Hi all, I’d like to share some adventures I’ve recently had with interacting with Interactive Brokers’ TWS API directly using Rust, without an SDK.
You’ll need TWS (or IB Gateway) running on your machine. Note that their API host is TWS - you don’t talk directly to their servers. You’ll also need a real account, but not a paid data subscription.
The code can be found here in completed form: main.rs gist
And without further ado…
nc -z localhost 7496
to test that TWS API is listening.Ok lets start talking to this with Rust.
First lets make a new rust project:
cargo new my_tws_api_talker
cd my_tws_api_talker
cargo run
You should see a Hello message.
Lets make it connect. Open up src/main.rs:
use std::net::TcpStream;
fn main() {
let mut stream = TcpStream::connect("127.0.0.1:7497").expect("connect");
stream.set_nodelay(true).expect("nodelay"); // Because we're wannabe HFT traders.
println!("Able to connect")
}
Perform cargo run
, it should say it was able to connect.
Now lets send the greeting.
Most messages to TWS need a big-endian 4-byte length prefix. So lets implement that as a prerequisite:
fn add_length_prefix(bytes: &[u8]) -> Vec<u8> {
let len = bytes.len() as u32;
let mut data: Vec<u8> = Vec::new();
data.push(((len >> 24) & 0xff) as u8);
data.push(((len >> 16) & 0xff) as u8);
data.push(((len >> 8) & 0xff) as u8);
data.push((len & 0xff) as u8);
data.extend(bytes);
data
}
And one small helper. Not sure why this isn’t part of the stdlib, unless I’m missing something:
fn concat(a: &[u8], b: &[u8]) -> Vec<u8> {
let mut both = a.to_owned();
both.extend(b);
both
}
So now we can use these helpers to send the greeting:
use std::io::{Read, Write}; // Add this up top.
const MIN_SERVER_VER_BOND_ISSUERID: u32 = 176; // From server_versions.py.
const DESIRED_VERSION: u32 = MIN_SERVER_VER_BOND_ISSUERID;
fn send_greeting(stream: &mut TcpStream) {
let prefix = "API\0";
let version = format!("v{}..{}", DESIRED_VERSION, DESIRED_VERSION);
let version_msg = add_length_prefix(version.as_bytes());
let both = concat(prefix.as_bytes(), &version_msg);
stream.write_all(&both).expect("Greeting");
}
Now to actually call that greeting, add this to the bottom of the main function:
send_greeting(&mut stream);
println!("Greeting sent");
Then cargo run
and it should say greeting sent. Great!
Next we need to read a message from TWS. These messages all look like this:
A message is a list of fields. Each field is a string, with a zero after it. Numbers are strings, and bools are “0” (false) or “1” (true). Eg a simple 3-field message would be “Field A\0Field B\0Field C\0”.
First we need to read a length:
fn read_length(reader: &mut TcpStream) -> u32 {
let mut len_buf: [u8; 4] = [0; 4];
reader.read_exact(&mut len_buf).expect("Read length");
let length: u32 = ((len_buf[0] as u32) << 24)
| ((len_buf[1] as u32) << 16)
| ((len_buf[2] as u32) << 8)
| len_buf[3] as u32;
length
}
Next we need something to split a read message into its fields:
fn split_message(message: &[u8]) -> Vec<String> {
// Split into an array of buffers:
let mut components = Vec::<Vec<u8>>::new();
let mut current_component = Vec::<u8>::new();
for byte in message {
if *byte == 0 {
if !current_component.is_empty() {
components.push(current_component.clone());
current_component.clear();
}
} else {
current_component.push(*byte);
}
}
if !current_component.is_empty() {
components.push(current_component);
}
// Convert the buffers into strings:
components
.into_iter()
.map(|v| String::from_utf8_lossy(&v).to_string())
.collect()
}
Next lets bring all that together. Read the length, then read the message, then split it:
fn read_message(reader: &mut TcpStream) -> Vec<String> {
let length = read_length(reader);
let mut buffer: Vec<u8> = vec![0; length as usize];
reader.read_exact(&mut buffer).expect("Read message");
split_message(&buffer)
}
To use this, add the following to the bottom of main.rs:
let greeting_response = read_message(&mut stream);
println!("Greeting response: {:?}", greeting_response);
cargo run
and you should see TWS respond with something like ["176", "20230826 22:07:41 AEST"]
These fields are the api version then datetime.
