swigibpy: A C++ repository from predawning

swigibpy

version:	0.5.0

An Interactive Brokers Python API, auto-generated from the official C++ API using SWIG.

Installation

Use pip (recommended)

pip install swigibpy

Alternatively download a release, extract it and run

python setup.py install

Getting Started

TWS or IB Gateway must be running. To use swigibpy simply import the swigibpy module into your code, define an EWrapper sub-class and create a swigibpy.EPosixClientSocket instance.

Use the methods of your swigibpy.EPosixClientSocket instance to send requests to Interactive Brokers. All requests are asynchronous and any responses, notifications and warnings are handled by the methods of your EWrapper subclass.

In the following simple example a request is made to Interactive Brokers for some historical data for the GOOG ticker, and the response is printed to the console.

from datetime import datetime

import swigibpy


class MyEWrapper(swigibpy.EWrapperVerbose):

    def historicalData(self, reqId, date, open, high, low, close, volume,
                       barCount, WAP, hasGaps):

      if date[:8] == 'finished':
          print("History request complete")
      else:
          date = datetime.strptime(date, "%Y%m%d").strftime("%d %b %Y")
          print(("History %s - Open: %s, High: %s, Low: %s, Close: "
                 "%s, Volume: %d") % (date, open, high, low, close, volume))

myWrapper = MyEWrapper()

tws = swigibpy.EPosixClientSocket(myWrapper, reconnect_auto=True)

tws.eConnect("", 7496, 42)

contract = swigibpy.Contract()
contract.exchange = "SMART"
contract.symbol = "GOOG"
contract.secType = "STK"
contract.currency = "USD"
today = datetime.today()

tws.reqHistoricalData(2, contract, today.strftime("%Y%m%d %H:%M:%S %Z"),
                      "1 W", "1 day", "TRADES", 0, 1, None)

See the examples for some more simple demos of using swigibpy. For a more in-depth introduction Rob Carver has written a nice series of blog posts on getting started with swigibpy and the Interative Brokers API.

For documentation on the methods of EPosixClientSocket, EWrapper and other API reference refer to the C++ API documentation.

Note that unlike the C++ API swigibpy will automatically poll TWS for messages, see Message Polling for more about this.

Error Handling

If TWS reports an error then the EWrapper methods error and winError will be called as described in the TWS C++ API documentation.

Additionally swigibpy augments EWrapper with an extra error handling method.

def pyError(self, type, value, traceback)

which will be called if an exception is raised during execution of one of your EWrapper Python methods. The default behaviour is to print the exception to standard error, but you can override the pyError method to implement your own handling. See the python docs for sys.exc_info() for details on the method's arguments.

EWrapper Utility Classes

Normally subclassing EWrapper means having to tiresomely provide an implementation for every method defined by EWrapper. Happily swigibpy adds two EWrapper subclasses which can help.

EWrapperVerbose implements every EWrapper method and by default just prints a message to standard out every time one of its methods is invoked. The message printed includes the arguments that were passed. Useful for development and debugging.

EWrapperQuiet implements every EWrapper method and silently ignores any calls that have not been implemented by you. Useful if you are not interested in defining every EWrapper method.

Auto-reconnect

swigibpy can automatically reconnect to TWS / IB Gateway in case of connection loss or restart. To enable this behaviour use the reconnect_auto argument added to EPosixClientSocket.

tws = EPosixClientSocket(mywrapper, reconnect_auto=True)

Auto-reconnect is disabled by default.

Notes

The yield parameter in CommissionReport clashes with a Python reserved keyword so it is renamed to _yield.

Advanced Usage

Message Polling

By default swigibpy will create a background thread (swigibpy.TWSPoller) to automatically poll TWS for messages. If you wish to disable this behaviour and handle polling yourself use the poll_auto argument added to EPosixClientSocket

tws = EPosixClientSocket(mywrapper, poll_auto=False)

tws = EPosixClientSocket(mywrapper)
...
tws.poll_auto = False

The TWS C++ API performs non-blocking socket I/O to communicate with TWS, swigibpy's background thread uses socket select to poll for incoming messages.

Patches

Apart from a few trivial patches to aid compilation and interoperability with Python swigibpy does not alter the TWS C++ API code in any way.

Contribute

swigibpy is open source so feel free to get involved. If something doesn't work, or you'd like to add a feature, example or some documentation please create a pull request, if you need help open an issue.

For development switch to the swigibpy code directory and build the extension in the current dir.

python setup.py build_ext --inplace

Apart from the patches all of swigibpy's code is defined in a SWIG interface file. The C++ and Python wrapper is then generated using SWIG.

The TWS API included in the repository has already been patched and the repository already includes the SWIG generated code but if you modify the interface file or need to rerun these steps the commands are

python setup.py swigify

to regenerate the SWIG wrappers (SWIG 3.0+ required), and

python setup.py patchify

to reapply the patches to the TWS API (specify the option -r if you want to un-apply the patches and get back to unaltered TWS code).

Windows Users

swigibpy provides a wrapper around the TWS C++ API so it must be compiled for your target platform during installation. While this should 'just work' for Linux and OSX, Windows users might need to do some extra work.

Only some basic tips are given here, for more see Installing Python Modules in the official documentation.

MinGW Compilation

Download and install MinGW and follow the steps to add MinGW to your path.

To get pip to use MinGW as the compiler edit or create a file named distutils.cfg in [PYTHON LOCATION]\Lib\distutils where [PYTHON LOCATION] is the path to your Python install, e.g. C:\Python27. Add the following to distutils.cfg.

[build]
compiler=mingw32

then use the pip command given above in Installation and with a bit of luck, you're done!

Alternatively you can download a release and build the package directly. To build and install manually use

python setup.py build -c mingw32
python setup.py install

This has been verified to work using MinGW and Python 2.7 on Windows 7, Vista, and XP.

Visual Studio Compilation

Several users have reported success building swigibpy with Visual Studio, with a few caveats:

Distutils has issues building with anything later than Visual Studio 2008 (version 9).
Visual Studio 11 doesn't like the /MD compile flag, which distutils adds. For a workaround see here.

License

swigibpy original code is free software under the New BSD license.

Interactive Brokers propriety C++ API is copyright Interactive Brokers LLC. swigibpy is in no way supported or endorsed by Interactive Brokers LLC.

predawning/swigibpy