InterReact

Reactive C# API to Interactive Brokers Trader Workstation (TWS)

.NET 8.0 library
supports IB TWS API Stable 10.19 (Mar 25 2024 )
dependencies: RxSockets, Stringification, NodaTime
demo applications: Console, WPF

interface IInterReactClient : IAsyncDisposable
{
    IPEndPoint RemoteIpEndPoint { get; }
    Request Request { get; }
    IObservable<object> Response { get; }
    Service Service { get; }
}

Example

using System;
using System.Threading.Tasks;
using System.Reactive.Linq;
using InterReact;

// Create the InterReact client by connecting to TWS/Gateway on the local host.
IInterReactClient client = await InterReactClient.ConnectAsync();

// Create a contract object.
Contract contract = new()
{
   SecurityType = ContractSecurityType.Stock,
   Symbol       = "AMZN",
   Currency     = "USD",
   Exchange     = "SMART"
};

// Create and then subscribe to the observable which can observe ticks for the contract.
IDisposable subscription = client
    .Service
    .CreateMarketDataObservable(contract)
    .OfTickClass(selector => selector.PriceTick)
    .Where(tick => tick.TickType == TickType.LastPrice)
    .Subscribe(onNext: priceTick => Console.WriteLine($"Last Price = {priceTick.Price}"));

Console.WriteLine(Environment.NewLine + "press a key to exit...");
Console.ReadKey();
Console.Clear();

// Dispose the subscription to stop receiving ticks.
subscription.Dispose();

// Disconnect from TWS/Gateway.
await client.DisposeAsync();

Notes

Interactive Brokers Trader Workstation (TWS) or Gateway must be running with API access enabled. In TWS, navigate to Edit / Global Configuration / API / Settings. Ensure the option "Enable ActiveX and Socket Clients" is selected.

dshe/InterReact

InterReact

Example

Notes