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Client

ib_interface.api.client

Socket client for communicating with Interactive Brokers.

Client​

Replacement for ibapi.client.EClient that uses asyncio.

The client is fully asynchronous and has its own event-driven networking code that replaces the networking code of the standard EClient. It also replaces the infinite loop of EClient.run() with the asyncio event loop. It can be used as a drop-in replacement for the standard EClient as provided by IBAPI.

Compared to the standard EClient this client has the following additional features:

  • client.connect() will block until the client is ready to serve requests; It is not necessary to wait for nextValidId to start requests as the client has already done that. The reqId is directly available with :py:meth:.getReqId().

  • client.connectAsync() is a coroutine for connecting asynchronously.

  • When blocking, client.connect() can be made to time out with the timeout parameter (default 2 seconds).

  • Optional wrapper.priceSizeTick(reqId, tickType, price, size) that combines price and size instead of the two wrapper methods priceTick and sizeTick.

  • Automatic request throttling.

  • Optional wrapper.tcpDataArrived() method; If the wrapper has this method it is invoked directly after a network packet has arrived. A possible use is to timestamp all data in the packet with the exact same time.

  • Optional wrapper.tcpDataProcessed() method; If the wrapper has this method it is invoked after the network packet's data has been handled. A possible use is to write or evaluate the newly arrived data in one batch instead of item by item.

Attributes: MaxRequests (int): Throttle the number of requests to MaxRequests per RequestsInterval seconds. Set to 0 to disable throttling. RequestsInterval (float): Time interval (in seconds) for request throttling. MinClientVersion (int): Client protocol version. MaxClientVersion (int): Client protocol version.

Events:

  • apiStart ()
  • apiEnd ()
  • apiError (errorMsg: str)
  • throttleStart ()
  • throttleEnd ()

reset​

def reset()

serverVersion​

def serverVersion() -> int

run​

def run()

isConnected​

def isConnected()

isReady​

def isReady() -> bool

Is the API connection up and running?

connectionStats​

def connectionStats() -> ConnectionStats

Get statistics about the connection.

getReqId​

def getReqId() -> int

Get new request ID.

updateReqId​

def updateReqId(minReqId)

Update the next reqId to be at least minReqId.

getAccounts​

def getAccounts() -> List[str]

Get the list of account names that are under management.

useProtoBuf​

def useProtoBuf(msgId: int) -> bool

Check if a given request should use protobuf encoding.

setConnectOptions​

def setConnectOptions(connectOptions: str)

Set additional connect options.

Args: connectOptions: Use "+PACEAPI" to use request-pacing built into TWS/gateway 974+ (obsolete).

connect​

def connect(host: str, port: int, clientId: int, timeout: Optional[float] = 2.0)

Connect to a running TWS or IB gateway application.

Args: host: Host name or IP address. port: Port number. clientId: ID number to use for this client; must be unique per connection. timeout: If establishing the connection takes longer than timeout seconds then the asyncio.TimeoutError exception is raised. Set to 0 to disable timeout.

connectAsync​

def connectAsync(host, port, clientId, timeout = 2.0)

disconnect​

def disconnect()

Disconnect from IB connection.

send​

def send(fields = (), makeEmpty = True)

Serialize and send the given fields using the IB socket protocol.

sendMsg​

def sendMsg(msg: str)

sendProtobuf​

def sendProtobuf(msgId: int, protobufData: bytes) -> None

Send a protobuf-encoded message to TWS/Gateway.

reqMktData​

def reqMktData(reqId, contract, genericTickList, snapshot, regulatorySnapshot, mktDataOptions)

cancelMktData​

def cancelMktData(reqId)

placeOrder​

def placeOrder(orderId, contract, order)

cancelOrder​

def cancelOrder(orderId, manualCancelOrderTime = '')

reqOpenOrders​

def reqOpenOrders()

reqAccountUpdates​

def reqAccountUpdates(subscribe, acctCode)

reqExecutions​

def reqExecutions(reqId, execFilter)

reqIds​

def reqIds(numIds)

reqContractDetails​

def reqContractDetails(reqId, contract)

reqMktDepth​

def reqMktDepth(reqId, contract, numRows, isSmartDepth, mktDepthOptions)

cancelMktDepth​

def cancelMktDepth(reqId, isSmartDepth)

reqNewsBulletins​

def reqNewsBulletins(allMsgs)

cancelNewsBulletins​

def cancelNewsBulletins()

setServerLogLevel​

def setServerLogLevel(logLevel)

reqAutoOpenOrders​

def reqAutoOpenOrders(bAutoBind)

reqAllOpenOrders​

def reqAllOpenOrders()

reqManagedAccts​

def reqManagedAccts()

requestFA​

def requestFA(faData)

replaceFA​

def replaceFA(reqId, faData, cxml)

reqHistoricalData​

def reqHistoricalData(reqId, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate, chartOptions)

reqConfig​

def reqConfig(reqId: int) -> None

Request API configuration from TWS/Gateway.

Response arrives via wrapper.configResponse() callback. Requires Protobuf support (server version 219+).

Args: reqId: Request identifier for tracking response

Raises: ConnectionError: If protobuf not supported

updateConfig​

def updateConfig(reqId: int, config_params: dict) -> None

Update API configuration settings.