The version should match DESIRED_VERSION from our code. You should verify that it does, in production code.
Right after the greeting, we have to send the ‘Start API’ message. If you download IB’s python api and look in message.py, you can see all the request type codes. Lets write an enum with only a few request types we’ll use:
enum OutgoingRequestType {
ReqMktData = 1,
StartApi = 71,
}
Now we’ll need a function to compose a message:
// Join and delimit the fields, prefixing the length.
fn make_message(fields: &[String]) -> Vec<u8> {
let mut delimited_fields = Vec::<u8>::new();
for field in fields {
delimited_fields.extend(field.as_bytes());
delimited_fields.push(0); // Even goes after the last field.
}
add_length_prefix(&delimited_fields)
}
Then we need our function to compose and send the ‘start api’ message:
fn send_start_api(stream: &mut TcpStream, client_id: u32) {
let fields: Vec<String> = vec![
(OutgoingRequestType::StartApi as u32).to_string(),
"2".to_string(), // Version of the Start API message.
client_id.to_string(),
"".to_string(), // Optional capabilities.
];
let message = make_message(&fields);
stream.write_all(&message).expect("Start api");
}
And let’s call it. Add this to the end of main():
send_start_api(&mut stream, 123456); // Client ID 123456.
If you cargo run
now it should work.
At this stage, the API will want to send us a bunch of messages. So we’d better loop for those. Firstly lets identify some of the incoming message types:
enum IncomingRequestType {
TickPrice = 1,
ErrMsg = 4,
} // From message.py.
Using the above message types, lets add a message handler:
fn message_received(fields: &[String]) {
if fields.is_empty() { return }
let Ok(t) = fields[0].parse::<u32>() else { return };
if t == IncomingRequestType::ErrMsg as u32 {
let _request_id = fields.get(2);
let _code = fields.get(3);
let Some(text) = fields.get(4) else { return };
println!("Message: {}", text);
} else if t == IncomingRequestType::TickPrice as u32 {
let Some(tick_type) = fields.get(3) else { return };
if tick_type != "4" { return } // We only want 4 = 'Last' from ticktype.py.
let Some(price) = fields.get(4) else { return };
println!("Price: {}", price);
} else {
println!("Received: {:?}", fields);
}
}
Now, lets listen for messages. Add this at the bottom of main(), but keep in mind we’ll replace it with a threaded version soon:
loop {
let message = read_message(&mut stream);
message_received(&message);
}
Run it with cargo run
and you should see a bunch of messages printed. You’ll need to do ctrl-c to quit.
But you won’t see any prices come in, because we haven’t requested any. This led me to some thinking around how to receive and send messages. I personally like the idea of making a reading thread, a writing thread, and a control (main) thread, to spread the load. So firstly, in main(), remove the loop above, and add this in its place, to ‘split the socket’ into a reader and writer:
// !! Ensure you remove the previous loop above !!
let mut writer = stream.try_clone().expect("Clone");
let mut reader = stream;
Next we want a mechanism for the main thread to enqueue messages for the writer thread to send:
// use std::sync::mpsc::channel;
let (writer_tx, writer_rx) = channel::<Vec<String>>();
Next lets spawn our reader thread for incoming messages:
// use std::thread;
let reader_handle = thread::Builder::new().name("Reader".into()).spawn(move || {
loop {
let message = read_message(&mut reader);
message_received(&message);
}
}).expect("Spawn");
Next lets spawn the writer thread that listens to the channel, then writes the messages to the socket:
let writer_handle = thread::Builder::new().name("Writer".into()).spawn(move || {
loop {
let fields = writer_rx.recv().expect("Writer queue receive");
let message = make_message(&fields);
println!("Sending {:?} aka {:?} aka {:?}",
fields, String::from_utf8_lossy(&message), message);
writer.write_all(&message).expect("Write all");
}
}).expect("Spawn");
Now we need to get the main thread to wait for the new threads:
writer_handle.join().unwrap();
reader_handle.join().unwrap();
You can run it now, and it should receive messages and run until you perform ctrl-c.
