ib is an Interactive Brokers TWS (or IB Gateway) API client library for Node.js. Refer to the official Trader Workstation API documentation for details.

This is a direct port of Interactive Brokers' official Java client. There is no C++/Java library dependency. It makes a socket connection to TWS (or IB Gateway) using the net module, and all messages are entirely processed in JavaScript. It uses EventEmitter to pass the result back to user.

MAINTAINERS NEEDED

The libary is lagging behind the official Java reference and no updates have been made after v9.70 (~2017). This means that some newer features aren't implemented:

• reqHistoricalNews and reqNewsArticle
• time and sales data
• trailing stop limit orders

Installation

$ npm install ib

Usage

var ib = new (require('ib'))({
  // clientId: 0,
  // host: '127.0.0.1',
  // port: 7496
}).on('error', function (err) {
  console.error('error --- %s', err.message);
}).on('result', function (event, args) {
  console.log('%s --- %s', event, JSON.stringify(args));
}).once('nextValidId', function (orderId) {
  ib.placeOrder(
    orderId,
    ib.contract.stock('AAPL'),
    ib.order.limit('BUY', 1, 0.01)  // safe, unreal value used for demo
  );
  ib.reqOpenOrders();
}).once('openOrderEnd', function () {
  ib.disconnect();
})

ib.connect()
  .reqIds(1);

• See more comprehensive examples here.

API

Connection

.connect()
.disconnect()

Methods

.calculateImpliedVolatility(reqId, contract, optionPrice, underPrice)
.calculateOptionPrice(reqId, contract, volatility, underPrice)
.cancelAccountSummary(reqId)
.cancelAccountUpdatesMulti(requestId)
.cancelCalculateImpliedVolatility(reqId)
.cancelCalculateOptionPrice(reqId)
.cancelFundamentalData(reqId)
.cancelHistoricalData(tickerId)
.cancelMktData(tickerId)
.cancelMktDepth(tickerId)
.cancelNewsBulletins()
.cancelOrder(id)
.cancelPositions()
.cancelPositionsMulti(requestId)
.cancelRealTimeBars(tickerId)
.cancelScannerSubscription(tickerId)
.cancelTickByTickData(tickerId)
.exerciseOptions(tickerId, contract, exerciseAction, exerciseQuantity, account, override)
.placeOrder(id, contract, order)
.replaceFA(faDataType, xml)
.reqAccountSummary(reqId, group, tags)
.reqAccountUpdates(subscribe, acctCode)
.reqAccountUpdatesMulti(requestId, account, modelCode, ledgerAndNLV)
.reqAllOpenOrders()
.reqAutoOpenOrders(bAutoBind)
.reqContractDetails(reqId, contract)
.reqCurrentTime()
.reqExecutions(reqId, filter)
.reqFundamentalData(reqId, contract, reportType)
.reqGlobalCancel()
.reqHistoricalData(tickerId, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate)
.reqHistoricalTicks(tickerId, contract, startDateTime, endDateTime, numberOfTicks, whatToShow, useRTH, ignoreSize)
.reqTickByTickData(tickerId, contract, tickType, numberOfTicks, ignoreSize)
.reqIds(numIds)
.reqManagedAccts()
.reqMarketDataType(marketDataType)
.reqMatchingSymbols(tickerId, pattern)
.reqMktData(tickerId, contract, genericTickList, snapshot, regulatorySnapshot)
.reqMktDepth(tickerId, contract, numRows)
.reqNewsBulletins(allMsgs)
.reqOpenOrders()
.reqPositions()
.reqPositionsMulti(requestId, account, modelCode)
.reqRealTimeBars(tickerId, contract, barSize, whatToShow, useRTH)
.reqScannerParameters()
.reqScannerSubscription(tickerId, subscription)
.requestFA(faDataType)
.queryDisplayGroups(reqId)
.subscribeToGroupEvents(reqId, group)
.unsubscribeToGroupEvents(reqId)
.updateDisplayGroup(reqId, contract)
.setServerLogLevel(logLevel)

Note that .reqContractDetails doesn't respect the official format of the ContractDetails class. For example, the Contract field is replaced with a summary field that contains some of the attributes in the contract.

