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Interactive Brokers

Provides an API integration for Interactive Brokers.

Client​

class InteractiveBrokersClient​

Bases: Component, InteractiveBrokersClientConnectionMixin, InteractiveBrokersClientAccountMixin, InteractiveBrokersClientMarketDataMixin, InteractiveBrokersClientOrderMixin, InteractiveBrokersClientContractMixin, InteractiveBrokersClientErrorMixin

A client component that interfaces with the Interactive Brokers TWS or Gateway.

This class integrates various mixins to provide functionality for connection management, account management, market data, and order processing with Interactive Brokers. It inherits from both Component and EWrapper to provide event-driven responses and custom component behavior.

async wait_until_ready(timeout: int = 300) → None​

Check if the client is running and ready within a given timeout.

  • Parameters: timeout (int , default 300) – Time in seconds to wait for the client to be ready.

subscribe_event(name: str, handler: Callable) → None​

Subscribe a handler function to a named event.

  • Parameters:
    • name (str) – The name of the event to subscribe to.
    • handler (Callable) – The handler function to be called when the event occurs.

unsubscribe_event(name: str) → None​

Unsubscribe a handler from a named event.

  • Parameters: name (str) – The name of the event to unsubscribe from.

submit_to_msg_handler_queue(task: Callable[[...], Any]) → None​

Submit a task to the message handler’s queue for processing.

This method places a callable task into the message handler task queue, ensuring it’s scheduled for asynchronous execution according to the queue’s order. The operation is non-blocking and immediately returns after queueing the task.

  • Parameters: task (Callable [ ... , Any ]) – The task to be queued. This task should be a callable that matches the expected signature for tasks processed by the message handler.

sendMsg(msg)​

Override the logging for ibapi EClient.sendMsg.

logRequest(fnName, fnParams)​

Override the logging for ibapi EClient.logRequest.

CLIENT_ERRORS : Final[set[int]] = {502, 503, 504, 1100, 2110, 10038, 10182}​

CONNECTIVITY_LOST_CODES : Final[set[int]] = {1100, 1300, 2110}​

CONNECTIVITY_RESTORED_CODES : Final[set[int]] = {1101, 1102}​

ORDER_REJECTION_CODES : Final[set[int]] = {201, 203, 321, 10289, 10293}​

SUPPRESS_ERROR_LOGGING_CODES : Final[set[int]] = {200}​

WARNING_CODES : Final[set[int]] = {110, 165, 202, 399, 404, 434, 492, 1101, 1102, 10167}​

accounts() → set[str]​

Return a set of account identifiers managed by this instance.

  • Return type: set[str]

cancel_all_orders() → None​

Request to cancel all open orders through the EClient.

cancel_order(order_id: int, order_cancel: OrderCancel = None) → None​

Cancel an order through the EClient.

  • Parameters:
    • order_id (int) – The unique identifier for the order to be canceled.
    • order_cancel (OrderCancel object , optional.) – The Order cancellation parameters when canceling an order, when subject to CME Rule 576.

degrade(self) → void​

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

dispose(self) → void​

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void​

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str​

Return the fully qualified name for the components class.

  • Return type: str

async get_contract_details(contract: IBContract) → list[IBContractDetails] | None​

Request details for a specific contract.

  • Parameters: contract (IBContract) – The contract for which details are requested.
  • Return type: IBContractDetails | None

async get_historical_bars(bar_type: BarType, contract: IBContract, use_rth: bool, end_date_time: Timestamp, duration: str, timeout: int = 60) → list[Bar]​

Request and retrieve historical bar data for a specified bar type.

  • Parameters:
    • bar_type (BarType) – The type of bar for which historical data is requested.
    • contract (IBContract) – The Interactive Brokers contract details for the instrument.
    • use_rth (bool) – Whether to use regular trading hours (RTH) only for the data.
    • end_date_time (pd.Timestamp) – The end time for the historical data request as a pandas Timestamp.
    • duration (str) – The duration for which historical data is requested, formatted as a string.
    • timeout (int , optional) – The maximum time in seconds to wait for the historical data response.
  • Return type: list[Bar]

async get_historical_ticks(instrument_id: InstrumentId, contract: IBContract, tick_type: str, start_date_time: Timestamp | str = '', end_date_time: Timestamp | str = '', use_rth: bool = True, timeout: int = 60) → list[QuoteTick | TradeTick] | None​

Request and retrieve historical tick data for a specified contract and tick type.

