Module map 

Mappers from the BCS wire models to the brokapi-core domain types.

The functions are pure: they take a model that the protocol crate parsed and the current monotonic time, and they return a domain value. They never fail loudly. A record that cannot be mapped safely is dropped (None or an empty list), not guessed. Where the documentation of the API leaves a choice open, the function says which choice it makes.

The connectors call these functions. You need them only to read raw data from BcsRaw in the same shape as the shared traits give it.

Modules

execution

Execution history mapping.

instrument

Instrument reference data mapping.

market

Market data mapping: BCS wire models to brokapi-core domain types.

order

Order and execution mapping.

portfolio

Portfolio mapping.

schedule

Schedule mapping.

stop

Stop orders: PlaceStopOrderRequest -> BCS conditional order (orderType = "5").

Functions

bcs_instrument_key

Returns the BCS instrument key of an [InstrumentId], or None when its native id is not [NativeId::TickerClass] (the id came from another broker).

instrument_id

Builds an [InstrumentId] from a BCS instrument key. The native id is [NativeId::TickerClass], the form every BCS call wants.

instrument_id_ticker

Builds an [InstrumentId] from a ticker and a class code (board). Same as instrument_id.

parse_broker_ts

Parses a time string of the BCS API into nanoseconds since the Unix epoch.

timestamps

Builds the [Timestamps] of an event: the local receive time now (wall clock), the monotonic now of the receive, and the broker’s own time when it is known.

unix_nanos

Converts a UTC date and time to nanoseconds since the Unix epoch. A date outside the range that fits in 64 bits (years 1677 to 2262) gives 0.

whole_pieces

The order quantity as the whole number of pieces the BCS order API takes.