Download the latest stable IB API into /import
Copy the contents of IB API package's IBJts/source/PosixClient/Shared into /import directory
Copy the contents of IB API package's IBJts/source/PosixClient/src into /import directory
Add #define IB_USE_STD_STRING into the following files in /import directory: EClientSocketBase.cpp EPosixClientSocket.cpp

node-gyp rebuild
If build fails because you have VS2012, use node-gyp --msvs_version=2012 rebuild

Usage

Require ibapi
Bind processIbMsg to setInterval
Bind doReqFunc to setInterval once nextValidId is received
Define what happens in the callbacks for each events
Push request functions to function queue funcQueue
Invoke connectToIb
...
Profit!

var addon = require('ibapi');
var obj = new addon.NodeIbapi();

var orderId = -1;
var processIbMsg = function () {
  obj.processIbMsg();
}
var addReqId = function () {
  obj.addReqId(1);
}
var doReqFunc = function () {
  obj.doReqFunc();
}
obj.on('connected', function () {
  console.log('connected');
  setInterval(processIbMsg,0.1);
  obj.funcQueue.push(addReqId);
})
.once('nextValidId', function (data) {
  orderId = data.orderId;
  console.log('nextValidId: ' + orderId);
  setInterval(doReqFunc,100);
})
.on('clientError', function (clientError) {
  console.log('Client error' + clientError.id.toString());
})
.on('svrError', function (svrError) {
  console.log('Error: ' + svrError.id.toString() + ' - ' + 
    svrError.errorCode.toString() + ' - ' + svrError.errorString.toString());
})
.on('disconnected', function () {
  console.log('disconnected');
  process.exit(1);
})

obj.connectToIb('127.0.0.1',7496,0);

Module Wrapper Commands

The following commands are extended commands in ibapi.js.

.addReqId()     // requests nextValidId, wraps reqIds(1)
.doReqFunc()    // runs request functions in a function queue
.processIbMsg() // processes incoming and outgoing messages
.connectToIb()  // connects to IB and returns a connected or connectionFail event

Client methods

// Msg processor
//  a POSIX implementation of network message handler
.processMsg()

// IB API Commands
//  Following commands are used for requesting specific action 
//  through IB API
//  Whenever you need to input contract, it must be js object contract see
//  lib/contract.js
//  Likewise, for scanner subscription, see lib/scannerSubscription.js

.connect(host,port,clientId)
.disconnect()
.isConnected()
.reqMktData(reqId, contract, genericTickType, snapShot)
.cancelMktData(reqId)
// placeOrder can take either 
.placeOrder(orderId, contrct, order)
// or
.placeOrder(orderId, contract, action, quantity, orderType, price, auxPrice)
.cancelOrder(orderId)
.reqOpenOrders()
.reqAccountUpdates(subscribe, acctCode)
.reqExecutions(reqId, clientId, acctCode, time, symbol, secType, exchange, side)
.reqIds(1)
.checkMessages()
.reqContractDetails(reqId, contract)
.reqMktDepth(tickerId, contract, numRows ) 
.cancelMktDepth(tickerId)
.reqNewsBulletins(allMsgs)
.cancelNewsBulletins()
.setServerLogLevel(level)
.reqAutoOpenOrders(bAutoBind)
.reqAllOpenOrders()
.reqManagedAccts()
.requestFA( ) // not yet implemented
.replaceFA( ) // not yet implemented
.reqHistoricalData(id, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate)
.exerciseOptions(tickerId, contract, exerciseAction, exerciseQuantity, account, override )
.cancelHistoricalData(tickerId)
.reqRealtimeBars(tickerId, contract, barSize, whatToShow, useRTH)
.cancelRealTimeBars(tickerId)
.cancelScannerSubscription(tickerId)
.reqScannerParameters()
.reqScannerSubscription(tickerId, subscription)
.reqCurrentTime() // not implemented
.reqFundamentalData( reqId, contract, reportType )
.cancelFundamentalData(reqId)
.calculateImpliedVolatility( reqId, contract, optionPrice, underPrice )
.calculateOptionPrice( reqId, contract, volatility, underPrice )
.cancelCalculateImpliedVolatility(reqId)
.cancelCalculateOptionPrice(reqId)
.reqGlobalCancel()
.reqMarketDataType(marketDataType)
.reqPositions()
.cancelPositions()
.reqAccountSummary( reqId, groupName, tags )
.cancelAccountSummary(reqId)

EWrapper Events

// processIbMsg events - returns arrays
.on('tickPrice', function( tickPrice ) )
.on('tickSize', function( tickSize ) )
.on('tickOptionComputation', function( tickOptionComputation ) )
.on('tickGeneric', function( tickGeneric ) )
.on('tickString', function( tickString ) )
.on('tickEFP', function( tickEFP ) )
.on('orderStatus', function( orderStatus ) )
.on('openOrder', function( openOrder ) )
.on('openOrderEnd', function( openOrderEnd ) )
.on('clientError', function( clientError ) )
.on('connectionClosed', function( connectionClosed ) )
.on('updateAccountValue', function( updateAccountValue ) )
.on('updatePortfolio', function( updatePortfolio ) )
.on('updateAccountTime', function( updateAccountTime ) )
.on('accountDownloadEnd', function( accountDownloadEnd ) )
.on('nextValidId', function( nextValidId ) )
.on('contractDetails', function( contractDetails ) )
.on('bondContractDetails', function( bondContractDetails ) )
.on('contractDetailsEnd', function( contractDetailsEnd ) )
.on('execDetails', function( execDetails ) )
.on('execDetailsEnd', function( execDetailsEnd ) )
.on('svrError', function( svrError ) )
.on('updateMktDepth', function( updateMktDepth ) )
.on('updateMktDepthL2', function( updateMktDepthL2 ) )
.on('updateNewsBulletin', function( updateNewsBulletin ) )
.on('managedAccounts', function( managedAccounts ) )
.on('receiveFA', function( receiveFA ) )
.on('historicalData', function( historicalData ) )
.on('scannerParameters', function( scannerParameters ) )
.on('scannerData', function( scannerData ) )
.on('scannerDataEnd', function( scannerDataEnd ) )
.on('realtimeBar', function( realtimeBar ) )
.on('fundamentalData', function( fundamentalData ) )
.on('deltaNeutralValidation', function( deltaNeutralValidation ) )
.on('tickSnapshotEnd', function( tickSnapshotEnd ) )
.on('marketDataType', function( marketDataType ) )
.on('commissionReport', function( commissionReport ) )
.on('position', function( position ) )
.on('positionEnd', function( positionEnd ) )
.on('accountSummary', function( accountSummary ) )
.on('accountSummaryEnd', function( accountSummaryEnd ) )
.on('nextValidId', function( nextValidId ) )

.on('disconnected', function ())

// connectToIb events
.on('connected', function())
.on('connectionFail' function())

Tests:

Uses mocha, so install it.

Issues:

See issues list in https://github.com/dchem/node-ibapi-addon/issues?state=open

License

Keywords

FAQs

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Package last updated on 09 Sep 2014

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