node-ibapi-addon

Interactive Brokers API addon for Node.js compatible with IB API 9.69

Author: Jae Yang - [dchem] (https://github.com/dchem/)

For direct JavaScript implementation of IB API for Node.js, please visit Pilwon Huh's [node-ib] (https://github.com/pilwon/node-ib).

Change Notes:

• 2013-12-29 - 0.0.3 - Added EventEmitter support
• 2013-09-26 - 0.0.2 - EClientSocket hooks and EWrapper hooks
• 2013-09-02 - 0.0.1 - Initial commit - connect, disconnect, isConnected works

Installation:

1. Make sure to have node-gyp installed
2. Get the IB API package from Interactive Brokers
3. Copy the contents of IB API package's IBJts/source/PosixClient/Shared into /import directory
4. Copy the contents of IB API package's IBJts/source/PosixClient/src into /import directory
5. Add #define IB_USE_STD_STRING into the following files in /import directory: EClientSocketBase.cpp EPosixClientSocket.cpp
6. node-gyp configure build

Usage

var addon = require('nodeibapi').addon;
var obj = new addon.NodeIbapi();

var orderId = -1;
var processIbMsg = function () {
  obj.processIbMsg();
}
var addReqId = function () {
  obj.addReqId(1);
}
var doReqFunc = function () {
  obj.doReqFunc();
}
obj.on('connected', function () {
  console.log('connected');
  setInterval(processIbMsg,0.1);
  obj.funcQueue.push(addReqId);
})
.once('nextValidId', function (data) {
  orderId = data;
  console.log('nextValidId: ' + orderId);
  setInterval(doReqFunc,100);
})
.on('disconnected', function () {
  console.log('disconnected');
  process.exit(1);
})

obj.connectToIb('127.0.0.1',7496,0);

Addon Wrapper Commands

// Msg processor
//  a POSIX implementation of network message handler
.processMsg()

// Getters
//  Following commands are used for getting the incoming data from 
//  the msg queue 
.getNextValidId()
.getTickPrice()
.getTickSize()
.getTickOptionComputation()
.getTickGeneric()
.getTickString()
.getTickEFP()
.getTickSnapshotEnd()
.getMarketDataType()
.getOrderStatus()
.getOpenOrder()
.getRealtimeBar()
.getWinError()
.getError()
.getUpdateAccountValue()

// IB API Commands
//  Following commands are used for requesting specific action 
//  through IB API
.connect(host,port,clientId)
.disconnect()
.isConnected()
.reqMktData(reqId, contract, genericTickType, snapShot)
.cancelMktData(reqId)
.placeSimpleOrder(orderId, symbol, secType, exchange, primaryExchange, currency, action, quantity, orderType, price)
.placeOrder(orderId, contract, action, quantity, orderType, price)
.cancelOrder(orderId)
.reqOpenOrders()
.reqAccountUpdates(subscribe, acctCode)
.reqExecutions(reqId, clientId, acctCode, time, symbol, secType, exchange, side)
.reqIds(1)
.checkMessages()

.reqRealtimeBars(tickerId, contract, barSize, whatToShow, useRTH)
.cancelRealTimeBars(tickerId)

JS Extended Wrapper Commands

The following commands are extended commands in nodeibapi.js if one were to use it.

.addReqId()
.doReqFunc()
.processIbMsg()
.connectToIb()

JS Extended Wrapper Events

// processIbMsg events - returns arrays
.on('clientError', function (clientError))
.on('srvError', function (srvError))
.on('nextValidId' function (nextValidId))
.on('tickPrice', function (tickPrice))
.on('tickSize', function (tickSize))
.on('tickOptionComputation', function(tickOptionComputation))
.on('tickGeneric', function(tickGeneric))
.on('tickString', function(tickString))
.on('tickEFP', function(tickEFP))
.on('tickSnapshotEnd', function(tickSnapshotEnd))
.on('marketDataType', function(marketDataType))
.on('orderStatus', function(orderStatus))
.on('openOrder', function(openOrder))
.on('realtimeBar', function(realtimeBar))
.on('disconnected', function ())

// connectToIb events
.on('connected', function())
.on('connectionFail' function())

Tests:

Uses mocha, so install it.

Issues:

• See issues list in https://github.com/dchem/node-ibapi-addon/issues?state=open

License

Copyright (c) 2013 Jae Yang. See LICENSE file for license rights and limitations (MIT).