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    c2s-ib

    0.2.63 • Public • Published

    Logo

    NPM NPM

    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);

    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))

    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

    The MIT License (MIT)
    
    Copyright (c) 2013-2017 Pilwon Huh
    
    Permission is hereby granted, free of charge, to any person obtaining a copy
    of this software and associated documentation files (the "Software"), to deal
    in the Software without restriction, including without limitation the rights
    to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
    copies of the Software, and to permit persons to whom the Software is
    furnished to do so, subject to the following conditions:
    
    The above copyright notice and this permission notice shall be included in
    all copies or substantial portions of the Software.
    
    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.
    

    Analytics

    Install

    npm i c2s-ib

    DownloadsWeekly Downloads

    0

    Version

    0.2.63

    License

    MIT

    Unpacked Size

    139 kB

    Total Files

    26

    Last publish

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