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ib_async.wrapper

Generated from the installed ib_async 2.1.0 package. Signatures and defaults are version-specific.

Wrapper to handle incoming messages.

Public constants​

NameValue
EFP_TICK_MAP{38: 'bidEfp', 39: 'askEfp', 40: 'lastEfp', 41: 'openEfp', 42: 'highEfp', 43: 'lowEfp', 44: 'closeEfp'}
GENERIC_TICK_MAP{23: 'histVolatility', 24: 'impliedVolatility', 31: 'indexFuturePremium', 46: 'shortable', 49: 'halted', 54: 'tradeCount', 55: 'tradeRate', 56: 'volumeRate', 58: 'rtHistVolatili...
GREEKS_TICK_MAP{10: 'bidGreeks', 80: 'bidGreeks', 11: 'askGreeks', 81: 'askGreeks', 12: 'lastGreeks', 82: 'lastGreeks', 13: 'modelGreeks', 83: 'modelGreeks', 53: 'custGreeks'}
PRICE_TICK_MAP{6: 'high', 72: 'high', 7: 'low', 73: 'low', 9: 'close', 75: 'close', 14: 'open', 76: 'open', 15: 'low13week', 16: 'high13week', 17: 'low26week', 18: 'high26week', 19: 'low52wee...
RT_VOLUME_TICK_MAP{48: 'rtVolume', 77: 'rtTradeVolume'}
SIZE_TICK_MAP{8: 'volume', 74: 'volume', 63: 'volumeRate3Min', 64: 'volumeRate5Min', 65: 'volumeRate10Min', 21: 'avVolume', 22: 'openInterest', 27: 'callOpenInterest', 28: 'putOpenInterest',...
STRING_TICK_MAP{25: 'optionBidExch', 26: 'optionAskExch', 32: 'bidExchange', 33: 'askExchange', 84: 'lastExchange', 85: 'lastRegTime', 91: 'reutersMutualFunds', 100: 'socialMarketAnalytics'}
TIMESTAMP_TICK_MAP{45: 'lastTimestamp', 88: 'delayedLastTimestamp'}
TYPE_CHECKINGFalse
UNSET_DOUBLE1.7976931348623157e+308
UNSET_INTEGER2147483647

RequestError​

RequestError(reqId: int, code: int, message: str)

Exception to raise when the API reports an error that can be tied to a single request.

Wrapper​

Wrapper(ib: 'IB', _logger: logging.Logger = <factory>, _timeoutHandle: asyncio.events.TimerHandle | None = None, defaults: ib_async.objects.IBDefaults = <factory>) -> None

Wrapper implementation for use with the IB class.

Fields​

NameTypeDefault
ibIBrequired
accountValuesdictrequired
acctSummarydictrequired
portfoliodictrequired
positionsdictrequired
tradesdictrequired
permId2Tradedictrequired
fillsdictrequired
newsTickslistrequired
msgId2NewsBulletindictrequired
tickersdictrequired
pendingTickerssetrequired
reqId2Tickerdictrequired
ticker2ReqIddictrequired
reqId2Subscriberdictrequired
reqId2PnLdictrequired
reqId2PnlSingledictrequired
pnlKey2ReqIddictrequired
pnlSingleKey2ReqIddictrequired
lastTimedatetimerequired
timefloatrequired
accountslistrequired
clientIdintrequired
wshMetaReqIdintrequired
wshEventReqIdintrequired
_reqId2Contractdictrequired
_timeoutfloatrequired
_futuresdictrequired
_resultsdictrequired
_loggerLoggerfactory: <lambda>
_timeoutHandleasyncio.events.TimerHandle | NoneNone
defaultsIBDefaultsfactory: IBDefaults

accountDownloadEnd​

accountDownloadEnd(self, _account: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

accountSummary​

accountSummary(self, _reqId: int, account: str, tag: str, value: str, currency: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

accountSummaryEnd​

accountSummaryEnd(self, reqId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

accountUpdateMulti​

accountUpdateMulti(self, reqId: int, account: str, modelCode: str, tag: str, val: str, currency: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

accountUpdateMultiEnd​

accountUpdateMultiEnd(self, reqId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

bondContractDetails​

bondContractDetails(self, reqId: int, contractDetails: ib_async.contract.ContractDetails)

