ib-sdk

Interactive Brokers SDK

Interactive Brokers SDK is a high-level programming model build atop the native javascript API that is all about straightforward programmatic access to your portfolio and market data subscriptions.

Prerequisites

• An Interactive Brokers trading account.
• Install the IB Gateway or IB TWS (Trader Workstation).

How It Works

The IB Gateway and IB TWS (Trader Workstation) software are graphical Java processes that encrypt and proxy calls to back-end servers. Without special infrastructure there is no support for direct connections to IB servers, so the SDK uses the native javascript API to manage a TCP socket connection from Node.js to an IB Gateway or TWS instance.

Installation

npm install ib-sdk

Getting Started

Login to the IB Gateway or IB TWS (Trader Workstation) software.

• The SDK expects to connect to an authenticated user session.
• The IB software must be configured to accept API connections.
• The SDK connects over tcp://localhost:4001 by default.
• Use ib-controller to automate UI interaction if necessary.

The entry point is the session returned by the sdk.start promise. Each session is associated with one or more accounts. The most common case is access to a single account.

sdk.start().then(async session => {
    let account = await session.account();

    console.log("Balances:");
    account.balances.each((value, name) => console.log(`${name}: ${value}`));

    console.log("Positions:");
    account.positions.each(position => console.log(position));

    console.log("Orders:");
    account.orders.each(order => console.log(order));

    console.log("Trades:");
    account.trades.each(trade => console.log(trade));
    
    session.close();
}).catch(console.log);

For multiple managed accounts, the accounts summary must be used. Otherwise only one account can be subscribed to at a time.

let accounts = await session.accounts();
accounts.each((account, name) => {
    console.log(name);

    console.log("Balances:");
    account.balances.each((value, name) => console.log(`${name}: ${value}`));

    console.log("Positions:");
    account.positions.each(position => console.log(position));
});

console.log("Orders:");
accounts.orders.each(order => console.log(order));

console.log("Trades:");
accounts.trades.each(trade => console.log(trade));

session.close();

Market Data

Use the SDK's symbol syntax to create securities from which you can access market data.

let AAPL = (await session.securities("AAPL stock"))[0];
console.log(AAPL.contract);

let snapshot = await AAPL.fundamentals("snapshot");
console.log(snapshot);

if (!AAPL.contract.marketsOpen) {
    session.frozen = true;
    
    let instant = await AAPL.quote.query();
    console.log(instant);
    
    let chart = await AAPL.charts.minutes.five.history();
    chart.study("SMA20", 20, "SMA");
    console.log(chart.series);
}
else {
    let quote = (await AAPL.quote.stream())
        .on("update", update => console.log(update))
        .on("error", err => console.log(err));

    let depth = (await AAPL.depth.stream())
        .on("update", update => console.log(update))
        .on("error", err => console.log(err));
    
    let charts = (await AAPL.charts.stream())
        .on("update", update => console.log(update))
        .on("error", err => console.log(err));
}

System

Manage system events like changes in market data farm connectivity, IB bulletins, and FYI's. If you connect to the graphical TWS software, you can interact with display groups.

session
    .on("error", console.log)
    .on("disconnected", () => console.log("Disconnected."))
    .on("connectivity", console.log)
    .on("displayGroupUpdated", group => console.log(group.contract))
    .on("bulletin", console.log);

// Make sure stuff has loaded
await session.system();

// IB news bulletins (margin calls, special labelling, etc)
let bulletins = session.bulletins;
console.log(bulletins);

// Market data farm connections
let connectivity = session.connectivity;
console.log(connectivity);

// Access display groups
session.displayGroups.forEach(group => console.log(group.contract));

// Update display group
session.displayGroups[0].update("8314");

Advanced

The service module makes interacting with the IB API pub/sub paradigm easier and enables remoting from other processes or the browser.

This package uses Sugar in extended mode, which modifies javascript prototypes.

License

Copyright 2017 Jonathan Hollinger

This is an open source project unrelated to Interactive Brokers.

Permission to use, copy, modify, and/or distribute this software for any purpose with or without fee is hereby granted, provided that the above copyright notice and this permission notice appear in all copies.

THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.