ezIBpy, a Pythonic Client for Interactive Brokers API
ezIBpy: Pythonic Wrapper for IbPy =================================================
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ezIBpy is a Pythonic wrapper for the IbPy <https://github.com/blampe/IbPy>_ library by @blampe <https://github.com/blampe/IbPy>_, that was developed to speed up the development of trading software that relies on Interactive Brokers <https://www.interactivebrokers.com>_ for market data and order execution.
Changelog » <./CHANGELOG.rst>__
Version 1.12.67 now supports multiple/FA accounts!
- Option to specify IB account upon connect. Alternatively, you can...
- Get info using `
getAccount('DUXXXXXX'),getPositions('DUXXXXXX'),getPortfolio('DUXXXXXX'), orgetOrders('DUXXXXXX') - Submit order to a specific account by specifing
account=DUXXXXXXincreateOrder(),placeOrder(),createBracketOrder(),createTrailingStopOrder(),createStopOrder(), andcreateTargetOrder()methods
NOTE =====
Starting with release 9.73, Interactive Brokers is officially supporting a new Python 3 API client _. Although this is great news, I don't see ezIBpy becoming obsolete anytime soon since IB's API isn't Pythonic or or abstracted enough IMO. I do have plans to drop IbPy in favor of IB's official Python API, although I don't have a timetable for this transision.
If you're a developer and interested in helping converting ezIBpy to work with IB's Python API - please let me know :)
Code Examples =============
\* Make sure you have the latest version of Interactive Brokers’ TWS _ or IB Gateway _ installed and running on the machine.
Market Data
\\\ YOU MUST HAVE ACTIVE MARKET DATA SUBSCRIPTION TO USE THESE METHODS \\\
- Request Market Data <#request-market-data>
_ - Request Market Depth <#request-market-depth>
_ - Request Historical Data <#request-historical-data>
_
- Submit an Order <#submit-an-order>
_ - Submit a Bracket Order <#submit-a-bracket-order>
_ - Moving Stop Manually <#submit-a-bracket-order-&-move-stop-manually>
_ - Bracket Order with Trailing Stop <#submit-a-bracket-order-with-a-trailing-stop>
_ - Combo Orders <#submit-a-combo-orders>
_
- Using Custom Callbacks <#custom-callback>
_ - Account Information <#account-information>
_ - Logging <#logging>
_
Request Market Data:
.. code:: python
import ezibpy import time
# initialize ezIBpy ibConn = ezibpy.ezIBpy()
# connect to IB (7496/7497 = TWS, 4001 = IBGateway) ibConn.connect(clientId=100, host="localhost", port=4001)
# create some contracts using dedicated methods stk_contract = ibConn.createStockContract("AAPL") fut_contract = ibConn.createFuturesContract("ES", expiry="201606") contfutcontract = ibConn.createContinuousFuturesContract("CL", "NYMEX") csh_contract = ibConn.createCashContract("EUR", currency="USD") opt_contract = ibConn.createOptionContract("AAPL", expiry="20160425", strike=105.0, otype="PUT")
# ...or using a contract tuple oil_contract = ibConn.createContract(("CL", "FUT", "NYMEX", "USD", "201606", 0.0, ""))
# request market data for all created contracts ibConn.requestMarketData()
# wait 30 seconds time.sleep(30)
# cancel market data request & disconnect ibConn.cancelMarketData() ibConn.disconnect()
Request Market Depth:
.. code:: python
import ezibpy import time
