/gdaxbroke

Primary LanguagePythonGNU Lesser General Public License v3.0LGPL-3.0

IBroke: Interactive Brokers for Humans

IBroke is a simple Python wrapper for the Interactive Brokers API. It is aimed at intraday (minute, second, tick) trading.

from time import sleep
from ibroke import IBroke

def on_bar(instrument, bar):
    """Called every second with market data `bar` namedtuple."""
    print(instrument.symbol, bar)

ib = IBroke()       # Connects to a locally running TWS on port 7497 by default
ib.register("AAPL", on_bar, bar_size=1)     # Call `on_bar()` every 1 second with Bar namedtuple for Apple stock
sleep(10)

IBroke wraps IBPy and provides a higher-level interface.

What Is Implemented: market data (quotes and OHLC bars), basic order management, profit and loss.

What May Be Implemented: historical data, account / portfolio data, complex order types, market depth (depth of book / Level II data).

What Is Not Likely To Be Implemented: backtesting, fundamentals data, news, market scanners, financial advisor functionality, other brokerages.

Disclaimer: This software comes with no warranty. It may contain bugs that cause you to lose money. The author accepts no liability of any kind. This software is not affiliated in any way with Interactive Brokers, LLC.

Copyright 2016 Doctor J. Licensed under the LGPL v3.