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Interactive Brokers API in TypeScript / Kotlin / Java / Nim

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Simple and clean REST/Crystal/Java/Kotlin/Nim API for Interactive Brokers, demo.

It will automatically connect and disconnect to running TWS UI and exposes its complicated evented API as simple HTTP API.

For API docs see IB.kt

Made by al6x, I do Statstics, Analytics, Visualizations.

Videos

Examples

Example, get stock price:

https://localhost:8001/api/v1/stock_price?symbol=MSFT&exchange=NYSE&currency=USD

{
  last_price: 224.34,
  close_price: 224.96,
  ask_price: 224.37,
  bid_price: 224.32,
  approximate_price: 224.345,
  data_type: "realtime"
}

Example, get option chain:

https://localhost:8001/api/v1/stock_option_chains?symbol=SIVR&exchange=ARCA&currency=USD

[
  {
    "option_exchange": "PSE",
    "expirations_asc": [
      "2020-10-16",
      ...,
      "2021-03-19"
    ],
    "strikes_asc": [
      5.0,
      ...,
      41.0
    ]
  },
  {
    "option_exchange": "BATS",
    "expirations_asc": [
      "2020-10-16",
      ...,
      "2021-03-19"
    ],
    "strikes_asc": [
      5.0,
      ...,
      41.0
    ]
  },
  ...
]

Example, get option contracts:

https://localhost:8001/api/v1/stock_option_chain_contracts?symbol=SIVR&exchange=AMEX&currency=USD

[
  {
    "option_exchange": "PSE",
    "expirations_asc": [
      "2020-10-16",
      ...,
      "2021-03-19"
    ],
    "strikes_asc": [
      5.0,
      ...,
      41.0
    ]
  },
  {
    "option_exchange": "BATS",
    "expirations_asc": [
      "2020-10-16",
      ...,
      "2021-03-19"
    ],
    "strikes_asc": [
      5.0,
      ...,
      41.0
    ]
  },
  ...
]

Example, get option contract price:

https://localhost:8001/api/v1/stock_option_price?symbol=SIVR&right=call&expiration=2021-03-19&strike=20.0
&exchange=AMEX&option_exchange=CBOE&currency=USD

{
  "price": 5.0,
  "datatype": "realtime",
  "price_type": "close"
}

Example, batch requests:

http post https://localhost:8001/call [
  ["/api/v1/stock_price", { "symbol"="MCD", "exchange"="NYSE", "currency"="USD" }],
  ["/api/v1/stock_price", { "symbol"="WRONG", "exchange"="NYSE", "currency"="USD" }],
]

[
  {
    "price": 200.0,
    "datatype": "realtime",
    "price_type": "close"
  },
  {
    "is_error": true,
    "message": "Error code 200 No security definition has been found for the request"
  }
]

Also look at the implementation of /api/v1/inspect_stock?symbol=VAR1 as example, it uses many API methods to display information about the stock.

Installation

1 Download this IB API repository.

2 Download the Official TWS API Java Driver. I believe its license is not allowing to include it in other products, so you have to download it separately.

3 Copy Java Sources from Official TWS API, the com/ib folder to the /src folder in this repository. So you should see the /src/com/ib folder in this repository to be present and contain Java Sources from Official TWS API.

4 Compile and run it with Maven (you need to have Java and Maven installed) with bin/crun.

5 Ensure your TWS (Trader Workstation) is running, and the API access setting enabled and use same port as the port printed by this driver when it's started (it could be changed in config if you want different port).

6 Open Browser and check price of MSFT to see if it's working https://localhost:8001/api/v1/stock_price?exchange=SMART&currency=USD&symbol=MSFT

7 Look at IB.kt file to see the API docs.

8 Change config if needed. Any default config variable could be overiden by shell variable with the same name, for list of all the configuration options see Config.kt file.

Usage notes

It's better to specify exhange and currency explicitly.

It's better to first get stock contract ID and then use that ID to get stock price. Because for some stocks like "VAR1 IBIS:EUR" price is not available if asked on "IBIS", but available on "SMART".

Exchange for options could be different from the exchange for stock. The stock "VAR1 EUR" traded on "IBIS" but its option traded on "DTB".

Client Libraries

Features

  • Simplicity vs universality and completeness.
  • Strict and correct, any unexpected thing causes explicit error.
  • No distraction, run it in background once and forget about it.
  • Robust, requests retried in case of error and terminated by timeout if take too long.

Contributing

Packages - ib - public stuff, ib.lib - internal stuff related to IB, ib.lib.support - internal stuff not related to IB.

IB - the API, that's the entry point, check this as the first step.

IBImpl - API imlementation.

Worker - pool of workers, handles requests. Each worker has EWrapperImpl instance to communicate with TWS. IB, Worker and EWrapperImpl communicate through loosely coupled message queues. There's one message queue for each worker Worker <-> EWrapperImpl and IbQueue to communicate Worker <-> IbImpl.

Converter - validates and parses TWS data and converts it to sane format.

Config - configuration options, some could be set from the shell.

Why it's needed if IB already provides REST API?

It is my personal opinion about "IBKR Client Portal Web API", as a professional software developer. I may be wrong about it or miss some details

In short - both Java and REST API from Interactive Brokers are terrible and poorly written. Ideally you would like to avoid to use any API from IB and use other provider. But if you are using IB, you have to use its API. In that case IB Java API looks to me like lesser evil than "IBKR Client Portal Web API".

Below are some reasons why I don't want to use "IBKR Client Portal Web API" and instead wrote my own REST wrapper around "Java API".

I have doubts about "IBKR Client Portal Web API" 1) it works well 2) is simple and 3) provides all the data I need.

The Java API for Interactive Brokers is used by TWS itself. So I know that it has everything, all the data seen on the TWS screen. And, as soon as it's used by lots of people, implicitly, the bugs are more or less get fixed. So I have some ensurance that Java API at least somehow works.

The way "IBKR Client Portal Web API" works doesn't make much sense, it looks like a poor attempt to offer old evented Java API wrapped in a modern package like REST API. Without any understanging of what REST API is and how it should be designed. Instead of offering proper REST API, as it should be, via HTTPS as REST services usually work. The IB does it in a strange way, it requires local Java API proxy installation. With that comes the need to install that local Java proxy, and babysit it with manual auth every day also, as far as I know you won't be able to use TWS simultaneously.

Using "IBKR Client Portal Web API" introduces new questions - 1) what are its limits and if they are different from TWS? 2) if two simultaneous connections TWS and Web Gateway API will be allowed? 3) If changes made by Web Gateway API will be reflected in TWS 4) How to properly configure it so all the market data subscription specified for TWS will be there too 5) do I need to create a separate user or not? And so on. I don't want to spent my time looking for answers to those questions.

The "IBKR Client Portal Web API" still has the same terrible overcomplicated API as Java API. So it's same hard to use as Java API and I see no advantage to use it.

Notes

License

Free for personal usage, universities and non-profit organizations.

The software is provided "as is", without warranty of any kind, express or implied, including but not limited to the warranties of merchantability, fitness for a particular purpose and noninfringement. In no event shall the authors or copyright holders be liable for any claim, damages or other liability, whether in an action of contract, tort or otherwise, arising from, out of or in connection with the software or the use or other dealings in the software.