ibpy-native 0.2.0

Implementation of the native python version of IB API

IbPy Native - Interactive Brokers Native Python API

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

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
)

System requirements

• Python >= 3.7; Pervious versions are not supported (development is based on Python 3.7.7)
• 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 (v0.2.0) it focuses on working with 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 basic features like retrieving data of contracts from IB, getting live & historical ticks are ready to be used. Remaining features like retrieving account details, place & modify orders are planned to be implemented prior the first stable release (v1.0.0), but there is no estimated timeline for those atm, as the project is being developed alongside Devtography internal algo-trading program, so as my daily job. 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 :)

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.

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.