foxhunt/data/examples/broker_connection.rs

//! # Broker Connection Example
//!
//! Demonstrates how to connect to different brokers using the data module.
//! This example shows connection setup for Interactive Brokers.

use data::brokers::{IBConfig, InteractiveBrokersAdapter};
use data::{DataConfig, DataManager};
use tokio::time::{timeout, Duration};
use tracing::{error, info, warn};
use trading_engine::prelude::*;

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    // Initialize logging
    tracing_subscriber::fmt::init();

    info!("Starting broker connection example");

    // Example 1: Interactive Brokers Connection
    if let Err(e) = interactive_brokers_example().await {
        warn!("Interactive Brokers example failed: {}", e);
    }

    // Example 2: Data Manager with multiple providers
    if let Err(e) = data_manager_example().await {
        warn!("Data manager example failed: {}", e);
    }

    info!("Broker connection examples completed");
    Ok(())
}

/// Example of connecting to Interactive Brokers TWS
async fn interactive_brokers_example() -> anyhow::Result<()> {
    info!("=== Interactive Brokers Connection Example ===");

    // Create IB configuration
    let config = IBConfig {
        host: "127.0.0.1".to_string(),
        port: 7497, // Paper trading port
        client_id: 1,
        account: "DU123456".to_string(), // Demo account
        timeout_seconds: 30,
        retry_attempts: 3,
        heartbeat_interval: 60,
    };

    // Create adapter
    let mut adapter = InteractiveBrokersAdapter::new(config);
    info!("Created Interactive Brokers adapter");

    // Attempt connection with timeout
    match timeout(Duration::from_secs(10), adapter.connect()).await {
        Ok(Ok(())) => {
            info!("✓ Successfully connected to Interactive Brokers TWS");

            // Test basic functionality
            info!("Connection status: {}", adapter.is_connected());
            info!("Adapter name: {}", adapter.name());

            // Subscribe to market data for a test symbol
            let symbol = Symbol::from("AAPL");
            match adapter.subscribe_market_data(symbol.clone()).await {
                Ok(()) => {
                    info!("✓ Successfully subscribed to market data for {}", symbol);

                    // Wait for some data
                    tokio::time::sleep(Duration::from_secs(5)).await;

                    // Unsubscribe
                    if let Err(e) = adapter.unsubscribe_market_data(symbol).await {
                        warn!("Failed to unsubscribe from market data: {}", e);
                    }
                }
                Err(e) => warn!("Failed to subscribe to market data: {}", e),
            }

            // Disconnect
            info!("Disconnecting from Interactive Brokers...");
            if let Err(e) = adapter.disconnect().await {
                warn!("Error during disconnect: {}", e);
            } else {
                info!("✓ Successfully disconnected");
            }
        }
        Ok(Err(e)) => {
            warn!("Failed to connect to Interactive Brokers: {}", e);
            warn!("Make sure TWS or IB Gateway is running on port 7497");
            return Err(e.into());
        }
        Err(_) => {
            warn!("Connection to Interactive Brokers timed out");
            warn!("Make sure TWS or IB Gateway is running and accepting connections");
            return Err(anyhow::anyhow!("Connection timeout"));
        }
    }

    Ok(())
}

/// Example of using the DataManager for coordinated broker and provider access
async fn data_manager_example() -> anyhow::Result<()> {
    info!("=== Data Manager Example ===");

    // Load configuration from environment or use defaults
    let config = DataConfig::from_env().unwrap_or_else(|_| {
        warn!("Failed to load config from environment, using defaults");
        DataConfig::default()
    });

    info!(
        "Loaded data configuration for environment: {}",
        config.environment
    );

    // Initialize data manager
    let mut data_manager = DataManager::new(config).await?;
    info!("✓ Created data manager");

    // Start all configured providers and brokers
    match data_manager.start().await {
        Ok(()) => {
            info!("✓ Successfully started data manager");

            // Subscribe to market data events
            let mut market_data_rx = data_manager.subscribe_market_data_events();
            let mut order_update_rx = data_manager.subscribe_order_update_events();

            // Subscribe to market data for some symbols
            let subscription = data::types::Subscription::quotes(vec![
                "SPY".to_string(),
                "QQQ".to_string(),
                "AAPL".to_string(),
            ]);

            if let Err(e) = data_manager.subscribe_market_data(subscription).await {
                warn!("Failed to subscribe to market data: {}", e);
            } else {
                info!("✓ Subscribed to market data");
            }

