IbPy Native - Interactive Brokers Native Python API

A fully asynchronous framework for using the native Python version of Interactive Brokers API.

The whole framework is built on Python's built in asyncio and queue modules, no event emitter nor any other heavy 3rd party library. The only 3rd party package used is pytz for timezone related things. In this way the framework is being kept as native Python as possible and the performance shouldn't get slowed down due to the libraries used.

Additionally, most if not all public classes implement their corresponding interface. Therefore, it's easy to implement a customised version for most of the classes. Hence, mocking the API calls/data returns for backtest can be easily done, and you should be able to use the same set of strategy code on both simulate and live trading sessions.

Installation

Install from PyPI

pip install ibpy-native

Alternatively, install from source. Execute setup.py from the root directory.

python setup.py install

Always use the newest version while the project is still in alpha!

Usage

import pytz
from ibapi import contract as ib_contract
from ibpy_native import bridge as ibpy_bridge

# Set the timezone to match the timezone specified in TWS or IB Gateway when login
# Default timezone - 'America/New_York'
ibpy_native.IBBridge.set_timezone(pytz.timezone('America/New_York'))


# Connect to a running TWS or IB Gateway instance
bridge = ibpy_bridge.IBBridge(
    host='127.0.0.1', port=4001, client_id=1, auto_conn=True
)

# Search the US stock contract of Apple Inc.
aapl_contract = ib_contract.Contract()
aapl_contract.symbol = 'AAPL'
aapl_contract.secType = 'STK'
aapl_contract.exchange = 'SMART'
aapl_contract.currency = 'USD'

# Sometimes just defining the `Contract` object yourself is enough to match an
# unique contract on IB and make requests for the contract, but performing a
# search can ensure you get the valid & unique contract to work with.
search_results = await bridge.search_detailed_contracts(
    contract=aapl_contract
)

# Ask for the earliest available data point of AAPL
head_timestamp = await bridge.get_earliest_data_point(
    contract=search_results[0].contract
)

For more, please have a look on the sample scripts in samples folder. There's one script that shows how to request for historical tick data atm, but there will be more as I keep developing my own system based on this framework.

In the meantime, you may want to read the doc and checkout the unittest for the ideas of how the APIs work.

Do make sure you are using a paper account while running the unittest cases, as some of those tests do place real orders to IB and orders will get filled.

System requirements

• Python >= 3.7; Pervious versions are not supported (development is based on Python 3.7.9)
• Included IB API version - 9.79.01

Development status (a.k.a. Words from developers)

Although the project is under the stage of active development, up until now (v1.0.0) it focuses on working with FX, stock & future contracts from IB. Other security types (e.g. options) may work but those are not yet tested.

This project is not providing full features of IB API yet, but v1.0.0 is already capable to retrieve & manage account and orders data, placing and cancelling the orders, so as requesting historical and live tick data. More features will be supported if my internal trading system needs (that's the highest priority), or by request on the issues board.

Contributions

Contributions via pull requests are welcome and encouraged. If there's any feature you think is missing, please don't hesitate to implement yourself and make a pull request :)

Please follow the Google Python Style Guide as much as possible for all the code included in your pull request. Otherwise the pull request may be rejected.

Donation

This framework has spent me a whole year to develop from scratch until the first stable release (v1.0.0). Hopefully you'll find this framework useful as much as I do.

If you wanna support my work, please consider donate/sponsor me. Thus I can keep on investing time to further develop the framework alongside my job and other projects.

Author

Wing Chau @Devtography

License

Modules included in ibpy_native, except ibapi is licensed under the Apache License, Version 2.0.

The ibapi is 100% developed & owned by Interactive Brokers LLC ("IB"). By using this package (ibpy-native), you are assumed that you agreed the TWS API Non-Commercial License.

Remarks

ibpy_native is not a product of Interactive Brokers, nor is this project affiliated with IB. If you'd like to use ibpy_native in any commercial application/product, you must contact Interactive Brokers LLC for permission of using IB API commercially.