nautilus_interactive_brokers/common/enums/
events.rs1#[derive(Debug, Clone, Copy, PartialEq, Eq)]
18#[cfg_attr(
19 feature = "python",
20 pyo3::pyclass(
21 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
22 from_py_object
23 )
24)]
25pub enum IbPlaceOrderEvent {
26 OrderStatus,
27 OpenOrder,
28 ExecutionData,
29 CommissionReport,
30 Message,
31}
32
33#[derive(Debug, Clone, Copy, PartialEq, Eq)]
35#[cfg_attr(
36 feature = "python",
37 pyo3::pyclass(
38 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
39 from_py_object
40 )
41)]
42pub enum IbOrderUpdateEvent {
43 OrderStatus,
44 OpenOrder,
45 ExecutionData,
46 CommissionReport,
47 Message,
48}
49
50#[derive(Debug, Clone, Copy, PartialEq, Eq)]
52#[cfg_attr(
53 feature = "python",
54 pyo3::pyclass(
55 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
56 from_py_object
57 )
58)]
59pub enum IbCancelOrderEvent {
60 OrderStatus,
61 Notice,
62}
63
64#[derive(Debug, Clone, Copy, PartialEq, Eq)]
66#[cfg_attr(
67 feature = "python",
68 pyo3::pyclass(
69 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
70 from_py_object
71 )
72)]
73pub enum IbOrdersEvent {
74 OrderData,
75 OrderStatus,
76 Notice,
77}
78
79#[derive(Debug, Clone, Copy, PartialEq, Eq)]
81#[cfg_attr(
82 feature = "python",
83 pyo3::pyclass(
84 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
85 from_py_object
86 )
87)]
88pub enum IbExecutionsEvent {
89 ExecutionData,
90 CommissionReport,
91 Notice,
92}
93
94#[derive(Debug, Clone, Copy, PartialEq, Eq)]
96#[cfg_attr(
97 feature = "python",
98 pyo3::pyclass(
99 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
100 from_py_object
101 )
102)]
103pub enum IbExerciseOptionsEvent {
104 OpenOrder,
105 OrderStatus,
106 Notice,
107}
108
109#[derive(Debug, Clone, Copy, PartialEq, Eq)]
111#[cfg_attr(
112 feature = "python",
113 pyo3::pyclass(
114 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
115 from_py_object
116 )
117)]
118pub enum IbHistoricalBarUpdateEvent {
119 Historical,
120 Update,
121 End,
122}
123
124#[derive(Debug, Clone, Copy, PartialEq, Eq)]
126#[cfg_attr(
127 feature = "python",
128 pyo3::pyclass(
129 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
130 from_py_object
131 )
132)]
133pub enum IbMarketDepthEvent {
134 MarketDepth,
135 MarketDepthL2,
136 Notice,
137}
138
139#[derive(Debug, Clone, Copy, PartialEq, Eq)]
141#[cfg_attr(
142 feature = "python",
143 pyo3::pyclass(
144 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
145 from_py_object
146 )
147)]
148pub enum IbTickEvent {
149 Price,
150 Size,
151 String,
152 Efp,
153 Generic,
154 OptionComputation,
155 SnapshotEnd,
156 Notice,
157 RequestParameters,
158 PriceSize,
159}
160
161#[derive(Debug, Clone, Copy, PartialEq, Eq)]
163#[cfg_attr(
164 feature = "python",
165 pyo3::pyclass(
166 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
167 from_py_object
168 )
169)]
170pub enum IbAccountSummaryEvent {
171 Summary,
172 End,
173}
174
175#[derive(Debug, Clone, Copy, PartialEq, Eq)]
177#[cfg_attr(
178 feature = "python",
179 pyo3::pyclass(
180 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
181 from_py_object
182 )
183)]
184pub enum IbPositionUpdateEvent {
185 Position,
186 PositionEnd,
187}
188
189#[derive(Debug, Clone, Copy, PartialEq, Eq)]
191#[cfg_attr(
192 feature = "python",
193 pyo3::pyclass(
194 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
195 from_py_object
196 )
197)]
198pub enum IbPositionUpdateMultiEvent {
199 Position,
200 PositionEnd,
201}
202
203#[derive(Debug, Clone, Copy, PartialEq, Eq)]
205#[cfg_attr(
206 feature = "python",
207 pyo3::pyclass(
208 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
209 from_py_object
210 )
211)]
212pub enum IbAccountUpdateEvent {
213 AccountValue,
214 PortfolioValue,
215 UpdateTime,
216 End,
217}
218
219#[derive(Debug, Clone, Copy, PartialEq, Eq)]
221#[cfg_attr(
222 feature = "python",
223 pyo3::pyclass(
224 module = "nautilus_trader.core.nautilus_pyo3.interactive_brokers",
225 from_py_object
226 )
227)]
228pub enum IbAccountUpdateMultiEvent {
229 AccountMultiValue,
230 End,
231}