tws-async 0.5.7

Notice

This project has evolved into IB-insync and all development is happening there now.

To port code:

• TWSClient has moved to ib_insync.client.Client (with much improvements);

• TWSClientQt: The new Client can be used with PyQt and quamash.

Introduction

The tws_async package allows the Python API from Interactive Brokers (IBAPI) to be used asynchronously and single-threaded with the asyncio standard library or with the PyQt5 framework.

This offers a simpler, safer and more performant approach to concurrency than multithreading.

Installation

Install using pip:

pip3 install -U tws_async

Note that on some systems the pip3 command is just pip.

Python version 3.5 or higher is required as well as the Interactive Brokers Python API.

Usage

This package offers two clients that can be used as a drop-in replacement for the standard EClient as provided by IBAPI:

• TWSClient, for use with the asyncio event loop;

• TWSClientQt, for use with the PyQt5 event loop.

These clients also inherit from ibapi.wrapper.EWrapper and can be used exactly as one would use the standard IBAPI version. The asynchronous clients use their own event-driven networking code that replaces the networking code of the standard EClient, and they also replace the infinite loop of EClient.run() with an event loop.

To simplify working with contracts, this package provides Contract, Stock, Option, Future, Forex, Index, CFD and Commodity classes that can be used anywhere where a ibapi.contract.Contract is expected. Examples of some simple cases are Stock('AMD'), Forex('EURUSD'), CFD('IBUS30') or Future('ES', '201612', 'GLOBEX'). To specify more complex contracts, any property can be given as a keyword.

To learn more, consult the official IBAPI documentation or have a look at these sample use cases:

%gui qt5
import asyncio, quamash
loop = quamash.QEventLoop()
asyncio.set_event_loop(loop)

def run_until_complete(self, future):
    future = asyncio.ensure_future(future)
    qApp = qt.QApplication.instance()
    while not future.done():
        qApp.processEvents(qt.QEventLoop.WaitForMoreEvents)
    return future.result()

quamash.QEventLoop.run_until_complete = run_until_complete

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