ibapi-stable 10.37.2__py3-none-any.whl

ibapi/message.py

@@ -0,0 +1,186 @@
+"""
+Copyright (C) 2025 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
+"""
+
+"""
+High level IB message info.
+"""
+
+# field types
+INT = 1
+STR = 2
+FLT = 3
+
+
+# incoming msg id's
+class IN:
+    TICK_PRICE = 1
+    TICK_SIZE = 2
+    ORDER_STATUS = 3
+    ERR_MSG = 4
+    OPEN_ORDER = 5
+    ACCT_VALUE = 6
+    PORTFOLIO_VALUE = 7
+    ACCT_UPDATE_TIME = 8
+    NEXT_VALID_ID = 9
+    CONTRACT_DATA = 10
+    EXECUTION_DATA = 11
+    MARKET_DEPTH = 12
+    MARKET_DEPTH_L2 = 13
+    NEWS_BULLETINS = 14
+    MANAGED_ACCTS = 15
+    RECEIVE_FA = 16
+    HISTORICAL_DATA = 17
+    BOND_CONTRACT_DATA = 18
+    SCANNER_PARAMETERS = 19
+    SCANNER_DATA = 20
+    TICK_OPTION_COMPUTATION = 21
+    TICK_GENERIC = 45
+    TICK_STRING = 46
+    TICK_EFP = 47
+    CURRENT_TIME = 49
+    REAL_TIME_BARS = 50
+    FUNDAMENTAL_DATA = 51
+    CONTRACT_DATA_END = 52
+    OPEN_ORDER_END = 53
+    ACCT_DOWNLOAD_END = 54
+    EXECUTION_DATA_END = 55
+    DELTA_NEUTRAL_VALIDATION = 56
+    TICK_SNAPSHOT_END = 57
+    MARKET_DATA_TYPE = 58
+    COMMISSION_AND_FEES_REPORT = 59
+    POSITION_DATA = 61
+    POSITION_END = 62
+    ACCOUNT_SUMMARY = 63
+    ACCOUNT_SUMMARY_END = 64
+    VERIFY_MESSAGE_API = 65
+    VERIFY_COMPLETED = 66
+    DISPLAY_GROUP_LIST = 67
+    DISPLAY_GROUP_UPDATED = 68
+    VERIFY_AND_AUTH_MESSAGE_API = 69
+    VERIFY_AND_AUTH_COMPLETED = 70
+    POSITION_MULTI = 71
+    POSITION_MULTI_END = 72
+    ACCOUNT_UPDATE_MULTI = 73
+    ACCOUNT_UPDATE_MULTI_END = 74
+    SECURITY_DEFINITION_OPTION_PARAMETER = 75
+    SECURITY_DEFINITION_OPTION_PARAMETER_END = 76
+    SOFT_DOLLAR_TIERS = 77
+    FAMILY_CODES = 78
+    SYMBOL_SAMPLES = 79
+    MKT_DEPTH_EXCHANGES = 80
+    TICK_REQ_PARAMS = 81
+    SMART_COMPONENTS = 82
+    NEWS_ARTICLE = 83
+    TICK_NEWS = 84
+    NEWS_PROVIDERS = 85
+    HISTORICAL_NEWS = 86
+    HISTORICAL_NEWS_END = 87
+    HEAD_TIMESTAMP = 88
+    HISTOGRAM_DATA = 89
+    HISTORICAL_DATA_UPDATE = 90
+    REROUTE_MKT_DATA_REQ = 91
+    REROUTE_MKT_DEPTH_REQ = 92
+    MARKET_RULE = 93
+    PNL = 94
+    PNL_SINGLE = 95
+    HISTORICAL_TICKS = 96
+    HISTORICAL_TICKS_BID_ASK = 97
+    HISTORICAL_TICKS_LAST = 98
+    TICK_BY_TICK = 99
+    ORDER_BOUND = 100
+    COMPLETED_ORDER = 101
+    COMPLETED_ORDERS_END = 102
+    REPLACE_FA_END = 103
+    WSH_META_DATA = 104
+    WSH_EVENT_DATA = 105
+    HISTORICAL_SCHEDULE = 106
+    USER_INFO = 107
