ib_async_dataclass 1.0.3rc5

Python sync/async framework for Interactive Brokers API

ib_async

Update

Under new management. See original discussions for recent history. Create new discussions or PRs or issues under the new primary repo for ongoing updates.

New contributions welcome. We are open to adding more maintainers with commit access if your updates and understanding of IBKR/TWS and Python are all high quality.

This is a small project with a userbase of widely varying experience and knowledge, so if you open issues which are more about IBKR problems and less about client problems, we may not be able to assist you unless your problem is a direct client issue and not one of many IBKR API edge cases. Feel free to open Discussion topics about anything if you are unsure about a problem being IBKR, our client, or your own code usage.

Introduction

The goal of the ib_async library is to make working with the Trader Workstation API from Interactive Brokers as easy as possible.

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 and eventkit for advanced users;
• Interactive operation with live data in Jupyter notebooks.

Be sure to take a look at the notebooks, the recipes and the API docs.

Installation

pip install ib_async

Requirements:

• Python 3.10 or higher
  • We plan to support Python releases 2 years back which allows us to continue adding newer features and performance improvements over time.
• A running IB Gateway application (or TWS with API mode enabled)
  • stable gateway — updated every few months
  • latest gateway — updated weekly
• Make sure the API port is enabled and 'Download open orders on connection' is checked.
• You may also want to increase the Java memory usage under Configure->Settings->Memory Allocation to 4096 MB minimum to prevent gateway crashes when loading bulk data.

The ibapi package from IB is not needed. ib_async implements the full IBKR API protocol internally.

Build Manually

First, install poetry:

pip install poetry -U

Installing Only Library

poetry install

Install Everything (enable docs + dev testing)

poetry install --with=docs,dev

Generate Docs

poetry install --with=docs
poetry run sphinx-build -b html docs html

Check Types

poetry run mypy ib_async

Build Package

poetry build

Upload Package (if maintaining)

poetry install
poetry config pypi-token.pypi your-api-token
poetry publish --build

Example

This is a complete script to download historical data:

from ib_async import *
# util.startLoop()  # uncomment this line when in a notebook

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

ib.reqMarketDataType(4)  # Use free, delayed, frozen data
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

Documentation

The complete API documentation.

Changelog.

Community Resources

If you have other public work related to ib_async or ib_insync open an issue and we can keep an active list here.

Projects below are not endorsed by any entity and are purely for reference or entertainment purposes.

• Adi's livestream VODs about using IBKR APIs: Interactive Brokers API in Python
• Matt's IBKR python CLI: icli
• Corporate data parsing via IBKR API: ib_fundamental

Disclaimer

The software is provided on the conditions of the simplified BSD license.

This project is not affiliated with Interactive Brokers Group, Inc.

Official Interactive Brokers API Docs

History

This library was originally created by Ewald de Wit as tws_async in early-2017 then became the more prominent ib_insync library in mid-2017. He maintained and improved the library for the world to use for free until his unexpected passing in early 2024. Afterward, we decided to rename the project to ib_async under a new github organization since we lost access to modify anything in the original repos and packaging and docs infrastructure.

The library is currently maintained by Matt Stancliff and we are open to adding more committers and org contributors if people show interest in helping out.