InteractiveBrokers Trading Interface for the VeighNa Framework

Description

InteractiveBrokers trading interface developed based on ibapi version 9.81.1.post1.

Contract code naming rules and examples in IbGateway:

ContractType	CodeRule	Code (symbol)	Exchange
Stocks	Name-Currency-Class	SPY-USD-STK	SMART
Forex	Name-Currency-Class	SPY-USD-STK	SMART
SPY-USD-STK	SMART	Forex	Name-Currency-Category
Precious Metals	Name-Currency-Category	SPY-USD-STK	SMART
Precious Metals	Name-Currency-Category	XAUUSD-USD-CMDTY	SMART
Futures	Name-Maturity-Year-Month-Currency-Category	ES-202002-USD-FUT	GLOBEX
Futures (Specified Multiplier)	Name-Month-Expiry-Contract-Multiplier-Category	SI-202006-1000-USD-FUT	NYMEX
Options on Futures	Name - Expiration Month and Year - Option Type - Strike Price - Contract Multiplier - Currency - Category	ES-2020006-C-2430-50-USD-FOP	GLOBEX

Installation

The installation environment is recommended to be based on [VeighNa Studio] above version 3.4.0.

Use the pip command directly:

`` pip install vnpy_ib


Or download the source code, unzip it and run it in cmd:

```bash
pip install .

Use

Start as a script (script/run.py):

from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp

from vnpy_ib import IbGateway


def main():
    """Main entry function"""
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(IbGateway)

    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

License

paperswithbacktest/vnpy_ib

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