baeriswyld / ib_async Goto Github PK

An asynchronous implementation of an Interactive Brokers API client.

This library grew out of frustration of the quality of ib_api and ibridgepy. These libraries are direct ports from the official IB C++/Java client library, and as a result, don't fit well in the python world.

In contrast, ib_async was designed from the perspective of an end user. It attempts to be easy to use and easy to learn. At the moment, this library does not attempt to be feature complete. Instead, it tries to implement commonly used functionality well.

Obtain an instrument:

import ib_async

client = ib_async.IBClient()
client.connect('127.0.0.1', 4001, 100)  # 100 is the client_id.
instrument = client.get_instrument_by_id('US0378331005', 'ISIN') 

Receiving market data for said instrument:

async for tick_type in instrument.on_market_data:
    print(tick_type)

Or, if you prefer event handlers:

def handle(tick_type):
    pass

instrument.on_market_data += handle

• Fully asyncio-based
• All simple calls are awaitable (no need to register callbacks)
• Fully type annotated
• Support for python >= 3.5
• High test coverage

This project uses semantic versionions. Starting with the release of 1.0.0, the API will be backward compatible within a major version, and forward compatible within a minor version. This applies to public methods, attributes and enums. Log messages and exact mypy types may change between versions, though. The protocol itself is not considered a public API.

At the moment, development is mostly guided by the needs of the developer. If you need specific functionality, feel free to open an issue. If you need functionality urgently, feel free to contact the author for paid support.

Of course, pull-requests are always welcome. Pull requests are expected to pass the test suite, and not reduce test coverage.

Copyright 2018 Koert van der Veer

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License here.

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

Note depending on your jurisdiction, this library may be considered a derived work of Interactive Brokers intellectual property, and may need to be licensed from them accordingly.