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Merged
wboayue merged 2 commits into from
Oct 11, 2026
Merged

market_data: historical encoder takes WhatToShow, not Option #962

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a2813a5
market_data: historical encoder takes WhatToShow, not Option
tradatious Oct 4, 2026
ef3cc2f
market_data: drop some_str indirection for required what_to_show
wboayue Oct 11, 2026
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10 changes: 5 additions & 5 deletions src/market_data/historical/async.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -288,7 +288,7 @@ pub(crate) async fn historical_data(
what_to_show: WhatToShow,
trading_hours: TradingHours,
) -> Result<HistoricalData, Error> {
common::validate_historical_data(client.server_version(), contract, end_date, Some(what_to_show))?;
common::validate_historical_data(client.server_version(), contract, end_date, what_to_show)?;

retry_on_connection_reset(client, || async {
let builder = client.request();
Expand All @@ -298,7 +298,7 @@ pub(crate) async fn historical_data(
end_date,
duration,
bar_size,
Some(what_to_show),
what_to_show,
trading_hours.use_rth(),
false,
&Vec::<crate::contracts::TagValue>::default(),
Expand Down Expand Up @@ -348,7 +348,7 @@ pub(crate) async fn historical_data_stream(
None, // IBKR requires end_date=None when keep_up_to_date=true
duration,
bar_size,
Some(what_to_show),
what_to_show,
trading_hours.use_rth(),
true, // keep_up_to_date — the whole point of .stream()
&Vec::<crate::contracts::TagValue>::default(),
Expand Down Expand Up @@ -397,7 +397,7 @@ pub(crate) async fn historical_schedule(
end_date: Option<OffsetDateTime>,
duration: Duration,
) -> Result<Schedule, Error> {
common::validate_historical_data(client.server_version(), contract, end_date, Some(WhatToShow::Schedule))?;
common::validate_historical_data(client.server_version(), contract, end_date, WhatToShow::Schedule)?;

