This Python twisted application enables easier integration of the Interactive Brokers TWS API into zeromq based trading systems.
The TWS API is exposed to ZeroMQ clients through two sockets:
- A Router socket that forwards messages onto the TWS API. Because ZeroMQ messages are atomic TWS API requests are interleaved, allowing concurrent API access to multiple clients.
- A Publish socket that broadcasts all incoming messages. The proxy is aware of message types and lengths and will broadcast TWS API messages as individual ZeroMQ messages.