It still isn’t showing price data however, as we need to ask TWS for that. We’ll do that now by sending a message from the main thread to the writer thread. Add the following code just above the previously-added calls to ‘join()’:
// Post-handshake delay or TWS bugs out.
thread::sleep(std::time::Duration::from_millis(500));
let request_market_data: Vec<String> = vec![
(OutgoingRequestType::ReqMktData as u32).to_string(),
"11".to_string(), // Version
"999".to_string(), // Request id aka Ticker id
"".to_string(), // Contract id
"BTC".to_string(), // Symbol
"CRYPTO".to_string(), // Security type
"".to_string(), // LastTradeDateOrContractMonth
"".to_string(), // strike
"".to_string(), // right
"".to_string(), // multiplier
"PAXOS".to_string(), // exchange
"".to_string(), // primaryExchange
"USD".to_string(), // currency
"".to_string(), // localSymbol
"".to_string(), // tradingClass
"0".to_string(), // Delta neutral contract? 0=false, 1=true
"".to_string(), // genericTickList
"0".to_string(), // is a snapshot?
"0".to_string(), // regulatorySnapshot - costs 1c ea.
"".to_string(), // mktDataOptions - unsupported.
];
writer_tx.send(request_market_data).expect("Writer queue send");
// join calls go here...
Then run it, and you’ll get (among other messages) the real-time price of Bitcoin in USD! You can take it from here and build the trading bot of your dreams.
This code carries no warranty, use it at your own risk, and is MIT licensed!
For reference for the other messages, you’ll have to read through IB’s Python SDK. Thanks for reading, God bless, and have a nice week :)
Hi! Here is a PNG writer I wrote as a utility as part of a hobby project I’ve been working on, where I preferred to minimise dependencies and keep things simple. It hope it serves as a good way of understanding the PNG format! Note that this doesn’t compress, and it only supports RGBA; but it can be useful for tiny pixel art images.
Let’s start with the prerequisites:
The first thing needed is a function to convert an arbitrary buffer into a ‘deflate stream’. A deflate stream is made up of blocks of up to 64kb. The simplest possible compliant deflate block looks like this:
In Rust, this looks like:
fn to_deflate_stream(input: &[u8]) -> Vec<u8> {
if input.is_empty() {
return vec![1, 0, 0, 0xff, 0xff]; // 1 block with no content.
}
let mut output = Vec::<u8>::new();
let chunks = input.chunks(0xffff);
let final_index = chunks.len() - 1;
for (index, chunk) in chunks.enumerate() {
let is_final = index == final_index;
output.push(if is_final { 1 } else { 0 });
let len = chunk.len();
let len_lsb = (len & 0xff) as u8;
let len_msb = (len >> 8) as u8;
output.push(len_lsb); // Max len.
output.push(len_msb);
output.push(!len_lsb); // 1's complement of len.
output.push(!len_msb);
output.extend_from_slice(chunk);
}
output
}
The next building block necessary is to convert a data buffer into a Zlib stream. This consists of adding a header and footer to a Deflate stream. The simplest possible header for the uncompressed case is 0x7801, meaning:
The footer is an ADLER32 checksum.
In Rust, this looks like:
fn to_zlib_stream(input: &[u8]) -> Vec<u8> {
// Header.
let mut output = Vec::<u8>::new();
output.push(0x78); // CMF byte. Bits 0-3=method, 4-7=info/window size. Method=8, Window size=7.
output.push(1); // FLG byte. Bits 0-4=fcheck, 5=fdict which we dont want so 0, 6-7=flevel where 0 means fastest.
// Body.
let deflated = to_deflate_stream(input);
output.extend(deflated);
// Checksum.