request_helpers::one_shot_by_request_id(
client,
Expand All @@ -408,7 +408,7 @@ pub(crate) async fn historical_schedule(
end_date,
duration,
BarSize::Day,
Some(WhatToShow::Schedule),
WhatToShow::Schedule,
true,
false,
&Vec::<crate::contracts::TagValue>::default(),
Expand Down
6 changes: 3 additions & 3 deletions src/market_data/historical/async_tests.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -268,7 +268,7 @@ async fn test_historical_data() {
.end_date(Some(end_date))
.duration(duration)
.bar_size(bar_size)
.what_to_show(Some(what_to_show))
.what_to_show(what_to_show)
.use_rth(true),
);
}
Expand Down Expand Up @@ -422,7 +422,7 @@ async fn test_historical_schedules() {
.end_date(Some(end_date))
.duration(duration)
.bar_size(BarSize::Day)
.what_to_show(Some(WhatToShow::Schedule))
.what_to_show(WhatToShow::Schedule)
.use_rth(true),
);
}
Expand Down Expand Up @@ -749,7 +749,7 @@ async fn test_historical_data_streaming_with_updates() {
.contract(&contract)
.duration(Duration::days(1))
.bar_size(BarSize::Hour)
.what_to_show(Some(WhatToShow::Trades))
.what_to_show(WhatToShow::Trades)
.use_rth(true)
.keep_up_to_date(true),
);
Expand Down
10 changes: 5 additions & 5 deletions src/market_data/historical/builder/data_tests.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -115,7 +115,7 @@ mod sync_tests {
.end_date(None)
.duration(Duration::days(7))
.bar_size(BarSize::Hour)
.what_to_show(Some(WhatToShow::Trades))
.what_to_show(WhatToShow::Trades)
.use_rth(true),
);
}
Expand Down Expand Up @@ -144,7 +144,7 @@ mod sync_tests {
.end_date(Some(end))
.duration(Duration::days(2))
.bar_size(BarSize::Hour)
.what_to_show(Some(WhatToShow::MidPoint))
.what_to_show(WhatToShow::MidPoint)
.use_rth(false),
);
}
Expand Down Expand Up @@ -172,7 +172,7 @@ mod sync_tests {
.end_date(Some(end))
.duration(Duration::days(8))
.bar_size(BarSize::Hour)
.what_to_show(Some(WhatToShow::Trades))
.what_to_show(WhatToShow::Trades)
.use_rth(true),
);
}
Expand Down Expand Up @@ -309,7 +309,7 @@ mod async_tests {
.end_date(None)
.duration(Duration::days(7))
.bar_size(BarSize::Hour)
.what_to_show(Some(WhatToShow::Trades))
.what_to_show(WhatToShow::Trades)
.use_rth(true),
);
}
Expand Down Expand Up @@ -338,7 +338,7 @@ mod async_tests {
.end_date(Some(end))
.duration(Duration::days(8))
.bar_size(BarSize::Hour)
.what_to_show(Some(WhatToShow::Trades))
.what_to_show(WhatToShow::Trades)
.use_rth(true),
);
}
Expand Down
8 changes: 4 additions & 4 deletions src/market_data/historical/builder/schedule_tests.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -47,7 +47,7 @@ mod sync_tests {
.end_date(None)
.duration(Duration::days(7))
.bar_size(BarSize::Day)
.what_to_show(Some(WhatToShow::Schedule))
.what_to_show(WhatToShow::Schedule)
.use_rth(true),
);
}
Expand All @@ -72,7 +72,7 @@ mod sync_tests {
.end_date(Some(end))
.duration(Duration::days(30))
.bar_size(BarSize::Day)
.what_to_show(Some(WhatToShow::Schedule))
.what_to_show(WhatToShow::Schedule)
.use_rth(true),
);
}
Expand Down Expand Up @@ -113,7 +113,7 @@ mod async_tests {
.end_date(None)
.duration(Duration::days(7))
.bar_size(BarSize::Day)
.what_to_show(Some(WhatToShow::Schedule))
.what_to_show(WhatToShow::Schedule)
.use_rth(true),
);
}
Expand All @@ -139,7 +139,7 @@ mod async_tests {
.end_date(Some(end))
.duration(Duration::days(30))
.bar_size(BarSize::Day)
.what_to_show(Some(WhatToShow::Schedule))
.what_to_show(WhatToShow::Schedule)
.use_rth(true),
);
}
Expand Down
5 changes: 2 additions & 3 deletions src/market_data/historical/common/encoders.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -55,7 +55,7 @@ pub(crate) fn encode_request_historical_data(
end_date: Option<OffsetDateTime>,
duration: Duration,
bar_size: BarSize,
what_to_show: Option<WhatToShow>,
what_to_show: WhatToShow,
use_rth: bool,
keep_up_to_date: bool,
chart_options: &[crate::contracts::TagValue],
Expand All @@ -64,14 +64,13 @@ pub(crate) fn encode_request_historical_data(
use crate::proto::encoders::{some_bool, some_str};
use prost::Message;
let end_str = end_date.to_field();
let wts_str = what_to_show.to_field();
let request = crate::proto::HistoricalDataRequest {
req_id: Some(request_id),
contract: Some(crate::proto::encoders::encode_contract(contract)),
end_date_time: some_str(&end_str),
duration: Some(duration.to_field()),
bar_size_setting: Some(bar_size.to_field()),
what_to_show: some_str(&wts_str),
what_to_show: Some(what_to_show.to_field()),
use_rth: some_bool(use_rth),
format_date: Some(DATE_FORMAT),
keep_up_to_date: some_bool(keep_up_to_date),
Expand Down
6 changes: 3 additions & 3 deletions src/market_data/historical/common/mod.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -14,17 +14,17 @@ pub(crate) fn validate_historical_data(
server_version: i32,
contract: &Contract,
end_date: Option<OffsetDateTime>,
what_to_show: Option<WhatToShow>,
what_to_show: WhatToShow,
) -> Result<(), Error> {
if !contract.trading_class.is_empty() || contract.contract_id > 0 {
check_version(server_version, Features::TRADING_CLASS)?;
}

if what_to_show == Some(WhatToShow::Schedule) {
if what_to_show == WhatToShow::Schedule {
check_version(server_version, Features::HISTORICAL_SCHEDULE)?;
}

if end_date.is_some() && what_to_show == Some(WhatToShow::AdjustedLast) {
if end_date.is_some() && what_to_show == WhatToShow::AdjustedLast {
return Err(Error::InvalidArgument(
"end_date must be None when requesting WhatToShow::AdjustedLast.".into(),
));
Expand Down
9 changes: 0 additions & 9 deletions src/market_data/historical/mod.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -672,15 +672,6 @@ impl ToField for WhatToShow {
}
}

impl ToField for Option<WhatToShow> {
fn to_field(&self) -> String {
match self {
Some(what_to_show) => what_to_show.to_string(),
None => "".into(),
}
}
}

