feat: add Min10 (10-minute) bar size for historical data #392
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Optionally disables Nagle's algorithm on TcpStream when the environment variable IBAPI_TCP_NODELAY=1 is set. Default behavior is unchanged (Nagle enabled, matching upstream). When enabled, small writes (order submissions ~100-200 bytes) are sent immediately instead of being buffered up to 40ms. For trading systems this eliminates latency on order routing with zero practical downside. Usage: IBAPI_TCP_NODELAY=1 ./my-trading-app Affected paths: - sync: TcpSocket::new() and TcpSocket::reconnect() - async: AsyncConnection::connect_with_callback() and reconnect()
Adds 10-minute bar size to the BarSize enum for historical data fetching, matching IBKR TWS/Gateway API support. Changes: - Add Min10 variant to BarSize enum (between Min5 and Min15) - Display format: "10 mins" - FromStr parsing: "MIN10" → BarSize::Min10 - Update tests to include Min10 coverage This aligns with the official IBKR API specification which supports 10-minute bars for historical data requests.
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The TCP_NODELAY env var changes conflict with the ConnectionOptions API merged in #394. Squash-merging with only the Min10 bar size change. |
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Summary
Add support for 10-minute bars (Min10) to the BarSize enum in the historical data module.
Changes
Reference
Follows existing pattern for Min5 and Min15 bars.
Resolves #393