A comprehensive Rust client for interacting with the IG Markets trading API. This library provides a type-safe and ergonomic way to access IG Markets' REST and WebSocket APIs for trading and market data retrieval.
The IG Markets API Client for Rust is designed to provide a reliable and efficient interface to the IG Markets trading platform. It handles authentication, session management, and all API interactions while providing a clean, idiomatic Rust interface for developers.
- Authentication: Secure authentication with the IG Markets API including session refresh and account switching
- Account Management: Access account information, balances, and activity history
- Market Data: Retrieve market data, prices, instrument details, and historical prices
- Order Management: Create, modify, and close positions and orders with various order types
- Working Orders: Create and manage working orders with support for limit and stop orders
- Transaction History: Access detailed transaction and activity history
- WebSocket Support: Real-time market data streaming via WebSocket connections
- Advanced Rate Limiting: Sophisticated rate limiting with automatic backoff, concurrent request management, and explicit rate limit error handling
- Fully Documented: Comprehensive documentation for all components and methods
- Error Handling: Robust error handling and reporting with detailed error types
- Type Safety: Strong type checking for API requests and responses
- Async Support: Built with async/await for efficient non-blocking operations
- Concurrency Management: Built-in semaphores and thread-safe primitives for handling concurrent API requests
- Configurable: Flexible configuration options for different environments (demo/live)
- Persistence: Optional database integration for storing historical data
- Database Support: Integration with SQLx for storing and retrieving transaction data
- Serialization Utilities: Custom serialization helpers for handling IG Markets API responses
Add this to your Cargo.toml:
[dependencies]
ig-client = "0.1.12"
tokio = { version = "1", features = ["full"] } # For async runtime
dotenv = "0.15" # For environment variable loading
tracing = "0.1" # For logging
sqlx = { version = "0.8", features = ["runtime-tokio", "postgres"] } # Optional for database support- Rust 1.56 or later (for async/await support)
- An IG Markets account (demo or live)
- API credentials from IG Markets
- PostgreSQL database (optional, for data persistence)
Create a .env file in your project root with the following variables:
IG_USERNAME=your_username
IG_PASSWORD=your_password
IG_API_KEY=your_api_key
IG_ACCOUNT_ID=your_account_id
IG_BASE_URL=https://demo-api.ig.com/gateway/deal # Use demo or live as needed
IG_TIMEOUT=30 # HTTP request timeout in seconds
IG_WS_URL=wss://demo-apd.marketdatasystems.com # WebSocket URL
IG_WS_RECONNECT=5 # WebSocket reconnect interval in seconds
DATABASE_URL=postgres://user:password@localhost/ig_db # Optional for data persistence
IG_DB_MAX_CONN=5 # Maximum database connections
TX_LOOP_INTERVAL_HOURS=1 # Transaction loop interval in hours
TX_PAGE_SIZE=20 # Transaction page size
TX_DAYS_BACK=7 # Number of days to look back for transactions
Here's a complete example showing how to set up the client, authenticate, and perform various operations:
use ig_client::application::services::account_service::{AccountService, IgAccountService};
use ig_client::application::services::market_service::{IgMarketService, MarketService};
use ig_client::application::services::order_service::{IgOrderService, OrderService};
use ig_client::application::models::order::{CreateOrderRequest, Direction};
use ig_client::config::Config;
use ig_client::session::auth::{IgAuth, IgAuthenticator};
use std::sync::Arc;
use dotenv::dotenv;
use tracing::{info, error, Level};
use tracing_subscriber::FmtSubscriber;
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Initialize logging
let subscriber = FmtSubscriber::builder()
.with_max_level(Level::INFO)
.finish();
tracing::subscriber::set_global_default(subscriber)?;
// Load environment variables
dotenv().ok();
info!("Environment variables loaded");
// Create configuration
let config = Arc::new(Config::new());
info!("Configuration created");
// Authenticate
let auth = IgAuth::new(&config);
let session = auth.login().await?;
info!("Authentication successful");
// Create services
let account_service = IgAccountService::new(config.clone());
let market_service = IgMarketService::new(config.clone());
// Get account information
let account_info = account_service.get_accounts(&session).await?;
info!("Account information retrieved: {} accounts", account_info.accounts.len());
// Switch to a different account if needed
if account_info.accounts.len() > 1 {
let target_account = &account_info.accounts[1];
let updated_session = auth.switch_account(&session, &target_account.account_id, Some(true)).await?;
info!("Switched to account: {}", updated_session.account_id);
}
// Search for a market
let search_term = "US 500";
let search_results = market_service.search_markets(&session, search_term).await?;
info!("Found {} markets matching '{}'", search_results.markets.len(), search_term);
// Get market details for the first result
if let Some(market) = search_results.markets.first() {
let epic = &market.epic;
let market_details = market_service.get_market_details(&session, epic).await?;
info!("Market details for {}: {}", epic, market_details.instrument.name);
// Get historical prices