// See: https://en.wikipedia.org/wiki/Adler-32#Example_implementation
let mut a: u32 = 1;
let mut b: u32 = 0;
for data in input {
a = (a + (*data as u32)) % 65521;
b = (b + a) % 65521;
}
output.push((b >> 8) as u8);
output.push((b & 0xff) as u8);
output.push((a >> 8) as u8);
output.push((a & 0xff) as u8);
output
}
Another important piece of the puzzle is the ability to calculate CRCs for a buffer.
I can’t claim to understand how these work. If interested, you could read more here: http://libpng.org/pub/png/spec/1.0/PNG-CRCAppendix.html
In Rust, it looks like:
fn crc(data: &[u8]) -> u32 {
// Make the CRC table first.
// An optimised implementation would only do this once.
let mut crc_table: [u32; 256] = [0; 256];
for n in 0..256 {
let mut c: u32 = n as u32;
for _k in 0..8 {
if c & 1 == 1 {
c = 0xedb88320u32 ^ (c >> 1);
} else {
c = c >> 1;
}
}
crc_table[n] = c;
}
// Calculate the CRC.
let mut crc: u32 = 0xffffffff;
for b in data {
let index = ((crc ^ (*b as u32)) & 0xff) as usize;
crc = crc_table[index] ^ (crc >> 8);
}
!crc
}
And now we have the prerequisites for generating the PNG. PNG files consist of a header then at least 3 blocks. The following describes the RGBA case, which has no palette:
The header looks like: 0x89 “PNG” CR LF EOF LF.
Each block looks like:
The compulsory 3 blocks are: IHDR, IDAT, and IEND.
The header block’s data consists of:
The data block consists of RGBA samples, left to right, top to bottom, in a Zlib stream. At the start of each row, a 0 is prefixed which means ‘no filter applies to this row’.
The end block has empty data. I’d be willing to bet you could omit this block and no parser would care.
The PNG generator code looks like the following in Rust:
fn png(width: u32, height: u32, rgba: &[u32]) -> Vec<u8> {
let mut output = Vec::<u8>::new();
// Header.
output.push(0x89);
output.push(b'P');
output.push(b'N');
output.push(b'G');
output.push(0x0d); // Cr
output.push(0x0a); // Lf
output.push(0x1a); // Eof
output.push(0x0a); // Lf
// Build IHDR.
let mut ihdr_type_and_data = Vec::<u8>::new();
ihdr_type_and_data.push(b'I');
ihdr_type_and_data.push(b'H');
ihdr_type_and_data.push(b'D');
ihdr_type_and_data.push(b'R');
append_msb(&mut ihdr_type_and_data, width);
append_msb(&mut ihdr_type_and_data, height);
ihdr_type_and_data.push(8); // 8bpp.
ihdr_type_and_data.push(6); // RGBA.
ihdr_type_and_data.push(0); // Compression method: zlib.
ihdr_type_and_data.push(0); // Filter method.
ihdr_type_and_data.push(0); // No interlace.
let ihdr_len = ihdr_type_and_data.len() - 4; // Minus the type.
let ihdr_crc = crc(&ihdr_type_and_data);
// Append IHDR to output.
append_msb(&mut output, ihdr_len as u32);
output.extend_from_slice(&ihdr_type_and_data);
append_msb(&mut output, ihdr_crc);
// Build image data.
let mut idat_data = Vec::<u8>::new();
let mut rgba_iter = rgba.iter();
for _y in 0..height {
idat_data.push(0); // Each line is prepended a filter type byte (0).
for _x in 0..width {
let rgba = rgba_iter.next().unwrap_or(&0);
idat_data.push((rgba >> 24) as u8);
idat_data.push((rgba >> 16) as u8); // 'as u8' truncates upper bits for us.
idat_data.push((rgba >> 8) as u8);
idat_data.push((*rgba) as u8);
}
}
let compressed_idat_data = to_zlib_stream(&idat_data);
// Build IDAT.
