# This file is automatically generated by pyo3_stub_gen # ruff: noqa: E501 import datetime import enum import typing from nautilus_trader import model __all__ = [ "ContainerStatus", "DockerizedIBGateway", "DockerizedIBGatewayConfig", "HistoricalInteractiveBrokersClient", "InteractiveBrokersDataClientConfig", "InteractiveBrokersDataClientFactory", "InteractiveBrokersExecutionClientConfig", "InteractiveBrokersExecutionClientFactory", "InteractiveBrokersInstrumentProvider", "InteractiveBrokersInstrumentProviderConfig", ] @typing.final class DockerizedIBGateway: def __init__(self, config: DockerizedIBGatewayConfig) -> None: ... @property def container_name(self) -> str: ... @property def host(self) -> str: ... @property def port(self) -> int: ... def start(self, wait: int | None = ...) -> typing.Any: ... def start_blocking(self, wait: int | None = ...) -> None: ... def safe_start(self, wait: int | None = ...) -> typing.Any: ... def safe_start_blocking(self, wait: int | None = ...) -> None: ... def stop(self) -> typing.Any: ... def stop_blocking(self) -> None: ... def container_status(self) -> typing.Any: ... class DockerizedIBGatewayConfig: def __init__( self, username: str | None = None, password: str | None = None, trading_mode: TradingMode | None = None, read_only_api: bool | None = None, timeout: int | None = None, container_image: str | None = None, vnc_port: int | None = None, ) -> None: ... @property def username(self) -> str | None: ... @property def has_password(self) -> bool: ... @property def trading_mode(self) -> TradingMode: ... @property def read_only_api(self) -> bool: ... @property def timeout(self) -> int: ... @property def container_image(self) -> str: ... @property def vnc_port(self) -> int | None: ... class HistoricalInteractiveBrokersClient: def __init__( self, instrument_provider: InteractiveBrokersInstrumentProvider, config: InteractiveBrokersDataClientConfig, ) -> None: ... def request_bars( self, bar_specifications: typing.Sequence[str], end_date_time: datetime.datetime, start_date_time: datetime.datetime | None = None, duration: str | None = None, contracts: list | None = None, instrument_ids: typing.Sequence[model.InstrumentId] | None = None, use_rth: bool = True, timeout: int = 60, ) -> typing.Any: ... def request_ticks( self, tick_type: IbHistoricalTickType, start_date_time: datetime.datetime, end_date_time: datetime.datetime, contracts: list | None = None, instrument_ids: typing.Sequence[model.InstrumentId] | None = None, use_rth: bool = True, timeout: int = 60, limit: int = 0, ) -> typing.Any: ... def request_instruments( self, instrument_ids: typing.Sequence[model.InstrumentId] | None = None, contracts: list | None = None, ) -> typing.Any: ... class InteractiveBrokersDataClientConfig: def __init__( self, host: str | None = None, port: int | None = None, client_id: int | None = None, use_regular_trading_hours: bool | None = None, market_data_type: MarketDataType | None = None, ignore_quote_tick_size_updates: bool | None = None, connection_timeout: int | None = None, request_timeout: int | None = None, handle_revised_bars: bool | None = None, batch_quotes: bool | None = None, instrument_provider: InteractiveBrokersInstrumentProviderConfig | None = None, dockerized_gateway: DockerizedIBGatewayConfig | None = None, ) -> None: ... @property def host(self) -> str: ... @property def port(self) -> int: ... @property def client_id(self) -> int: ... @property def use_regular_trading_hours(self) -> bool: ... @property def market_data_type(self) -> MarketDataType: ... @property def ignore_quote_tick_size_updates(self) -> bool: ... @property def connection_timeout(self) -> int: ... @property def request_timeout(self) -> int: ... @property def handle_revised_bars(self) -> bool: ... @property def batch_quotes(self) -> bool: ... @property def instrument_provider(self) -> InteractiveBrokersInstrumentProviderConfig: ... @instrument_provider.setter def instrument_provider( self, instrument_provider: InteractiveBrokersInstrumentProviderConfig ) -> None: ... @typing.final class InteractiveBrokersDataClientFactory: def __init__(self) -> None: ... def name(self) -> str: ... class InteractiveBrokersExecutionClientConfig: def __init__( self, host: str | None = None, port: int | None = None, client_id: int | None = None, account_id: str | None = None, connection_timeout: int | None = None, request_timeout: int | None = None, fetch_all_open_orders: bool | None = None, track_option_exercise_from_position_update: bool | None = None, instrument_provider: InteractiveBrokersInstrumentProviderConfig | None = None, dockerized_gateway: DockerizedIBGatewayConfig | None = None, ) -> None: ... @property def host(self) -> str: ... @property def port(self) -> int: ... @property def client_id(self) -> int: ... @property def account_id(self) -> str | None: ... @property def connection_timeout(self) -> int: ... @property def request_timeout(self) -> int: ... @property def fetch_all_open_orders(self) -> bool: ... @property def track_option_exercise_from_position_update(self) -> bool: ... @property def instrument_provider(self) -> InteractiveBrokersInstrumentProviderConfig: ... @instrument_provider.setter def instrument_provider( self, instrument_provider: InteractiveBrokersInstrumentProviderConfig ) -> None: ... @typing.final class InteractiveBrokersExecutionClientFactory: def __init__(self) -> None: ... def name(self) -> str: ... @typing.final class InteractiveBrokersInstrumentProvider: def __init__(self, config: InteractiveBrokersInstrumentProviderConfig) -> None: ... def find(self, instrument_id: model.InstrumentId) -> typing.Any | None: ... def find_by_contract_id(self, contract_id: int) -> typing.Any | None: ... def get_all(self) -> list: ... def count(self) -> int: ... def get_price_magnifier(self, instrument_id: model.InstrumentId) -> int: ... def fetch_contract_details(self) -> None: ... def determine_venue(self, contract: typing.Any) -> str: ... def instrument_id_to_ib_contract_details( self, instrument_id: model.InstrumentId ) -> typing.Any | None: ... def save_cache(self, cache_path: str) -> typing.Any: ... def load_cache(self, cache_path: str) -> typing.Any: ... class InteractiveBrokersInstrumentProviderConfig: def __init__( self, symbology_method: SymbologyMethod | None = None, load_ids: set[model.InstrumentId] | None = None, load_contracts: list | None = None, min_expiry_days: int | None = None, max_expiry_days: int | None = None, build_options_chain: bool | None = None, build_futures_chain: bool | None = None, cache_validity_days: int | None = None, convert_exchange_to_mic_venue: bool | None = None, symbol_to_mic_venue: typing.Mapping[str, str] | None = None, filter_sec_types: