foxhunt/data/examples/market_data_subscription.rs

#![allow(unused_crate_dependencies)]
use common::{Price, Quantity, Symbol};
use data::brokers::interactive_brokers::{IBConfig, InteractiveBrokersAdapter};
use tokio::time::{sleep, Duration};
use tracing::error;
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
    println!("=== Interactive Brokers Market Data Subscription Example ===");

    // Configure for paper trading environment
    let config = IBConfig {
        host: "127.0.0.1".to_string(),
        port: 7497, // Paper trading TWS port
        client_id: 1001,
        account_id: "DU123456".to_string(), // Demo account
        connection_timeout: 30,
        max_reconnect_attempts: 3,
        heartbeat_interval: 60,
        request_timeout: 10,
    };

    let mut adapter = InteractiveBrokersAdapter::new(config);

    println!("Connecting to TWS...");
    adapter.connect().await?;

    if !adapter.is_connected() {
        error!("Failed to establish connection");
        return Ok(());
    }

    println!("✓ Connected successfully");

    // Subscribe to market data for various symbols
    let symbols = vec![
        Symbol::from("AAPL"),    // Apple stock
        Symbol::from("MSFT"),    // Microsoft stock
        Symbol::from("SPY"),     // S&P 500 ETF
        Symbol::from("EUR.USD"), // EUR/USD forex pair
    ];

    println!(
        "\nSubscribing to market data for {} symbols...",
        symbols.len()
    );

    let mut request_ids = Vec::new();

    for symbol in &symbols {
        match adapter.request_market_data(symbol).await {
            Ok(request_id) => {
                println!("✓ Subscribed to {} (request_id: {})", symbol, request_id);
                request_ids.push(request_id);
            },
            Err(e) => error!("✗ Failed to subscribe to {}: {}", symbol, e),
        }

        // Small delay between subscriptions to avoid rate limiting
        sleep(Duration::from_millis(100)).await;
    }

    println!("\nListening for market data updates for 30 seconds...");
    println!("Market data will be processed in the background message loop");

    // Listen for market data for 30 seconds
    let start_time = std::time::Instant::now();
    while start_time.elapsed() < Duration::from_secs(30) {
        if !adapter.is_connected() {
            println!("Connection lost, attempting to reconnect...");
            if let Err(e) = adapter.connect().await {
                error!("Reconnection failed: {}", e);
                break;
            }
        }

        sleep(Duration::from_millis(1000)).await;

        // Print periodic status
        if start_time.elapsed().as_secs() % 10 == 0 {
            println!(
                "Still listening... ({:.0}s elapsed)",
                start_time.elapsed().as_secs()
            );
        }
    }

    println!("\nUnsubscribing from market data...");

    // Cancel all market data subscriptions
    for (symbol, request_id) in symbols.into_iter().zip(request_ids.into_iter()) {
        match adapter.cancel_market_data(request_id).await {
            Ok(_) => println!(
                "✓ Unsubscribed from {} (request_id: {})",
                symbol, request_id
            ),
            Err(e) => error!("✗ Failed to unsubscribe from {}: {}", symbol, e),
        }
    }

    println!("\nDisconnecting...");
    adapter.disconnect().await?;

    println!("✓ Market data subscription example completed successfully");

    Ok(())
}

// Example of market data event handler (would be integrated with the adapter)
async fn handle_market_data_event(
    symbol: Symbol,
    bid: Price,
    ask: Price,
    last: Price,
    volume: Quantity,
) {
    println!(
        "Market Data Update: {} - Bid: {}, Ask: {}, Last: {}, Volume: {}",
        symbol, bid, ask, last, volume
    );
}

// Example of tick-by-tick data handler
async fn handle_tick_data(
    symbol: Symbol,
    tick_type: &str,
    price: Price,
    size: Quantity,
    timestamp: u64,
) {
    println!(
        "Tick Data: {} - Type: {}, Price: {}, Size: {}, Time: {}",
        symbol, tick_type, price, size, timestamp
    );
}