let mut idat_type_and_data = Vec::<u8>::new();
idat_type_and_data.push(b'I');
idat_type_and_data.push(b'D');
idat_type_and_data.push(b'A');
idat_type_and_data.push(b'T');
idat_type_and_data.extend_from_slice(&compressed_idat_data);
let idat_len = idat_type_and_data.len() - 4; // Minus the type.
let idat_crc = crc(&idat_type_and_data);
// Append IDAT to output.
append_msb(&mut output, idat_len as u32);
output.extend_from_slice(&idat_type_and_data);
append_msb(&mut output, idat_crc);
// IEND (no data).
append_msb(&mut output, 0); // Length.
output.push(b'I'); // Type.
output.push(b'E');
output.push(b'N');
output.push(b'D');
let iend_crc = crc(b"IEND");
append_msb(&mut output, iend_crc);
output
}
fn append_msb(vec: &mut Vec<u8>, value: u32) {
vec.push((value >> 24) as u8);
vec.push((value >> 16) as u8);
vec.push((value >> 8) as u8);
vec.push((*value) as u8);
}
And that’s it! That’s the basics of writing PNGs in around 150LOC.
The full code can be seen here: github.com/chrishulbert/rust_png_write_sans_dependencies.
Feel free to use it in your projects by copying the file in; I haven’t published this as crate, I think it’s too simple to justify that.
Thanks for reading, I hope this is helpful, God bless :)
Photo by Tengyart on Unsplash
In practice, I usually find that using a UITableView makes most sense for displaying scrollable content in an app, however every now and again it is handy to use a UIScrollView + UIStackView. The problem is: it occurs infrequently enough that I cannot recall how to set up the constraints! So here’s my notes for my future reference, and hopefully yours too :)
Here’s a screenshot of how to set it up in Xcode: (click to zoom)
If you want each child of the stack to be a whole ‘page’:
Thanks for reading, I hope this is helpful, God bless :)
Photo by Fernando Andrade on Unsplash
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MessagePack parser for Objective-C / iPhone 30 Jun 2011
Lacquering the starboard side 25 Jun 2011
What do do with EXC_ARM_DA_ALIGN on an iPhone app 23 Jun 2011
Lacquering the hull 23 Jun 2011
Staining the boat 22 Jun 2011
NSMutableSet with weak references in objective-c 20 Jun 2011
Iphone gesture recogniser that works for baby games 20 Jun 2011
Image manipulation pixel by pixel in objective C for the iphone 19 Jun 2011
Baby Allergy Tracker 12 Jun 2011
Power sanding the deck 10 Jun 2011
Planing the edge of the deck 2 Jun 2011
Figured out the deck 2 Jun 2011
Boat bulkheads 2 Jun 2011
Simulating iOS memory warnings 31 May 2011
Putting a UIButton in a UIToolbar 29 May 2011
How to allow closing a UIActionSheet by tapping outside it 29 May 2011
Finding the currently visible view in a UITabBarController 24 May 2011
Random Chef 17 May 2011
Centered UIButton in a navigation bar on the iphone 16 May 2011
Little Orchard 13 May 2011
Boat update 13 May 2011
How to get the current time in all time zones for the iphone / obj-c 12 May 2011
Design portfolio 10 May 2011
Tricks with grand central dispatch, such as objective-c's equivalent to setTimeout 9 May 2011
How to make an iphone view controller detect left or right swipes 5 May 2011
Centered section headers on a UITableView 5 May 2011
Christmas in may 4 May 2011
Finished trimming the boat (its floatable now!) and got some parts 29 Apr 2011
How to make a multiline label with dynamic text on the iphone and get the correct height 27 Apr 2011
Forcing an image size on the image in a table view cell on an iphone 20 Apr 2011
Git on the Mac 19 Apr 2011
Build a url query string in obj-c from a dictionary of params like jquery does 12 Apr 2011
