//! Order Submission Example //! //! This example demonstrates how to submit different types of orders //! to Interactive Brokers TWS. //! //! Usage: //! cargo run --example order_submission //! //! Prerequisites: //! - TWS or IB Gateway running with API enabled //! - Paper trading account recommended for testing #![allow(unused_crate_dependencies)] use common::{Order, OrderId, OrderSide, OrderStatus, OrderType, Price, Quantity, Symbol, TimeInForce}; use data::brokers::interactive_brokers::{IBConfig, InteractiveBrokersAdapter}; use data::brokers::{BrokerClient, common::TradingOrder}; use std::time::Duration; use tokio::time::sleep; use tracing::{error, info, warn}; // use trading_engine::prelude::*; // REMOVED - prelude does not exist #[tokio::main] async fn main() -> Result<(), Box> { // Initialize logging tracing_subscriber::fmt::init(); info!("=== Interactive Brokers Order Submission Example ==="); // Create adapter and connect let config = IBConfig { host: "127.0.0.1".to_string(), port: 7497, // Paper trading TWS port client_id: 1001, account_id: "DU123456".to_string(), connection_timeout: 30, max_reconnect_attempts: 3, heartbeat_interval: 60, request_timeout: 10, }; let mut adapter = InteractiveBrokersAdapter::new(config); info!("Connecting to TWS..."); adapter.connect().await?; if !adapter.is_connected() { error!("Failed to establish connection"); return Err("Connection failed".into()); } info!("✅ Connected to TWS"); // Start message processing to handle order responses let adapter_arc = std::sync::Arc::new(adapter); let process_handle = { let adapter = adapter_arc.clone(); tokio::spawn(async move { if let Err(e) = adapter.process_messages().await { error!("Message processing error: {}", e); } }) }; // Wait for connection to stabilize sleep(Duration::from_secs(2)).await; // Example 1: Market Order info!("\n--- Example 1: Market Order ---"); let mut market_order = Order::new( Symbol::from("AAPL"), OrderSide::Buy, Quantity::new(10.0)?, None, // price OrderType::Market, ); market_order.time_in_force = TimeInForce::Day; info!("Submitting market order: Buy 10 AAPL at market"); let trading_order = TradingOrder::from_common_order(&market_order)?; match adapter_arc.submit_order(&trading_order).await { Ok(tws_order_id) => { info!("✅ Market order submitted, TWS ID: {}", tws_order_id); // Wait for order processing sleep(Duration::from_secs(3)).await; // Cancel the order (for demo purposes) info!("Cancelling market order"); adapter_arc.cancel_order(&tws_order_id).await?; info!("✅ Market order cancelled"); }, Err(e) => { error!("❌ Failed to submit market order: {}", e); }, } sleep(Duration::from_secs(2)).await; // Example 2: Limit Order info!("\n--- Example 2: Limit Order ---"); let mut limit_order = Order::new( Symbol::from("GOOGL"), OrderSide::Sell, Quantity::new(5.0)?, Some(Price::new(2500.00)?), // Limit price OrderType::Limit, ); limit_order.time_in_force = TimeInForce::GoodTillCancel; info!("Submitting limit order: Sell 5 GOOGL at $2500.00"); let trading_order = TradingOrder::from_common_order(&limit_order)?; match adapter_arc.submit_order(&trading_order).await { Ok(tws_order_id) => { info!("✅ Limit order submitted, TWS ID: {}", tws_order_id); // Wait for order processing sleep(Duration::from_secs(3)).await; // Cancel the order info!("Cancelling limit order"); adapter_arc.cancel_order(&tws_order_id).await?; info!("✅ Limit order cancelled"); }, Err(e) => { error!("❌ Failed to submit limit order: {}", e); }, } sleep(Duration::from_secs(2)).await; // Example 3: Stop Order info!("\n--- Example 3: Stop Order ---"); let mut stop_order = Order::new( Symbol::from("MSFT"), OrderSide::Buy, Quantity::new(20.0)?, Some(Price::new(350.00)?), // price OrderType::Stop, ); stop_order.stop_price = Some(Price::new(350.00)?); stop_order.time_in_force = TimeInForce::Day; info!("Submitting stop order: Buy 20 MSFT stop at $350.00"); let trading_order = TradingOrder::from_common_order(&stop_order)?; match adapter_arc.submit_order(&trading_order).await { Ok(tws_order_id) => { info!("✅ Stop order submitted, TWS ID: {}", tws_order_id); // Wait for order processing sleep(Duration::from_secs(3)).await; // Cancel the order info!("Cancelling stop order"); adapter_arc.cancel_order(&tws_order_id).await?; info!("✅ Stop order cancelled"); }, Err(e) => { error!("❌ Failed to submit stop order: {}", e); }, } sleep(Duration::from_secs(2)).await; // Example 4: Multiple Orders info!("\n--- Example 4: Multiple Orders ---"); let mut order1 = Order::new( Symbol::from("TSLA"), OrderSide::Buy, Quantity::new(1.0)?, Some(Price::new(200.00)?), OrderType::Limit, ); order1.time_in_force = TimeInForce::Day; let mut order2 = Order::new( Symbol::from("NVDA"), OrderSide::Sell, Quantity::new(2.0)?, Some(Price::new(800.00)?), OrderType::Limit, ); order2.time_in_force = TimeInForce::Day; let orders = vec![order1, order2]; let mut submitted_orders = Vec::new(); for (i, order) in orders.into_iter().enumerate() { info!( "Submitting order {}: {} {} {} @ ${:.2}", i + 1, match order.side { OrderSide::Buy => "Buy", OrderSide::Sell => "Sell", }, order.quantity.to_f64(), order.symbol.to_string(), order.price.as_ref().unwrap().to_f64() ); let trading_order = TradingOrder::from_common_order(&order)?; match adapter_arc.submit_order(&trading_order).await { Ok(tws_order_id) => { info!("✅ Order {} submitted, TWS ID: {}", i + 1, tws_order_id); submitted_orders.push(tws_order_id); }, Err(e) => { error!("❌ Failed to submit order {}: {}", i + 1, e); }, } // Small delay between orders sleep(Duration::from_millis(500)).await; } // Wait for order processing info!("Waiting for order processing..."); sleep(Duration::from_secs(5)).await; // Cancel all submitted orders info!("Cancelling all submitted orders..."); for (i, tws_order_id) in submitted_orders.into_iter().enumerate() { match adapter_arc.cancel_order(&tws_order_id).await { Ok(()) => { info!("✅ Cancelled order {}", i + 1); }, Err(e) => { warn!("⚠️ Failed to cancel order {}: {}", i + 1, e); }, } } // Stop message processing info!("Stopping message processing..."); process_handle.abort(); // Disconnect let mut adapter_mut = std::sync::Arc::try_unwrap(adapter_arc).map_err(|_| "Failed to unwrap adapter")?; adapter_mut.disconnect().await?; info!("=== Order submission example completed ==="); Ok(()) }