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anthonyng2/ib_class.py

Last active February 1, 2016 10:06
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ib_class.py
import time
from datetime import datetime
from IBWrapper import IBWrapper, contract
from ib.ext.EClientSocket import EClientSocket
from ib.ext.ScannerSubscription import ScannerSubscription
if __name__=="__main__":
callback = IBWrapper() # Instantiate IBWrapper
tws = EClientSocket(callback) # Instantiate EClientSocket
host = ""
port = 7496
clientId = 5000
tws.eConnect(host, port, clientId) # Connect to TWS
tws.setServerLogLevel(5)
accountName = "DU123456" # Change to your own account
create = contract() # Instantiate contract class
# Initiate attributes to receive data. At some point we need a separate class for this
callback.initiate_variables()
# Account and Portfolio ##############################################################
# reqAccountUpdates ---> updateAccountTime self.update_AccountTime
# updateAccountValue self.update_AccountValue
# updatePortfolio self.update_Portfolio
# accountDownloadEnd self.accountDownloadEnd_flag
# reqAccountSummary ---> accountSummary self.account_Summary
# cancelAccountSummary
# accountSummaryEnd self.account_SummaryEnd_flag
# reqPositions ---> position self.update_Position
# cancelPositions
# positionEnd self.positionEnd_flag
###################################################################################'''
print "Testing Account and Portfolio \n"
tws.reqAccountUpdates(1, accountName)
tws.reqAccountSummary(1,"All","NetLiquidation")
#tws.cancelAccountSummary(1)
tws.reqPositions()
#tws.cancelPositions()
# Orders #############################################################################
# placeOrder ---> orderStatus** self.order_Status
# cancelorder
# ---> openOrderEnd self.open_OrderEnd_flag
# reqOpenOrders ---> openOrder* self.open_Order
# ---> orderStatus**
# reqAllOpenOrders ---> openOrder*
# ---> orderStatus**
# reqAutoOpenOrders ---> openOrder*
# ---> orderStatus**
# reqIds ---> nextValidId self.next_ValidId
# ---> deltaNeutralValidation
# exerciseOptions
# reqGlobalCancel
###################################################################################'''
print "Testing Orders Group \n"
# Example 1 - placing order to buy stock
tws.reqIds(1) # Need to request next valid order Id
time.sleep(2) # wait for response from server
order_id = callback.next_ValidId
contract_info1 = create.create_contract('GOOG', 'STK', 'SMART', 'USD')
order_info1 = create.create_order(accountName, 'MKT', 100, 'BUY')
tws.placeOrder(order_id, contract_info1, order_info1)
# Example 2 - placing order to buy FX
tws.reqIds(1)
time.sleep(1)
order_id = callback.next_ValidId
contract_info2 = create.create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
order_info2 = create.create_order(accountName, 'MKT', 100000, 'BUY')
tws.placeOrder(order_id, contract_info2, order_info2)
#tws.cancelOrder(order_id) # Cancel example 2 order
#tws.reqOpenOrders()
#tws.reqAllOpenOrders()
#tws.reqAutoOpenOrders(1) # clientId had to be 0 for this to work
tws.reqGlobalCancel()
# Market Data ########################################################################
# reqMktData ---> tickPrice self.tick_Price
# ---> tickSize self.tick_Size
# ---> tickOptionComputation self.tick_OptionComputation
# ---> tickGeneric self.tick_Generic
# ---> tickString self.tick_String
# ---> tickEFP self.tick_EFP
# ---> tickSnapshotEnd self.tickSnapshotEnd_flag
# cancelMktData
# calculateImpliedVolatility >tickOptionComputation self.tick_OptionComputation
# cancelcalculateImpliedVolatility
# calculateOptionPrice ---> tickOptionComputation self.tick_OptionComputation
# cancelCalculateOptionPrice
# reqMktDataType ---> marketDataType self.market_DataType
###################################################################################'''
'''print "Testing Market Data Group \n"
contract_info3 = create.create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
tws.reqMktData(1, contract_info3, "", False)
contract_info4 = create.create_contract('NFLX 160318C00100000',
'OPT', 'SMART', 'USD',
'CALL', '100', '20160318',
100, "NFLX")
tws.calculateImpliedVolatility(2, contract_info4, 3.60, 94.41)
tws.calculateOptionPrice(3, contract_info4, 0.42, 94.41)
tws.reqMarketDataType(2) # need to test this when mkt opens
time.sleep(2)
tws.cancelMktData(1)
tws.cancelCalculateImpliedVolatility(2)
tws.cancelCalculateOptionPrice(3)
# Connection and Server ##############################################################
# EClientSocket
# eConnect
# eDisconnect ---> connectionClosed
# isConnected
# setServerLogLevel
# reqCurrentTime ---> currentTime self.current_Time
# serverVersion
# TwsConnectionTime
# ---> error
###################################################################################'''
print "Testing Connection and Server Group \n"
print tws.isConnected()
tws.setServerLogLevel(5)
tws.reqCurrentTime()
print "Server Version " + str(tws.serverVersion())
print "TWS Connection Time %s " % tws.TwsConnectionTime()
# Executions #########################################################################
# reqExecutions ---> execDetails self.exec_Details_reqId
# self.exec_Details_contract
# self.exec_Details_execution
# ---> execDetailsEnd self.exec_DetailsEnd_flag
# ---> commissionReport self.commission_Report
###################################################################################'''
print "Testing Executions Group \n"
order_id = []
tws.reqIds(1)
while not order_id:
time.sleep(0.1)
order_id = callback.next_ValidId
print "waiting for id"
order_id = callback.next_ValidId
