Request historical data (#82)

Implements request historical data

Cargo.toml

@@ -5,7 +5,9 @@ edition = "2021"
 authors = ["Wil Boayue <[email protected]>"]
 description = "A synchronous implementation of the Interactive Brokers TWS API."
 readme = "README.md"
+homepage = "https://github.com/wboayue/rust-ibapi/"
 repository = "https://github.com/wboayue/rust-ibapi/"
+documentation = "https://docs.rs/ibapi/latest/ibapi/"
 license = "MIT"
 keywords = ["algo-trading", "interactive-brokers", "tws"]
 categories = ["finance", "api-bindings"]

README.md

@@ -124,9 +124,16 @@ impl BreakoutChannel {
 * [market_rule](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.market_rule)
 * [matching_symbols](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.matching_symbols)
 
-### Market Data
+### Historical Market Data
 
 * [head_timestamp](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.head_timestamp)
+* [historical_data](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.historical_data)
+* [historical_data_ending_now](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.historical_data_ending_now)
+* [historical_schedules](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.historical_schedules)
+* [historical_schedules_ending_now](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.historical_schedules_ending_now)
+
+### Realtime Market Data
+
 * [realtime_bars](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.realtime_bars)
 * [tick_by_tick_all_last](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.tick_by_tick_all_last)
 * [tick_by_tick_bid_ask](https://docs.rs/ibapi/latest/ibapi/struct.Client.html#method.tick_by_tick_bid_ask)

contributors/README.md

@@ -0,0 +1,15 @@
+## Run Coverage Report
+
+https://github.com/taiki-e/cargo-llvm-cov
+
+```bash
+cargo install cargo-tarpaulin
+cargo tarpaulin -o html
+```
+
+RUST_LOG=debug cargo run --bin find_contract_details
+
+## Troubleshooting
+
+`RUST_LOG=debug`
+`IBAPI_RECORDING_DIR=/tmp`

examples/head_timestamp.rs

@@ -1,7 +1,7 @@
 use clap::{arg, Command};
 
 use ibapi::contracts::Contract;
-use ibapi::market_data::historical::{self, WhatToShow};
+use ibapi::market_data::historical::WhatToShow;
 use ibapi::Client;
 
 fn main() {

examples/historical_data_ending_now.rs

@@ -0,0 +1,32 @@
+use clap::{arg, Command};
+
+use ibapi::contracts::Contract;
+use ibapi::market_data::historical::{BarSize, ToDuration, WhatToShow};
+use ibapi::Client;
+
+fn main() {
+    env_logger::init();
+
+    let matches = Command::new("historical_data_ending_now")
+        .about("Gets last 7 days of daily data for given stock")
+        .arg(arg!(<STOCK_SYMBOL>).required(true))
+        .arg(arg!(--connection_string <VALUE>).default_value("127.0.0.1:4002"))
+        .get_matches();
+
+    let connection_string = matches.get_one::<String>("connection_string").expect("connection_string is required");
+    let stock_symbol = matches.get_one::<String>("STOCK_SYMBOL").expect("stock symbol is required");
+
+    let client = Client::connect(&connection_string, 100).expect("connection failed");
+
+    let contract = Contract::stock(stock_symbol);
+
+    let historical_data = client
+        .historical_data_ending_now(&contract, 7.days(), BarSize::Day, WhatToShow::Trades, true)
+        .expect("historical data request failed");
+
+    println!("start_date: {}, end_date: {}", historical_data.start, historical_data.end);
+
+    for bar in &historical_data.bars {
+        println!("{bar:?}");
+    }
+}

examples/historical_schedules.rs

@@ -0,0 +1,33 @@
+use clap::{arg, Command};
+use time::macros::datetime;
+
+use ibapi::contracts::Contract;
+use ibapi::market_data::historical::ToDuration;
+use ibapi::Client;
+
+fn main() {
+    env_logger::init();
+
+    let matches = Command::new("historical_data")
+        .about("Get last 30 days of daily data for given stock")
+        .arg(arg!(<STOCK_SYMBOL>).required(true))
+        .arg(arg!(--connection_string <VALUE>).default_value("127.0.0.1:4002"))
+        .get_matches();
+
+    let connection_string = matches.get_one::<String>("connection_string").expect("connection_string is required");
+    let stock_symbol = matches.get_one::<String>("STOCK_SYMBOL").expect("stock symbol is required");
+
+    let client = Client::connect(&connection_string, 100).expect("connection failed");
+
+    let contract = Contract::stock(stock_symbol);
+
+    let historical_data = client
+        .historical_schedules(&contract, datetime!(2023-04-15 0:00 UTC), 30.days())
+        .expect("historical schedule request failed");
+
+    println!("start: {:?}, end: {:?}", historical_data.start, historical_data.end);
+
+    for session in &historical_data.sessions {
+        println!("{session:?}");
+    }
+}

examples/historical_schedules_ending_now.rs

@@ -0,0 +1,32 @@
+use clap::{arg, Command};
+
+use ibapi::contracts::Contract;
+use ibapi::market_data::historical::ToDuration;
+use ibapi::Client;
+
+fn main() {
+    env_logger::init();
+
+    let matches = Command::new("historical_schedules_ending_now")
+        .about("Gets last 7 days of schedules for given stock")
+        .arg(arg!(<STOCK_SYMBOL>).required(true))
+        .arg(arg!(--connection_string <VALUE>).default_value("127.0.0.1:4002"))
+        .get_matches();
+
+    let connection_string = matches.get_one::<String>("connection_string").expect("connection_string is required");
+    let stock_symbol = matches.get_one::<String>("STOCK_SYMBOL").expect("stock symbol is required");
+
+    let client = Client::connect(&connection_string, 100).expect("connection failed");
+
+    let contract = Contract::stock(stock_symbol);
+
+    let schedule = client
+        .historical_schedules_ending_now(&contract, 7.days())
+        .expect("historical schedule request failed");
+
+    println!("start: {}, end: {}, time_zone: {}", schedule.start, schedule.end, schedule.time_zone);
+
+    for session in &schedule.sessions {
+        println!("{session:?}");
+    }
+}

src/accounts.rs

@@ -18,7 +18,7 @@ pub struct Position {
 
 // Subscribes to position updates for all accessible accounts.
 // All positions sent initially, and then only updates as positions change.
-pub(crate) fn positions<'a>(client: &'a Client) -> Result<impl Iterator<Item = Position> + 'a, Error> {
+pub(crate) fn positions(client: &Client) -> Result<impl Iterator<Item = Position> + '_, Error> {
     client.check_server_version(server_versions::ACCOUNT_SUMMARY, "It does not support position requests.")?;
 
     let message = encoders::request_positions()?;