+    HISTORICAL_DATA_END = 108
+    CURRENT_TIME_IN_MILLIS = 109
+
+
+# outgoing msg id's
+class OUT:
+    REQ_MKT_DATA = 1
+    CANCEL_MKT_DATA = 2
+    PLACE_ORDER = 3
+    CANCEL_ORDER = 4
+    REQ_OPEN_ORDERS = 5
+    REQ_ACCT_DATA = 6
+    REQ_EXECUTIONS = 7
+    REQ_IDS = 8
+    REQ_CONTRACT_DATA = 9
+    REQ_MKT_DEPTH = 10
+    CANCEL_MKT_DEPTH = 11
+    REQ_NEWS_BULLETINS = 12
+    CANCEL_NEWS_BULLETINS = 13
+    SET_SERVER_LOGLEVEL = 14
+    REQ_AUTO_OPEN_ORDERS = 15
+    REQ_ALL_OPEN_ORDERS = 16
+    REQ_MANAGED_ACCTS = 17
+    REQ_FA = 18
+    REPLACE_FA = 19
+    REQ_HISTORICAL_DATA = 20
+    EXERCISE_OPTIONS = 21
+    REQ_SCANNER_SUBSCRIPTION = 22
+    CANCEL_SCANNER_SUBSCRIPTION = 23
+    REQ_SCANNER_PARAMETERS = 24
+    CANCEL_HISTORICAL_DATA = 25
+    REQ_CURRENT_TIME = 49
+    REQ_REAL_TIME_BARS = 50
+    CANCEL_REAL_TIME_BARS = 51
+    REQ_FUNDAMENTAL_DATA = 52
+    CANCEL_FUNDAMENTAL_DATA = 53
+    REQ_CALC_IMPLIED_VOLAT = 54
+    REQ_CALC_OPTION_PRICE = 55
+    CANCEL_CALC_IMPLIED_VOLAT = 56
+    CANCEL_CALC_OPTION_PRICE = 57
+    REQ_GLOBAL_CANCEL = 58
+    REQ_MARKET_DATA_TYPE = 59
+    REQ_POSITIONS = 61
+    REQ_ACCOUNT_SUMMARY = 62
+    CANCEL_ACCOUNT_SUMMARY = 63
+    CANCEL_POSITIONS = 64
+    VERIFY_REQUEST = 65
+    VERIFY_MESSAGE = 66
+    QUERY_DISPLAY_GROUPS = 67
+    SUBSCRIBE_TO_GROUP_EVENTS = 68
+    UPDATE_DISPLAY_GROUP = 69
+    UNSUBSCRIBE_FROM_GROUP_EVENTS = 70
+    START_API = 71
+    VERIFY_AND_AUTH_REQUEST = 72
+    VERIFY_AND_AUTH_MESSAGE = 73
+    REQ_POSITIONS_MULTI = 74
+    CANCEL_POSITIONS_MULTI = 75
+    REQ_ACCOUNT_UPDATES_MULTI = 76
+    CANCEL_ACCOUNT_UPDATES_MULTI = 77
+    REQ_SEC_DEF_OPT_PARAMS = 78
+    REQ_SOFT_DOLLAR_TIERS = 79
+    REQ_FAMILY_CODES = 80
+    REQ_MATCHING_SYMBOLS = 81
+    REQ_MKT_DEPTH_EXCHANGES = 82
+    REQ_SMART_COMPONENTS = 83
+    REQ_NEWS_ARTICLE = 84
+    REQ_NEWS_PROVIDERS = 85
+    REQ_HISTORICAL_NEWS = 86
+    REQ_HEAD_TIMESTAMP = 87
+    REQ_HISTOGRAM_DATA = 88
+    CANCEL_HISTOGRAM_DATA = 89
+    CANCEL_HEAD_TIMESTAMP = 90
+    REQ_MARKET_RULE = 91
+    REQ_PNL = 92
+    CANCEL_PNL = 93
+    REQ_PNL_SINGLE = 94
+    CANCEL_PNL_SINGLE = 95
+    REQ_HISTORICAL_TICKS = 96
+    REQ_TICK_BY_TICK_DATA = 97
+    CANCEL_TICK_BY_TICK_DATA = 98
+    REQ_COMPLETED_ORDERS = 99
+    REQ_WSH_META_DATA = 100
+    CANCEL_WSH_META_DATA = 101
+    REQ_WSH_EVENT_DATA = 102
+    CANCEL_WSH_EVENT_DATA = 103
+    REQ_USER_INFO = 104
+    REQ_CURRENT_TIME_IN_MILLIS = 105