No library docstring is provided; consult the signature, type fields, and operational guides.

commissionReport​

commissionReport(self, commissionReport: ib_async.objects.CommissionReport)

No library docstring is provided; consult the signature, type fields, and operational guides.

completedOrder​

completedOrder(self, contract: ib_async.contract.Contract, order: ib_async.order.Order, orderState: ib_async.order.OrderState)

No library docstring is provided; consult the signature, type fields, and operational guides.

completedOrdersEnd​

completedOrdersEnd(self)

No library docstring is provided; consult the signature, type fields, and operational guides.

connectAck​

connectAck(self)

No library docstring is provided; consult the signature, type fields, and operational guides.

connectionClosed​

connectionClosed(self)

No library docstring is provided; consult the signature, type fields, and operational guides.

contractDetails​

contractDetails(self, reqId: int, contractDetails: ib_async.contract.ContractDetails)

No library docstring is provided; consult the signature, type fields, and operational guides.

contractDetailsEnd​

contractDetailsEnd(self, reqId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

currentTime​

currentTime(self, time: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

deltaNeutralValidation​

deltaNeutralValidation(self, reqId: int, dnc: ib_async.contract.DeltaNeutralContract)

No library docstring is provided; consult the signature, type fields, and operational guides.

dict​

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

endSubscription​

endSubscription(self, subscriber)

Unregister a live subscription.

endTicker​

endTicker(self, ticker: ib_async.ticker.Ticker, tickType: int | str)

No library docstring is provided; consult the signature, type fields, and operational guides.

error​

error(self, reqId: int, errorCode: int, errorString: str, advancedOrderRejectJson: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

execDetails​

execDetails(self, reqId: int, contract: ib_async.contract.Contract, execution: ib_async.objects.Execution)

This wrapper handles both live fills and responses to reqExecutions.

execDetailsEnd​

execDetailsEnd(self, reqId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

familyCodes​

familyCodes(self, familyCodes: list[ib_async.objects.FamilyCode])

No library docstring is provided; consult the signature, type fields, and operational guides.

fundamentalData​

fundamentalData(self, reqId: int, data: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

headTimestamp​

headTimestamp(self, reqId: int, headTimestamp: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

histogramData​

histogramData(self, reqId: int, items: list[ib_async.objects.HistogramData])

No library docstring is provided; consult the signature, type fields, and operational guides.

historicalData​

historicalData(self, reqId: int, bar: ib_async.objects.BarData)

No library docstring is provided; consult the signature, type fields, and operational guides.

historicalDataEnd​

historicalDataEnd(self, reqId, _start: str, _end: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

historicalDataUpdate​

historicalDataUpdate(self, reqId: int, bar: ib_async.objects.BarData)

No library docstring is provided; consult the signature, type fields, and operational guides.

historicalNews​

historicalNews(self, reqId: int, time: str, providerCode: str, articleId: str, headline: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

historicalNewsEnd​

historicalNewsEnd(self, reqId, _hasMore: bool)

No library docstring is provided; consult the signature, type fields, and operational guides.

historicalSchedule​

historicalSchedule(self, reqId: int, startDateTime: str, endDateTime: str, timeZone: str, sessions: list[ib_async.objects.HistoricalSession])

No library docstring is provided; consult the signature, type fields, and operational guides.

historicalTicks​

historicalTicks(self, reqId: int, ticks: list[ib_async.objects.HistoricalTick], done: bool)

No library docstring is provided; consult the signature, type fields, and operational guides.

historicalTicksBidAsk​

historicalTicksBidAsk(self, reqId: int, ticks: list[ib_async.objects.HistoricalTickBidAsk], done: bool)

No library docstring is provided; consult the signature, type fields, and operational guides.

