ezIBpy 1.12.33

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>`__

-----

Code Examples
=============

\* Make sure you have the latest version of
Interactive Brokers’ `TWS <https://www.interactivebrokers.com/en/index.php?f=15875>`_ or
`IB Gateway <https://www.interactivebrokers.com/en/index.php?f=16457>`_ installed and running on the machine.

**Market Data**

- `Request Market Data <#request-market-data>`_
- `Request Market Depth <#request-market-depth>`_
- `Request Historical Data <#request-historical-data>`_

**Order Execution**

- `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>`_

**Other Stuff**

- `Using Custom Callbacks <#custom-callback>`_
- `Account Information <#account-information>`_
- `Logging <#logging>`_
- `Combo Orders <#combo-orders>`_ (experimental!)


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")
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)

# 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.)

# 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()


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()


Account Information:
--------------------
.. code:: python

import ezibpy
import time

# initialize ezIBpy
ibConn = ezibpy.ezIBpy()
ibConn.connect(clientId=100, host="localhost", port=4001)

# subscribe to account/position updates
ibConn.requestPositionUpdates(subscribe=True)
ibConn.requestAccountUpdates(subscribe=True)

# wait 30 seconds
time.sleep(30)

# 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 <https://docs.python.org/3/howto/logging.html#logging-basic-tutorial>`__
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()
...


Combo Orders (experimental):
-------------
.. 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
contract_to_sell = ibConn.createOptionContract("AAPL", expiry=20161118, strike=105., otype="CALL")
contract_to_buy = ibConn.createOptionContract("AAPL", expiry=20161118, strike=100., otype="CALL")

# create combo legs
leg1 = ibConn.createComboLeg(contract_to_sell, "SELL", ratio=1)
leg2 = ibConn.createComboLeg(contract_to_buy, "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()


Installation
============

Install ezIBpy using ``pip``:

.. code:: bash

$ pip install ezibpy


Requirements
------------

* `Python <https://www.python.org>`_ >=3.4
* `Pandas <https://github.com/pydata/pandas>`_ (tested to work with >=0.18.1)
* `IbPy2 <https://github.com/blampe/IbPy>`_ (tested to work with >=0.8.0)
* Latest Interactive Brokers’ `TWS <https://www.interactivebrokers.com/en/index.php?f=15875>`_ or `IB Gateway <https://www.interactivebrokers.com/en/index.php?f=16457>`_ installed and running on the machine



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 distributed under the **GNU Lesser General Public License v3.0**. See the `LICENSE.txt <./LICENSE.txt>`_ file in the release for details.
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**