ibapi/news.py

@@ -0,0 +1,13 @@
+"""
+Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
+"""
+
+# TWS New Bulletins constants
+NEWS_MSG = 1  # standard IB news bulleting message
+EXCHANGE_AVAIL_MSG = (
+    2  # control message specifying that an exchange is available for trading
+)
+EXCHANGE_UNAVAIL_MSG = (
+    3  # control message specifying that an exchange is unavailable for trading
+)

ibapi/object_implem.py

@@ -0,0 +1,12 @@
+"""
+Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
+"""
+
+
+class Object(object):
+    def __str__(self):
+        return "Object"
+
+    def __repr__(self):
+        return str(id(self)) + ": " + self.__str__()

ibapi/order.py

@@ -0,0 +1,263 @@
+"""
+Copyright (C) 2025 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
+"""
+
+from ibapi.const import UNSET_INTEGER, UNSET_DOUBLE, UNSET_DECIMAL, DOUBLE_INFINITY
+from ibapi.object_implem import Object
+from ibapi.softdollartier import SoftDollarTier
+from ibapi.utils import decimalMaxString
+from ibapi.utils import intMaxString
+from ibapi.utils import floatMaxString
+from ibapi.utils import longMaxString
+
+# enum Origin
+(CUSTOMER, FIRM, UNKNOWN) = range(3)
+
+# enum AuctionStrategy
+(AUCTION_UNSET, AUCTION_MATCH, AUCTION_IMPROVEMENT, AUCTION_TRANSPARENT) = range(4)
+
+COMPETE_AGAINST_BEST_OFFSET_UP_TO_MID = DOUBLE_INFINITY
+
+
+class OrderComboLeg(Object):
+    def __init__(self):
+        self.price = UNSET_DOUBLE  # type: float
+
+    def __str__(self):
+        return f"{floatMaxString(self.price)}"
+
+
+class Order(Object):
+    def __init__(self):
+        self.softDollarTier = SoftDollarTier("", "", "")
+        # order identifier
+        self.orderId = 0
+        self.clientId = 0
+        self.permId = 0
+
+        # main order fields
+        self.action = ""
+        self.totalQuantity = UNSET_DECIMAL
+        self.orderType = ""
+        self.lmtPrice = UNSET_DOUBLE
+        self.auxPrice = UNSET_DOUBLE
+
+        # extended order fields
+        self.tif = ""  # "Time in Force" - DAY, GTC, etc.
+        self.activeStartTime = ""  # for GTC orders
+        self.activeStopTime = ""  # for GTC orders
+        self.ocaGroup = ""  # one cancels all group name
+        self.ocaType = (
+            0  # 1 = CANCEL_WITH_BLOCK, 2 = REDUCE_WITH_BLOCK, 3 = REDUCE_NON_BLOCK
+        )
+        self.orderRef = ""
+        self.transmit = True  # if false, order will be created but not transmitted
+        self.parentId = 0  # Parent order id, to associate Auto STP or TRAIL orders with the original order.
+        self.blockOrder = False
+        self.sweepToFill = False
+        self.displaySize = 0
+        self.triggerMethod = 0  # 0=Default, 1=Double_Bid_Ask, 2=Last, 3=Double_Last, 4=Bid_Ask, 7=Last_or_Bid_Ask, 8=Mid-point
+        self.outsideRth = False
+        self.hidden = False
+        self.goodAfterTime = ""  # Format: 20060505 08:00:00 {time zone}
+        self.goodTillDate = ""  # Format: 20060505 08:00:00 {time zone}
+        self.rule80A = ""  # Individual = 'I', Agency = 'A', AgentOtherMember = 'W', IndividualPTIA = 'J', AgencyPTIA = 'U', AgentOtherMemberPTIA = 'M', IndividualPT = 'K', AgencyPT = 'Y', AgentOtherMemberPT = 'N'
+        self.allOrNone = False
+        self.minQty = UNSET_INTEGER  # type: int
+        self.percentOffset = UNSET_DOUBLE  # type: float  # REL orders only
+        self.overridePercentageConstraints = False
+        self.trailStopPrice = UNSET_DOUBLE  # type: float
+        self.trailingPercent = UNSET_DOUBLE  # type: float  # TRAILLIMIT orders only
+
+        # financial advisors only
+        self.faGroup = ""
+        self.faMethod = ""