# initialize ezIBpy ibConn = ezibpy.ezIBpy() ibConn.connect(clientId=100, host="localhost", port=4001)
# create a contract & request market depth contract = ibConn.createCashContract("EUR", currency="USD") ibConn.requestMarketDepth()
# wait 30 seconds time.sleep(30)
# cancel market data request & disconnect ibConn.cancelMarketData() ibConn.disconnect()
Request Historical Data:
.. code:: python
import ezibpy import time
# initialize ezIBpy ibConn = ezibpy.ezIBpy() ibConn.connect(clientId=100, host="localhost", port=4001)
# create a contract contract = ibConn.createStockContract("AAPL")
# request 30 days of 1 minute data and save it to ~/Desktop ibConn.requestHistoricalData(resolution="1 min", lookback="2 D", csv_path='~/Desktop/')
# wait until stopped using Ctrl-c try: while True: time.sleep(1)
except (KeyboardInterrupt, SystemExit): # cancel request & disconnect ibConn.cancelHistoricalData() ibConn.disconnect()
Submit an Order:
.. code:: python
import ezibpy import time
# initialize ezIBpy ibConn = ezibpy.ezIBpy() ibConn.connect(clientId=100, host="localhost", port=4001)
# create a contract contract = ibConn.createFuturesContract("ES", exchange="GLOBEX", expiry="201609")
# create an order order = ibConn.createOrder(quantity=1) # use price=X for LMT orders
# submit an order (returns order id) orderId = ibConn.placeOrder(contract, order)
# to submit an order to a specific account (ie DUXXXXXX), use: # orderId = ibConn.placeOrder(contract, order, account="DUXXXXXX")
# let order fill time.sleep(1)
# see the positions print("Positions") print(ibConn.positions)
# disconnect ibConn.disconnect()
Submit a Bracket Order:
.. code:: python
import ezibpy import time
# initialize ezIBpy ibConn = ezibpy.ezIBpy() ibConn.connect(clientId=100, host="localhost", port=4001)
# create a contract contract = ibConn.createFuturesContract("ES", exchange="GLOBEX", expiry="201609")
# submit a bracket order (entry=0 = MKT order) order = ibConn.createBracketOrder(contract, quantity=1, entry=0, target=2200., stop=1900.)
# to submit bracket order to a specific account (ie DUXXXXXX), use: # order = ibConn.createBracketOrder(contract, quantity=1, entry=0, target=2200., stop=1900., account="DUXXXXXX")
# let order fill time.sleep(1)
# see the positions print("Positions") print(ibConn.positions)
# disconnect ibConn.disconnect()
Submit a Bracket Order & Move Stop Manually:
.. code:: python
import ezibpy import time
# initialize ezIBpy ibConn = ezibpy.ezIBpy() ibConn.connect(clientId=100, host="localhost", port=4001)
# create a contract contract = ibConn.createFuturesContract("ES", exchange="GLOBEX", expiry="201609")
# submit a bracket order (entry=0 = MKT order) order = ibConn.createBracketOrder(contract, quantity=1, entry=0, target=2200., stop=1900.)
# let order fill time.sleep(1)
# see the positions print("Positions") print(ibConn.positions)
# move the stop order['stopOrderId'] = ibConn.modifyStopOrder(orderId=order['stopOrderId'], parentId=order['entryOrderId'], newStop=2000, quantity=-1)
# disconnect ibConn.disconnect()
Submit a Bracket Order with a Trailing Stop:
.. code:: python
import ezibpy import time
# initialize ezIBpy ibConn = ezibpy.ezIBpy() ibConn.connect(clientId=100, host="localhost", port=4001)
# create a contract contract = ibConn.createFuturesContract("ES", exchange="GLOBEX", expiry="201609")
# submit a bracket order (entry=0 = MKT order) order = ibConn.createBracketOrder(contract, quantity=1, entry=0, target=2200., stop=1900.)
