Arturo-Salcedo/IBKR_Trading_API

IBKR_Trading_API

The goal of the IB-insync library is to make working with the
Trader Workstation API <http://interactivebrokers.github.io/tws-api/>_
from Interactive Brokers as easy as possible.

The main features are:

• An easy to use linear style of programming;
• An IB component <https://ib-insync.readthedocs.io/api.html#module-ib_insync.ib>_
  that automatically keeps in sync with the TWS or IB Gateway application;
• A fully asynchonous framework based on
  asyncio <https://docs.python.org/3/library/asyncio.html>_
  and
  eventkit <https://github.com/erdewit/eventkit>_
  for advanced users;
• Interactive operation with live data in Jupyter notebooks.

Be sure to take a look at the
notebooks <https://ib-insync.readthedocs.io/notebooks.html>,
the recipes <https://ib-insync.readthedocs.io/recipes.html>
and the API docs <https://ib-insync.readthedocs.io/api.html>_.

Configure IBKR Trade Workstation API

.. image:: docs/IBKR-TWS-GlobalConfiguration-API-Settings.png
:alt: Screenshot of the project in action
:width: 600px
:align: center

.. image:: docs/IBKR-TWS-GlobalConfiguration-API-Settings-Demo.png
:alt: Screenshot of the project in action
:width: 600px
:align: center

Spoof detector

Visualizes the bid and ask orders and sales in single window with different type of charts. Run python spoof_detector/spoof_detector.py --help. You will see all the options

.. image:: docs/lineplot.png
:alt: Screenshot of the project in action
:width: 600px
:align: center

.. image:: docs/heatmap.png
:alt: Screenshot of the project in action
:width: 600px
:align: center

Installation

::

pip install ib_insync

Requirements:

• Python 3.6 or higher;
• A running TWS or IB Gateway application (version 1023 or higher).
  Make sure the
  API port is enabled <https://interactivebrokers.github.io/tws-api/initial_setup.html>_
  and 'Download open orders on connection' is checked.

The ibapi package from IB is not needed.

Example

This is a complete script to download historical data:

.. code-block:: python

from ib_insync import *
# util.startLoop()  # uncomment this line when in a notebook

ib = IB()
ib.connect('127.0.0.1', 7497, clientId=1)

contract = Forex('EURUSD')
bars = ib.reqHistoricalData(
    contract, endDateTime='', durationStr='30 D',
    barSizeSetting='1 hour', whatToShow='MIDPOINT', useRTH=True)

# convert to pandas dataframe (pandas needs to be installed):
df = util.df(bars)
print(df)

Output::

                   date      open      high       low     close  volume  \
0   2019-11-19 23:15:00  1.107875  1.108050  1.107725  1.107825      -1
1   2019-11-20 00:00:00  1.107825  1.107925  1.107675  1.107825      -1
2   2019-11-20 01:00:00  1.107825  1.107975  1.107675  1.107875      -1
3   2019-11-20 02:00:00  1.107875  1.107975  1.107025  1.107225      -1
4   2019-11-20 03:00:00  1.107225  1.107725  1.107025  1.107525      -1
..                  ...       ...       ...       ...       ...     ...
705 2020-01-02 14:00:00  1.119325  1.119675  1.119075  1.119225      -1

Documentation

The complete API documentation <https://ib-insync.readthedocs.io/api.html>_.

Changelog <https://ib-insync.readthedocs.io/changelog.html>_.