+        self.faPercentage = ""
+
+        # institutional (ie non-cleared) only
+        self.designatedLocation = ""  # used only when shortSaleSlot=2
+        self.openClose = ""  # O=Open, C=Close
+        self.origin = CUSTOMER  # 0=Customer, 1=Firm
+        self.shortSaleSlot = (
+            0
+        )  # type: int  # 1 if you hold the shares, 2 if they will be delivered from elsewhere.  Only for Action=SSHORT
+        self.exemptCode = -1
+
+        # SMART routing only
+        self.discretionaryAmt = 0
+        self.optOutSmartRouting = False
+
+        # BOX exchange orders only
+        self.auctionStrategy = (
+            AUCTION_UNSET
+        )  # type: int  # AUCTION_MATCH, AUCTION_IMPROVEMENT, AUCTION_TRANSPARENT
+        self.startingPrice = UNSET_DOUBLE  # type: float
+        self.stockRefPrice = UNSET_DOUBLE  # type: float
+        self.delta = UNSET_DOUBLE  # type: float
+
+        # pegged to stock and VOL orders only
+        self.stockRangeLower = UNSET_DOUBLE  # type: float
+        self.stockRangeUpper = UNSET_DOUBLE  # type: float
+
+        self.randomizePrice = False
+        self.randomizeSize = False
+
+        # VOLATILITY ORDERS ONLY
+        self.volatility = UNSET_DOUBLE  # type: float
+        self.volatilityType = UNSET_INTEGER  # type: int  # 1=daily, 2=annual
+        self.deltaNeutralOrderType = ""
+        self.deltaNeutralAuxPrice = UNSET_DOUBLE  # type: float
+        self.deltaNeutralConId = 0
+        self.deltaNeutralSettlingFirm = ""
+        self.deltaNeutralClearingAccount = ""
+        self.deltaNeutralClearingIntent = ""
+        self.deltaNeutralOpenClose = ""
+        self.deltaNeutralShortSale = False
+        self.deltaNeutralShortSaleSlot = 0
+        self.deltaNeutralDesignatedLocation = ""
+        self.continuousUpdate = False
+        self.referencePriceType = UNSET_INTEGER  # type: int  # 1=Average, 2 = BidOrAsk
+
+        # COMBO ORDERS ONLY
+        self.basisPoints = UNSET_DOUBLE  # type: float  # EFP orders only
+        self.basisPointsType = UNSET_INTEGER  # type: int  # EFP orders only
+
+        # SCALE ORDERS ONLY
+        self.scaleInitLevelSize = UNSET_INTEGER  # type: int
+        self.scaleSubsLevelSize = UNSET_INTEGER  # type: int
+        self.scalePriceIncrement = UNSET_DOUBLE  # type: float
+        self.scalePriceAdjustValue = UNSET_DOUBLE  # type: float
+        self.scalePriceAdjustInterval = UNSET_INTEGER  # type: int
+        self.scaleProfitOffset = UNSET_DOUBLE  # type: float
+        self.scaleAutoReset = False
+        self.scaleInitPosition = UNSET_INTEGER  # type: int
+        self.scaleInitFillQty = UNSET_INTEGER  # type: int
+        self.scaleRandomPercent = False
+        self.scaleTable = ""
+
+        # HEDGE ORDERS
+        self.hedgeType = ""  # 'D' - delta, 'B' - beta, 'F' - FX, 'P' - pair
+        self.hedgeParam = ""  # 'beta=X' value for beta hedge, 'ratio=Y' for pair hedge
+
+        # Clearing info
+        self.account = ""  # IB account
+        self.settlingFirm = ""
+        self.clearingAccount = ""  # True beneficiary of the order
+        self.clearingIntent = ""  # "" (Default), "IB", "Away", "PTA" (PostTrade)
+
+        # ALGO ORDERS ONLY
+        self.algoStrategy = ""
+
+        self.algoParams = None  # TagValueList
+        self.smartComboRoutingParams = None  # TagValueList
+
+        self.algoId = ""
+
+        # What-if
+        self.whatIf = False
+
+        # Not Held
+        self.notHeld = False
+        self.solicited = False
+
+        # models
+        self.modelCode = ""
+
+        # order combo legs
+
