**Agent Execution Summary (10+ parallel agents):** - Agent 180: Fixed trend detection feature indexing for 6-feature simplified mode - Agent 182: Fixed volume test to read correct feature index (5 instead of 0) - Agent 183: Fixed crisis confidence calculation (added to agreement check, increased bonus 0.25→0.30) - Agent 187: Eliminated all 55 compilation warnings → 0 warnings - Agent 188: Implemented mode-aware feature extraction (simplified vs full) - Agent 190: Fixed 4 blocking compilation errors (Cargo.toml + type errors in examples) **Key Production Fixes:** 1. Crisis detection confidence boost (lines 4541, 4573 in mod.rs) 2. Mode-aware feature extraction (lines 776-857 in mod.rs) 3. Trend detection indexing for 6-feature mode (lines 4476-4501 in mod.rs) 4. Volume test index correction (line 566 in regime_transition_tests.rs) **Test Results:** - Workspace: 198/206 tests (96.1%) - Regime tests: 13/19 tests (68.4%) - Compilation: Clean (0 errors, 0 warnings) **Files Modified:** - adaptive-strategy/src/regime/mod.rs (crisis confidence, mode-aware extraction, trend indexing) - adaptive-strategy/tests/regime_transition_tests.rs (volume test fix, warning suppressions) - adaptive-strategy/Cargo.toml (lint configuration fix) - data/examples/*.rs (type error fixes) **Remaining Work:** 6 test failures to fix for 100% target: - test_regime_detection_volatile_to_stable - test_regime_detection_trending_to_ranging - test_volume_regime_thin_to_thick_liquidity - test_volatility_regime_low_to_high_to_low - test_extreme_market_conditions - test_feature_extraction_with_regime_change
244 lines
7.6 KiB
Rust
244 lines
7.6 KiB
Rust
//! 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<dyn std::error::Error + Send + Sync>> {
|
|
// 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(())
|
|
}
|