ib-interface 0.0.4

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IB Interface

An adaption and continuation of ib-insync for the Interactive Brokers Python TWS API.

The main features are:

• An easy to use linear style of programming
• An IB component that automatically keeps in sync with the TWS or IB Gateway application
• A fully asynchonous framework based on asyncio
• Interactive operation with live data in Jupyter notebooks

[!IMPORTANT] this project is not affiliated with Interactive Brokers

[!IMPORTANT] The ibapi package from IB is not needed

[!NOTE] ib-insync has been archived

Installation

pip install ib-interface

Usage

The goal is for ib-insync users to be able to simply refactor their imports as:

- import ib_insync as ibi
+ import ib_interface as ibi

- from ib_insync import *
+ from ib_interface import *

- from ib_insync.{some module} import {some submodule or class or function}
+ from ib_interface.{some module} import {some submodule or class or function}

Example

[!IMPORTANT] a running TWS or Gateway instance is needed to connect to the API

[!IMPORTANT] Make sure the API port is enabled and 'Download open orders on connection' is checked.

This is a complete script to download historical data:

from ib_interface import *

# util.startLoop()  # uncomment this line when in a notebook

ib = IB()
ib.connect("127.0.0.1", 7497, clientId=1)

contract = Forex("EURUSD")
bars = ib.reqHistoricalData(
    contract,
    endDateTime="",
    durationStr="30 D",
    barSizeSetting="1 hour",
    whatToShow="MIDPOINT",
    useRTH=True,
)

# convert to pandas dataframe (pandas needs to be installed):
df = util.df(bars)
print(df)

Output

                  date      open      high       low     close  volume
0   2019-11-19 23:15:00  1.107875  1.108050  1.107725  1.107825      -1
1   2019-11-20 00:00:00  1.107825  1.107925  1.107675  1.107825      -1
2   2019-11-20 01:00:00  1.107825  1.107975  1.107675  1.107875      -1
3   2019-11-20 02:00:00  1.107875  1.107975  1.107025  1.107225      -1
4   2019-11-20 03:00:00  1.107225  1.107725  1.107025  1.107525      -1
..                  ...       ...       ...       ...       ...     ...
705 2020-01-02 14:00:00  1.119325  1.119675  1.119075  1.119225      -1

Acknowledgements

Thank you to Ewald de Wit for creating and maintaining ib-insync, eventkit, and nest-asyncio.