wboayue / rust-ibapi / 21538104119

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Build Type

push

github

Committed by web-flow

Commit Message

Add historical_data_streaming() with keepUpToDate=true support (#384)

* feat:
   add historical_data_streaming() with keepUpToDate=true support

   Add streaming historical data support for IBKR's reqHistoricalData API
   with keepUpToDate parameter enabled. This allows receiving continuous
   bar updates as they build, enabling live trading strategies to receive
   bars at any IBKR-supported resolution.

   Changes:
   - Add HistoricalBarUpdate enum to represent streaming updates
   - Add decode_historical_data_update() for message type 90
   - Add historical_data_streaming() async function that sets keepUpToDate=true
   - Add HistoricalDataStreamingSubscription for handling streaming responses

   IBKR behavior notes:
   - Same timestamp bars are sent ~4-6 seconds apart as they build
   - When a NEW timestamp appears, the previous bar is complete
   - Supported what_to_show: Trades, Midpoint, Bid, Ask only
   - end_date must be None when keepUpToDate=true

* add missing historical_data_streaming function

* Change channel-closed logs from warn to
  info

* fixed historical_data_streaming to properly received historical streaming data with keep_up_to_date=true

* fixed formatting and doc tests

* Revert "Change channel-closed logs from warn to"

This reverts commit 065a65e8c.

* fix: use proper contract builders in example

- Use Contract::forex() builder instead of manual field assignment
- Use struct initialization for futures query to satisfy clippy

---------

Co-authored-by: Wil Boayue <wil.boayue@gmail.com>

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