Ruby interface to Interactive Brokers' TWS API

Reimplementation of ib-ruby

VERSION 10

Whats new

• Zeitwerk integration.
• Plugin's to ease automations

Documentation: https://ib-ruby.github.io/ib-doc/

ib-api offers a modular access to the TWS-API-Interface of Interactive Brokers.

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 received-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 >"]

IB-API ships with simple plugins to facilitate automations

require 'ib-api'
# connect with default parameters 
ib =  IB::Connection.new do | c |
  c.activate_plugin "verify"
end

g =  IB::Stock.new symbol: 'GE'
puts g.verify.first.attributes
{:symbol=>"GE", :sec_type=>"STK", :last_trading_day=>"", :strike=>0.0, :right=>"", :exchange=>"SMART", :currency=>"USD", :local_symbol=>"GE", :trading_class=>"GE", :con_id=>498843743, :multiplier=>0, :primary_exchange=>"NYSE", }

Currently implemented plugins

• connection-tools: ensure that a connection is established and active
• verify: get contract details from the tws
• symbols: use predefined symbols
• managed-accounts: fetch and organize account- and portfoliovalues
• advanced-account: perform account-based previewing, opening, modifying and closing of Positions
• process-orders: account-based bookkeeping of orders
• auto-adjust: properly adjust the orderprice to the next valid min-tick of the contract
• market-price: fetch the current market-price of a contract
• eod: retrieve EOD-Data for the given contract
• greeks: read current option greeks
• roll: easy rolling of futures and options
• option-chain: build option-chains for given strikes and expiries
• spread-prototypes: create limit, stop, market, etc. orders through prototypes
• probability-of-expiring: calculate the probability of expiring for the option-contract

ib-api is tested via the stable IB-Gateway (Version 10.33) and should work with any current tws-installation.

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.

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.

Everyone interacting in the Core project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the code of conduct.