Response arrives via wrapper.updateConfigResponse() callback. Requires Protobuf support (server version 219+).

Args: reqId: Request identifier for tracking response config_params: Dictionary of config key-value pairs

Raises: ConnectionError: If protobuf not supported

exerciseOptions​

def exerciseOptions(reqId, contract, exerciseAction, exerciseQuantity, account, override)

reqScannerSubscription​

def reqScannerSubscription(reqId, subscription, scannerSubscriptionOptions, scannerSubscriptionFilterOptions)

cancelScannerSubscription​

def cancelScannerSubscription(reqId)

reqScannerParameters​

def reqScannerParameters()

cancelHistoricalData​

def cancelHistoricalData(reqId)

reqCurrentTime​

def reqCurrentTime()

reqRealTimeBars​

def reqRealTimeBars(reqId, contract, barSize, whatToShow, useRTH, realTimeBarsOptions)

cancelRealTimeBars​

def cancelRealTimeBars(reqId)

reqFundamentalData​

def reqFundamentalData(reqId, contract, reportType, fundamentalDataOptions)

cancelFundamentalData​

def cancelFundamentalData(reqId)

calculateImpliedVolatility​

def calculateImpliedVolatility(reqId, contract, optionPrice, underPrice, implVolOptions)

calculateOptionPrice​

def calculateOptionPrice(reqId, contract, volatility, underPrice, optPrcOptions)

cancelCalculateImpliedVolatility​

def cancelCalculateImpliedVolatility(reqId)

cancelCalculateOptionPrice​

def cancelCalculateOptionPrice(reqId)

reqGlobalCancel​

def reqGlobalCancel()

reqMarketDataType​

def reqMarketDataType(marketDataType)

reqPositions​

def reqPositions()

reqAccountSummary​

def reqAccountSummary(reqId, groupName, tags)

cancelAccountSummary​

def cancelAccountSummary(reqId)

cancelPositions​

def cancelPositions()

verifyRequest​

def verifyRequest(apiName, apiVersion)

verifyMessage​

def verifyMessage(apiData)

queryDisplayGroups​

def queryDisplayGroups(reqId)

subscribeToGroupEvents​

def subscribeToGroupEvents(reqId, groupId)

updateDisplayGroup​

def updateDisplayGroup(reqId, contractInfo)

unsubscribeFromGroupEvents​

def unsubscribeFromGroupEvents(reqId)

startApi​

def startApi()

verifyAndAuthRequest​

def verifyAndAuthRequest(apiName, apiVersion, opaqueIsvKey)

verifyAndAuthMessage​

def verifyAndAuthMessage(apiData, xyzResponse)

reqPositionsMulti​

def reqPositionsMulti(reqId, account, modelCode)

cancelPositionsMulti​

def cancelPositionsMulti(reqId)

reqAccountUpdatesMulti​

def reqAccountUpdatesMulti(reqId, account, modelCode, ledgerAndNLV)

cancelAccountUpdatesMulti​

def cancelAccountUpdatesMulti(reqId)

reqSecDefOptParams​

def reqSecDefOptParams(reqId, underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId)

reqSoftDollarTiers​

def reqSoftDollarTiers(reqId)

reqFamilyCodes​

def reqFamilyCodes()

reqMatchingSymbols​

def reqMatchingSymbols(reqId, pattern)

reqMktDepthExchanges​

def reqMktDepthExchanges()

reqSmartComponents​

def reqSmartComponents(reqId, bboExchange)

reqNewsArticle​

def reqNewsArticle(reqId, providerCode, articleId, newsArticleOptions)

reqNewsProviders​

def reqNewsProviders()

reqHistoricalNews​

def reqHistoricalNews(reqId, conId, providerCodes, startDateTime, endDateTime, totalResults, historicalNewsOptions)

reqHeadTimeStamp​

def reqHeadTimeStamp(reqId, contract, whatToShow, useRTH, formatDate)

reqHistogramData​

def reqHistogramData(tickerId, contract, useRTH, timePeriod)

cancelHistogramData​

def cancelHistogramData(tickerId)

cancelHeadTimeStamp​

def cancelHeadTimeStamp(reqId)

reqMarketRule​

def reqMarketRule(marketRuleId)

reqPnL​

def reqPnL(reqId, account, modelCode)

cancelPnL​

def cancelPnL(reqId)

reqPnLSingle​

def reqPnLSingle(reqId, account, modelCode, conid)

cancelPnLSingle​

def cancelPnLSingle(reqId)

reqHistoricalTicks​

def reqHistoricalTicks(reqId, contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRth, ignoreSize, miscOptions)

reqTickByTickData​

def reqTickByTickData(reqId, contract, tickType, numberOfTicks, ignoreSize)

cancelTickByTickData​

def cancelTickByTickData(reqId)

reqCompletedOrders​

def reqCompletedOrders(apiOnly)

reqWshMetaData​

def reqWshMetaData(reqId)

cancelWshMetaData​

def cancelWshMetaData(reqId)

reqWshEventData​

def reqWshEventData(reqId, data: WshEventData)

cancelWshEventData​

def cancelWshEventData(reqId)

reqUserInfo​

def reqUserInfo(reqId)