Interactive Brokers TWS (or IB Gateway) API client library for Node.js
npm install ib
 
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.
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
$ npm install ib
``js
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.
`js`
.connect()
.disconnect()
`js`
.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.
`js
// 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)
`js
// 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)
`
`js``
.incomingToString(incoming)
.numberToString(number)
.outgoingToString(outgoing)
.tickTypeToString(tickType)
See the contributors.
The MIT License (MIT)Copyright (c) 2013-2021 Pilwon Huh
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
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