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Merge pull request #566 from mraniki/dev
💥 breaking changing ibkr connectivity and lib
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,233 +1,209 @@ | ||
| """ | ||
| Interactive Brokers client | ||
| Interactive Brokers client using ibind library | ||
| """ | ||
|
|
||
| from ib_insync import IB, IBC, Contract, Order | ||
| import asyncio | ||
|
|
||
| from ibind import IbkrClient, QuestionType, StockQuery, make_order_request | ||
| from loguru import logger | ||
|
|
||
| from ._client import CexClient | ||
|
|
||
|
|
||
| class IbHandler(CexClient): | ||
| """ | ||
| CEX client for IBKR | ||
| CEX client for IBKR using ibind library | ||
| Args: | ||
| None | ||
| Returns: | ||
| None | ||
| """ | ||
|
|
||
| def __init__( | ||
| self, | ||
| **kwargs, | ||
| ): | ||
| def __init__(self, **kwargs): | ||
| """ | ||
| Initializes the Broker_IBKR_Plugin class. | ||
| This function creates an instance of the IB class from the ib_insync | ||
| library and sets it as the 'ib' attribute of the class. | ||
| It also sets the 'client' attribute to None as a placeholder | ||
| for actual client details. | ||
| Initializes the IBKR client using ibind | ||
| """ | ||
| super().__init__(**kwargs) | ||
| self.client = None | ||
| self.account_number = None | ||
|
|
||
| To connect to the Interactive Brokers (IBKR) platform, | ||
| the 'connect' method of the 'ib' instance is called. | ||
| This method requires the host, port, and clientId as parameters. | ||
| In this case, the function connects to the IBKR platform using | ||
| the IP address "127.0.0.1", port 7497, and clientId 1. | ||
| if not self.enabled: | ||
| return | ||
|
|
||
| After successfully connecting to IBKR, the function logs | ||
| a debug message using the logger module. | ||
| try: | ||
| # Initialize IbkrClient with IBeam gateway | ||
| self.url = self.url or "http://ibeam:5000/v1/api/" | ||
| self.client = IbkrClient(url=self.url) | ||
|
|
||
| # Verify connection | ||
| tickle_result = self.client.tickle() | ||
| if ( | ||
| not tickle_result.data.get("iserver", {}) | ||
| .get("authStatus", {}) | ||
| .get("authenticated", False) | ||
| ): | ||
| raise ConnectionError("Failed to authenticate with IBKR") | ||
|
|
||
| For IBC gateway setup, | ||
| refer to https://github.com/IbcAlpha/IBC/blob/master/userguide.md | ||
| # Get account number | ||
| accounts = self.client.portfolio_accounts().data | ||
| if not accounts: | ||
| raise ValueError("No trading accounts found") | ||
| self.account_number = accounts[0]["accountId"] | ||
|
|
||
| """ | ||
| try: | ||
| super().__init__(**kwargs) | ||
| if self.enabled: | ||
| if self.broker_gateway: | ||
| ibc = IBC( | ||
| 976, | ||
| gateway=True, | ||
| tradingMode="paper" if self.testmode else "live", | ||
| userid=self.user_id, | ||
| password=self.password, | ||
| ) | ||
| ibc.start() | ||
| IB.run() | ||
| self.client = IB() | ||
| self.client.connect( | ||
| host=self.host, | ||
| port=self.port, | ||
| clientId=self.broker_client_id or 1, | ||
| readonly=False, | ||
| account=self.broker_account_number or "", | ||
| ) | ||
| self.name = self.client.id | ||
| self.account_number = self.client.managedAccounts()[0] | ||
| logger.debug("Connected to IBKR {}", self.client.isConnected()) | ||
| logger.debug("Broker_IBKR initialized with account: {}", self.account) | ||
| logger.debug("Connected to IBKR successfully") | ||
| logger.debug(f"Account number: {self.account_number}") | ||
|
|
||
| except Exception as e: | ||
| logger.error("IBC Initialization Error {}", e) | ||
| return None | ||
| logger.error(f"IbkrClient initialization error: {e}") | ||
| raise | ||
|
|
||
| async def _async_request(self, fn, *args, **kwargs): | ||
| """Helper to run synchronous ibind calls in thread pool""" | ||
| return await asyncio.to_thread(fn, *args, **kwargs) | ||
|
|
||
| async def get_info(self): | ||
