ib-api

Ruby interface to Interactive Brokers' TWS API

Reimplementation of the basic functions of ib-ruby

Documentation: https://ib-ruby.github.io/ib-doc/ (work in progress)

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ib-ruby offers a modular access to the TWS-API-Interface of Interactive Brokers.

ib-api provides a simple interface to low-level TWS API-calls.

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Install in the usual way

$ gem install ib-api

In its plain vanilla usage, it just exchanges messages with the TWS. Any response is stored in the recieved-Array.

It needs just a few lines of code to place an order

require 'ib-api'
# connect with default parameters 
ib =  IB::Connection.new 

# define a contract to deal with
the_stock =  IB::Stock.new symbol: 'TAP'

# order 100 shares for 35 $ 
limit_order = IB::Order.new  limit_price: 35, order_type: 'LMT',  total_quantity: 100, action: :buy
ib.send_message :PlaceOrder,
        :order => limit_order,
        :contract => the_stock,
        :local_id => ib.next_local_id

# wait until the orderstate message returned
ib.wait_for :OrderStatus

# print the Orderstatus
puts ib.recieved[:OrderStatus].to_human

# => ["<OrderState: Submitted #17/1528367295 from 2000 filled 0.0/100.0 at 0.0/0.0 why_held >"]

User-specific Actions

Besides storing any TWS-response in an array, callbacks are implemented.

The user subscribes to a certain response and defines the actions in a typically ruby manner. These actions can be defined globaly

ib =  IB::Connection.new do |tws|
      # Subscribe to TWS alerts/errors and order-related messages
    tws.subscribe(:Alert, :OpenOrder, :OrderStatus, :OpenOrderEnd) { |msg| puts msg.to_human }
     end

or occationally

        # first define actions
    q =  Queue.new    # Initialize as Queue
    request_id = nil  # declare variable
    a = ib.subscribe(:Alert, :ContractData, :ContractDataEnd ) do |msg| 
        case msg
        when Messages::Incoming::Alert
            q.close if msg.code == 200   # No security found 
        when Messages::Incoming::ContractData  # security returned
            q.push msg.contract if msg.request_id == request_id
            when Messages::Incoming::ContractDataEnd
               q.close if msg.request_id == request_id
        end  # case
    end
        # perform request
        request_id = ib.send_message :RequestContractData, :contract => Stock.new(symbol: 'T')

    while contract = q.pop 
      puts contract.as_table 
    end
┌───────┬────────┬──────────┬──────────┬────────┬────────────┬───────────────┬───────┬────────┬──────────┐
│       │ symbol │ con_id   │ exchange │ expiry │ multiplier │ trading-class │ right │ strike │ currency │
╞═══════╪════════╪══════════╪══════════╪════════╪════════════╪═══════════════╪═══════╪════════╪══════════╡
│ Stock │ T      │ 37018770 │  SMART   │        │            │       T       │       │        │   USD    │
└───────┴────────┴──────────┴──────────┴────────┴────────────┴───────────────┴───────┴────────┴──────────┘

        ib.unsubscribe a    # release subscriptions

Minimal TWS-Version

ib-api is tested via the stable IB-Gateway (Version 10.12) and should work with any current tws-installation.

Tests

are invoked by

bundle exec guard
# or
bundle exec rake spec

Integration tests on order-placements are not included. To run the test suite its thus safe to use a real Account. You have to edit spec/spec.yml and replace the :account-Setting with your own AccountID, even if you connect to a single account.

Contributing

Bug reports and pull requests are welcome. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the Contributor Covenant code of conduct.

Code of Conduct

Everyone interacting in the Core project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the code of conduct.