Interactive Brokers API - GoLang Implement

• Interactive Brokers API 9.80
• pure golang Implement
• Unofficial, use at you own risk

INSTALL

go get -u github.com/purelightme/ibapi

USAGE

Implement IbWrapper to handle datas delivered via tws or gateway, Wrapper in demo is a default implement that just output data to std. Go to IbWrapper

1. implement your own IbWrapper
2. connect to TWS or Gateway
3. handshake with TWS or Gateway
4. run the loop
5. do some request

Demo 1

import (
    . "github.com/hadrianl/ibapi"
    "time"
)

func main(){
    // internal api log is zap log, you could use GetLogger to get the logger
    // besides, you could use SetAPILogger to set you own log option
    // or you can just use the other logger  
    log := GetLogger().Sugar()
    defer log.Sync()
    // implement your own IbWrapper to handle the msg delivered via tws or gateway
    // Wrapper{} below is a default implement which just log the msg 
    ic := NewIbClient(&Wrapper{})

    // tcp connect with tws or gateway
    // fail if tws or gateway had not yet set the trust IP
    if err := ic.Connect("127.0.0.1", 4002, 0);err != nil {
        log.Panic("Connect failed:", err)
    }

    // handshake with tws or gateway, send handshake protocol to tell tws or gateway the version of client
    // and receive the server version and connection time from tws or gateway.
    // fail if someone else had already connected to tws or gateway with same clientID
    if err := ic.HandShake();err != nil {
        log.Panic("HandShake failed:", err)
    }

    // make some request, msg would be delivered via wrapper.
    // req will not send to TWS or Gateway until ic.Run()
    // you could just call ic.Run() before these
    ic.ReqCurrentTime()
    ic.ReqAutoOpenOrders(true)
    ic.ReqAccountUpdates(true, "")
    ic.ReqExecutions(ic.GetReqID(), ExecutionFilter{})

    // start to send req and receive msg from tws or gateway after this
    ic.Run()
    <-time.After(time.Second * 60)
    ic.Disconnect()
}

Demo 2 with context

import (
    . "github.com/hadrianl/ibapi"
    "time"
    "context"
)

func main(){
    var err error
    SetAPILogger(zap.NewDevelopmentConfig()) // log is default for production(json encode, info level), set to development(console encode, debug level) here
    log := GetLogger().Sugar()
    defer log.Sync()
    ibwrapper := &Wrapper{}
    ctx, _ := context.WithTimeout(context.Background(), time.Second*30)
    ic := NewIbClient(ibwrapper)
    ic.SetContext(ctx)
    err = ic.Connect("127.0.0.1", 4002, 0)
    if err != nil {
        log.Panic("Connect failed:", err)
    }

    err = ic.HandShake()
    if err != nil {
        log.Panic("HandShake failed:", err)
    }

    ic.ReqCurrentTime()
    ic.ReqAutoOpenOrders(true)
    ic.ReqAccountUpdates(true, "")
    ic.ReqExecutions(ic.GetReqID(), ExecutionFilter{})

    ic.Run()
    err = ic.LoopUntilDone()  // block until ctx or ic is done
    log.Info(err)
}

Reference

1. Offical Document
2. Order Types
3. Product
4. Margin
5. Market Data
6. Commissions