  • Parameters:
    • instrument_id (InstrumentId) – The identifier of the instrument for which to request historical ticks.
    • contract (IBContract) – The Interactive Brokers contract details for the instrument.
    • tick_type (str) – The type of tick data to request (e.g., ‘BID_ASK’, ‘TRADES’).
    • start_date_time (pd.Timestamp | str , optional) – The start time for the historical data request. Can be a pandas Timestamp or a string formatted as ‘YYYYMMDD HH:MM:SS [TZ]’.
    • end_date_time (pd.Timestamp | str , optional) – The end time for the historical data request. Same format as start_date_time.
    • use_rth (bool , optional) – Whether to use regular trading hours (RTH) only for the data.
    • timeout (int , optional) – The maximum time in seconds to wait for the historical data response.
  • Return type: list[QuoteTick | TradeTick] | None

async get_matching_contracts(pattern: str) → list[IBContract] | None​

Request contracts matching a specific pattern.

  • Parameters: pattern (str) – The pattern to match for contract symbols.
  • Return type: list[IBContract] | None

async get_open_orders(account_id: str) → list[Order]​

Retrieve a list of open orders for a specific account. Once the request is completed, openOrderEnd() will be called.

  • Parameters: account_id (str) – The account identifier for which to retrieve open orders.
  • Return type: list[IBOrder]

async get_option_chains(underlying: IBContract) → Any | None​

Request option chains for a specific underlying contract.

  • Parameters: underlying (IBContract) – The underlying contract for which option chains are requested.
  • Return type: list[IBContractDetails] | None

async get_positions(account_id: str) → list[Position] | None​

Fetch open positions for a specified account.

  • Parameters: account_id (str) – The account identifier for which to fetch positions.
  • Return type: list[Position] | None

async get_price(contract, tick_type='MidPoint')​

Request market data for a specific contract and tick type.

This method requests market data from Interactive Brokers for the given contract and tick type, waits for the response, and returns the result.

  • Parameters:
    • contract (IBContract) – The contract details for which market data is requested.
    • tick_type (str , optional) – The type of tick data to request (default is “MidPoint”).
  • Returns: The market data result.
  • Return type: Any
  • Raises: asyncio.TimeoutError – If the request times out.

id​

The components ID.

  • Returns: ComponentId

is_degraded​

bool

Return whether the current component state is DEGRADED.

  • Return type: bool
  • Type: Component.is_degraded

is_disposed​

bool

Return whether the current component state is DISPOSED.

  • Return type: bool
  • Type: Component.is_disposed

is_faulted​

bool

Return whether the current component state is FAULTED.

  • Return type: bool
  • Type: Component.is_faulted

is_initialized​

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

  • Return type: bool
  • Type: Component.is_initialized

is_running : bool​

bool

Return whether the current component state is RUNNING.

  • Return type: bool
  • Type: Component.is_running

is_stopped​

bool

Return whether the current component state is STOPPED.

  • Return type: bool
  • Type: Component.is_stopped

next_order_id() → int​

Retrieve the next valid order ID to be used for a new order.

  • Return type: int

place_order(order: Order) → None​

Place an order through the EClient.

  • Parameters: order (IBOrder) – The order object containing details such as the order ID, contract details, and order specifics.

place_order_list(orders: list[Order]) → None​

Place a list of orders through the EClient.

  • Parameters: orders (list *[*IBOrder ]) – A list of order objects to be placed.

async process_account_summary(, req_id: int, account_id: str, tag: str, value: str, currency: str) → None​

Receive account information.

async process_commission_report(, commission_report: CommissionReport) → None​

Provide the CommissionReport of an Execution.

process_connection_closed() → None​

Indicate the API connection has closed.

Following a API <-> TWS broken socket connection, this function is not called automatically but must be triggered by API client code.

async process_contract_details(, req_id: int, contract_details: ContractDetails) → None​

Receive the full contract’s definitions This method will return all contracts matching the requested via EClientSocket::reqContractDetails. For example, one can obtain the whole option chain with it.

async process_contract_details_end(, req_id: int) → None​

After all contracts matching the request were returned, this method will mark the end of their reception.

async process_error(, req_id: int, error_code: int, error_string: str, advanced_order_reject_json: str = '') → None​

Process an error based on its code, request ID, and message. Depending on the error code, this method delegates to specific error handlers or performs general error handling.

  • Parameters:
    • req_id (int) – The request ID associated with the error.
    • error_code (int) – The error code.
    • error_string (str) – The error message string.
    • advanced_order_reject_json (str) – The JSON string for advanced order rejection.

async process_exec_details(, req_id: int, contract: Contract, execution: Execution) → None​

Provide the executions that happened in the prior 24 hours.

async process_historical_data(, req_id: int, bar: BarData) → None​

Return the requested historical data bars.

async process_historical_data_end(, req_id: int, start: str, end: str) → None​

Mark the end of receiving historical bars.

async process_historical_data_update(, req_id: int, bar: BarData) → None​

Receive bars in real-time if keepUpToDate is set as True in reqHistoricalData.