// Re-export non-function items
#[cfg(feature = "async")]
pub use r#async::TickSubscription;
Expand Down
10 changes: 5 additions & 5 deletions src/market_data/historical/sync.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -262,7 +262,7 @@ pub(crate) fn historical_data(
what_to_show: WhatToShow,
trading_hours: TradingHours,
) -> Result<HistoricalData, Error> {
common::validate_historical_data(client.server_version(), contract, end_date, Some(what_to_show))?;
common::validate_historical_data(client.server_version(), contract, end_date, what_to_show)?;

retry_on_connection_reset(client, || {
let builder = client.request();
Expand All @@ -272,7 +272,7 @@ pub(crate) fn historical_data(
end_date,
duration,
bar_size,
Some(what_to_show),
what_to_show,
trading_hours.use_rth(),
false,
&Vec::<crate::contracts::TagValue>::default(),
Expand Down Expand Up @@ -321,7 +321,7 @@ pub(crate) fn historical_data_stream(
None, // IBKR requires end_date=None when keep_up_to_date=true
duration,
bar_size,
Some(what_to_show),
what_to_show,
trading_hours.use_rth(),
true, // keep_up_to_date — the whole point of .stream()
&Vec::<crate::contracts::TagValue>::default(),
Expand Down Expand Up @@ -370,7 +370,7 @@ pub(crate) fn historical_schedule(
end_date: Option<OffsetDateTime>,
duration: Duration,
) -> Result<Schedule, Error> {
common::validate_historical_data(client.server_version(), contract, end_date, Some(WhatToShow::Schedule))?;
common::validate_historical_data(client.server_version(), contract, end_date, WhatToShow::Schedule)?;

request_helpers::blocking::one_shot_by_request_id(
client,
Expand All @@ -381,7 +381,7 @@ pub(crate) fn historical_schedule(
end_date,
duration,
BarSize::Day,
Some(WhatToShow::Schedule),
WhatToShow::Schedule,
true,
false,
&Vec::<crate::contracts::TagValue>::default(),
Expand Down
8 changes: 4 additions & 4 deletions src/market_data/historical/sync_tests.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -253,7 +253,7 @@ fn test_historical_data() {
.end_date(Some(end_date))
.duration(duration)
.bar_size(bar_size)
.what_to_show(Some(what_to_show))
.what_to_show(what_to_show)
.use_rth(trading_hours.use_rth()),
);
}
Expand Down Expand Up @@ -316,7 +316,7 @@ fn test_historical_schedules() {
.end_date(Some(end_date))
.duration(duration)
.bar_size(BarSize::Day)
.what_to_show(Some(WhatToShow::Schedule))
.what_to_show(WhatToShow::Schedule)
.use_rth(true),
);
}
Expand Down Expand Up @@ -893,7 +893,7 @@ fn test_historical_data_streaming_with_updates() {
.contract(&contract)
.duration(Duration::days(1))
.bar_size(BarSize::Hour)
.what_to_show(Some(WhatToShow::Trades))
.what_to_show(WhatToShow::Trades)
.use_rth(true)
.keep_up_to_date(true),
);
Expand Down Expand Up @@ -1199,7 +1199,7 @@ fn test_historical_schedules_ending_now() {
.contract(&contract)
.duration(duration)
.bar_size(BarSize::Day)
.what_to_show(Some(WhatToShow::Schedule))
.what_to_show(WhatToShow::Schedule)
.use_rth(true),
);
}
Expand Down
9 changes: 4 additions & 5 deletions src/testdata/builders/market_data.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -82,7 +82,7 @@ pub struct HistoricalDataRequestBuilder {
pub end_date: Option<OffsetDateTime>,
pub duration: Duration,
pub bar_size: BarSize,
pub what_to_show: Option<HistoricalWhatToShow>,
pub what_to_show: HistoricalWhatToShow,
pub use_rth: bool,
pub keep_up_to_date: bool,
}
Expand All @@ -95,7 +95,7 @@ impl Default for HistoricalDataRequestBuilder {
end_date: None,
duration: Duration::days(1),
bar_size: BarSize::Day,
what_to_show: None,
what_to_show: HistoricalWhatToShow::Trades,
use_rth: false,
keep_up_to_date: false,
}
Expand Down Expand Up @@ -123,7 +123,7 @@ impl HistoricalDataRequestBuilder {
self.bar_size = v;
self
}
pub fn what_to_show(mut self, v: Option<HistoricalWhatToShow>) -> Self {
pub fn what_to_show(mut self, v: HistoricalWhatToShow) -> Self {
self.what_to_show = v;
self
}
Expand All @@ -143,14 +143,13 @@ impl RequestEncoder for HistoricalDataRequestBuilder {

fn to_proto(&self) -> Self::Proto {
let end_str = self.end_date.to_field();
let wts_str = self.what_to_show.to_field();
proto::HistoricalDataRequest {
req_id: Some(self.request_id),
contract: Some(encode_contract(&self.contract)),
end_date_time: some_str(&end_str),
duration: Some(self.duration.to_field()),
bar_size_setting: Some(self.bar_size.to_field()),
what_to_show: some_str(&wts_str),
what_to_show: Some(self.what_to_show.to_field()),
use_rth: some_bool(self.use_rth),
format_date: Some(DATE_FORMAT),
keep_up_to_date: some_bool(self.keep_up_to_date),
Expand Down
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