class IBBroker(BaseBroker):
def __init__(self):
basicConfig()
# These two variables are initialized in Connect method
self._connection = None
self._wrapper = None
self._request_id = 0
def _get_next_request_id(self):
self._request_id += 1
return self._request_id
def get_security(self, symbol):
contract = IBSecurity()
contract.Symbol = symbol
contract.symbol_id = 0
contract.Currency = 'USD'
return contract
def _get_next_valid_order_id(self):
"""
You must assign a unique order ID to each order you place. IB's servers
keep track of the next available order ID you can use; this function
requests that value from IB's servers, waits until IB sends a response,
then returns the ID.
"""
last_time = self._wrapper._time_received_next_valid_order_id
self._connection.reqIds(1)
# Wait until IB sends the next valid ID
while last_time == self._wrapper._time_received_next_valid_order_id:
very_short_sleep()
return self._wrapper._next_valid_order_id
def _request_current_time(self):
self._connection.reqCurrentTime()
def connect(self):
self._wrapper = ReferenceWrapper()
self._connection = EClientSocket(self._wrapper)
self._connection.eConnect(IB_HOST, IB_PORT, IB_CLIENT_ID)
def disconnect(self):
if self._connection.isConnected():
self._connection.eDisconnect()
def send_pre_trade(self, trade_info): # trade info is fa profile
self._connection.requestFA(self._connection.PROFILES)
self._connection.replaceFA(self._connection.PROFILES, trade_info)
def send_order(self, order):
order.__class__ = IBOrder # casting to IBOrder
order.prepare_IB_order()
order_id = self._get_next_valid_order_id()
contract = self.get_security(order.Symbol)
#order.m_transmit = True # forces IB to transmit order straight away
self._connection.placeOrder(order_id, contract, order) # places order
order.Status = Order.StatusChoice.Sent.value # order status is set to SENT
order.Order_Id = order_id # sets broker specific ID
while not self._wrapper.isOpeningOfOrdersFinished(order_id):
err = self._wrapper.getError(order_id)
if err is not None:
raise Exception(err)
very_short_sleep()
#if(self._wrapper.isError(id)):
# raise Exception(self.wrapper.isError(id))
def update_orders(self, orders):
requestId = self._get_next_request_id()
exf = ExecutionFilter()
distribution = {}
self._connection.reqExecutions(requestId, exf) #
while not self._wrapper.isExecutionRequestFinished(requestId):
err = self._wrapper.getError(requestId)
if err is not None:
raise Exception(err)
very_short_sleep()
executions = self._wrapper.getExecutions(requestId)
for order in orders:
price = 0
shares = 0
if executions is not None:
for execution in executions:
if execution.m_shares > 0 and execution.m_orderId == order.Order_Id and not execution.m_acctNumber.startswith('DF'):
price = execution.m_price
if order.Symbol not in distribution:
distribution[order.Symbol] = {}
if execution.m_acctNumber not in distribution[order.Symbol]:
distribution[order.Symbol][execution.m_acctNumber] = 0
distribution[order.Symbol][execution.m_acctNumber] += execution.m_shares
shares += execution.m_shares
if price != 0:
order.setFills(price, shares)
return distribution
def get_account_info(self, broker_account):
requestId = self._get_next_request_id()
self._connection.reqAccountSummary(requestId, 'All', 'AccountType,TotalCashValue')
while not self._wrapper.isExecutionRequestFinished(requestId):
err = self._wrapper.getError(requestId)
max_resp = self._wrapper.getMaxRequestFailureError()
if err is not None:
raise Exception(err)
if max_resp:
raise Exception("Maximum number of account summary requests exceeded")
very_short_sleep()
return self._wrapper.getAccountInfo(broker_account.ib_account)
