Interactive Brokers (IB) RESTful server written in Ada.
Click to expand
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ib-rest is a representational state transfer (REST) server offering the ability to trade, monitor, and manage one's Interactive Brokers (IB) account using a simple RESTful API.
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ib-rest, and all its dependencies, are 100% Ada code but the RESTful API it exposes makes it exploitable from any other programming language or technology that supports HTTP communication.
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I started this project because every other 'equivalent' IB API implementation I tested did not work for my use case, for one reason or another.
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ib-rest really is just a convenient RESTful layer over the more involved ib-ada communication engine. For a more thorough discussion on the technical implications of interfacing IB technologies please consult its readme.
- First. This application should work out of the box as I am using it daily. My experience is that it is debugged and quite robust as-is.
- Being lean and mean, it has a limited scope. See Limitations.
- The available endpoints are documented in the Usage section.
- compilation:
- GNAT (tested and working with GNAT community 2020, GNAT FSF 9.3.0)
- runtime:
- An activated Interactive Brokers (IB) account. I recommend a 'paper' account (fake account) at first.
- Win32 or Linux platform (tested and working on Windows 10, Lubuntu 20.04.1).
- TWS or IB Gateway.
IMPORTANT : This project uses git submodules. Clone accordingly, like below:
- Install GNAT community 2020
$ git clone --recursive https://github.com/ohenley/ib-rest.git
$ cd ib-rest
$ gprbuild ib_rest.gpr
Tested on ubuntu 20.04.1+ flavor.
$ sudo apt-get install gnat-gps
$ git clone --recursive https://github.com/ohenley/ib-rest.git
$ cd ib-rest
$ gprbuild ib_rest.gpr
Not Applicable.
Only works for stocks (STK) and provides a minimum viable interface to the TWS/IB Gateway for a typical trading bot. Complete but no fancy, namely:
- accounts information (account ids and different balance types)
- positions (with-profits)
- commission
- place orders
- open orders
- cancel_orders
- Start TWS or IB Gateway.
First command prompt:
$ cd [ib-rest_root_folder]/build/bin
$ ./rest_server run port:8080 gateway:ib_paper
Second command prompt (example using python):
$ cd [ib-rest_root_folder]/tests
$ python3 ./python-client.py
All responses are JSON objects and follow the JSend response convention.
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accounts information :
http://{base_url}/accounts_summary?tag={tag_type}- description : retrieves type of account, account currency, different amounts type.
- mandatory :
tag - e.g. :
- request :
http://127.0.0.1:8080/accounts_summary?tag=NET_LIQUIDATION - response :
{ "data": { "accounts": { "DU3689338": { "open_orders": [], "positions": {}, "summaries": { "net_liquidation": { "currency": "USD", "value": 998645.0 } } } } }, "request_number": 0, "status": "success" }
- request :
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positions (with profits) :
http://{base_url}/positions?profit_and_loss={boolean}- description : retrieves your current positions (trades) data.
- optional :
profit_and_loss - e.g. :
- request :
http://127.0.0.1:8080/positions?profit_and_loss=true - response :
{ "data": { "accounts": { "DU3689338": { "open_orders": [], "positions": { "ALTO": { "average_cost": 5.07503, "contract": { "contract_id": 465324096, "currency": "USD", "exchange": "NASDAQ", "security": "STK", "symbol": "ALTO" }, "open_value": 1009.93, "quantity": 199, "unrealized_profit": 162.976 }, ... "CRCT": { "average_cost": 25.6863, "contract": { "contract_id": 478807161, "currency": "USD", "exchange": "NASDAQ", "security": "STK", "symbol": "CRCT" }, "open_value": 976.08, "quantity": 38, "unrealized_profit": -11.3875 } }, "summaries": {} } } }, "request_number": 0, "status": "success" }
- request :
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commission :
http://{base_url}/commission?side={order_side_type}&symbol={string}&quantity={integer}&at_price_type={order_at_price_type}- description : retrieves how much it would cost to enter a position (trade).
- mandatory :
side - mandatory :
symbol - mandatory :
quantity - mandatory :
at_price_type - e.g. :
- request :
http://127.0.0.1:8080/commission?side=BUY&symbol=IBM&quantity=10&at_price_type=MKT - response :
{ "data": { "commission": 0.99 }, "request_number": 0, "status": "success" }
- request :
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place orders :
http://{base_url}/place_order?side={order_side_type}&symbol={string}&quantity={integer}&at_price_type={order_at_price_type}- description : enter a trade for a given security.
- mandatory :
side - mandatory :
symbol - mandatory :
quantity - mandatory :
at_price_type - e.g. :
- request :
http://127.0.0.1:8080/place_order?side=BUY&symbol=IBM&quantity=10&at_price_type=MIDPRICE - response :
{ "data": {}, "request_number": 11804, "status": "success" }
- request :
- note: in theory should be a POST call (todo) but it changes nothing in reality, there is no GET/POST police yet. :) 🤦
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open orders :
http://{base_url}/open_orders- description : retrieves trades already ordered to IB but not yet sealed/completed.
- e.g. :
- request :
http://127.0.0.1:8080/open_orders - response :
{ "data": { "accounts": { "DU3689338": { "open_orders": [ { "contract": { "contract_id": 8314, "currency": "USD", "exchange": "SMART", "security": "STK", "symbol": "IBM" }, "order": { "at_price_type": "MIDPRICE", "quantity": " 10", "side": "BUY", "time_in_force": "DAY" }, "request_number": 11804 } ], "positions": {}, "summaries": {} } } }, "request_number": 0, "status": "success" }
- request :
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cancel_orders :
http://{base_url}/cancel_order?request_number={integer}- description : cancel a trade already ordered to IB.
- mandatory :
request_number - e.g. :
- request :
http://127.0.0.1:8080/cancel_order?request_number=11804 - response :
{ "data": "cancel order 11804 sent.", "request_number": 0, "status": "success" }
- request :
- note: in theory should be a POST call (todo) but it changes nothing in reality, there is no GET/POST police yet. :) 🤦
- Thanks to remembered @sparre for his wonderful and sane work on black which made the REST layer a breeze to make.