set[str] | None = None, filter_callable: str | None = None, cache_path: str | None = None, ) -> None: ... @property def symbology_method(self) -> SymbologyMethod: ... @property def load_ids(self) -> set[model.InstrumentId]: ... @property def load_contracts(self) -> list: ... @property def min_expiry_days(self) -> int | None: ... @property def max_expiry_days(self) -> int | None: ... @property def build_options_chain(self) -> bool | None: ... @property def build_futures_chain(self) -> bool | None: ... @property def cache_validity_days(self) -> int | None: ... @property def convert_exchange_to_mic_venue(self) -> bool: ... @property def symbol_to_mic_venue(self) -> dict[str, str]: ... @property def filter_sec_types(self) -> list[str]: ... @property def filter_callable(self) -> str | None: ... @property def cache_path(self) -> str | None: ... @cache_path.setter def cache_path(self, cache_path: str | None) -> None: ... @typing.final class ContainerStatus(enum.Enum): NO_CONTAINER = ... CONTAINER_CREATED = ... CONTAINER_STARTING = ... CONTAINER_STOPPED = ... NOT_LOGGED_IN = ... READY = ... UNKNOWN = ... @typing.final class ErrorCategory(enum.Enum): CLIENT_ERROR = ... CONNECTIVITY_ERROR = ... SUBSCRIPTION_ERROR = ... ORDER_ERROR = ... MARKET_DATA_ERROR = ... UNKNOWN = ... def as_str(self) -> str: ... @typing.final class IbAction(enum.Enum): BUY = ... BOUGHT = ... SELL = ... SOLD = ... SELL_SHORT = ... SELL_LONG = ... def as_str(self) -> str: ... @typing.final class IbArticleType(enum.Enum): TEXT = ... BINARY = ... def as_i32(self) -> int: ... @typing.final class IbAuctionStrategy(enum.Enum): MATCH = ... IMPROVEMENT = ... TRANSPARENT = ... def as_i32(self) -> int: ... @typing.final class IbAuctionType(enum.Enum): OPENING = ... CLOSING = ... VOLATILITY = ... def as_i32(self) -> int: ... @typing.final class IbBondIdentifierKind(enum.Enum): CUSIP = ... ISIN = ... def as_str(self) -> str: ... @typing.final class IbBuilderTimeInForce(enum.Enum): DAY = ... GOOD_TILL_CANCEL = ... IMMEDIATE_OR_CANCEL = ... GOOD_TILL_DATE = ... FILL_OR_KILL = ... GOOD_TILL_CROSSING = ... DAY_TILL_CANCELED = ... AUCTION = ... OPENING_AUCTION = ... def as_str(self) -> str: ... @typing.final class IbComboLegOpenClose(enum.Enum): SAME = ... OPEN = ... CLOSE = ... UNKNOWN = ... def as_i32(self) -> int: ... @typing.final class IbConditionConjunction(enum.Enum): AND = ... OR = ... def as_str(self) -> str: ... def is_conjunction(self) -> bool: ... @typing.final class IbConditionKind(enum.Enum): PRICE = ... TIME = ... MARGIN = ... EXECUTION = ... VOLUME = ... PERCENT_CHANGE = ... def as_str(self) -> str: ... @typing.final class IbExerciseAction(enum.Enum): EXERCISE = ... LAPSE = ... def as_i32(self) -> int: ... @typing.final class IbFundAssetType(enum.Enum): NONE = ... OTHERS = ... MONEY_MARKET = ... FIXED_INCOME = ... MULTI_ASSET = ... EQUITY = ... SECTOR = ... GUARANTEED = ... ALTERNATIVE = ... def as_str(self) -> str: ... @typing.final class IbFundDistributionPolicyIndicator(enum.Enum): NONE = ... ACCUMULATION_FUND = ... INCOME_FUND = ... def as_str(self) -> str: ... @typing.final class IbHistoricalBarSize(enum.Enum): SEC = ... SEC5 = ... SEC10 = ... SEC15 = ... SEC30 = ... MIN = ... MIN2 = ... MIN3 = ... MIN5 = ... MIN10 = ... MIN15 = ... MIN20 = ... MIN30 = ... HOUR = ... HOUR2 = ... HOUR3 = ... HOUR4 = ... HOUR8 = ... DAY = ... WEEK = ... MONTH = ... def as_str(self) -> str: ... @typing.final class IbHistoricalTickType(enum.Enum): TRADES = ... BID_ASK = ... def as_str(self) -> str: ... @typing.final class IbHistoricalWhatToShow(enum.Enum): TRADES = ... MIDPOINT = ... BID = ... ASK = ... BID_ASK = ... HISTORICAL_VOLATILITY = ... OPTION_IMPLIED_VOLATILITY = ... FEE_RATE = ... SCHEDULE = ... ADJUSTED_LAST = ... def as_str(self) -> str: ... @typing.final class IbLegAction(enum.Enum): BUY = ... SELL = ... def as_str(self) -> str: ... @typing.final class IbLiquidity(enum.Enum): NONE = ... ADDED_LIQUIDITY = ... REMOVED_LIQUIDITY = ... LIQUIDITY_ROUTED_OUT = ... def as_i32(self) -> int: ... @typing.final class IbOcaType(enum.Enum): NONE = ... CANCEL_WITH_BLOCK = ... REDUCE_WITH_BLOCK = ... REDUCE_WITHOUT_BLOCK = ... def as_i32(self) -> int: ... @typing.final class IbOptionRight(enum.Enum): CALL = ... PUT = ... def as_str(self) -> str: ... @typing.final class IbOrderOpenClose(enum.Enum): OPEN = ... CLOSE = ... def as_str(self) -> str: ... @typing.final class IbOrderOrigin(enum.Enum): CUSTOMER = ... FIRM = ... def as_i32(self) -> int: ... @typing.final class IbOrderStatus(enum.Enum): API_PENDING = ... PENDING_SUBMIT = ... PRE_SUBMITTED = ... SUBMITTED = ... PENDING_CANCEL = ... API_CANCELLED = ... CANCELLED = ... FILLED = ... INACTIVE = ... def as_str(self) -> str: ... @typing.final class IbOrderType(enum.Enum): MARKET = ... MARKET_ON_CLOSE = ... LIMIT = ... LIMIT_ON_CLOSE = ... STOP = ... STOP_LIMIT = ... TRAILING_STOP = ... TRAILING_STOP_LIMIT = ... MARKET_IF_TOUCHED = ... LIMIT_IF_TOUCHED = ... MARKET_TO_LIMIT = ... MARKET_WITH_PROTECTION = ... STOP_WITH_PROTECTION = ... MIDPRICE = ... PEGGED_TO_MARKET = ... PEGGED_TO_STOCK = ... PEGGED_TO_MIDPOINT = ... PEGGED_TO_BENCHMARK = ... PEG_BEST = ... RELATIVE = ... PASSIVE_RELATIVE = ... VOLATILITY = ... BOX_TOP = ... RELATIVE_LIMIT_COMBO = ... RELATIVE_MARKET_COMBO = ... def as_str(self) -> str: ... @typing.final class IbRealtimeBarSize(enum.Enum): SEC5 = ... def as_str(self) -> str: ... @typing.final class IbRealtimeWhatToShow(enum.Enum): TRADES = ... MIDPOINT = ... BID = ... ASK = ... def as_str(self) -> str: ... @typing.final class IbReferencePriceType(enum.Enum): AVERAGE_OF_NBBO = ... NBBO = ... def as_i32(self) -> int: ... @typing.final class IbRiskAversion(enum.Enum): GET_DONE = ... AGGRESSIVE = ... NEUTRAL = ... PASSIVE = ... def as_str(self) -> str: ... @typing.final class IbRule80A(enum.Enum): INDIVIDUAL = ... AGENCY = ... AGENT_OTHER_MEMBER = ... INDIVIDUAL_PTIA = ... AGENCY_PTIA = ... AGENT_OTHER_MEMBER_PTIA = ... INDIVIDUAL_PT = ... AGENCY_PT = ... AGENT_OTHER_MEMBER_PT = ... def as_str(self) -> str: ... @typing.final class IbSecurityType(enum.Enum): STOCK = ... OPTION = ... FUTURE = ... CONTINUOUS_FUTURE = ... INDEX = ... FUTURES_OPTION = ... FOREX_PAIR = ... SPREAD = ... WARRANT = ... BOND = ... COMMODITY = ... NEWS = ... MUTUAL_FUND = ... CRYPTO = ... CFD = ... def as_str(self) -> str: ... @typing.final class IbShortSaleSlot(enum.Enum): NONE = ... BROKER = ... THIRD_PARTY = ... def as_i32(self) -> int: ... @typing.final class IbTickType(enum.Enum): UNKNOWN = ... BID_SIZE = ... BID = ... ASK = ... ASK_SIZE = ... LAST = ... LAST_SIZE = ... HIGH = ... LOW = ... VOLUME = ... CLOSE = ... BID_OPTION = ... ASK_OPTION = ... LAST_OPTION = ... MODEL_OPTION = ... OPEN = ... LOW13_WEEK = ... HIGH13_WEEK = ... LOW26_WEEK = ... HIGH26_WEEK = ... LOW52_WEEK = ... HIGH52_WEEK = ... AVG_VOLUME = ... OPEN_INTEREST = ... OPTION_HISTORICAL_VOL = ... OPTION_IMPLIED_VOL = ... OPTION_BID_EXCH = ... OPTION_ASK_EXCH = ... OPTION_CALL_OPEN_INTEREST = ... OPTION_PUT_OPEN_INTEREST = ... OPTION_CALL_VOLUME = ... OPTION_PUT_VOLUME = ... INDEX_FUTURE_PREMIUM = ... BID_EXCH = ... ASK_EXCH = ... AUCTION_VOLUME = ... AUCTION_PRICE = ... AUCTION_IMBALANCE = ... MARK_PRICE = ... BID_EFP_COMPUTATION = ... ASK_EFP_COMPUTATION = ... LAST_EFP_COMPUTATION = ... OPEN_EFP_COMPUTATION = ... HIGH_EFP_COMPUTATION = ... LOW_EFP_COMPUTATION = ... CLOSE_EFP_COMPUTATION = ... LAST_TIMESTAMP = ... SHORTABLE = ... FUNDAMENTAL_RATIOS = ... RT_VOLUME = ... HALTED = ... BID_YIELD = ... ASK_YIELD = ... LAST_YIELD = ... CUST_OPTION_COMPUTATION = ... TRADE_COUNT = ... TRADE_RATE = ... VOLUME_RATE = ... LAST_RTH_TRADE = ... RT_HISTORICAL_VOL = ... IB_DIVIDENDS = ... BOND_FACTOR_MULTIPLIER = ... REGULATORY_IMBALANCE = ... NEWS_TICK = ... SHORT_TERM_VOLUME3_MIN = ... SHORT_TERM_VOLUME5_MIN = ... SHORT_TERM_VOLUME10_MIN = ... DELAYED_BID = ... DELAYED_ASK = ... DELAYED_LAST = ... DELAYED_BID_SIZE = ... DELAYED_ASK_SIZE = ... DELAYED_LAST_SIZE = ... DELAYED_HIGH = ... DELAYED_LOW = ... DELAYED_VOLUME = ... DELAYED_CLOSE = ... DELAYED_OPEN = ... RT_TRD_VOLUME = ... CREDITMAN_MARK_PRICE = ... CREDITMAN_SLOW_MARK_PRICE = ... DELAYED_BID_OPTION = ... DELAYED_ASK_OPTION = ... DELAYED_LAST_OPTION = ... DELAYED_MODEL_OPTION = ... LAST_EXCH = ... LAST_REG_TIME = ... FUTURES_OPEN_INTEREST = ... AVG_OPT_VOLUME = ... DELAYED_LAST_TIMESTAMP = ... SHORTABLE_SHARES = ... DELAYED_HALTED = ... REUTERS2_MUTUAL_FUNDS = ... ETF_NAV_CLOSE = ... ETF_NAV_PRIOR_CLOSE = ... ETF_NAV_BID = ... ETF_NAV_ASK = ... ETF_NAV_LAST = ... ETF_FROZEN_NAV_LAST = ... ETF_NAV_HIGH = ... ETF_NAV_LOW = ... SOCIAL_MARKET_ANALYTICS = ... ESTIMATED_IPO_MIDPOINT = ... FINAL_IPO_LAST = ... DELAYED_YIELD_BID = ... DELAYED_YIELD_ASK = ... def as_i32(self) -> int: ... @typing.final class IbTimeInForce(enum.Enum): DAY = ... GOOD_TIL_CANCELED = ... IMMEDIATE_OR_CANCEL = ... GOOD_TIL_DATE = ... ON_OPEN = ... FILL_OR_KILL = ... DAY_TIL_CANCELED = ... AUCTION = ... def as_str(self) -> str: ... @typing.final class IbTradingHours(enum.Enum): REGULAR = ... EXTENDED = ... def use_rth(self) -> bool: ... @typing.final class IbTriggerMethod(enum.Enum): DEFAULT = ... DOUBLE_BID_ASK = ... LAST = ... DOUBLE_LAST = ... BID_ASK = ... LAST_OR_BID_ASK = ... MIDPOINT = ... def as_i32(self) -> int: ... @typing.final class IbTwapStrategyType(enum.Enum): MARKETABLE = ... MATCHING_MIDPOINT = ... MATCHING_SAME_SIDE = ... MATCHING_LAST = ... def as_str(self) -> str: ... @typing.final class IbVolatilityType(enum.Enum): DAILY = ... ANNUAL = ... def as_i32(self) -> int: ... @typing.final class InteractiveBrokersErrorKind(enum.Enum): CONNECTION = ... AUTHENTICATION = ... CONFIGURATION = ... REQUEST = ... PARSE = ... INSTRUMENT = ... ORDER = ... MARKET_DATA = ... IB_API = ... INTERNAL = ... def as_str(self) -> str: ... @typing.final class MarketDataType(enum.Enum): REALTIME = ... FROZEN = ... DELAYED = ... DELAYED_FROZEN = ... @typing.final class SymbologyMethod(enum.Enum): SIMPLIFIED = ... RAW = ... @typing.final class TradingMode(enum.Enum): PAPER = ... LIVE = ...