Interactive Brokers API

Note: this library is work in progress

Setup

Tested on GHC 7.6.3:

git clone https://github.com/cmahon/interactive-brokers.git
git clone https://github.com/cmahon/mvc-service.git
cd interactive-brokers
cabal sandbox init
cabal sandbox add-source ../mvc-service
cabal install --only-dependencies -p
cabal configure -p
cabal build

With IB TWS running, start the example application which issues a series of requests to the IB API and sends the responses to stdout:

cabal run requests

IB Installation (OS X)

IB TWS

The IB API can be accessed via the full desktop client (TWS - Trader Workstation) or the gateway client. I have only used TWS to date but will try the gateway soon - from what I can tell it only offers a restricted subset of the native IB API (e.g. orders may not be supported) but supports the full API via FIX.

Create a folder for TWS.

mkdir ~/IBJts

Download and run the latest TWS installer for OS X and run it. Copy all files from the Contents/Resources/Java subfolder of the newly created Trader_WorkStation_X.app package to ~/IBJts. For example:

cp -r /Users/<Username>/Applications/Trader_WorkStation_X.app/Contents/Resources/Java ~/IBJts

Change to the IBJts folder:

cd ~/IBJts

Run TWS:

java -cp jts.jar:total.jar -Xmx512M -XX:MaxPermSize=128M jclient.LoginFrame .

Create a shell file to launch TWS and save as 'ibtws':

#!/bin/sh
cd ~/IBjts
java -cp jts.jar:total.jar -Xmx512M -XX:MaxPermSize=128M jclient.LoginFrame . 

Make ibtws executable

chmod +x ibtws

IBController

Download the latest IBController code and extract the archive in your home folder. Change to the newly created IBControllerVX-XX-X folder.

cp sampleIBControllerStart.sh ibc
chmod +x ibc

Edit ibc. Mine looks like this (note the commented-out username and password):

#!/bin/bash
TWSUSERID=<IB username>
TWSPASSWORD=<IB password>
IBCDIR=/Users/Chris/IBController/
IBCINI=/Users/Chris/IBController/IBController.ini
TWSDIR=/Users/Chris/IBJts
TWSCP=jts.jar:total.jar
JAVAOPTS="-Xmx512M -XX:MaxPermSize=128M" 
pushd $TWSDIR
java -cp  $TWSCP:$IBCDIR/IBController.jar $JAVAOPTS ibcontroller.IBController $IBCINI $TWSUSERID $TWSPASSWORD
popd

Edit the following entries in IBController.ini.

IbLoginId=<IB username>

IbPassword=<IB password>

IbDir=/Users/Chris/IBJts

Testing

Make ibtws and ibc accessible e.g. via copying to a folder in your PATH.

Running ibtws should launch the TWS client and request your login details:

ibtws

Running ibc should launch IB TWS and login automatically:

ibc

Enabling the IB API in TWS

Activate via menu / setting dialog:

Edit - Global configuration - API - Settings - Enable ActiveX and Socket Clients

Reference

• Haskell project skeleton