| """ | ||
| Retrieves information from the accountValues method of the `ib` object. | ||
| Returns: | ||
| The result of calling the accountValues method of the `ib` object. | ||
| Retrieves account information | ||
| """ | ||
| return self.client.accountValues() | ||
| result = await self._async_request( | ||
| self.client.portfolio_account_summary, self.account_number | ||
| ) | ||
| return result.data | ||
|
|
||
| async def get_quote(self, instrument): | ||
| """ | ||
| Return a quote for a instrument | ||
| of a given ib object | ||
| Args: | ||
| cex | ||
| instrument | ||
| Returns: | ||
| quote | ||
| Get market data snapshot for instrument | ||
| """ | ||
| try: | ||
| instrument = await self.replace_instrument(instrument) | ||
| conid = await self.search_contract(instrument) | ||
|
|
||
| if contract := self.search_contract(instrument): | ||
| self.client.reqMktData(contract) | ||
| quote = self.client.ticker(contract) | ||
| logger.debug("Quote: {}", quote) | ||
| return quote | ||
| if not conid: | ||
| logger.warning(f"No contract found for {instrument}") | ||
| return None | ||
|
|
||
| # Get real-time market data (adjust fields as needed) | ||
| result = await self._async_request( | ||
| self.client.marketdata_snapshot, | ||
| conid, | ||
| fields=["31", "84", "86"], # bid, ask, last price | ||
| ) | ||
| return result.data | ||
|
|
||
| except Exception as e: | ||
| logger.error("{} Error {}", self.name, e) | ||
| logger.error(f"Error getting quote: {e}") | ||
| return None | ||
|
|
||
| async def get_account_balance(self): | ||
| """ | ||
| return account balance | ||
| Args: | ||
| None | ||
| Returns: | ||
| balance | ||
| Get account balance summary | ||
| """ | ||
|
|
||
| return self.client.accountSummary(self.account) | ||
| result = await self._async_request( | ||
| self.client.portfolio_account_summary, self.account_number | ||
| ) | ||
| return result.data | ||
|
|
||
| async def get_account_position(self): | ||
| """ | ||
| Return account position. | ||
| Args: | ||
| None | ||
| Returns: | ||
| position | ||
| Get current positions | ||
| """ | ||
| result = await self._async_request( | ||
| self.client.portfolio_positions, self.account_number | ||
| ) | ||
| return result.data | ||
|
|
||
| async def search_contract(self, instrument): | ||
| """ | ||
| Find contract CONID using symbol and mapping configuration | ||
| """ | ||
| try: | ||
| return self.client.positions() | ||
| except Exception as e: | ||
| logger.error("{} Error {}", self.name, e) | ||
|
|
||
| async def pre_order_checks(self, order_params): | ||
| """ """ | ||
| return True | ||
| # Find instrument in mapping | ||
| asset = next( | ||
| ( | ||
| item | ||
| for item in self.mapping | ||
| if item["id"] == instrument or item["alt"] == instrument | ||
| ), | ||
| None, | ||
| ) | ||
|
|
||
| async def get_trading_asset_balance(self): | ||
| """ """ | ||
| return self.client.accountSummary(self.account_number) | ||
| if not asset: | ||
| logger.warning(f"Instrument {instrument} not found in mapping") | ||
| return None | ||
|
|
||
| # Build stock query from mapping | ||
| query = StockQuery( | ||
| symbol=asset["id"], | ||
| contract_conditions={ | ||
| "exchange": asset.get("exchange", "SMART"), | ||
| "currency": asset.get("currency", "USD"), | ||
| "secType": asset.get("type", "STK"), | ||
| }, | ||
| ) | ||
|
|
||
| async def execute_order(self, order_params): | ||
| """ | ||
| Execute order | ||
| # Get CONID | ||
| result = await self._async_request( | ||
| self.client.stock_conid_by_symbol, query, default_filtering=True | ||
| ) | ||
|
|
||
| Args: | ||
| order_params (dict): | ||
| action(str) | ||
| instrument(str) | ||
| quantity(int) | ||
| return result.data.get(instrument) | ||
|
|
||
| Returns: | ||
| trade_confirmation(dict) | ||
| except Exception as e: | ||
| logger.error(f"Contract search error: {e}") | ||
| return None | ||
|
|
||
