Skip to main content

Wrapper

ib_interface.api.wrapper

Wrapper to handle incoming messages.

RequestError​

Exception to raise when the API reports an error that can be tied to a single request.

Wrapper​

Wrapper implementation for use with the IB class.

reset​

def reset()

setEventsDone​

def setEventsDone()

Set all subscription-type events as done.

connectionClosed​

def connectionClosed()

startReq​

def startReq(key, contract = None, container = None)

Start a new request and return the future that is associated with the key and container. The container is a list by default.

startTicker​

def startTicker(reqId: int, contract: Contract, tickType: Union[int, str])

Start a tick request that has the reqId associated with the contract. Return the ticker.

endTicker​

def endTicker(ticker: Ticker, tickType: Union[int, str])

startSubscription​

def startSubscription(reqId, subscriber, contract = None)

Register a live subscription.

endSubscription​

def endSubscription(subscriber)

Unregister a live subscription.

orderKey​

def orderKey(clientId: int, orderId: int, permId: int) -> OrderKeyType

setTimeout​

def setTimeout(timeout: float)

connectAck​

def connectAck()

nextValidId​

def nextValidId(reqId: int)

managedAccounts​

def managedAccounts(accountsList: str)

updateAccountTime​

def updateAccountTime(timestamp: str)

updateAccountValue​

def updateAccountValue(tag: str, val: str, currency: str, account: str)

accountDownloadEnd​

def accountDownloadEnd(_account: str)

accountUpdateMulti​

def accountUpdateMulti(reqId: int, account: str, modelCode: str, tag: str, val: str, currency: str)

accountUpdateMultiEnd​

def accountUpdateMultiEnd(reqId: int)

accountSummary​

def accountSummary(_reqId: int, account: str, tag: str, value: str, currency: str)

accountSummaryEnd​

def accountSummaryEnd(reqId: int)

updatePortfolio​

def updatePortfolio(contract: Contract, posSize: float, marketPrice: float, marketValue: float, averageCost: float, unrealizedPNL: float, realizedPNL: float, account: str)

position​

def position(account: str, contract: Contract, posSize: float, avgCost: float)

positionEnd​

def positionEnd()

positionMulti​

def positionMulti(reqId: int, account: str, modelCode: str, contract: Contract, pos: float, avgCost: float)

positionMultiEnd​

def positionMultiEnd(reqId: int)

pnl​

def pnl(reqId: int, dailyPnL: float, unrealizedPnL: float, realizedPnL: float)

pnlSingle​

def pnlSingle(reqId: int, pos: int, dailyPnL: float, unrealizedPnL: float, realizedPnL: float, value: float)

openOrder​

def openOrder(orderId: int, contract: Contract, order: Order, orderState: OrderState)

This wrapper is called to:

  • feed in open orders at startup;
  • feed in open orders or order updates from other clients and TWS if clientId=master id;
  • feed in manual orders and order updates from TWS if clientId=0;
  • handle openOrders and allOpenOrders responses.

openOrderEnd​

def openOrderEnd()

completedOrder​

def completedOrder(contract: Contract, order: Order, orderState: OrderState)

completedOrdersEnd​

def completedOrdersEnd()

orderStatus​

def orderStatus(orderId: int, status: str, filled: float, remaining: float, avgFillPrice: float, permId: int, parentId: int, lastFillPrice: float, clientId: int, whyHeld: str, mktCapPrice: float = 0.0)

execDetails​

def execDetails(reqId: int, contract: Contract, execution: Execution)

This wrapper handles both live fills and responses to reqExecutions.

execDetailsEnd​

def execDetailsEnd(reqId: int)

commissionReport​

def commissionReport(commissionReport: CommissionReport)

orderBound​

def orderBound(reqId: int, apiClientId: int, apiOrderId: int)

contractDetails​

def contractDetails(reqId: int, contractDetails: ContractDetails)

contractDetailsEnd​

def contractDetailsEnd(reqId: int)

symbolSamples​

def symbolSamples(reqId: int, contractDescriptions: List[ContractDescription])

marketRule​

def marketRule(marketRuleId: int, priceIncrements: List[PriceIncrement])

marketDataType​

def marketDataType(reqId: int, marketDataId: int)

realtimeBar​

def realtimeBar(reqId: int, time: int, open_: float, high: float, low: float, close: float, volume: float, wap: float, count: int)

historicalData​

def historicalData(reqId: int, bar: BarData)

historicalDataEnd​

def historicalDataEnd(reqId, _start: str, _end: str)

historicalDataUpdate​

def historicalDataUpdate(reqId: int, bar: BarData)

headTimestamp​

def headTimestamp(reqId: int, headTimestamp: str)

historicalTicks​

def historicalTicks(reqId: int, ticks: List[HistoricalTick], done: bool)

historicalTicksBidAsk​

def historicalTicksBidAsk(reqId: int, ticks: List[HistoricalTickBidAsk], done: bool)

historicalTicksLast​

def historicalTicksLast(reqId: int, ticks: List[HistoricalTickLast], done: bool)

priceSizeTick​

def priceSizeTick(reqId: int, tickType: int, price: float, size: float)

tickSize​

def tickSize(reqId: int, tickType: int, size: float)