historicalTicksLast​

historicalTicksLast(self, reqId: int, ticks: list[ib_async.objects.HistoricalTickLast], done: bool)

No library docstring is provided; consult the signature, type fields, and operational guides.

managedAccounts​

managedAccounts(self, accountsList: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

marketDataType​

marketDataType(self, reqId: int, marketDataId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

marketRule​

marketRule(self, marketRuleId: int, priceIncrements: list[ib_async.objects.PriceIncrement])

No library docstring is provided; consult the signature, type fields, and operational guides.

mktDepthExchanges​

mktDepthExchanges(self, depthMktDataDescriptions: list[ib_async.objects.DepthMktDataDescription])

No library docstring is provided; consult the signature, type fields, and operational guides.

newsArticle​

newsArticle(self, reqId: int, articleType: int, articleText: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

newsProviders​

newsProviders(self, newsProviders: list[ib_async.objects.NewsProvider])

No library docstring is provided; consult the signature, type fields, and operational guides.

nextValidId​

nextValidId(self, reqId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

nonDefaults​

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

openOrder​

openOrder(self, orderId: int, contract: ib_async.contract.Contract, order: ib_async.order.Order, orderState: ib_async.order.OrderState)

This wrapper is called to:

  • feed in open orders at startup;
  • feed in open orders or order updates from other clients and TWS if clientId=master id;
  • feed in manual orders and order updates from TWS if clientId=0;
  • handle openOrders and allOpenOrders responses.

openOrderEnd​

openOrderEnd(self)

No library docstring is provided; consult the signature, type fields, and operational guides.

orderBound​

orderBound(self, reqId: int, apiClientId: int, apiOrderId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

orderKey​

orderKey(self, clientId: int, orderId: int, permId: int) -> int | tuple[int, int]

No library docstring is provided; consult the signature, type fields, and operational guides.

orderStatus​

orderStatus(self, orderId: int, status: str, filled: float, remaining: float, avgFillPrice: float, permId: int, parentId: int, lastFillPrice: float, clientId: int, whyHeld: str, mktCapPrice: float = 0.0)

No library docstring is provided; consult the signature, type fields, and operational guides.

pnl​

pnl(self, reqId: int, dailyPnL: float, unrealizedPnL: float, realizedPnL: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

pnlSingle​

pnlSingle(self, reqId: int, pos: int, dailyPnL: float, unrealizedPnL: float, realizedPnL: float, value: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

position​

position(self, account: str, contract: ib_async.contract.Contract, posSize: float, avgCost: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

positionEnd​

positionEnd(self)

No library docstring is provided; consult the signature, type fields, and operational guides.

positionMulti​

positionMulti(self, reqId: int, account: str, modelCode: str, contract: ib_async.contract.Contract, pos: float, avgCost: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

positionMultiEnd​

positionMultiEnd(self, reqId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

priceSizeTick​

priceSizeTick(self, reqId: int, tickType: int, price: float, size: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

realtimeBar​

realtimeBar(self, reqId: int, time: int, open_: float, high: float, low: float, close: float, volume: float, wap: float, count: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

receiveFA​

receiveFA(self, _faDataType: int, faXmlData: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

reset​

reset(self)

No library docstring is provided; consult the signature, type fields, and operational guides.

scannerData​

scannerData(self, reqId: int, rank: int, contractDetails: ib_async.contract.ContractDetails, distance: str, benchmark: str, projection: str, legsStr: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

scannerDataEnd​

scannerDataEnd(self, reqId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

scannerParameters​

scannerParameters(self, xml: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

securityDefinitionOptionParameter​

securityDefinitionOptionParameter(self, reqId: int, exchange: str, underlyingConId: int, tradingClass: str, multiplier: str, expirations: list[str], strikes: list[float])

No library docstring is provided; consult the signature, type fields, and operational guides.

securityDefinitionOptionParameterEnd​

securityDefinitionOptionParameterEnd(self, reqId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

setEventsDone​

setEventsDone(self)

Set all subscription-type events as done.

setTimeout​

setTimeout(self, timeout: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

smartComponents​

smartComponents(self, reqId, components)

