ibpy-native 0.1.1

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

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)

An optional parameter timeout is available for all APIs implemented in IBBridge. The timeout value is treated as X seconds, and the default timeout time has been set to 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)

System requirements

• Python >= 3.5; Pervious versions are not supported (development is based on Python 3.7.7)
• Included IB API version - 9.79.01

Known issues

• Function IBBridge.get_historical_ticks may raise an error with error code 200 - No security definition has been found for the request if the connection between IB and the TWS/IB Gateway instance has been dropped unexpectedly while requesting the data. It doesn't matter if the connection is restored shortly after the disconnection.

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

Although the project is under the stage of active development, up until now (ver. 0.1.1) it focuses on retrieving historical ticks for stock & future contracts from IB. Other security types (e.g. options) may work but those are not yet tested.

Other features like retrieving account details, place & modify orders are planned to be implemented in the future, but there is no estimated timeline for those atm, as the project is being developed alongside Devtography internal algo-trading program. For now, the features will be developed and released when needed.

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 :)

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.