c2s-ib v0.2.63

ib is Interactive Brokers TWS (or IB Gateway) API client library for Node.js.

This is a direct port of Interactive Brokers' official Java client. There is no C++/Java library dependency. It makes a socket connection to TWS (or IB Gateway) using the net module, and all messages are entirely processed in JavaScript. It uses EventEmitter to pass the result back to user.

Installation

$ npm install ib

Usage

var ib = new (require('ib'))({
  // clientId: 0,
  // host: '127.0.0.1',
  // port: 7496
}).on('error', function (err) {
  console.error('error --- %s', err.message);
}).on('result', function (event, args) {
  console.log('%s --- %s', event, JSON.stringify(args));
}).once('nextValidId', function (orderId) {
  ib.placeOrder(
    orderId,
    ib.contract.stock('AAPL'),
    ib.order.limit('BUY', 1, 0.01)  // safe, unreal value used for demo
  );
  ib.reqOpenOrders();
}).once('openOrderEnd', function () {
  ib.disconnect();
})

ib.connect()
  .reqIds(1);

• See more comprehensive examples here.

API

Connection

.connect()
.disconnect()

Commands

.calculateImpliedVolatility(reqId, contract, optionPrice, underPrice)
.calculateOptionPrice(reqId, contract, volatility, underPrice)
.cancelAccountSummary(reqId)
.cancelAccountUpdatesMulti(requestId)
.cancelCalculateImpliedVolatility(reqId)
.cancelCalculateOptionPrice(reqId)
.cancelFundamentalData(reqId)
.cancelHistoricalData(tickerId)
.cancelMktData(tickerId)
.cancelMktDepth(tickerId)
.cancelNewsBulletins()
.cancelOrder(id)
.cancelPositions()
.cancelPositionsMulti(requestId)
.cancelRealTimeBars(tickerId)
.cancelScannerSubscription(tickerId)
.cancelTickByTickData(tickerId)
.exerciseOptions(tickerId, contract, exerciseAction, exerciseQuantity, account, override)
.placeOrder(id, contract, order)
.replaceFA(faDataType, xml)
.reqAccountSummary(reqId, group, tags)
.reqAccountUpdates(subscribe, acctCode)
.reqAccountUpdatesMulti(requestId, account, modelCode, ledgerAndNLV)
.reqAllOpenOrders()
.reqAutoOpenOrders(bAutoBind)
.reqContractDetails(reqId, contract)
.reqCurrentTime()
.reqExecutions(reqId, filter)
.reqFundamentalData(reqId, contract, reportType)
.reqGlobalCancel()
.reqHistoricalData(tickerId, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate)
.reqHistoricalTicks(tickerId, contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRTH, ignoreSize)
.reqTickByTickData(tickerId, contract, tickType, numberOfTicks, ignoreSize)
.reqIds(numIds)
.reqManagedAccts()
.reqMarketDataType(marketDataType)
.reqMktData(tickerId, contract, genericTickList, snapshot, regulatorySnapshot)
.reqMktDepth(tickerId, contract, numRows)
.reqNewsBulletins(allMsgs)
.reqOpenOrders()
.reqPositions()
.reqPositionsMulti(requestId, account, modelCode)
.reqRealTimeBars(tickerId, contract, barSize, whatToShow, useRTH)
.reqScannerParameters()
.reqScannerSubscription(tickerId, subscription)
.requestFA(faDataType)
.queryDisplayGroups(reqId)
.subscribeToGroupEvents(reqId, group)
.unsubscribeToGroupEvents(reqId)
.updateDisplayGroup(reqId, contract)
.setServerLogLevel(logLevel)

Events

// General
.on('error', function (err, data))
.on('result', function (event, args))  // exclude connection
.on('all', function (event, args))  // error + connection + result

// Connection
.on('connected', function ())
.on('disconnected', function ())
.on('received', function (tokens, data))
.on('sent', function (tokens, data))
.on('server', function (version, connectionTime))

