nautilus_interactive_brokers/python/
conversion.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
16//! Python conversion utilities for Interactive Brokers types.
17
18use ibapi::contracts::{ComboLegOpenClose, Contract, ContractDetails, SecurityType};
19use nautilus_core::python::{to_pytype_err, to_pyvalue_err};
20use pyo3::{
21    prelude::*,
22    types::{PyBytes, PyDict, PyList},
23};
24
25use crate::common::contracts::parse_contract_from_json;
26
27/// Convert a Python object to a JSON value.
28pub fn py_to_json_value(obj: &Bound<'_, PyAny>) -> PyResult<serde_json::Value> {
29    // Try to call .json() first (NautilusConfig)
30    if let Ok(json_bytes) = obj.call_method0("json") {
31        if let Ok(bytes) = json_bytes.clone().cast_into::<PyBytes>() {
32            let json_str = std::str::from_utf8(bytes.as_bytes())
33                .map_err(|e| to_pyvalue_err(format!("Invalid UTF-8 in json output: {e}")))?;
34
35            let value: serde_json::Value = serde_json::from_str(json_str)
36                .map_err(|e| to_pyvalue_err(format!("Invalid JSON: {e}")))?;
37
38            return Ok(value);
39        }
40    }
41
42    // Try to treat as dict
43    if let Ok(dict) = obj.clone().cast_into::<pyo3::types::PyDict>() {
44        // Convert dict to JSON value using Python's json module
45        let json_mod = obj.py().import("json")?;
46        let json_str_obj = json_mod.call_method1("dumps", (dict,))?;
47        let json_str = json_str_obj.extract::<String>()?;
48
49        let value: serde_json::Value = serde_json::from_str(&json_str)
50            .map_err(|e| to_pyvalue_err(format!("Invalid JSON from dict: {e}")))?;
51
52        return Ok(value);
53    }
54
55    Err(to_pytype_err("Expected object with .json() or dict"))
56}
57
58/// Convert a Python object (IBContract or dict) to a Rust Contract.
59///
60/// # Arguments
61///
62/// * `obj` - The Python object to convert. Can be an `IBContract` instance (which has a `.json()` method)
63///           or a dictionary.
64///
65/// # Returns
66///
67/// Returns the parsed Rust `Contract`.
68///
69/// # Errors
70///
71/// Returns a PyValueError if conversion fails.
72pub fn py_to_contract(obj: &Bound<'_, PyAny>) -> PyResult<Contract> {
73    let value = py_to_json_value(obj)?;
74    parse_contract_from_json(&value)
75        .map_err(|e| to_pyvalue_err(format!("Failed to parse contract: {e}")))
76}
77
78/// Convert a Python list of objects to a vector of Rust Contracts.
79pub fn py_list_to_contracts(obj: &Bound<'_, PyAny>) -> PyResult<Vec<Contract>> {
80    let list = obj.clone().cast_into::<pyo3::types::PyList>()?;
81    let mut contracts = Vec::with_capacity(list.len());
82    for item in list.iter() {
83        contracts.push(py_to_contract(&item)?);
84    }
85    Ok(contracts)
86}
87
88/// Convert a Python list of objects to a vector of JSON values.
