ibapi

node-ibapi-addon

Interactive Brokers API addon for Node.js compatible with IB API 9.72

This addon uses the latest stable Interactive Brokers POSIX C++ API.

Author: Jae Yang - [dchem] (https://keybase.io/dchem)

Important

####Note: The inbound messages' are in the order it was received. Also, the outbound messages are rate limited to 50 msg/sec as IB requires it. Default behavior is that if your outbound rate is greater than that the 51st message will be handled in the next second.

If you would like to see the jsdoc of this project, just run it on ibapi.js file.

####WARNING:

• Server messageId has changed from svrError to error

Change Notes:

• YYYY-MM-DD - SEMVER - Notes
• 2017-06-12 - 2.5.3 - Supports API 9.72
• 2015-11-21 - 2.4.0 - Fixes server error message handling
• 2015-06-27 - 2.3.3 - Fixes build (removes sourceforge)
• 2015-06-09 - 2.3.1 - Swapped over to SEMVER, older download should use OldVer.
• 2015-03-01 - 2.3.0 - Node 0.12 & io.js 1.4.2 build compatible. Code cleanup and updated examples.
• 2015-01-07 - 2.2.0 - More CPU efficient
• 2014-12-29 - 2.1.0 - Uses event handlers instead of event emitters
• 2014-11-12 - 1.23.0 - Includes lib into the package itself
• 2014-09-10 - 1.21.0 - Supports API 9.71
• 2014-09-09 - 1.19.0 - Adds order.js and placeOrder can use order obj
• 2014-04-22 - 1.17.0 - Compatibility fix for API 9.70
• 2014-03-17 - 1.13.0 - Smoother installation to multiple OSes
• 2014-01-17 - 1.0.0 - all EWrapper events bound in ibapi.js
• 2013-09-02 - 0.0.0 - Initial commit

Installation dependency

• Install Python
• Install node-gyp

npm install node-gyp -g

• Install unzip if Linux

sudo apt-get install unzip

Additional installation dependency for Windows:

• Install MinGW
• Install msys-unzip instead of unzip
• Install msys-wget

mingw-get install msys-unzip
mingw-get install msys-wget

• Install Microsoft Visual Studio

Installation from NPM:

npm install ibapi

For Windows with MSVS 2013:

npm install ibapi --msvs_version=2013

For Windows with MSVS 2012:

npm install ibapi --msvs_version=2012

Alternatively, include GYP_MSVS_VERSION=2012 or GYP_MSVS_VERSION=2013 in environment variables for Windows.

Additional installation dependency for OS X:

• Install xcode command line tools
• Install homebrew
• Install wget through homebrew

Installation from git repo:

1. Make sure to have node-gyp installed
2. Run the preinstall.sh which does the following:

• 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
• Downloads libjson 7.6.1

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

Usage

1. Require ibapi
2. Create event handlers
3. Register event handlers for messageIds
4. Invoke connect()
5. ...
6. Profit!

// This file shows you one example of a barebones program that handles
//  server error messages.

// Required package name is 'ibapi' If you use your own project path,
//  just use require('ibapi') from your project root as you would 
//  normally do.
var addon = require('../ibapi'),
  messageIds = addon.messageIds,
  contract = addon.contract,
  order = addon.order;

// The api object handles the client methods. For details, refer to 
//  IB API documentation.
var api = new addon.NodeIbapi();

// Interactive Broker requires that you use orderId for every new order
//  inputted. The orderId is incremented everytime you submit an order.
//  Make sure you keep track of this.
var orderId = -1;

// Here we specify the event handlers.
//  Please follow this guideline for event handlers:
//  1. Add handlers to listen to messages
//  2. Each handler must have be a function (message) signature
var handleValidOrderId = function (message) {
  orderId = message.orderId;
  console.log('next order Id is ' + orderId);
};

var handleServerError = function (message) {
  console.log('Error: ' + message.id.toString() + '-' +
              message.errorCode.toString() + '-' +
              message.errorString.toString());
};

var handleClientError = function (message) {
  console.log('clientError');
  console.log(JSON.stringify(message));
};

var handleDisconnected = function (message) {
  console.log('disconnected');
  process.exit(1);
};

// After that, you must register the event handler with a messageId
//  For list of valid messageIds, see messageIds.js file.
api.handlers[messageIds.nextValidId] = handleValidOrderId;
api.handlers[messageIds.error] = handleServerError;
api.handlers[messageIds.clientError] = handleClientError;
api.handlers[messageIds.disconnected] = handleDisconnected;

// Connect to the TWS client or IB Gateway
var connected = api.connect('127.0.0.1', 7496, 0, false);

// Once connected, start processing incoming and outgoing messages
if (connected) {
  api.beginProcessing();
}

Included libraries

These are used as state stores and abstraction for IB API. You also have to pass instance of the object, such as 'order' to some of the client request functions.

Each of theese come with a constructor:

• order
• contract
• execution
• scannerSubscription
• contractDetails

Addon methods

• beginProcessing(): Entry point - starts the message processing.
• doAction(action): An action, custom function or API requests, can be bound to each events
• placeSimpleOrder(): Simpler order input method.

IB API Client Methods

processMsg(): Msg processor - a POSIX implementation of network message handler. This does not need to be called explicitly by the user

IB API Client Requests

Following commands are used for requesting specific action through IB API:

.connect(host,port,clientId)
.disconnect()
.isConnected()
.serverVersion() // returns right away
.twsConnectionTime() // returns right away
.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(num) // only accepts 1 for the time being (9.71)
.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)
.verifyRequest( apiName, apiVersion )
.verifyMessage( apiData )
.queryDisplayGroups( reqId )
.subscribeToGroupEvents( reqId, groupId )
.updateDisplayGroup( reqId, contractInfo )
.unsubscribeFromGroupEvents( reqId )
.reqPositionsMulti(reqId, account, modelCode)
.cancelPositionsMulti(reqId)
.reqAccountUpdatesMulti(reqId, account, modelCode, ledgerAndNLV)
.cancelAccountUpdatesMulti(reqId)
.reqSecDefOptParams(reqId, underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId)
.reqSoftDollarTiers(reqId)

EWrapper Events

See messageIds.js

tickPrice
tickSize
tickOptionComputation
tickGeneric
tickString
tickEFP
orderStatus
openOrder
openOrderEnd
clientError
connectionClosed
updateAccountValue
updatePortfolio
updateAccountTime
accountDownloadEnd
nextValidId
contractDetails
bondContractDetails
contractDetailsEnd
execDetails
execDetailsEnd
error
updateMktDepth
updateMktDepthL2
updateNewsBulletin
managedAccounts
receiveFA
historicalData
scannerParameters
scannerData
scannerDataEnd
realtimeBar
fundamentalData
deltaNeutralValidation
tickSnapshotEnd
marketDataType
commissionReport
position
positionEnd
accountSummary
accountSummaryEnd
verifyMessageAPI
verifyCompleted
displayGroupList
displayGroupUpdated
nextValidId
disconnected
positionMulti
positionMultiEnd
accountUpdateMulti
accountUpdateMultiEnd
securityDefinitionOptionalParameter
securityDefinitionOptionalParameterEnd
softDollarTiers

Tests:

Uses mocha, so install it.

Issues:

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

License

Copyright (c) 2017 Jae Yang. See LICENSE file for license rights and limitations (MIT).