tickSnapshotEnd​

def tickSnapshotEnd(reqId: int)

tickByTickAllLast​

def tickByTickAllLast(reqId: int, tickType: int, time: int, price: float, size: float, tickAttribLast: TickAttribLast, exchange, specialConditions)

tickByTickBidAsk​

def tickByTickBidAsk(reqId: int, time: int, bidPrice: float, askPrice: float, bidSize: float, askSize: float, tickAttribBidAsk: TickAttribBidAsk)

tickByTickMidPoint​

def tickByTickMidPoint(reqId: int, time: int, midPoint: float)

tickString​

def tickString(reqId: int, tickType: int, value: str)

tickGeneric​

def tickGeneric(reqId: int, tickType: int, value: float)

tickReqParams​

def tickReqParams(reqId: int, minTick: float, bboExchange: str, snapshotPermissions: int)

smartComponents​

def smartComponents(reqId, components)

mktDepthExchanges​

def mktDepthExchanges(depthMktDataDescriptions: List[DepthMktDataDescription])

updateMktDepth​

def updateMktDepth(reqId: int, position: int, operation: int, side: int, price: float, size: float)

updateMktDepthL2​

def updateMktDepthL2(reqId: int, position: int, marketMaker: str, operation: int, side: int, price: float, size: float, isSmartDepth: bool = False)

tickOptionComputation​

def tickOptionComputation(reqId: int, tickType: int, tickAttrib: int, impliedVol: float, delta: float, optPrice: float, pvDividend: float, gamma: float, vega: float, theta: float, undPrice: float)

deltaNeutralValidation​

def deltaNeutralValidation(reqId: int, dnc: DeltaNeutralContract)

fundamentalData​

def fundamentalData(reqId: int, data: str)

scannerParameters​

def scannerParameters(xml: str)

scannerData​

def scannerData(reqId: int, rank: int, contractDetails: ContractDetails, distance: str, benchmark: str, projection: str, legsStr: str)

scannerDataEnd​

def scannerDataEnd(reqId: int)

histogramData​

def histogramData(reqId: int, items: List[HistogramData])

securityDefinitionOptionParameter​

def securityDefinitionOptionParameter(reqId: int, exchange: str, underlyingConId: int, tradingClass: str, multiplier: str, expirations: List[str], strikes: List[float])

securityDefinitionOptionParameterEnd​

def securityDefinitionOptionParameterEnd(reqId: int)

newsProviders​

def newsProviders(newsProviders: List[NewsProvider])

tickNews​

def tickNews(_reqId: int, timeStamp: int, providerCode: str, articleId: str, headline: str, extraData: str)

newsArticle​

def newsArticle(reqId: int, articleType: int, articleText: str)

historicalNews​

def historicalNews(reqId: int, time: str, providerCode: str, articleId: str, headline: str)

historicalNewsEnd​

def historicalNewsEnd(reqId, _hasMore: bool)

updateNewsBulletin​

def updateNewsBulletin(msgId: int, msgType: int, message: str, origExchange: str)

receiveFA​

def receiveFA(_faDataType: int, faXmlData: str)

currentTime​

def currentTime(time: int)

tickEFP​

def tickEFP(reqId: int, tickType: int, basisPoints: float, formattedBasisPoints: str, totalDividends: float, holdDays: int, futureLastTradeDate: str, dividendImpact: float, dividendsToLastTradeDate: float)

historicalSchedule​

def historicalSchedule(reqId: int, startDateTime: str, endDateTime: str, timeZone: str, sessions: List[HistoricalSession])

wshMetaData​

def wshMetaData(reqId: int, dataJson: str)

wshEventData​

def wshEventData(reqId: int, dataJson: str)

userInfo​

def userInfo(reqId: int, whiteBrandingId: str)

softDollarTiers​

def softDollarTiers(reqId: int, tiers: List[SoftDollarTier])

familyCodes​

def familyCodes(familyCodes: List[FamilyCode])

configResponse​

def configResponse(reqId: int, config: dict)

Receive API configuration response from TWS/Gateway.

Called in response to Client.reqConfig() request. Configuration is provided as key-value dictionary.

Args: reqId: Request identifier from reqConfig() call config: Dictionary of configuration parameters

Event: configResponseEvent(reqId: int, config: dict)

updateConfigResponse​

def updateConfigResponse(reqId: int, success: bool, message: str)

Receive response to configuration update request.

Called in response to Client.updateConfig() request. Indicates whether the configuration update was successful.

Args: reqId: Request identifier from updateConfig() call success: True if update succeeded, False otherwise message: Status message or error description

Event: updateConfigResponseEvent(reqId: int, success: bool, message: str)

error​

def error(reqId: int, errorCode: int, errorString: str, advancedOrderRejectJson: str = '', errorTime: str = '')

Receive error or warning message from TWS/Gateway.

Args: reqId: Request identifier (-1 for general errors) errorCode: Error code from TWS errorString: Error message description advancedOrderRejectJson: JSON string with order rejection details (v222+) errorTime: Timestamp when error occurred (v222+)

tcpDataArrived​

def tcpDataArrived()

tcpDataProcessed​

def tcpDataProcessed()