IBKR (Interactive Brokers) Client Portal Rust API Client

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1

I am personally implementing a rust-written trading bots for the stocks/options for personal interests. Here I published a package to support the IBKR (Interactive Brokers) unofficial API client in Rust. I'm still working on that (but the main APIs are tested with UT) and any contributions/stars are welcomed.

Also, I implemented a dockerfile (could be found in the GitHub source code) to run the IBKR client portal with only one command (docker-compose).

2

Would it be possible to comment about how reliable the connection is with the web api, and if you have a mechanism to handle disconnects. In the past the client api would drop the connections more frequently than the TWS api. Thanks!

3

The major issues are:

  • The endpoints have a ton of repetitive, uninteresting code. Every function in the modules under endpoints/ is essentially the following, repeated dozens of times with very slight variations:

        let response = self
        .client
        .get(self.get_url(path))
        .query(request.some_property())
        .send()
        .await?;

    response.error_for_status_ref()?;
    response
        .json()
        .await
        .map_err(reqwest_middleware::Error::from)

    This screams for refactoring. Follow the pattern described here.

  • The API is stringly-typed. E.g. URLs are not arbitrary strings; use a real URL type.

  • The new constructor has too many parameters. You should probably use a configuration struct with named fields and a sensible Default impl, and/or the builder pattern instead.

  • The name of the main entry type, IBClientPortal, is non-idiomatic. Rust has real namespaces, there's no need for prefixes.

  • Having a separate test module inside src is unconventional. You can have inline unit tests in each module, or larger-scale integration test in tests/ under the crate root. Similarly, having mock data (assets/get_market_data.json) under src feels dirty as well.

1 Like
4

Good point, I haven't noticed that given my trading frequency is low (maybe just 1-2 times per day).

To handle disconnects, I just doing the exponential retry and looks working normal now. Do we have any existing mechanisms to monitor the connection dropping rates? I'll deep dive this issue then

5

thanks for your code review and I also learned a lot from that. i'm a part-time Rust fans now and will address those comments when I get my free time :slight_smile:

6

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