# let order fill time.sleep(1)
# see the positions print("Positions") print(ibConn.positions)
# create a trailing stop that's triggered at 2190 symbol = ibConn.contractString(contract)
ibConn.createTriggerableTrailingStop(symbol, -1, triggerPrice = 2190, trailAmount = 10, # for trail using fixed amount # trailPercent = 10, # for trail using percentage parentId = order['entryOrderId'], stopOrderId = order["stopOrderId"], ticksize = 0.25 # see note )
# ticksize is needed to rounds the stop price to nearest allowed tick size, # so you won't try to buy ES at 2200.128230 :)
# NOTE: the stop trigger/trailing is done by the software, # so your script needs to keep running for this functionality to work
# disconnect # ibConn.disconnect()
Submit a Combo Orders:
.. code:: python
import ezibpy import time
# initialize ezIBpy ibConn = ezibpy.ezIBpy() ibConn.connect(clientId=100, host="localhost", port=4001)
# create contracts for an bear call spread contracttosell = ibConn.createOptionContract("AAPL", expiry=20161118, strike=105., otype="CALL") contracttobuy = ibConn.createOptionContract("AAPL", expiry=20161118, strike=100., otype="CALL")
# create combo legs leg1 = ibConn.createComboLeg(contracttosell, "SELL", ratio=1) leg2 = ibConn.createComboLeg(contracttobuy, "BUY", ratio=1)
# build a bag contract with these legs contract = ibConn.createComboContract("AAPL", [leg1, leg2])
# create & place order (negative price means this is a credit spread) order = ibConn.createOrder(quantity=1, price=-0.25) orderId = ibConn.placeOrder(contract, order)
# let order fill time.sleep(1)
# see the positions print("Positions") print(ibConn.positions)
# disconnect ibConn.disconnect()
Custom Callback:
.. code:: python
import ezibpy import time
# define custom callback def ibCallback(caller, msg, **kwargs): if caller == "handleOrders": order = ibConn.orders[msg.orderId] if order["status"] == "FILLED": print(">>> ORDER FILLED")
# initialize ezIBpy ibConn = ezibpy.ezIBpy() ibConn.connect(clientId=100, host="localhost", port=4001)
# assign the custom callback ibConn.ibCallback = ibCallback
# create a contract contract = ibConn.createStockContract("AAPL")
# create & place order order = ibConn.createOrder(quantity=100) orderId = ibConn.placeOrder(contract, order)
# let order fill time.sleep(1)
# see the positions print("Positions") print(ibConn.positions)
# disconnect ibConn.disconnect()
\* See This Gist _ for more examples.
Account Information:
.. code:: python
import ezibpy import time
# initialize ezIBpy ibConn = ezibpy.ezIBpy() ibConn.connect(clientId=100, host="localhost", port=4001)
# available variables (auto-updating) print("Market Data") print(ibConn.marketData)
print("Market Depth") print(ibConn.marketDepthData)
print("Account Information") print(ibConn.account)
print("Positions") print(ibConn.positions)
print("Portfolio") print(ibConn.portfolio)
print("Contracts") print(ibConn.contracts)
print("Orders (by TickId)") print(ibConn.orders)
print("Orders (by Symbol)") print(ibConn.symbol_orders)
# subscribe to account/position updates ibConn.requestPositionUpdates(subscribe=False) ibConn.requestAccountUpdates(subscribe=False)
# disconnect ibConn.disconnect()
Logging:
ezIBpy logs via the standard Python logging facilities __ under the logger name ezibpy at the level of ERROR by default.
You can change the log level:
.. code:: python
import logging import ezibpy
# after ezibpy is imported, we can silence error logging logging.getLogger('ezibpy').setLevel(logging.CRITICAL)
# initialize with new logging configration ibConn = ezibpy.ezIBpy() ...
Or log to a file:
.. code:: python
import logging import ezibpy
# after ezibpy is imported, we can change the logging handler to file logger = logging.getLogger('ezibpy') logger.addHandler(logging.FileHandler('path/to/ezibpy.log')) logger.setLevel(logging.INFO) logger.propagate = False # do not also log to stderr
# initialize with new logging configration ibConn = ezibpy.ezIBpy() ...
Installation ============
Install ezIBpy using pip:
.. code:: bash
$ pip install ezibpy --upgrade --no-cache-dir
Requirements
- Python
_ >=3.4 - Pandas
_ (tested to work with >=0.23.0) - dateutil
_ (tested to with with >=2.5.1) - IbPy2
_ (tested to work with >=0.8.0) - Latest Interactive Brokers’ TWS
orIB Gateway
To-Do: ======
In regards to Options, ezIBpy currently supports market data retrieval and order execution.
If you want to add more functionality (such as news retreival, etc) be my guest and please submit a pull request.
Legal Stuff ===========
ezIBpy is licensed under the Apache License, Version 2.0. A copy of which is included in LICENSE.txt. ezIBpy is not a product of Interactive Brokers, nor is it affiliated with Interactive Brokers.
P.S. ====
I'm very interested in your experience with ezIBpy. Please drop me an note with any feedback you have.
Ran Aroussi
