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    ibapi

    2.6.2¬†‚Äʬ†Public¬†‚Äʬ†Published

    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

    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
    • 2019-09-19 - 2.6.2 - Fix build error in nodejs 10.16.0 LTS for Windows
    • 2019-07-01 - 2.6.0 - Fix build error in nodejs 10.16.0 LTS
    • 2018-08-01 - 2.5.6 - Fix CVE-2016-10593
    • 2017-10-21 - 2.5.5 - Fix OS X installation
    • 2017-06-14 - 2.5.4 - 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

    Linux Installation:

    • Install Python 2.7
    • Install unzip
    sudo apt-get install unzip
    
    • npm install ibapi

    Windows Installation

    First step in Windows:

    • Install Microsoft Windows Build Tools, open windows commandline:
    npm install --global --production windows-build-tools
    

    Install in Windows with POSIX library:

    • Install MinGW and MSYS
    • Install GCC library using MSYS
    • Install msys-unzip instead of unzip from mingw-msys
    mingw-get install msys-unzip
    
    • npm install ibapi

    Install in Windows with Windows library:

    • Download and install Git For Windows (https://gitforwindows.org)
    • Open Git Bash
    • npm install ibapi

    Additional Windows trickery:

    IMPORTANT: You do not need to do the following if installing windows-build-tools succeeded

    For Windows with MSVS 2017:

    npm install ibapi --msvs_version=2017
    

    Alternatively, include GYP_MSVS_VERSION=2017 in environment variables for Windows.

    OS X

    • Install xcode command line tools
    • Install homebrew
    • npm install ibapi

    Installation from git repo:

    1. Install Python 2.7
    2. Make sure to have node-gyp installed node install -g node-gyp
    3. 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/CppClient/Shared into /import directory
    • Copy the contents of IB API package's IBJts/source/CppClient/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. Set either IB Gateway or IB TWS to accept socket clients
    2. Require ibapi
    3. Create event handlers
    4. Register event handlers for messageIds
    5. Invoke connect()
    6. ...
    7. 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:

    License

    Copyright (c) 2019 Jae Yang. See LICENSE file for license rights and limitations (MIT).

    Why no github?

    Because they are terrible.

    Install

    npm i ibapi

    DownloadsWeekly Downloads

    50

    Version

    2.6.2

    License

    MIT

    Unpacked Size

    211 kB

    Total Files

    31

    Last publish

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