89pub fn py_list_to_json_values(obj: &Bound<'_, PyAny>) -> PyResult<Vec<serde_json::Value>> {
90    let list = obj.clone().cast_into::<pyo3::types::PyList>()?;
91    let mut values = Vec::with_capacity(list.len());
92    for item in list.iter() {
93        values.push(py_to_json_value(&item)?);
94    }
95    Ok(values)
96}
97
98fn security_type_to_ib_str(security_type: &SecurityType) -> &str {
99    match security_type {
100        SecurityType::Stock => "STK",
101        SecurityType::Option => "OPT",
102        SecurityType::Future => "FUT",
103        SecurityType::ContinuousFuture => "CONTFUT",
104        SecurityType::FuturesOption => "FOP",
105        SecurityType::ForexPair => "CASH",
106        SecurityType::Crypto => "CRYPTO",
107        SecurityType::Index => "IND",
108        SecurityType::CFD => "CFD",
109        SecurityType::Commodity => "CMDTY",
110        SecurityType::Bond => "BOND",
111        SecurityType::Spread => "BAG",
112        SecurityType::Warrant => "WAR",
113        SecurityType::News => "NEWS",
114        SecurityType::MutualFund => "FUND",
115        SecurityType::Other(_) => "",
116    }
117}
118
119fn combo_leg_open_close_to_i32(open_close: ComboLegOpenClose) -> i32 {
120    match open_close {
121        ComboLegOpenClose::Same => 0,
122        ComboLegOpenClose::Open => 1,
123        ComboLegOpenClose::Close => 2,
124        ComboLegOpenClose::Unknown => 3,
125    }
126}
127
128pub fn contract_to_pydict<'py>(
129    py: Python<'py>,
130    contract: &Contract,
131) -> PyResult<Bound<'py, PyDict>> {
132    let dict = PyDict::new(py);
133    dict.set_item("secType", security_type_to_ib_str(&contract.security_type))?;
134    dict.set_item("conId", contract.contract_id)?;
135    dict.set_item("exchange", contract.exchange.as_str())?;
136    dict.set_item("primaryExchange", contract.primary_exchange.as_str())?;
137    dict.set_item("symbol", contract.symbol.as_str())?;
138    dict.set_item("localSymbol", contract.local_symbol.as_str())?;
139    dict.set_item("currency", contract.currency.as_str())?;
140    dict.set_item("tradingClass", &contract.trading_class)?;
141    dict.set_item(
142        "lastTradeDateOrContractMonth",
143        &contract.last_trade_date_or_contract_month,
144    )?;
145    dict.set_item(
146        "lastTradeDate",
147        contract
148            .last_trade_date
149            .as_ref()
150            .map(ToString::to_string)
151            .unwrap_or_default(),
152    )?;
153    dict.set_item("multiplier", &contract.multiplier)?;
154    dict.set_item("strike", contract.strike)?;
155    dict.set_item("right", &contract.right)?;
156    dict.set_item("includeExpired", contract.include_expired)?;
157    dict.set_item("secIdType", &contract.security_id_type)?;
158    dict.set_item("secId", &contract.security_id)?;
159    dict.set_item("description", &contract.description)?;
160    dict.set_item("issuerId", &contract.issuer_id)?;
161    dict.set_item("comboLegsDescrip", &contract.combo_legs_description)?;
162
163    if !contract.combo_legs.is_empty() {
164        let combo_legs = PyList::empty(py);
165        for leg in &contract.combo_legs {
166            let leg_dict = PyDict::new(py);
167            leg_dict.set_item("conId", leg.contract_id)?;
168            leg_dict.set_item("ratio", leg.ratio)?;
169            leg_dict.set_item("action", &leg.action)?;
170            leg_dict.set_item("exchange", &leg.exchange)?;
171            leg_dict.set_item("openClose", combo_leg_open_close_to_i32(leg.open_close))?;
172            leg_dict.set_item("shortSaleSlot", leg.short_sale_slot)?;
173            leg_dict.set_item("designatedLocation", &leg.designated_location)?;
174            leg_dict.set_item("exemptCode", leg.exempt_code)?;
175            combo_legs.append(leg_dict)?;
176        }
177        dict.set_item("comboLegs", combo_legs)?;
178    }
179
180    if let Some(delta_neutral) = &contract.delta_neutral_contract {
181        let delta_dict = PyDict::new(py);
182        delta_dict.set_item("conId", delta_neutral.contract_id)?;
183        delta_dict.set_item("delta", delta_neutral.delta)?;
184        delta_dict.set_item("price", delta_neutral.price)?;
185        dict.set_item("deltaNeutralContract", delta_dict)?;
186    }
187
188    Ok(dict)
189}
190
191pub fn contract_details_to_pyobject(
192    py: Python<'_>,
193    details: &ContractDetails,
194) -> PyResult<Py<PyAny>> {
195    let common = py.import("nautilus_trader.adapters.interactive_brokers.common")?;
196    let dict_to_contract_details = common.getattr("dict_to_contract_details")?;
197    let details_dict = PyDict::new(py);
198
199    details_dict.set_item("contract", contract_to_pydict(py, &details.contract)?)?;
