Refactor tick by tick / Cleanup examples (#200)

examples/tick_by_tick_all_last.rs

@@ -0,0 +1,41 @@
+use std::time::Duration;
+
+use ibapi::contracts::Contract;
+use ibapi::market_data::realtime::LastTicks;
+use ibapi::Client;
+
+// This example demonstrates how to stream tick by tick data for the last price of a contract.
+
+fn main() {
+    env_logger::init();
+
+    let connection_string = "127.0.0.1:4002";
+    println!("connecting to server @ {connection_string}");
+
+    let client = Client::connect(connection_string, 100).expect("connection failed");
+
+    let contract = Contract::stock("NVDA");
+    let ticks = client.tick_by_tick_all_last(&contract, 0, false).expect("failed to get ticks");
+
+    println!(
+        "streaming all last price for security_type: {:?}, symbol: {}",
+        contract.security_type, contract.symbol
+    );
+
+    for (i, tick) in ticks.timeout_iter(Duration::from_secs(10)).enumerate() {
+        match tick {
+            LastTicks::Trade(trade) => {
+                println!("{}: {i:?} {trade:?}", contract.symbol);
+            }
+            LastTicks::Notice(notice) => {
+                // server could send a notice if it doesn't recognize the contract
+                println!("error_code: {}, error_message: {}", notice.code, notice.message);
+            }
+        }
+    }
+
+    // check for errors during streaming
+    if let Some(error) = ticks.error() {
+        println!("error: {}", error);
+    }
+}

examples/tick_by_tick_bid_ask.rs

@@ -0,0 +1,41 @@
+use std::time::Duration;
+
+use ibapi::contracts::Contract;
+use ibapi::market_data::realtime::BidAskTicks;
+use ibapi::Client;
+
+// This example demonstrates how to stream tick by tick data for the bid and ask price of a contract.
+
+fn main() {
+    env_logger::init();
+
+    let connection_string = "127.0.0.1:4002";
+    println!("connecting to server @ {connection_string}");
+
+    let client = Client::connect(connection_string, 100).expect("connection failed");
+
+    let contract = Contract::stock("NVDA");
+    let ticks = client.tick_by_tick_bid_ask(&contract, 0, false).expect("failed to get ticks");
+
+    println!(
+        "streaming bid/ask price for security_type: {:?}, symbol: {}",
+        contract.security_type, contract.symbol
+    );
+
+    for (i, tick) in ticks.timeout_iter(Duration::from_secs(10)).enumerate() {
+        match tick {
+            BidAskTicks::BidAsk(bid_ask) => {
+                println!("{}: {i:?} {bid_ask:?}", contract.symbol);
+            }
+            BidAskTicks::Notice(notice) => {
+                // server could send a notice if it doesn't recognize the contract
+                println!("error_code: {}, error_message: {}", notice.code, notice.message);
+            }
+        }
+    }
+
+    // check for errors during streaming
+    if let Some(error) = ticks.error() {
+        println!("error: {}", error);
+    }
+}

examples/tick_by_tick_last.rs

@@ -0,0 +1,41 @@
+use std::time::Duration;
+
+use ibapi::contracts::Contract;
+use ibapi::market_data::realtime::LastTicks;
+use ibapi::Client;
+
+// This example demonstrates how to stream tick by tick data for the last price of a contract.
+
+fn main() {
+    env_logger::init();
+
+    let connection_string = "127.0.0.1:4002";
+    println!("connecting to server @ {connection_string}");
+
+    let client = Client::connect(connection_string, 100).expect("connection failed");
+
+    let contract = Contract::stock("NVDA");
+    let ticks = client.tick_by_tick_last(&contract, 0, false).expect("failed to get ticks");
+
+    println!(
+        "streaming last price for security_type: {:?}, symbol: {}",
+        contract.security_type, contract.symbol
+    );
+
+    for (i, tick) in ticks.timeout_iter(Duration::from_secs(10)).enumerate() {
+        match tick {
+            LastTicks::Trade(trade) => {
+                println!("{}: {i:?} {trade:?}", contract.symbol);
+            }
+            LastTicks::Notice(notice) => {
+                // server could send a notice if it doesn't recognize the contract
+                println!("error_code: {}, error_message: {}", notice.code, notice.message);
+            }
+        }
+    }
+
+    // check for errors during streaming
+    if let Some(error) = ticks.error() {
+        println!("error: {}", error);
+    }
+}