Rendering a radial gradient on the iphone / objective-c 11 Apr 2011
Skinning the port side of the boat 8 Apr 2011
Skinning the side of the boat 5 Apr 2011
Sending a UDP broadcast packet in C / Objective-C 5 Apr 2011
How to talk to a unix socket / named pipe with python 4 Apr 2011
Skinning the bottom of the boat 31 Mar 2011
Service discovery using node.js and ssdp / universal plug n play 30 Mar 2011
Extremely simple python threading 29 Mar 2011
New rescue boat 26 Mar 2011
HttpContext vs HttpContextBase vs HttpContextWrapper 5 Nov 2010
Simple C# Wiki engine 30 Sep 2010
Simple way to throttle parts of your Asp.Net web app 29 Sep 2010
How to implement DES and Triple DES from scratch 4 Aug 2010
How to use sessions with Struts 2 30 Jul 2010
How to use Cookies in Struts 2 with ServletRequest and ServletResponse 30 Jul 2010
Using Quartz Scheduler in a Java web app (servlet) 27 Jul 2010
Javascript date picker that Doesn't Suck!(tm) 27 Jul 2010
Using Oracle XE with Hibernate 20 Jul 2010
A simple implementation of AES in Ruby from scratch 29 Jun 2010
Asp.Net Forms authentication to your own database 28 May 2010
AS2805 (like ISO8583) financial message parser in C# 7 May 2010
Ruby hex dumper 4 May 2010
Using Spring to manage Hibernate sessions in Struts2 (and other web frameworks) 13 Jan 2010
Emails in C#: Delivery and Read receipts / Attachments 12 Jan 2010
Using Java libraries in a C# app with IKVM 16 Dec 2009
Learning Java tutorial 27 Nov 2009
Using generic database providers with C# 17 Nov 2009
Scheduled task executable batch babysitter 29 Oct 2009
Working with query strings in Javascript using Prototype 30 Sep 2009
Still fighting with String.Format? 9 Sep 2009
How I'd build the next Google 24 Aug 2009
Getting IIS and Tomcat to play nicely with isapi_redirect 24 Aug 2009
Using the new ODP.Net to access Oracle from C# with simple deployment 11 Aug 2009
C# Cryptography - Encrypting a bunch of bytes 14 Jul 2009
Sorting enormous files using a C# external merge sort 10 Jul 2009
Reconciling/comparing huge data sets with C# 9 Jul 2009
Some keyboard-friendly DHTML tricks 10 Jun 2009
How to figure out what/who is connected to your SQL server 18 Mar 2009
Adding a column to a massive Sql server table 16 Mar 2009
Multithreading using Delegates in C# 10 Mar 2009
Using C# locks and threads to rip through a to-do list 6 Feb 2009
Using threads and lock in C# 3 Feb 2009
Compressing using the 7Zip LZMA algorithm in C# beats GZipStream 14 Jan 2009
MS Sql Server 2005 locking 17 Dec 2008
Simple Comet demo for Ruby on Rails 19 Nov 2008
Geocoding part 2 - Plotting postcodes onto a map of Australia with C# 24 Oct 2008
Using evolutionary algorithms to make a walkthrough for the light-bot game with C# 20 Oct 2008
How to tell when memory leaks are about to kill your Asp.Net application 16 Oct 2008
C# version of isxdigit - is a character a hex digit? 15 Sep 2008
Geocoding part 1 - Getting the longitude and latitude of all australian postcodes from google maps 26 Aug 2008
Converting HSV to RGB colour using C# 14 Aug 2008
Opening a TCP connection in C# with a custom timeout 11 Aug 2008
Oracle Explorer - a very simple C# open source Toad alternative 31 Jul 2008
Linking DigitalMars' D with a C library (Mongrel's HTTP parser) 23 Jun 2008
Connecting to Oracle from C# / Winforms / Asp.net without tnsnames.ora 16 Jun 2008
A simple server: DigitalMars' D + Libev 6 Jun 2008
Travelling from Rails 1 to Rails 2 9 Apr 2008
Online Rostering System 9 Apr 2008
DanceInforma 9 Apr 2008
Using RSS or Atom to keep an eye on your company's heartbeat 10 Nov 2007
Easy Integrated Active Directory Security in ASP.Net 24 Oct 2007