            // Listen for events for a short time
            info!("Listening for market data events for 10 seconds...");
            let listen_timeout = timeout(Duration::from_secs(10), async {
                let mut event_count = 0;
                loop {
                    tokio::select! {
                        market_event = market_data_rx.recv() => {
                            match market_event {
                                Ok(event) => {
                                    event_count += 1;
                                    if event_count <= 5 { // Only log first few events
                                        info!("Received market data event for symbol: {}", event.symbol());
                                    }
                                }
                                Err(e) => {
                                    error!("Market data event error: {}", e);
                                    break;
                                }
                            }
                        }
                        order_event = order_update_rx.recv() => {
                            match order_event {
                                Ok(event) => {
                                    info!("Received order update: {:?}", event);
                                }
                                Err(e) => {
                                    error!("Order update event error: {}", e);
                                    break;
                                }
                            }
                        }
                    }
                }
            }).await;

            if listen_timeout.is_err() {
                info!("Event listening completed (timeout)");
            }

            // Stop data manager
            info!("Stopping data manager...");
            if let Err(e) = data_manager.stop().await {
                warn!("Error stopping data manager: {}", e);
            } else {
                info!("✓ Data manager stopped successfully");
            }
        }
        Err(e) => {
            error!("Failed to start data manager: {}", e);
            return Err(e.into());
        }
    }

    Ok(())
}

/// Example of order submission (commented out for safety)
#[allow(dead_code)]
async fn order_submission_example(adapter: &mut InteractiveBrokersAdapter) -> anyhow::Result<()> {
    info!("=== Order Submission Example (DEMO ONLY) ===");
    warn!("This example is for demonstration only - no actual orders will be submitted");

    // Create a demo order (will not be submitted)
    let order = Order {
        id: OrderId::new(),
        symbol: Symbol::from("AAPL"),
        side: OrderSide::Buy,
        quantity: Quantity::try_from(1.0)?,
        order_type: OrderType::Limit,
        price: Some(Price::try_from(100.0)?), // Low price to avoid accidental fills
        stop_price: None,
        time_in_force: TimeInForce::Day,
        reduce_only: false,
    };

    info!("Demo order created:");
    info!("  Symbol: {}", order.symbol);
    info!("  Side: {:?}", order.side);
    info!("  Quantity: {}", order.quantity);
    info!("  Type: {:?}", order.order_type);
    info!("  Price: {:?}", order.price);

    // In a real application, you would submit the order like this:
    // let result = adapter.submit_order(order).await;
    // But for safety, we're just demonstrating the order structure

    info!("Order submission example completed (no actual order submitted)");
    Ok(())
}

/// Helper function to check if TWS is running
async fn check_tws_status() -> bool {
    match tokio::net::TcpStream::connect("127.0.0.1:7497").await {
        Ok(_) => {
            info!("✓ TWS/IB Gateway appears to be running on port 7497");
            true
        }
        Err(_) => {
            warn!("✗ Cannot connect to port 7497 - TWS/IB Gateway may not be running");
            warn!("To run this example successfully:");
            warn!("1. Install and start TWS or IB Gateway");
            warn!("2. Enable API connections in the configuration");
            warn!("3. Set the socket port to 7497 (paper trading)");
            false
        }
    }
}

/// Configuration helper
fn print_setup_instructions() {
    info!("=== Setup Instructions ===");
    info!("To run broker connection examples:");
    info!("");
    info!("Interactive Brokers:");
    info!("1. Download and install TWS or IB Gateway");
    info!("2. Start the application and log in");
    info!("3. Go to Configure -> API -> Settings");
    info!("4. Enable 'Enable ActiveX and Socket Clients'");
    info!("5. Set Socket port to 7497 for paper trading");
    info!("6. Add 127.0.0.1 to trusted IP addresses");
    info!("");
    info!("Environment Variables (optional):");
    info!("- POLYGON_API_KEY: Your Polygon.io API key");
    info!("- IB_TWS_HOST: TWS host (default: 127.0.0.1)");
    info!("- IB_TWS_PORT: TWS port (default: 7497)");
    info!("");
}