print ("Just got it. The next order id is: ", order_id)
contract_info5 = create.create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
order_info5 = create.create_order(accountName, 'MKT', 100000, 'BUY')
tws.placeOrder(order_id, contract_info5, order_info5)
time.sleep(2)
tws.reqExecutions(0, create.exec_filter(9999, accountName, contract_info5))
# Contract ###########################################################################
# reqContractDetails ---> contractDetails self.contract_Details_reqId
# self.contract_Details
# ---> contractDetailsEnd self.contract_DetailsEnd_reqId
# self.contract_Details_flag
# ---> bondContractDetails self.bond_ContractDetails_reqId
# self.bond_ContractDetails
###################################################################################'''
print "Testing Contract Group \n"
# Example 1 - Option
contract_Details6 = create.create_contract('NFLX 160318C00100000', 'OPT', 'SMART',
'USD', 'CALL', '100', '20160318',
100, "NFLX")
tws.reqContractDetails(5000, contract_Details6)
while not callback.contract_Details_flag:
time.sleep(1)
callback.contract_Details_flag = False
print callback.contract_Details_reqId
print callback.contract_Details.__dict__
# Example 2 - Stock
contract_Details7 = create.create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
tws.reqContractDetails(5001, contract_Details7)
while not callback.contract_Details_flag:
time.sleep(1)
callback.contract_Details_flag = False
print callback.contract_Details_reqId
print callback.contract_Details.__dict__
# Example 3 - FX
contract_Details8 = create.create_contract('IBCID143913442',
'BOND', 'SMART',
'USD','CORP')
tws.reqContractDetails(5002, contract_Details8)
while not callback.contract_Details_flag:
time.sleep(1)
callback.contract_Details_flag = False
print callback.bond_ContractDetails_reqId
print callback.bond_ContractDetails.__dict__
# Market Depth #######################################################################
# reqMktDepth ---> updateMktDepth self.update_MktDepth
# ---> update_MktDepthL2 self.update_MktDepthL2
###################################################################################'''
print "Testing Market Depth Group \n"
contract_info9 = create.create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
tws.reqMktDepth(7000, contract_info9, 3)
time.sleep(5)
print callback.update_MktDepth
tws.cancelMktDepth(7000)
# News Bulletin ######################################################################
# reqNewsBulletins ---> updateNewsBulletin self.update_NewsBulletin_msgId
# self.update_NewsBulletin_msgType
# self.update_NewsBulletin_message
# self.update_NewsBulletin_origExchange
###################################################################################'''
print "Testing News Bulletin Group \n"
tws.reqNewsBulletins(1)
time.sleep(20)
tws.cancelNewsBulletins()
# Financial Advisors Group ###########################################################
# reqManagedAccts ---> managedAccounts self.managed_Accounts
###################################################################################'''
print "Testing Financial Advisors Group \n"
tws.reqManagedAccts()
#tws.requestFA() # non FA account. Unable to test.
# Historical Data ####################################################################
# reqHistoricalData ---> historicalData self.historical_Data
###################################################################################'''
print "Testing Historical Data Group \n"
contract_Details10 = create.create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
data_endtime = datetime.now().strftime("%Y%m%d %H:%M:%S")
tws.reqHistoricalData(9000, contract_Details10, data_endtime,
"1 M", "1 day", "BID", 0, 1)
time.sleep(3)
tws.cancelHistoricalData(9000)
# Market Scanners ####################################################################
# reqScannerParameters ---> scannerParameters self.scanner_Parameters
# ---> scannerData self.scanner_Data
# ---> scannerDataEnd self.scanner_Data_End_reqID
# self.scanner_Data_reqID
###################################################################################'''
print "Testing Market Scanners Group \n"
subscript = ScannerSubscription()
subscript.numberOfRows(3)
subscript.locationCode('STK.NYSE')
tws.reqScannerSubscription(700, subscript)
tws.reqScannerParameters()
time.sleep(3)
tws.cancelScannerSubscription(700)
# Real Time Bars #####################################################################
# reqRealTimeBars ---> realtimeBar self.real_timeBar
###################################################################################'''
print "Testing Real Time Bars Group \n"
contract_Details11 = create.create_contract('EUR', 'CASH', 'IDEALPRO', 'USD')
tws.reqRealTimeBars(10000, contract_Details11, 5, "MIDPOINT", 0)
time.sleep(10)
tws.cancelRealTimeBars(10000)
# Fundamental Data ###################################################################
# reportType = ReportSnapshot
# ReportsFinSummary
# ReportsFinSummary
# ReportRatios
# ReportFinStatements
# RESC
# Calendar Report
# Unfortunately, no access. 430, 'We are sorry, but fundamentals data for the
# security specified is not available.Not allowed'
###################################################################################'''
'''print "Testing Fundamental Data Group \n"
contract_info12 = create.create_contract('AAPL', 'STK', 'SMART', 'USD')
reportType = "ReportSnapshot"
tws.reqFundamentalData(10100, contract_info12, reportType)
time.sleep(10)
tws.cancelFundamentalData(10100)'''
# Disconnect from TWS
tws.isConnected()
tws.eDisconnect()
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