ib

    0.2.9 • Public • Published

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    ib is an Interactive Brokers TWS (or IB Gateway) API client library for Node.js. Refer to the official Trader Workstation API documentation for details.

    This is a direct port of Interactive Brokers' official Java client. There is no C++/Java library dependency. It makes a socket connection to TWS (or IB Gateway) using the net module, and all messages are entirely processed in JavaScript. It uses EventEmitter to pass the result back to user.

    MAINTAINERS NEEDED

    The libary is lagging behind the official Java reference and no updates have been made after v9.70 (~2017). This means that some newer features aren't implemented:

    Installation

    $ npm install ib
    

    Usage

    var ib = new (require('ib'))({
      // clientId: 0,
      // host: '127.0.0.1',
      // port: 7496
    }).on('error', function (err) {
      console.error('error --- %s', err.message);
    }).on('result', function (event, args) {
      console.log('%s --- %s', event, JSON.stringify(args));
    }).once('nextValidId', function (orderId) {
      ib.placeOrder(
        orderId,
        ib.contract.stock('AAPL'),
        ib.order.limit('BUY', 1, 0.01)  // safe, unreal value used for demo
      );
      ib.reqOpenOrders();
    }).once('openOrderEnd', function () {
      ib.disconnect();
    })
    
    ib.connect()
      .reqIds(1);

    API

    Connection

    .connect()
    .disconnect()

    Methods

    .calculateImpliedVolatility(reqId, contract, optionPrice, underPrice)
    .calculateOptionPrice(reqId, contract, volatility, underPrice)
    .cancelAccountSummary(reqId)
    .cancelAccountUpdatesMulti(requestId)
    .cancelCalculateImpliedVolatility(reqId)
    .cancelCalculateOptionPrice(reqId)
    .cancelFundamentalData(reqId)
    .cancelHistoricalData(tickerId)
    .cancelMktData(tickerId)
    .cancelMktDepth(tickerId)
    .cancelNewsBulletins()
    .cancelOrder(id)
    .cancelPositions()
    .cancelPositionsMulti(requestId)
    .cancelRealTimeBars(tickerId)
    .cancelScannerSubscription(tickerId)
    .cancelTickByTickData(tickerId)
    .exerciseOptions(tickerId, contract, exerciseAction, exerciseQuantity, account, override)
    .placeOrder(id, contract, order)
    .replaceFA(faDataType, xml)
    .reqAccountSummary(reqId, group, tags)
    .reqAccountUpdates(subscribe, acctCode)
    .reqAccountUpdatesMulti(requestId, account, modelCode, ledgerAndNLV)
    .reqAllOpenOrders()
    .reqAutoOpenOrders(bAutoBind)
    .reqContractDetails(reqId, contract)
    .reqCurrentTime()
    .reqExecutions(reqId, filter)
    .reqFundamentalData(reqId, contract, reportType)
    .reqGlobalCancel()
    .reqHistoricalData(tickerId, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate)
    .reqHistoricalTicks(tickerId, contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRTH, ignoreSize)
    .reqTickByTickData(tickerId, contract, tickType, numberOfTicks, ignoreSize)
    .reqIds(numIds)
    .reqManagedAccts()
    .reqMarketDataType(marketDataType)
    .reqMatchingSymbols(tickerId, pattern)
    .reqMktData(tickerId, contract, genericTickList, snapshot, regulatorySnapshot)
    .reqMktDepth(tickerId, contract, numRows)
    .reqNewsBulletins(allMsgs)
    .reqOpenOrders()
    .reqPositions()
    .reqPositionsMulti(requestId, account, modelCode)
    .reqRealTimeBars(tickerId, contract, barSize, whatToShow, useRTH)
    .reqScannerParameters()
    .reqScannerSubscription(tickerId, subscription)
    .requestFA(faDataType)
    .queryDisplayGroups(reqId)
    .subscribeToGroupEvents(reqId, group)
    .unsubscribeToGroupEvents(reqId)
    .updateDisplayGroup(reqId, contract)
    .setServerLogLevel(logLevel)

    Note that .reqContractDetails doesn't respect the official format of the ContractDetails class. For example, the Contract field is replaced with a summary field that contains some of the attributes in the contract.