+        self.orderComboLegs = None  # OrderComboLegListSPtr
+
+        self.orderMiscOptions = None  # TagValueList
+
+        # VER PEG2BENCH fields:
+        self.referenceContractId = 0
+        self.peggedChangeAmount = 0.0
+        self.isPeggedChangeAmountDecrease = False
+        self.referenceChangeAmount = 0.0
+        self.referenceExchangeId = ""
+        self.adjustedOrderType = ""
+
+        self.triggerPrice = UNSET_DOUBLE
+        self.adjustedStopPrice = UNSET_DOUBLE
+        self.adjustedStopLimitPrice = UNSET_DOUBLE
+        self.adjustedTrailingAmount = UNSET_DOUBLE
+        self.adjustableTrailingUnit = 0
+        self.lmtPriceOffset = UNSET_DOUBLE
+
+        self.conditions = []  # std::vector<std::shared_ptr<OrderCondition>>
+        self.conditionsCancelOrder = False
+        self.conditionsIgnoreRth = False
+
+        # ext operator
+        self.extOperator = ""
+
+        # native cash quantity
+        self.cashQty = UNSET_DOUBLE
+
+        self.mifid2DecisionMaker = ""
+        self.mifid2DecisionAlgo = ""
+        self.mifid2ExecutionTrader = ""
+        self.mifid2ExecutionAlgo = ""
+
+        self.dontUseAutoPriceForHedge = False
+
+        self.isOmsContainer = False
+
+        self.discretionaryUpToLimitPrice = False
+
+        self.autoCancelDate = ""
+        self.filledQuantity = UNSET_DECIMAL
+        self.refFuturesConId = 0
+        self.autoCancelParent = False
+        self.shareholder = ""
+        self.imbalanceOnly = False
+        self.routeMarketableToBbo = False
+        self.parentPermId = 0
+
+        self.usePriceMgmtAlgo = None
+        self.duration = UNSET_INTEGER
+        self.postToAts = UNSET_INTEGER
+        self.advancedErrorOverride = ""
+        self.manualOrderTime = ""
+        self.minTradeQty = UNSET_INTEGER
+        self.minCompeteSize = UNSET_INTEGER
+        self.competeAgainstBestOffset = UNSET_DOUBLE
+        self.midOffsetAtWhole = UNSET_DOUBLE
+        self.midOffsetAtHalf = UNSET_DOUBLE
+        self.customerAccount = ""
+        self.professionalCustomer = False
+        self.bondAccruedInterest = ""
+        self.includeOvernight = False
+        self.manualOrderIndicator = UNSET_INTEGER
+        self.submitter = ""
+
+    def __str__(self):
+        s = "%s,%s,%s:" % (
+            intMaxString(self.orderId),
+            intMaxString(self.clientId),
+            longMaxString(self.permId),
+        )
+
+        s += " %s %s %s@%s" % (
+            self.orderType,
+            self.action,
+            decimalMaxString(self.totalQuantity),
+            floatMaxString(self.lmtPrice),
+        )
+
+        s += f" {self.tif}"
+
+        if self.orderComboLegs:
+            s += " CMB("
+            for leg in self.orderComboLegs:
+                s += str(leg) + ","
+            s += ")"
+
+        if self.conditions:
+            s += " COND("
+            for cond in self.conditions:
+                s += str(cond) + ","
+            s += ")"
+
+        return s

ibapi/order_cancel.py

@@ -0,0 +1,21 @@
+"""
+Copyright (C) 2024 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
+"""
+
+from ibapi.const import UNSET_INTEGER
+from ibapi.object_implem import Object
+from ibapi.utils import intMaxString
+
+class OrderCancel(Object):
+    def __init__(self):
+        self.manualOrderCancelTime = ""
+        self.extOperator = ""
+        self.manualOrderIndicator = UNSET_INTEGER
+
+    def __str__(self):
+        s = "manualOrderCancelTime: %s, extOperator: %s, manualOrderIndicator: %s" % (
+            self.manualOrderCancelTime, self.extOperator, intMaxString(self.manualOrderIndicator)
+        )
+
+        return s