ibpy-native 0.1.0

Implementation of the native python version of IB API

IbPy Native - Interactive Brokers Native Python API

Installation

Install from PyPI

pip install ibpy-native

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

python setup.py install

System requirements

• Python >= 3.5; Pervious versions are not supported (development is based on Python 3.7.7)

Usage

import ibpy_native
import pytz

# 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_native.IBBridge(host='127.0.0.1', port=4001, client_id=1, auto_conn=True)

A optional parameter timeout is available for all APIs implemented in IBBridge. The timeout value is treated as X seconds, and the default timeout time is set as 10 seconds.

# Search the US stock contract of Apple Inc.
aapl = bridge.get_us_stock_contract(symbol='AAPL')

# Ask for the earliest available data point of AAPL
head_time = bridge.get_earliest_data_point(contract=aapl, data_type='TRADES')

# Get all historical ticks of AAPL
#
# It's better to set the timeout value a bit long (e.g. 30~100s) as this API 
# loops to request around 1000 historical ticks for each IB API request due to 
# IB's limitation. IB will slow down the response time after the first 10~20 
# requests, thus the default 10s timeout is likely to be insufficient to wait 
# for the following API responses from IB.
ticks = bridge.get_historical_ticks(contract=aapl, data_type='TRADES', timeout=100)

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.