ib-api
Ruby interface to Interactive Brokers' TWS API
Reimplementation of the basic functions of ib-ruby
Try the V10 branch (V 10.19)
- Completed Zeitwerk integration.
- Submitting of orders is still pending. (Aprl 2024)
Documentation: https://ib-ruby.github.io/ib-doc/ (work in progress)
ib-ruby offers a modular access to the TWS-API-Interface of Interactive Brokers.
ib-api provides a simple interface to low-level TWS API-calls.
Install in the usual way
$ gem install ib-api
In its plain vanilla usage, it just exchanges messages with the TWS. Any response is stored in the recieved-Array.
It needs just a few lines of code to place an order
require 'ib-api'
# connect with default parameters
ib = IB::Connection.new
# define a contract to deal with
the_stock = IB::Stock.new symbol: 'TAP'
# order 100 shares for 35 $
limit_order = IB::Order.new limit_price: 35, order_type: 'LMT', total_quantity: 100, action: :buy
ib.send_message :PlaceOrder,
:order => limit_order,
:contract => the_stock,
:local_id => ib.next_local_id
# wait until the orderstate message returned
ib.wait_for :OrderStatus
# print the Orderstatus
puts ib.recieved[:OrderStatus].to_human
# => ["<OrderState: Submitted #17/1528367295 from 2000 filled 0.0/100.0 at 0.0/0.0 why_held >"]User-specific Actions
Besides storing any TWS-response in an array, callbacks are implemented.
The user subscribes to a certain response and defines the actions in a typically ruby manner. These actions can be defined globaly
ib = IB::Connection.new do |tws|
# Subscribe to TWS alerts/errors and order-related messages
tws.subscribe(:Alert, :OpenOrder, :OrderStatus, :OpenOrderEnd) { |msg| puts msg.to_human }
endor occationally
# first define actions
q = Queue.new # Initialize as Queue
request_id = nil # declare variable
a = ib.subscribe(:Alert, :ContractData, :ContractDataEnd ) do |msg|
case msg
when Messages::Incoming::Alert
q.close if msg.code == 200 # No security found
when Messages::Incoming::ContractData # security returned
q.push msg.contract if msg.request_id == request_id
when Messages::Incoming::ContractDataEnd
q.close if msg.request_id == request_id
end # case
end
# perform request
request_id = ib.send_message :RequestContractData, :contract => Stock.new(symbol: 'T')
while contract = q.pop
puts contract.as_table
end
┌───────┬────────┬──────────┬──────────┬────────┬────────────┬───────────────┬───────┬────────┬──────────┐
│ │ symbol │ con_id │ exchange │ expiry │ multiplier │ trading-class │ right │ strike │ currency │
╞═══════╪════════╪══════════╪══════════╪════════╪════════════╪═══════════════╪═══════╪════════╪══════════╡
│ Stock │ T │ 37018770 │ SMART │ │ │ T │ │ │ USD │
└───────┴────────┴──────────┴──────────┴────────┴────────────┴───────────────┴───────┴────────┴──────────┘
ib.unsubscribe a # release subscriptions
Minimal TWS-Version
ib-api is tested via the stable IB-Gateway (Version 10.12) and should work with any current tws-installation.
Tests
are invoked by
bundle exec guard
# or
bundle exec rake spec
Integration tests on order-placements are not included. To run the test suite its thus safe to use a real Account.
You have to edit spec/spec.yml and replace the :account-Setting with your own AccountID, even if you connect to a single account.
Contributing
Bug reports and pull requests are welcome. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the Contributor Covenant code of conduct.
Code of Conduct
Everyone interacting in the Core project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the code of conduct.