200    details_dict.set_item("marketName", &details.market_name)?;
201    details_dict.set_item("minTick", details.min_tick)?;
202    details_dict.set_item("orderTypes", details.order_types.join(","))?;
203    details_dict.set_item("validExchanges", details.valid_exchanges.join(","))?;
204    details_dict.set_item("priceMagnifier", details.price_magnifier)?;
205    details_dict.set_item("underConId", details.under_contract_id)?;
206    details_dict.set_item("longName", &details.long_name)?;
207    details_dict.set_item("contractMonth", &details.contract_month)?;
208    details_dict.set_item("industry", &details.industry)?;
209    details_dict.set_item("category", &details.category)?;
210    details_dict.set_item("subcategory", &details.subcategory)?;
211    details_dict.set_item("timeZoneId", &details.time_zone_id)?;
212    details_dict.set_item("tradingHours", details.trading_hours.join(";"))?;
213    details_dict.set_item("liquidHours", details.liquid_hours.join(";"))?;
214    details_dict.set_item("evRule", &details.ev_rule)?;
215    details_dict.set_item("evMultiplier", details.ev_multiplier)?;
216    details_dict.set_item("aggGroup", details.agg_group)?;
217    details_dict.set_item("underSymbol", &details.under_symbol)?;
218    details_dict.set_item("underSecType", &details.under_security_type)?;
219    details_dict.set_item("marketRuleIds", details.market_rule_ids.join(","))?;
220    details_dict.set_item("realExpirationDate", &details.real_expiration_date)?;
221    details_dict.set_item("lastTradeTime", &details.last_trade_time)?;
222    details_dict.set_item("stockType", &details.stock_type)?;
223    details_dict.set_item("cusip", &details.cusip)?;
224    details_dict.set_item("ratings", &details.ratings)?;
225    details_dict.set_item("descAppend", &details.desc_append)?;
226    details_dict.set_item("bondType", &details.bond_type)?;
227    details_dict.set_item("couponType", &details.coupon_type)?;
228    details_dict.set_item("callable", details.callable)?;
229    details_dict.set_item("putable", details.putable)?;
230    details_dict.set_item("coupon", details.coupon)?;
231    details_dict.set_item("convertible", details.convertible)?;
232    details_dict.set_item("maturity", &details.maturity)?;
233    details_dict.set_item("issueDate", &details.issue_date)?;
234    details_dict.set_item("nextOptionDate", &details.next_option_date)?;
235    details_dict.set_item("nextOptionType", &details.next_option_type)?;
236    details_dict.set_item("nextOptionPartial", details.next_option_partial)?;
237    details_dict.set_item("notes", &details.notes)?;
238    details_dict.set_item("minSize", details.min_size.to_string())?;
239    details_dict.set_item("sizeIncrement", details.size_increment.to_string())?;
240    details_dict.set_item(
241        "suggestedSizeIncrement",
242        details.suggested_size_increment.to_string(),
243    )?;
244    details_dict.set_item("fundName", &details.fund_name)?;
245    details_dict.set_item("fundFamily", &details.fund_family)?;
246    details_dict.set_item("fundType", &details.fund_type)?;
247    details_dict.set_item("fundFrontLoad", &details.fund_front_load)?;
248    details_dict.set_item("fundBackLoad", &details.fund_back_load)?;
249    details_dict.set_item(
250        "fundBackLoadTimeInterval",
251        &details.fund_back_load_time_interval,
252    )?;
253    details_dict.set_item("fundManagementFee", &details.fund_management_fee)?;
254    details_dict.set_item("fundClosed", details.fund_closed)?;
255    details_dict.set_item(
256        "fundClosedForNewInvestors",
257        details.fund_closed_for_new_investors,
258    )?;
259    details_dict.set_item("fundClosedForNewMoney", details.fund_closed_for_new_money)?;
260    details_dict.set_item("fundNotifyAmount", &details.fund_notify_amount)?;
261    details_dict.set_item(
262        "fundMinimumInitialPurchase",
263        &details.fund_minimum_initial_purchase,
264    )?;
265    details_dict.set_item(
266        "fundSubsequentMinimumPurchase",
267        &details.fund_subsequent_minimum_purchase,
268    )?;
269    details_dict.set_item("fundBlueSkyStates", &details.fund_blue_sky_states)?;
270    details_dict.set_item("fundBlueSkyTerritories", &details.fund_blue_sky_territories)?;
271
272    if !details.sec_id_list.is_empty() {
273        let sec_id_list = PyDict::new(py);
274        for item in &details.sec_id_list {
275            sec_id_list.set_item(&item.tag, &item.value)?;
276        }
277        details_dict.set_item("secIdList", sec_id_list)?;
278    }
279
280    let result = dict_to_contract_details.call1((details_dict,))?;
281    Ok(result.unbind())
282}
nautilus_interactive_brokers/python/conversion.rs

nautilus_interactive_brokers/python/
conversion.rs
