self::ForexPair => "CASH",
81            Self::Spread => "BAG",
82            Self::Warrant => "WAR",
83            Self::Bond => "BOND",
84            Self::Commodity => "CMDTY",
85            Self::News => "NEWS",
86            Self::MutualFund => "FUND",
87            Self::Crypto => "CRYPTO",
88            Self::Cfd => "CFD",
89        }
90    }
91
92    /// Converts to the rust-ibapi security type.
93    #[must_use]
94    pub const fn ibapi_security_type(self) -> ibapi::contracts::SecurityType {
95        match self {
96            Self::Stock => ibapi::contracts::SecurityType::Stock,
97            Self::Option => ibapi::contracts::SecurityType::Option,
98            Self::Future => ibapi::contracts::SecurityType::Future,
99            Self::ContinuousFuture => ibapi::contracts::SecurityType::ContinuousFuture,
100            Self::Index => ibapi::contracts::SecurityType::Index,
101            Self::FuturesOption => ibapi::contracts::SecurityType::FuturesOption,
102            Self::ForexPair => ibapi::contracts::SecurityType::ForexPair,
103            Self::Spread => ibapi::contracts::SecurityType::Spread,
104            Self::Warrant => ibapi::contracts::SecurityType::Warrant,
105            Self::Bond => ibapi::contracts::SecurityType::Bond,
106            Self::Commodity => ibapi::contracts::SecurityType::Commodity,
107            Self::News => ibapi::contracts::SecurityType::News,
108            Self::MutualFund => ibapi::contracts::SecurityType::MutualFund,
109            Self::Crypto => ibapi::contracts::SecurityType::Crypto,
110            Self::Cfd => ibapi::contracts::SecurityType::CFD,
111        }
112    }
113}
114
115impl TryFrom<&ibapi::contracts::SecurityType> for IbSecurityType {
116    type Error = anyhow::Error;
117
118    fn try_from(value: &ibapi::contracts::SecurityType) -> Result<Self, Self::Error> {
119        match value {
120            ibapi::contracts::SecurityType::Stock => Ok(Self::Stock),
121            ibapi::contracts::SecurityType::Option => Ok(Self::Option),
122            ibapi::contracts::SecurityType::Future => Ok(Self::Future),
123            ibapi::contracts::SecurityType::ContinuousFuture => Ok(Self::ContinuousFuture),
124            ibapi::contracts::SecurityType::Index => Ok(Self::Index),
125            ibapi::contracts::SecurityType::FuturesOption => Ok(Self::FuturesOption),
126            ibapi::contracts::SecurityType::ForexPair => Ok(Self::ForexPair),
127            ibapi::contracts::SecurityType::Spread => Ok(Self::Spread),
128            ibapi::contracts::SecurityType::Warrant => Ok(Self::Warrant),
129            ibapi::contracts::SecurityType::Bond => Ok(Self::Bond),
130            ibapi::contracts::SecurityType::Commodity => Ok(Self::Commodity),
131            ibapi::contracts::SecurityType::News => Ok(Self::News),
132            ibapi::contracts::SecurityType::MutualFund => Ok(Self::MutualFund),
133            ibapi::contracts::SecurityType::Crypto => Ok(Self::Crypto),
134            ibapi::contracts::SecurityType::CFD => Ok(Self::Cfd),
135            ibapi::contracts::SecurityType::Other(value) => {
136                anyhow::bail!("Unknown IB security type: {value}")
137            }
138        }
139    }
140}
141
142impl FromStr for IbSecurityType {
143    type Err = anyhow::Error;
144
145    fn from_str(value: &str) -> Result<Self, Self::Err> {
146        match value.to_ascii_uppercase().as_str() {
147            "STK" => Ok(Self::Stock),
148            "OPT" => Ok(Self::Option),
149            "FUT" => Ok(Self::Future),
150            "CONTFUT" => Ok(Self::ContinuousFuture),
151            "IND" => Ok(Self::Index),
152            "FOP" => Ok(Self::FuturesOption),
153            "CASH" => Ok(Self::ForexPair),
154            "BAG" => Ok(Self::Spread),
155            "WAR" => Ok(Self::Warrant),
156            "BOND" => Ok(Self::Bond),
157            "CMDTY" => Ok(Self::Commodity),
158            "NEWS" => Ok(Self::News),
159            "FUND" => Ok(Self::MutualFund),
160            "CRYPTO" => Ok(Self::Crypto),
161            "CFD" => Ok(Self::Cfd),
162            _ => anyhow::bail!("Unknown IB security type: {value}"),
163        }
164    }
165}
166
167impl Display for IbSecurityType {
168    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
169        f.write_str(self.as_str())
170    }
171}
172
173/// Interactive Brokers option right values.
174#[derive(Debug, Clone, Copy, PartialEq, Eq)]
175#[cfg_attr(
176    feature = "python",
177    pyo3::pyclass(
178        module = "nautilus_trader.adapters.interactive_brokers",
179        from_py_object,
180        rename_all = "SCREAMING_SNAKE_CASE"
181    )
182)]
183#[cfg_attr(
184    feature = "python",
185    pyo3_stub_gen::derive::gen_stub_pyclass_enum(
186        module = "nautilus_trader.adapters.interactive_brokers"
187    )
188)]
189pub enum IbOptionRight {
190    /// Call option.
191    Call,
192    /// Put option.
193    Put,
194}
195
196impl IbOptionRight {
197    /// Returns the IB wire string.
198    #[must_use]
199    pub const fn as_str(self) -> &'static str {
200        match self {
201            Self::Call => "C",
202            Self::Put => "P",
203        }
204    }
205
206    /// Converts this option right to a Nautilus option kind.
207    #[must_use]
208    pub const fn option_kind(self) -> OptionKind {
209        match self {
210            Self::Call => OptionKind::Call,
211            Self::Put => OptionKind::Put,
212        }
213    }
214}
215
216impl FromStr for IbOptionRight {
217    type Err = anyhow::Error;
218
219    fn from_str(value: &str) -> Result<Self, Self::Err> {
220        match value.to_ascii_uppercase().as_str() {
221            "C" | "CALL" => Ok(Self::Call),
222            "P" | "PUT" => Ok(Self::Put),
223            _ => anyhow::bail!("Unknown IB option right: {value}"),
224        }
225    }
226}
227
228impl Display for IbOptionRight {
229    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
230        f.write_str(self.as_str())
231    }
232}
nautilus_interactive_brokers/common/enums/contracts.rs

nautilus_interactive_brokers/common/enums/
contracts.rs