let prices = market_service.get_prices_by_date(
&session,
epic,
"MINUTE",
"1",
"2023-01-01T00:00:00",
"2023-01-02T00:00:00"
).await?;
info!("Retrieved {} price points", prices.prices.len());
// Check if the market is tradable
if market_details.snapshot.market_status == "TRADEABLE" {
// Create a market order
let order_request = CreateOrderRequest::market(
epic.clone(),
Direction::Buy,
1.0, // Size
);
let order_result = order_service.create_order(&session, &order_request).await?;
info!("Order placed: deal reference = {}", order_result.deal_reference);
// Get positions
let positions = account_service.get_positions(&session).await?;
info!("Current positions: {}", positions.positions.len());
}
}
info!("Example completed successfully");
Ok(())
}use ig_client::session::auth::IgAuth;
use ig_client::config::Config;
use std::sync::Arc;
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
// Load configuration from environment variables
let config = Arc::new(Config::new());
// Create authentication handler
let auth = IgAuth::new(config.clone());
// Authenticate and get a session
let session = auth.authenticate().await?;
info!("Successfully authenticated!");
Ok(())
}use ig_client::application::services::account_service::{AccountService, IgAccountService};
use std::sync::Arc;
// Create account service
let account_service = IgAccountService::new(config.clone());
// Get account information
let account_info = account_service.get_accounts(&session).await?;
info!("Accounts: {:?}", account_info);
// Get positions
let positions = account_service.get_positions(&session).await?;
info!("Open positions: {}", positions.positions.len());
// Get transaction history
let from_date = chrono::Utc::now() - chrono::Duration::days(7);
let to_date = chrono::Utc::now();
let transactions = account_service.get_transactions(&session, from_date, to_date).await?;
info!("Transactions in the last week: {}", transactions.transactions.len());use ig_client::application::services::market_service::{MarketService, IgMarketService};
// Create market service
let market_service = IgMarketService::new(config.clone());
// Search for markets
let search_result = market_service.search_markets(&session, "Apple").await?;
info!("Found {} markets matching 'Apple'", search_result.markets.len());
// Get market details
if let Some(market) = search_result.markets.first() {
let details = market_service.get_market_details(&session, &market.epic).await?;
info!("Market details for {}: {}", market.instrument_name, details.instrument.name);
// Get historical prices
let prices = market_service.get_prices(
&session,
&market.epic,
"DAY", // Resolution
30, // Number of data points
).await?;
info!("Retrieved {} historical price points", prices.prices.len());
}use ig_client::application::services::order_service::{OrderService, IgOrderService};
use ig_client::application::models::order::{CreateOrderRequest, Direction, OrderType, TimeInForce};
// Create order service
let order_service = IgOrderService::new(config.clone());
// Create a market order
let market_order = CreateOrderRequest::market(
"OP.D.OTCDAX1.021100P.IP".to_string(), // EPIC
Direction::Buy, // Direction
1.0, // Size
None, // Limit level
None, // Stop level
);
// Place the order
let result = order_service.create_order(&session, &market_order).await?;
info!("Market order placed: {:?}", result);
// Create a limit order
let limit_order = CreateOrderRequest {
epic: "OP.D.OTCDAX1.021100P.IP".to_string(),
direction: Direction::Buy,
size: 1.0,
order_type: OrderType::Limit,
level: Some(1.05), // Limit price
guaranteed_stop: false,
time_in_force: TimeInForce::GoodTillDate,
good_till_date: Some("2025-06-01T12:00:00".to_string()),
stop_level: None,
stop_distance: None,
limit_level: None,
limit_distance: None,
deal_reference: Some("my-custom-reference".to_string()),
};
let result = order_service.create_order(&session, &limit_order).await?;
info!("Limit order placed: {:?}", result);
// Close a position
let positions = account_service.get_positions(&session).await?;
if let Some(position) = positions.positions.first() {
let close_request = order_service.close_position(
&session,
&position.position.deal_id,
position.position.direction.clone(),
position.position.size,
).await?;
info!("Position closed: {:?}", close_request);
}use ig_client::application::services::market_listener::{MarketListener, MarketListenerCallback};
use ig_client::application::models::market::MarketData;
use std::sync::Arc;
use tokio::sync::mpsc;
// Create a channel to receive market updates
let (tx, mut rx) = mpsc::channel(100);
// Create a callback function to handle market updates
let callback: MarketListenerCallback = Arc::new(move |market_data: &MarketData| {
let data = market_data.clone();
let tx = tx.clone();
tokio::spawn(async move {
let _ = tx.send(data).await;
});
Ok(())
});
// Create and start the market listener
let listener = MarketListener::new(callback);
listener.connect(&session).await?;
// Subscribe to market updates
let epics = vec!["OP.D.OTCDAX1.021100P.IP", "CS.D.USDJPY.CFD.IP"];
listener.subscribe(&epics).await?;
// Process market updates
while let Some(market_data) = rx.recv().await {
info!("Market update for {}: bid={}, offer={}",
market_data.epic, market_data.bid.unwrap_or(0.0), market_data.offer.unwrap_or(0.0));
}Comprehensive documentation is available for all components of the library. The documentation includes detailed explanations of all modules, structs, and functions, along with examples of how to use them.