// Result
.on('accountDownloadEnd', function (accountName))
.on('accountUpdateMulti', function (reqId, account, modelCode, key, value, currency))
.on('accountUpdateMultiEnd', function (reqId))
.on('accountSummary', function (reqId, account, tag, value, currency))
.on('accountSummaryEnd', function (reqId))
.on('bondContractDetails', function (reqId, contract))
.on('commissionReport', function (commissionReport))
.on('contractDetails', function (reqId, contract))
.on('contractDetailsEnd', function (reqId))
.on('currentTime', function (time))
.on('deltaNeutralValidation', function (reqId, underComp))
.on('execDetails', function (reqId, contract, exec))
.on('execDetailsEnd', function (reqId))
.on('fundamentalData', function (reqId, data))
.on('historicalData', function (reqId, date, open, high, low, close, volume, count, WAP, hasGaps))
.on('historicalTickTradeData', (reqId, timestamp, mask, price, size, exchange, specialConditions))
.on('historicalTickBidAskData', (reqId, timestamp, mask, priceBid, priceAsk, sizeBid, sizeAsk))
.on('historicalTickMidPointData', (reqId, timestamp, price, size))
.on('tickByTickAllLast', reqId, tickType, time, price, size, { pastLimit, unreported }, exchange, specialConditions)
.on('tickByTickBidAsk', reqId, time, bidPrice, askPrice, bidSize, askSize, { bidPastLow, askPastHigh })
.on('tickByTickMidPoint', reqId, time, midPoint))
.on('managedAccounts', function (accountsList))
.on('marketDataType', function (reqId, marketDataType))
.on('nextValidId', function (orderId))
.on('openOrder', function (orderId, contract, order, orderState))
.on('openOrderEnd', function ())
.on('orderStatus', function (id, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld))
.on('position', function (account, contract, pos, avgCost))
.on('positionEnd', function ())
.on('positionMulti', function (reqId, account, modelCode, contract, pos, avgCost))
.on('positionMultiEnd', function (reqId))
.on('realtimeBar', function (reqId, time, open, high, low, close, volume, wap, count))
.on('receiveFA', function (faDataType, xml))
.on('scannerData', function (tickerId, rank, contract, distance, benchmark, projection, legsStr))
.on('scannerDataEnd', function (tickerId))
.on('scannerParameters', function (xml))
.on('tickEFP', function (tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuturesPrice, holdDays, futureExpiry, dividendImpact, dividendsToExpiry))
.on('tickGeneric', function (tickerId, tickType, value))
.on('tickOptionComputation', function (tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice))
.on('tickPrice', function (tickerId, tickType, price, canAutoExecute))
.on('tickSize', function (tickerId, sizeTickType, size))
.on('tickSnapshotEnd', function (reqId))
.on('tickString', function (tickerId, tickType, value))
.on('updateAccountTime', function (timeStamp))
.on('updateAccountValue', function (key, value, currency, accountName))
.on('updateMktDepth', function (id, position, operation, side, price, size))
.on('updateMktDepthL2', function (id, position, marketMaker, operation, side, price, size))
.on('updateNewsBulletin', function (newsMsgId, newsMsgType, newsMessage, originatingExch))
.on('updatePortfolio', function (contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName))
.on('displayGroupList', function(id, list))
.on('displayGroupUpdated', function(id, contract))

• See Java client code for argument types (Boolean/Number/String)

Builders

// Contract
.contract.combo(symbol, currency, exchange)
.contract.forex(symbol, currency)
.contract.future(symbol, expiry, currency, exchange)
.contract.option(symbol, expiry, strike, right, exchange, currency)
.contract.stock(symbol, exchange, currency)

// Order
.order.limit(action, quantity, price)
.order.market(action, quantity)
.order.stop(action, quantity, price)
.order.stopLimit(action, quantity, limitPrice, stopPrice)

Util

.incomingToString(incoming)
.numberToString(number)
.outgoingToString(outgoing)
.tickTypeToString(tickType)

Credits

See the contributors.

License