Similar to realTimeBars function, except returned data is a composite of historical data and real time data that is equivalent to TWS chart functionality to keep charts up to date. Returned bars are successfully updated using real- time data.

async process_historical_ticks(, req_id: int, ticks: list, done: bool) → None​

Return the requested historic ticks.

async process_historical_ticks_bid_ask(, req_id: int, ticks: list, done: bool) → None​

Return the requested historic bid/ask ticks.

async process_historical_ticks_last(, req_id: int, ticks: list, done: bool) → None​

Return the requested historic trades.

async process_managed_accounts(, accounts_list: str) → None​

Receive a comma-separated string with the managed account ids.

Occurs automatically on initial API client connection.

async process_market_data_type(, req_id: int, market_data_type: int) → None​

Return the market data type (real-time, frozen, delayed, delayed-frozen) of ticker sent by EClientSocket::reqMktData when TWS switches from real-time to frozen and back and from delayed to delayed-frozen and back.

async process_next_valid_id(, order_id: int) → None​

Receive the next valid order id.

Will be invoked automatically upon successful API client connection, or after call to EClient::reqIds Important: the next valid order ID is only valid at the time it is received.

async process_open_order(, order_id: int, contract: Contract, order: Order, order_state: OrderState) → None​

Feed in currently open orders.

async process_open_order_end() → None​

Notifies the end of the open orders’ reception.

async process_order_status(, order_id: int, status: str, filled: Decimal, remaining: Decimal, avg_fill_price: float, perm_id: int, parent_id: int, last_fill_price: float, client_id: int, why_held: str, mkt_cap_price: float) → None​

Get the up-to-date information of an order every time it changes.

Note: Often there are duplicate orderStatus messages.

async process_position(, account_id: str, contract: Contract, position: Decimal, avg_cost: float) → None​

Provide the portfolio’s open positions.

async process_position_end() → None​

Indicate that all the positions have been transmitted.

async process_realtime_bar(, req_id: int, time: int, open_: float, high: float, low: float, close: float, volume: Decimal, wap: Decimal, count: int) → None​

Update real-time 5 second bars.

async process_security_definition_option_parameter(, req_id: int, exchange: str, underlying_con_id: int, trading_class: str, multiplier: str, expirations: set, strikes: set) → None​

Return the option chain for an underlying on an exchange specified in reqSecDefOptParams There will be multiple callbacks to securityDefinitionOptionParameter if multiple exchanges are specified in reqSecDefOptParams.

async process_security_definition_option_parameter_end(, req_id: int) → None​

Call when all callbacks to securityDefinitionOptionParameter are complete.

async process_symbol_samples(, req_id: int, contract_descriptions: list) → None​

Return an array of sample contract descriptions.

async process_tick_by_tick_all_last(, req_id: int, tick_type: int, time: int, price: float, size: Decimal, tick_attrib_last: TickAttribLast, exchange: str, special_conditions: str) → None​

Return “Last” or “AllLast” (trades) tick-by-tick real-time tick.

async process_tick_by_tick_bid_ask(, req_id: int, time: int, bid_price: float, ask_price: float, bid_size: Decimal, ask_size: Decimal, tick_attrib_bid_ask: TickAttribBidAsk) → None​

Return “BidAsk” tick-by-tick real-time tick data.

async process_tick_price(, req_id: int, tick_type: int, price: float, attrib: Any) → None​

Process tick price data from reqMktData for spread instruments.

async process_tick_size(, req_id: int, tick_type: int, size: Decimal) → None​

Process tick size data from reqMktData for spread instruments.

async process_update_mkt_depth_l2(, req_id: int, position: int, market_maker: str, operation: int, side: int, price: float, size: Decimal, is_smart_depth: bool) → None​

Return Market Depth (L2) real-time data.

NOTE​

IBKR’s L2 depth data is updated based on position, so we need to maintain a local order book indexed by position, and then aggregate this order book by price.

  • Parameters:
    • req_id (TickerId) – The request’s identifier.
    • position (int) – The order book’s row being updated.
    • market_maker (str) – The exchange holding the order if is_smart_depth is True, otherwise the MPID of the market maker.
    • operation (int) – How to refresh the row:
      • 0: insert (insert this new order into the row identified by ‘position’)
      • 1: update (update the existing order in the row identified by ‘position’)
      • 2: delete (delete the existing order at the row identified by ‘position’)
    • side (int) – 0 for ask, 1 for bid.
    • price (float) – The order’s price.
    • size (Decimal) – The order’s size.
    • is_smart_depth (bool) – Is SMART Depth request.

reset(self) → void​

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void​

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async set_market_data_type(market_data_type: <ibapi.enum_implem.Enum object at 0x7f4db872d1d0>) → None​

Set the market data type for data subscriptions. This method configures the type of market data (live, delayed, etc.) to be used for subsequent data requests.

