IBX - OCaml implementation of the Interactive Brokers TWS API
IBX is a pure OCaml implementation of the Interactive Brokers Trader Workstation API (TWS API) built on top of Jane Street's Core and Async library.
DISCLAIMER: This software is not approved by Interactive Brokers or any of its affiliates. It comes with absolutely no warranty and the use of this software for actual trading is at your own risk.
$ opam install ibx
$ make $ make install
The still incomplete API-documentation of this distribution can be built with
It can also be found online.
Before you start, please install the Interactive Brokers Trader Workstation TWS or its low-resource alternative IB Gateway and make sure that the software allows for incoming API connections. How this is done for TWS can be watched here. For more detailed information please refer to the Interactive Brokers API Reference Guide.
NOTE: You can use the username edemo with password demouser to log into the demo account.
This simple program will connect to the IB Gateway running on localhost and retrieve the last price for a given stock symbol:
open Core.Std open Async.Std open Ibx.Std let host = "localhost" let port = 4001 let print_last_price symbol = Tws.with_client ~host ~port ~on_handler_error:(`Call (fun e -> eprintf "[Error] Failed to retrieve last price for %s:\n" symbol; prerr_endline (Error.to_string_hum e); shutdown 1 )) (fun tws -> let stock = Contract.stock ~currency:`USD (Symbol.of_string symbol) in Tws.trade_snapshot_exn tws ~contract:stock >>= fun snapshot -> let price = Price.to_float (Trade_snapshot.last_price snapshot) in printf "[Info] Last price for %s was %4.2f USD\n" symbol price; return () ) let command = Command.async_basic ~summary:"Retrieve last stock price" Command.Spec.( empty +> anon ("STOCK-SYMBOL" %: string) ) (fun symbol () -> print_last_price symbol) let () = Command.run command
Assuming the above program is stored in the file
you can simply build it by running
$ ocamlbuild -use-ocamlfind -tag thread -pkg ibx last_price.native
and then use it to get the last price of a stock (e.g. Apple Inc.) as follows:
$ ./last_price.native AAPL
For more complex examples please refer to the
examples-directory of this
distribution. You can build the examples by typing
$ ./configure --enable-examples $ make
in the top-level directory of this distribution.
In case of bugs, feature requests and similar, please contact:
- Oliver Gu email@example.com