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VeighNa框架的InteractiveBrokers交易接口

说明

基于ibapi的10.19.1版本开发的InteractiveBrokers交易接口。

IbGateway中的合约代码支持两种风格:数字代码和字符串代码。

数字代码基于IB平台的ConId,查询方式:在TWS软件中【右键点击任意合约】->【金融产品信息】->【详情】,然后在弹出的网页上即可找到合约的ConId。

字符串代码基于合约的具体描述信息,命名规则和举例:

合约类型 代码规则 代码(symbol) 交易所(exchange)
股票 名称-货币-类别 SPY-USD-STK SMART
外汇 名称-货币-类别 EUR-USD-CASH IDEALPRO
贵金属 名称-货币-类别 XAUUSD-USD-CMDTY SMART
期货 名称-到期年月-货币-类别 ES-202002-USD-FUT GLOBEX
期货(指定乘数) 名称-到期年月-合约乘数-类别 SI-202006-1000-USD-FUT NYMEX
期货期权 名称-到期年月-期权类型-行权价-合约乘数-货币-类别 ES-2020006-C-2430-50-USD-FOP GLOBEX

委托、成交、持仓信息中的合约代码,默认采用数字代码。如果用户使用字符串代码订阅过行情,则使用字符串代码。

安装

安装环境推荐基于3.8.0版本以上的【VeighNa Studio】。

安装ibapi

IB官网下载TWS API的msi安装文件,并运行安装。

找到安装目录下的source\pythonclient文件夹,在cmd中运行下述命令安装:

python setup.py install

安装vnpy_ib

直接使用pip命令:

pip install vnpy_ib

或者下载源代码后,解压后在cmd中运行:

pip install .

使用

以脚本方式启动(script/run.py):

from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp

from vnpy_ib import IbGateway


def main():
    """主入口函数"""
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(IbGateway)

    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

vnpy_ib's People

Contributors

vnpy avatar noranhe avatar lanceyliao avatar edanflame avatar tingle2008 avatar youyuanrsq avatar zhouyuzhouyu avatar ruyisee avatar

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