| async def execute_order(self, order_params): | ||
| """ | ||
| Execute order using IBKR REST API | ||
| """ | ||
| try: | ||
| action = order_params.get("action") | ||
| instrument = await self.replace_instrument(order_params.get("instrument")) | ||
| quantity = order_params.get("quantity", self.trading_risk_amount) | ||
| logger.debug("quantity {}", quantity) | ||
| amount = await self.get_order_amount( | ||
| quantity=quantity, | ||
| instrument=instrument, | ||
| is_percentage=self.trading_risk_percentage, | ||
| instrument = await self.replace_instrument(order_params["instrument"]) | ||
| conid = await self.search_contract(instrument) | ||
|
|
||
| if not conid: | ||
| return {"error": f"Contract not found for {instrument}"} | ||
|
|
||
| # Create order request | ||
| order_request = make_order_request( | ||
| conid=conid, | ||
| side=order_params["action"].upper(), | ||
| quantity=order_params.get("quantity", 1), | ||
| order_type=order_params.get("order_type", "MKT"), | ||
| acct_id=self.account_number, | ||
| price=order_params.get("price"), | ||
| coid=order_params.get("client_order_id"), | ||
| ) | ||
|
|
||
| logger.debug("amount {}", amount) | ||
| pre_order_checks = await self.pre_order_checks(order_params) | ||
| logger.debug("pre_order_checks {}", pre_order_checks) | ||
| # Define standard answers for order questions | ||
| answers = { | ||
| QuestionType.PRICE_PERCENTAGE_CONSTRAINT: True, | ||
| QuestionType.ORDER_VALUE_LIMIT: True, | ||
| "_DEFAULT": True, # Accept any unexpected questions | ||
| } | ||
|
|
||
| if amount and pre_order_checks: | ||
| if contract := self.search_contract(instrument): | ||
| order = Order() | ||
| order.action = order_params["action"] | ||
| order.orderType = order_params["order_type"] or "MKT" | ||
| order.totalQuantity = amount | ||
| trade = self.client.placeOrder(contract, order) | ||
| return await self.get_trade_confirmation(trade, instrument, action) | ||
| # Place order | ||
| result = await self._async_request( | ||
| self.client.place_order, order_request, answers=answers | ||
| ) | ||
|
|
||
| return f"Error executing {self.name}" | ||
| if result.data.get("order_id"): | ||
| return { | ||
| "status": "success", | ||
| "order_id": result.data["order_id"], | ||
| "details": result.data, | ||
| } | ||
| return {"status": "error", "message": result.data} | ||
|
|
||
| except Exception as e: | ||
| logger.error("{} Error {}", self.name, e) | ||
| return f"Error executing {self.name}" | ||
| logger.error(f"Order execution error: {e}") | ||
| return {"error": str(e)} | ||
|
|
||
| async def search_contract(self, instrument): | ||
| """ | ||
| Asynchronously searches for a contract based on the given instrument. | ||
| Args: | ||
| self: The object instance. | ||
| instrument: The instrument to search for. | ||
| Returns: | ||
| Contract: The contract matching the instrument, or None if not found. | ||
| """ | ||
| try: | ||
| if asset := next( | ||
| ( | ||
| item | ||
| for item in self.mapping | ||
| if item["id"] == instrument or item["alt"] == instrument | ||
| ), | ||
| None, | ||
| ): | ||
| return Contract( | ||
| secType=asset["type"], | ||
| symbol=asset["id"], | ||
| lastTradeDateOrContractMonth=asset["lastTradeDateOrContractMonth"], | ||
| strike=asset["strike"], | ||
| right=asset["right"], | ||
| multiplier=asset["multiplier"], | ||
| exchange=asset["exchange"], | ||
| currency=asset["currency"], | ||
| ) | ||
| logger.warning("Asset {} not found in mapping", instrument) | ||
| return None | ||
| async def get_trading_asset_balance(self): | ||
| """Alias for get_account_balance""" | ||
| return await self.get_account_balance() | ||
|
|
||
| except Exception as e: | ||
| logger.error("search_contract {} Error {}", instrument, e) | ||
| async def pre_order_checks(self, order_params): | ||
| """Implement custom pre-trade checks if needed""" | ||
| return True |
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