Events

// General
.on('error', function (err, data))
.on('result', function (event, args))  // exclude connection
.on('all', function (event, args))  // error + connection + result

// Connection
.on('connected', function ())
.on('disconnected', function ())
.on('received', function (tokens, data))
.on('sent', function (tokens, data))
.on('server', function (version, connectionTime))

// Result
.on('accountDownloadEnd', function (accountName))
.on('accountUpdateMulti', function (reqId, account, modelCode, key, value, currency))
.on('accountUpdateMultiEnd', function (reqId))
.on('accountSummary', function (reqId, account, tag, value, currency))
.on('accountSummaryEnd', function (reqId))
.on('bondContractDetails', function (reqId, contract))
.on('commissionReport', function (commissionReport))
.on('contractDetails', function (reqId, contract))
.on('contractDetailsEnd', function (reqId))
.on('currentTime', function (time))
.on('deltaNeutralValidation', function (reqId, underComp))
.on('execDetails', function (reqId, contract, exec))
.on('execDetailsEnd', function (reqId))
.on('fundamentalData', function (reqId, data))
.on('historicalData', function (reqId, date, open, high, low, close, volume, count, WAP, hasGaps))
.on('historicalTickTradeData', (reqId, timestamp, mask, price, size, exchange, specialConditions))
.on('historicalTickBidAskData', (reqId, timestamp, mask, priceBid, priceAsk, sizeBid, sizeAsk))
.on('historicalTickMidPointData', (reqId, timestamp, price, size))
.on('tickByTickAllLast', reqId, tickType, time, price, size, { pastLimit, unreported }, exchange, specialConditions)
.on('tickByTickBidAsk', reqId, time, bidPrice, askPrice, bidSize, askSize, { bidPastLow, askPastHigh })
.on('tickByTickMidPoint', reqId, time, midPoint))
.on('managedAccounts', function (accountsList))
.on('marketDataType', function (reqId, marketDataType))
.on('nextValidId', function (orderId))
.on('openOrder', function (orderId, contract, order, orderState))
.on('openOrderEnd', function ())
.on('orderStatus', function (id, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld))
.on('position', function (account, contract, pos, avgCost))
.on('positionEnd', function ())
.on('positionMulti', function (reqId, account, modelCode, contract, pos, avgCost))
.on('positionMultiEnd', function (reqId))
.on('realtimeBar', function (reqId, time, open, high, low, close, volume, wap, count))
.on('receiveFA', function (faDataType, xml))
.on('scannerData', function (tickerId, rank, contract, distance, benchmark, projection, legsStr))
.on('scannerDataEnd', function (tickerId))
.on('scannerParameters', function (xml))
.on('symbolSamples', function (contractDescriptions))
.on('tickEFP', function (tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuturesPrice, holdDays, futureExpiry, dividendImpact, dividendsToExpiry))
.on('tickGeneric', function (tickerId, tickType, value))
.on('tickOptionComputation', function (tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice))
.on('tickPrice', function (tickerId, tickType, price, canAutoExecute))
.on('tickSize', function (tickerId, sizeTickType, size))
.on('tickSnapshotEnd', function (reqId))
.on('tickString', function (tickerId, tickType, value))
.on('updateAccountTime', function (timeStamp))
.on('updateAccountValue', function (key, value, currency, accountName))
.on('updateMktDepth', function (id, position, operation, side, price, size))
.on('updateMktDepthL2', function (id, position, marketMaker, operation, side, price, size))
.on('updateNewsBulletin', function (newsMsgId, newsMsgType, newsMessage, originatingExch))
.on('updatePortfolio', function (contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName))
.on('displayGroupList', function(id, list))
.on('displayGroupUpdated', function(id, contract))

• See Java client code for argument types (Boolean/Number/String)

Builders

// Contract
.contract.combo(symbol, currency, exchange)
.contract.forex(symbol, currency)
.contract.future(symbol, expiry, currency, exchange)
.contract.option(symbol, expiry, strike, right, exchange, currency)
.contract.stock(symbol, exchange, currency)

// Order
.order.limit(action, quantity, price, transmitOrder)
.order.market(action, quantity, transmitOrder, goodAfterTime, goodTillDate)
.order.marketClose(action, quantity, price, transmitOrder)
.order.stop(action, quantity, price, transmitOrder, parentId, tif)
.order.stopLimit(action, quantity, limitPrice, stopPrice, transmitOrder, parentId, tif)
.order.trailingStop(action, quantity, auxPrice, tif, transmitOrder, parentId)

Util

.incomingToString(incoming)
.numberToString(number)
.outgoingToString(outgoing)
.tickTypeToString(tickType)

Credits

See the contributors.

License