    Events

    // General
    .on('error', function (err, data))
    .on('result', function (event, args))  // exclude connection
    .on('all', function (event, args))  // error + connection + result
    
    // Connection
    .on('connected', function ())
    .on('disconnected', function ())
    .on('received', function (tokens, data))
    .on('sent', function (tokens, data))
    .on('server', function (version, connectionTime))
    
    // Result
    .on('accountDownloadEnd', function (accountName))
    .on('accountUpdateMulti', function (reqId, account, modelCode, key, value, currency))
    .on('accountUpdateMultiEnd', function (reqId))
    .on('accountSummary', function (reqId, account, tag, value, currency))
    .on('accountSummaryEnd', function (reqId))
    .on('bondContractDetails', function (reqId, contract))
    .on('commissionReport', function (commissionReport))
    .on('contractDetails', function (reqId, contract))
    .on('contractDetailsEnd', function (reqId))
    .on('currentTime', function (time))
    .on('deltaNeutralValidation', function (reqId, underComp))
    .on('execDetails', function (reqId, contract, exec))
    .on('execDetailsEnd', function (reqId))
    .on('fundamentalData', function (reqId, data))
    .on('historicalData', function (reqId, date, open, high, low, close, volume, count, WAP, hasGaps))
    .on('historicalTickTradeData', (reqId, timestamp, mask, price, size, exchange, specialConditions))
    .on('historicalTickBidAskData', (reqId, timestamp, mask, priceBid, priceAsk, sizeBid, sizeAsk))
    .on('historicalTickMidPointData', (reqId, timestamp, price, size))
    .on('tickByTickAllLast', reqId, tickType, time, price, size, { pastLimit, unreported }, exchange, specialConditions)
    .on('tickByTickBidAsk', reqId, time, bidPrice, askPrice, bidSize, askSize, { bidPastLow, askPastHigh })
    .on('tickByTickMidPoint', reqId, time, midPoint))
    .on('managedAccounts', function (accountsList))
    .on('marketDataType', function (reqId, marketDataType))
    .on('nextValidId', function (orderId))
    .on('openOrder', function (orderId, contract, order, orderState))
    .on('openOrderEnd', function ())
    .on('orderStatus', function (id, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld))
    .on('position', function (account, contract, pos, avgCost))
    .on('positionEnd', function ())
    .on('positionMulti', function (reqId, account, modelCode, contract, pos, avgCost))
    .on('positionMultiEnd', function (reqId))
    .on('realtimeBar', function (reqId, time, open, high, low, close, volume, wap, count))
    .on('receiveFA', function (faDataType, xml))
    .on('scannerData', function (tickerId, rank, contract, distance, benchmark, projection, legsStr))
    .on('scannerDataEnd', function (tickerId))
    .on('scannerParameters', function (xml))
    .on('symbolSamples', function (contractDescriptions))
    .on('tickEFP', function (tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuturesPrice, holdDays, futureExpiry, dividendImpact, dividendsToExpiry))
    .on('tickGeneric', function (tickerId, tickType, value))
    .on('tickOptionComputation', function (tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice))
    .on('tickPrice', function (tickerId, tickType, price, canAutoExecute))
    .on('tickSize', function (tickerId, sizeTickType, size))
    .on('tickSnapshotEnd', function (reqId))
    .on('tickString', function (tickerId, tickType, value))
    .on('updateAccountTime', function (timeStamp))
    .on('updateAccountValue', function (key, value, currency, accountName))
    .on('updateMktDepth', function (id, position, operation, side, price, size))
    .on('updateMktDepthL2', function (id, position, marketMaker, operation, side, price, size))
    .on('updateNewsBulletin', function (newsMsgId, newsMsgType, newsMessage, originatingExch))
    .on('updatePortfolio', function (contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName))
    .on('displayGroupList', function(id, list))
    .on('displayGroupUpdated', function(id, contract))

    Builders

    // Contract
    .contract.combo(symbol, currency, exchange)
    .contract.forex(symbol, currency)
    .contract.future(symbol, expiry, currency, exchange)
    .contract.option(symbol, expiry, strike, right, exchange, currency)
    .contract.stock(symbol, exchange, currency)
    
    // Order
    .order.limit(action, quantity, price, transmitOrder)
    .order.market(action, quantity, transmitOrder, goodAfterTime, goodTillDate)
    .order.marketClose(action, quantity, price, transmitOrder)
    .order.stop(action, quantity, price, transmitOrder, parentId, tif)
    .order.stopLimit(action, quantity, limitPrice, stopPrice, transmitOrder, parentId, tif)
    .order.trailingStop(action, quantity, auxPrice, tif, transmitOrder, parentId)

    Util

    .incomingToString(incoming)
    .numberToString(number)
    .outgoingToString(outgoing)
    .tickTypeToString(tickType)

    Credits

    See the contributors.

    License

    The MIT License (MIT)
    
    Copyright (c) 2013-2021 Pilwon Huh
    
    Permission is hereby granted, free of charge, to any person obtaining a copy
    of this software and associated documentation files (the "Software"), to deal
    in the Software without restriction, including without limitation the rights
    to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
    copies of the Software, and to permit persons to whom the Software is
    furnished to do so, subject to the following conditions:
    
    The above copyright notice and this permission notice shall be included in
    all copies or substantial portions of the Software.
    
    THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
    IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
    FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
    AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
    LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
    OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
    THE SOFTWARE.
    

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    Install

    npm i ib

    DownloadsWeekly Downloads

    124

    Version

    0.2.9

    License

    MIT

    Unpacked Size

    142 kB

    Total Files

    26

    Last publish

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