/ibkr-trading

Framework for trading application on Interactive Brokers. Docker, kubernetes, terraform.

Primary LanguageJupyter NotebookMIT LicenseMIT

ib-app-ver ib-app-size

Interactive Brokers Application

Boilerplate to create your own trading application (bot) using Interactive Brokers gateway. Trading application involves two services:

  1. Image for IBKR gateway with IBC. I stopped maintaining my own version and instead recommend using the stable version from extrange

  2. Image for the python application using ib_insync library, which supports scheduling.

This repo provides several ways to deploy the application:

  • docker-compose, which is recommended for local development
  • terraform for deploying on GCP IaaS using VMs
  • helm chart for deploying on Kubernetes cluster (local or PaaS)
  • (WIP) terraform for deploying on OCI using k8s

Usage

Docker-compose deployment

Add your variables to .envrc and then direnv allow. Running make dev will start docker-compose.

Helm chart deployment

Add repo and find the latest version.

helm repo add ibkr-trading https://omdv.github.io/ibkr-trading/
helm search repo ibkr-trading

GCP deployment

This repository has Terraform recipes for GCP. It is based on two separate VMs hosting gateway and application containers, connected via VPC. Such separation allows to remove concerns around security by making gateway accessible only by trading application via internal network. Trading application is expected (at least at the moment) to be stateless with the hope to make it serverless in the future.

To deploy you will need to expose the following env variables or enter them in console during terraform application:

export TF_VAR_TWS_USER_ID = <your-TWS-login>
export TF_VAR_TWS_PASSWORD = <your-TWS-pass>
export TF_VAR_TRADING_MODE = <"paper" or "live">
export TF_VAR_project_id = <your-GCP-project-id>

Review and deploy Terraform plan:

cd ./deployments/google
terraform init
terraform plan
terraform apply

Development

Dependencies

Some recommended dependencies for pre-commit hooks.

  • pre-commit
  • ripsecrets

Troubleshooting / Usefull snippets

  • Update container image by gcloud compute instances update-container ib-app --container-image $TF_VAR_app_image
  • Or connect to application instance and check docker logs.
  • If you already had GCP project import it: terraform import google_project.project $TF_VAR_project_id

References

Inspired by the following projects: