ib

A jython implementation of the Interactive Brokers API

Prerequisites

This was written in jython 2.5.3. It requires the JYTHONPATH to include the folder where the java IBJts API is located, as well as the path to the repo. An example of the appropriate .bash_profile entries would be

JYTHONPATH=$JYTHONPATH:[path to IBJts/java]:[path to ib repo]
export JYTHONPATH

client.py

A module with callbacks for EClientSocket. The Client class contains wrappers for the EClientSocket methods that assist in keeping track of contracts, orders, and requests.

reversal.py

A module for automating reversal positions. The Revesal class' enter_position method automatically enters a revesal postion based on the ticker symbol, expiry, and strike. The user can also specify the quantity and which side to take, long or short.

reversal_server.py

This module implements revesal.py and starts a TCP socket server that listens for messages. Once the appropriately formatted message is recevied, it enters an order for a reversal position. This presupposes a TWS session has been started and is listening on the default TWS API port.

The following is an example of a simple bash script to help ensure the TWS has been started prior to the reversal_server. It also will continue to restart the reversal_server if it's shutdown while the TWS is still running.

start_reversal_server.bash:

#!/bin/bash
H=[the listening host]
RPORT=[the listening TCP port]
TWSLOG=[the TWS logfile]
RSERVERLOG=[a log file to catch stuff not caught by the logger]

cd [the path to the IBJts directory]
pgrep start_TWS # a custom bash script to start the TWS
if [ $? = 1 ]
then
    ./start_TWS &>$TWSLOG&
    echo 'Once you have logged into TWS, press enter to continue.'
    read
fi    

cd [the path from which you want to start the server]
pgrep start_TWS
RC=$?
while [ $RC = 0 ]
do
    echo "" 2>&1 | tee -a $RSERVERLOG
    echo "*** Server restart at" `date` "***" 2>&1 | tee -a $RSERVERLOG
    echo "Server will continue to restart until TWS is shutdown"
    echo "Press ctl-C to restart server"
    ./reversal_server.py $H $RPORT 2>&1 | tee -a $RSERVERLOG
    echo "*** Server stop at" `date` "***" 2>&1 | tee -a $RSERVERLOG
    echo "" 2>&1 | tee -a $RSERVERLOG
    pgrep start_TWS
    RC=$?
done