ibpy-native 1.0.5

Creator: bradpython12

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Description:

ibpynative 1.0.5

IbPy Native - Interactive Brokers Native Python API
A fully asynchronous framework for using the native Python version of
Interactive Brokers API.
The whole framework is built on Python's built in asyncio and queue modules,
no event emitter nor any other heavy 3rd party library. The only 3rd party
package used is pytz for timezone related things. In this way the framework
is being kept as native Python as possible and the performance shouldn't get
slowed down due to the libraries used.
Additionally, most if not all public classes implement their corresponding
interface. Therefore, it's easy to implement a customised version for most of
the classes. Hence, mocking the API calls/data returns for backtest can be
easily done, and you should be able to use the same set of strategy code on both
simulate and live trading sessions.
Installation
Install from PyPI
pip install ibpy-native

Alternatively, install from source. Execute setup.py from the root directory.
python setup.py install

Always use the newest version while the project is still in alpha!
Usage
import pytz
from ibapi import contract as ib_contract
from ibpy_native import bridge as ibpy_bridge

# Set the timezone to match the timezone specified in TWS or IB Gateway when login
# Default timezone - 'America/New_York'
ibpy_native.IBBridge.set_timezone(pytz.timezone('America/New_York'))


# Connect to a running TWS or IB Gateway instance
bridge = ibpy_bridge.IBBridge(
host='127.0.0.1', port=4001, client_id=1, auto_conn=True
)

# Search the US stock contract of Apple Inc.
aapl_contract = ib_contract.Contract()
aapl_contract.symbol = 'AAPL'
aapl_contract.secType = 'STK'
aapl_contract.exchange = 'SMART'
aapl_contract.currency = 'USD'

# Sometimes just defining the `Contract` object yourself is enough to match an
# unique contract on IB and make requests for the contract, but performing a
# search can ensure you get the valid & unique contract to work with.
search_results = await bridge.search_detailed_contracts(
contract=aapl_contract
)

# Ask for the earliest available data point of AAPL
head_timestamp = await bridge.get_earliest_data_point(
contract=search_results[0].contract
)

For more, please have a look on the sample scripts in samples folder. There's
one script that shows how to request for historical tick data atm, but there
will be more as I keep developing my own system based on this framework.
In the meantime, you may want to read the doc and checkout the unittest for the
ideas of how the APIs work.
Do make sure you are using a paper account while running the unittest cases,
as some of those tests do place real orders to IB and orders will get filled.
System requirements

Python >= 3.7; Pervious versions are not supported (development is based on
Python 3.7.9)
Included IB API version - 9.79.01

Development status (a.k.a. Words from developers)
Although the project is under the stage of active development, up until now
(v1.0.0) it focuses on working with FX, stock & future contracts from IB.
Other security types (e.g. options) may work but those are not yet tested.
This project is not providing full features of IB API yet, but v1.0.0 is
already capable to retrieve & manage account and orders data, placing and
cancelling the orders, so as requesting historical and live tick data. More
features will be supported if my internal trading system needs (that's the
highest priority), or by request on the issues board.
Contributions
Contributions via pull requests are welcome and encouraged. If there's any
feature you think is missing, please don't hesitate to implement yourself and
make a pull request :)
Please follow the Google Python Style Guide as much as possible for all the
code included in your pull request. Otherwise the pull request may be rejected.
Donation
This framework has spent me a whole year to develop from scratch until the first
stable release (v1.0.0). Hopefully you'll find this framework useful as much
as I do.
If you wanna support my work, please consider donate/sponsor me. Thus I can
keep on investing time to further develop the framework alongside my job and
other projects.
Author
Wing Chau @Devtography
License
Modules included in ibpy_native, except ibapi is licensed under the
Apache License, Version 2.0.
The ibapi is 100% developed & owned by Interactive Brokers LLC ("IB"). By
using this package (ibpy-native), you are assumed that you agreed the
TWS API Non-Commercial License.
Remarks
ibpy_native is not a product of Interactive Brokers, nor is this project
affiliated with IB. If you'd like to use ibpy_native in any commercial
application/product, you must contact Interactive Brokers LLC for permission
of using IB API commercially.

License

For personal and professional use. You cannot resell or redistribute these repositories in their original state.

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