You can access the API documentation on docs.rs or generate it locally with:
make doc-openThe library is organized into several modules:
- config: Configuration handling and environment variable loading
- session: Authentication and session management
- application: Core business logic and services
- models: Data structures for API requests and responses
- services: Service implementations for different API areas
- transport: HTTP and WebSocket communication with the IG Markets API
- utils: Utility functions for parsing, logging, etc.
- error: Error types and handling
This project includes a comprehensive Makefile with commands for common development tasks.
make build # Debug build
make release # Release buildmake test # Run all testsmake fmt # Format code with rustfmt
make lint # Run clippy linter
make doc # Check documentation coverage
make check # Run tests, format check, and linting
make pre-push # Run all checks before pushing codemake doc-open # Generate and open documentationmake coverage # Generate code coverage report (XML)
make coverage-html # Generate HTML coverage report
make open-coverage # Open HTML coverage reportmake bench # Run benchmarks
make bench-show # Show benchmark resultsThe library includes a sophisticated rate limiting system to comply with IG Markets API restrictions:
- Multiple Rate Limit Types: Different limits for trading, non-trading, and historical data requests
- Thread-Safe Implementation: Uses
tokio::sync::Mutexfor safe concurrent access - Automatic Backoff: Dynamically calculates wait times based on request history
- Explicit Rate Limit Handling: Detects and handles rate limit errors from the API
- Global Semaphore: Limits concurrent API requests to prevent overwhelming the API
- Configurable Safety Margins: Adjustable safety margins to stay below API limits
- Rate Limit Error Recovery: Automatic cooldown and recovery when rate limits are exceeded
Example of configuring rate limits:
// Create a configuration with custom rate limit settings
let config = Arc::new(Config::with_rate_limit_type(
RateLimitType::NonTradingAccount, // Type of rate limit to enforce
0.8, // Safety margin (80% of actual limit)
));
// The rate limiter will automatically be used by all services
let http_client = IgHttpClientImpl::new(config.clone());
let auth = IgAuth::new(config.clone());
// When rate limits are exceeded, the system will automatically:
// 1. Detect the rate limit error from the API
// 2. Enforce a mandatory cooldown period
// 3. Gradually resume requests with appropriate delaysmake workflow # Run all CI workflow steps locally├── src/
│ ├── application/ # Core business logic
│ │ ├── models/ # Data models
│ │ │ ├── account.rs # Account-related models
│ │ │ ├── market.rs # Market data models
│ │ │ ├── order.rs # Order models
│ │ │ ├── transaction.rs # Transaction models
│ │ │ └── working_order.rs # Working order models
│ │ └── services/ # Service implementations
│ │ ├── account_service.rs
│ │ ├── interfaces/ # Service interfaces
│ │ ├── listener.rs # Price listener service
│ │ ├── market_service.rs
│ │ └── order_service.rs
│ ├── config.rs # Configuration handling
│ ├── constants.rs # Global constants
│ ├── error.rs # Error types
│ ├── presentation/ # Presentation layer
│ │ ├── account.rs # Account presentation
│ │ ├── market.rs # Market presentation
│ │ ├── serialization.rs # Serialization utilities
│ │ └── trade.rs # Trade presentation
│ ├── session/ # Authentication and session
│ │ ├── auth.rs # Authentication handler
│ │ └── interface.rs # Session interface
│ ├── storage/ # Data persistence
│ │ ├── config.rs # Database configuration
│ │ └── utils.rs # Storage utilities
│ ├── transport/ # API communication
│ │ └── http_client.rs # HTTP client
│ └── utils/ # Utility functions
│ ├── display.rs # Display utilities
│ ├── finance.rs # Financial calculations
│ ├── logger.rs # Logging utilities
│ ├── market_parser.rs # Market data parsing utilities
│ ├── parsing.rs # Parsing utilities
│ └── rate_limiter.rs # Advanced rate limiting with concurrency management
├── examples/ # Example applications
├── tests/ # Tests
│ ├── integration/ # Integration tests
│ └── unit/ # Unit tests
└── Makefile # Development commands
Contributions are welcome! Here's how you can contribute:
- Fork the repository
- Create a feature branch:
git checkout -b feature/my-feature - Make your changes and commit them:
git commit -m 'Add some feature' - Run the tests:
make test - Push to the branch:
git push origin feature/my-feature - Submit a pull request
Please make sure your code passes all tests and linting checks before submitting a pull request.
We welcome contributions to this project! If you would like to contribute, please follow these steps:
- Fork the repository.
- Create a new branch for your feature or bug fix.
- Make your changes and ensure that the project still builds and all tests pass.
- Commit your changes and push your branch to your forked repository.
- Submit a pull request to the main repository.
If you have any questions, issues, or would like to provide feedback, please feel free to contact the project maintainer:
Joaquin Bejar Garcia
- Email: jb@taunais.com
- GitHub: joaquinbejar
We appreciate your interest and look forward to your contributions!
Licensed under MIT license
This software is not officially associated with IG Markets. Trading financial instruments carries risk, and this library is provided as-is without any guarantees. Always test thoroughly with a demo account before using in a live trading environment.