No library docstring is provided; consult the signature, type fields, and operational guides.

softDollarTiers​

softDollarTiers(self, reqId: int, tiers: list[ib_async.objects.SoftDollarTier])

No library docstring is provided; consult the signature, type fields, and operational guides.

startReq​

startReq(self, key, contract=None, container=None)

Start a new request and return the future that is associated with the key and container. The container is a list by default.

startSubscription​

startSubscription(self, reqId, subscriber, contract=None)

Register a live subscription.

startTicker​

startTicker(self, reqId: int, contract: ib_async.contract.Contract, tickType: int | str)

Start a tick request that has the reqId associated with the contract. Return the ticker.

symbolSamples​

symbolSamples(self, reqId: int, contractDescriptions: list[ib_async.contract.ContractDescription])

No library docstring is provided; consult the signature, type fields, and operational guides.

tcpDataArrived​

tcpDataArrived(self)

No library docstring is provided; consult the signature, type fields, and operational guides.

tcpDataProcessed​

tcpDataProcessed(self)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickByTickAllLast​

tickByTickAllLast(self, reqId: int, tickType: int, time: int, price: float, size: float, tickAttribLast: ib_async.objects.TickAttribLast, exchange, specialConditions)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickByTickBidAsk​

tickByTickBidAsk(self, reqId: int, time: int, bidPrice: float, askPrice: float, bidSize: float, askSize: float, tickAttribBidAsk: ib_async.objects.TickAttribBidAsk)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickByTickMidPoint​

tickByTickMidPoint(self, reqId: int, time: int, midPoint: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickEFP​

tickEFP(self, reqId: int, tickType: int, basisPoints: float, formattedBasisPoints: str, totalDividends: float, holdDays: int, futureLastTradeDate: str, dividendImpact: float, dividendsToLastTradeDate: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickGeneric​

tickGeneric(self, reqId: int, tickType: int, value: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickNews​

tickNews(self, _reqId: int, timeStamp: int, providerCode: str, articleId: str, headline: str, extraData: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickOptionComputation​

tickOptionComputation(self, reqId: int, tickType: int, tickAttrib: int, impliedVol: float, delta: float, optPrice: float, pvDividend: float, gamma: float, vega: float, theta: float, undPrice: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickReqParams​

tickReqParams(self, reqId: int, minTick: float, bboExchange: str, snapshotPermissions: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickSize​

tickSize(self, reqId: int, tickType: int, size: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickSnapshotEnd​

tickSnapshotEnd(self, reqId: int)

No library docstring is provided; consult the signature, type fields, and operational guides.

tickString​

tickString(self, reqId: int, tickType: int, value: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

tuple​

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update​

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

updateAccountTime​

updateAccountTime(self, timestamp: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

updateAccountValue​

updateAccountValue(self, tag: str, val: str, currency: str, account: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

updateMktDepth​

updateMktDepth(self, reqId: int, position: int, operation: int, side: int, price: float, size: float)

No library docstring is provided; consult the signature, type fields, and operational guides.

updateMktDepthL2​

updateMktDepthL2(self, reqId: int, position: int, marketMaker: str, operation: int, side: int, price: float, size: float, isSmartDepth: bool = False)

No library docstring is provided; consult the signature, type fields, and operational guides.

updateNewsBulletin​

updateNewsBulletin(self, msgId: int, msgType: int, message: str, origExchange: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

updatePortfolio​

updatePortfolio(self, contract: ib_async.contract.Contract, posSize: float, marketPrice: float, marketValue: float, averageCost: float, unrealizedPNL: float, realizedPNL: float, account: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

userInfo​

userInfo(self, reqId: int, whiteBrandingId: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

wshEventData​

wshEventData(self, reqId: int, dataJson: str)

No library docstring is provided; consult the signature, type fields, and operational guides.

wshMetaData​

wshMetaData(self, reqId: int, dataJson: str)

No library docstring is provided; consult the signature, type fields, and operational guides.