examples/tick_by_tick_midpoint.rs

@@ -0,0 +1,41 @@
+use std::time::Duration;
+
+use ibapi::contracts::Contract;
+use ibapi::market_data::realtime::MidpointTicks;
+use ibapi::Client;
+
+// This example demonstrates how to stream tick by tick data for the midpoint price of a contract.
+
+fn main() {
+    env_logger::init();
+
+    let connection_string = "127.0.0.1:4002";
+    println!("connecting to server @ {connection_string}");
+
+    let client = Client::connect(connection_string, 100).expect("connection failed");
+
+    let contract = Contract::stock("NVDA");
+    let ticks = client.tick_by_tick_midpoint(&contract, 0, false).expect("failed to get ticks");
+
+    println!(
+        "streaming midpoint price for security_type: {:?}, symbol: {}",
+        contract.security_type, contract.symbol
+    );
+
+    for (i, tick) in ticks.timeout_iter(Duration::from_secs(10)).enumerate() {
+        match tick {
+            MidpointTicks::Midpoint(midpoint) => {
+                println!("{}: {i:?} {midpoint:?}", contract.symbol);
+            }
+            MidpointTicks::Notice(notice) => {
+                // server could send a notice if it doesn't recognize the contract
+                println!("error_code: {}, error_message: {}", notice.code, notice.message);
+            }
+        }
+    }
+
+    // check for errors during streaming
+    if let Some(error) = ticks.error() {
+        println!("error: {}", error);
+    }
+}

src/client.rs

@@ -12,7 +12,7 @@ use crate::accounts::{AccountSummaries, AccountUpdate, AccountUpdateMulti, Famil
 use crate::contracts::{Contract, OptionComputation, SecurityType};
 use crate::errors::Error;
 use crate::market_data::historical::{self, HistogramEntry};
-use crate::market_data::realtime::{self, Bar, BarSize, DepthMarketDataDescription, MarketDepths, MidPoint, TickTypes, WhatToShow};
+use crate::market_data::realtime::{self, Bar, BarSize, DepthMarketDataDescription, MarketDepths, MidpointTicks, TickTypes, WhatToShow};
 use crate::market_data::MarketDataType;
 use crate::messages::{IncomingMessages, OutgoingMessages};
 use crate::messages::{RequestMessage, ResponseMessage};
@@ -1100,7 +1100,7 @@ impl Client {
         contract: &Contract,
         number_of_ticks: i32,
         ignore_size: bool,
-    ) -> Result<Subscription<'a, realtime::Trade>, Error> {
+    ) -> Result<Subscription<'a, realtime::LastTicks>, Error> {
         realtime::tick_by_tick_all_last(self, contract, number_of_ticks, ignore_size)
     }
 
@@ -1115,7 +1115,7 @@ impl Client {
         contract: &Contract,
         number_of_ticks: i32,
         ignore_size: bool,
-    ) -> Result<Subscription<'a, realtime::BidAsk>, Error> {
+    ) -> Result<Subscription<'a, realtime::BidAskTicks>, Error> {
         realtime::tick_by_tick_bid_ask(self, contract, number_of_ticks, ignore_size)
     }
 
@@ -1130,7 +1130,7 @@ impl Client {
         contract: &Contract,
         number_of_ticks: i32,
         ignore_size: bool,
-    ) -> Result<Subscription<'a, realtime::Trade>, Error> {
+    ) -> Result<Subscription<'a, realtime::LastTicks>, Error> {
         realtime::tick_by_tick_last(self, contract, number_of_ticks, ignore_size)
     }
 
@@ -1145,7 +1145,7 @@ impl Client {
         contract: &Contract,
         number_of_ticks: i32,
         ignore_size: bool,
-    ) -> Result<Subscription<'a, MidPoint>, Error> {
+    ) -> Result<Subscription<'a, MidpointTicks>, Error> {
         realtime::tick_by_tick_midpoint(self, contract, number_of_ticks, ignore_size)
     }