  • Parameters: market_data_type (MarketDataTypeEnum) – The market data type to be set

shutdown_system(self, str reason=None) → void​

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

  • Parameters: reason (str , optional) – The reason for issuing the shutdown command.

start(self) → void​

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state​

ComponentState

Return the components current state.

  • Return type: ComponentState
  • Type: Component.state

stop(self) → void​

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

subscribe_account_summary() → None​

Subscribe to the account summary for all accounts.

It sends a request to Interactive Brokers to retrieve account summary information.

async subscribe_historical_bars(bar_type: BarType, contract: IBContract, use_rth: bool, handle_revised_bars: bool, params: dict) → None​

Subscribe to historical bar data for a specified bar type and contract. It allows configuration for regular trading hours and handling of revised bars.

  • Parameters:
    • bar_type (BarType) – The type of bar to subscribe to.
    • contract (IBContract) – The Interactive Brokers contract details for the instrument.
    • use_rth (bool) – Whether to use regular trading hours (RTH) only.
    • handle_revised_bars (bool) – Whether to handle revised bars or not.
    • params (dict) – A dictionary of optional parameters.

async subscribe_market_data(instrument_id: InstrumentId, contract: IBContract, generic_tick_list: str = '') → None​

Subscribe to market data for a specified instrument using reqMktData. This method is used for BAG (spread) contracts that don’t support reqTickByTickData.

  • Parameters:
    • instrument_id (InstrumentId) – The identifier of the instrument for which to subscribe.
    • contract (IBContract) – The contract details for the instrument.
    • generic_tick_list (str) – A comma-separated list of generic tick types to request. Empty string for basic bid/ask data.

async subscribe_order_book(instrument_id: InstrumentId, contract: IBContract, depth: int, is_smart_depth: bool = True) → None​

Subscribe to order book data for a specified instrument.

  • Parameters:
    • instrument_id (InstrumentId) – The identifier of the instrument for which to subscribe.
    • contract (IBContract) – The contract details for the instrument.
    • depth (int) – The number of rows on each side of the order book.
    • is_smart_depth (bool) – Flag indicates that this is smart depth request. If the isSmartDepth boolean (available with API v974+) is True, the marketMaker field will indicate the exchange from which the quote originates. Otherwise it indicates the MPID of a market maker.

subscribe_positions() → None​

Subscribe to real-time position updates for all accounts.

This enables automatic detection of position changes from option exercises and other external events.

async subscribe_realtime_bars(bar_type: BarType, contract: IBContract, use_rth: bool) → None​

Subscribe to real-time bar data for a specified bar type.

  • Parameters:
    • bar_type (BarType) – The type of bar to subscribe to.
    • contract (IBContract) – The Interactive Brokers contract details for the instrument.
    • use_rth (bool) – Whether to use regular trading hours (RTH) only.

async subscribe_ticks(instrument_id: InstrumentId, contract: IBContract, tick_type: str, ignore_size: bool) → None​

Subscribe to tick data for a specified instrument.

  • Parameters:
    • instrument_id (InstrumentId) – The identifier of the instrument for which to subscribe.
    • contract (IBContract) – The contract details for the instrument.
    • tick_type (str) – The type of tick data to subscribe to.
    • ignore_size (bool) – Omit updates that reflect only changes in size, and not price. Applicable to Bid_Ask data requests.

trader_id​

The trader ID associated with the component.

  • Returns: TraderId

type​

The components type.

  • Returns: type

unsubscribe_account_summary(account_id: str) → None​

Unsubscribe from the account summary for the specified account. This method is not implemented.

  • Parameters: account_id (str) – The identifier of the account to unsubscribe from.

async unsubscribe_historical_bars(bar_type: BarType) → None​

Unsubscribe from historical bar data for a specified bar type.

  • Parameters: bar_type (BarType) – The type of bar to unsubscribe from.

async unsubscribe_market_data(instrument_id: InstrumentId) → None​

Unsubscribes from market data for a specified instrument.

  • Parameters: instrument_id (InstrumentId) – The identifier of the instrument for which to unsubscribe.

async unsubscribe_order_book(instrument_id: InstrumentId, is_smart_depth: bool = True) → None​

Unsubscribes from order book data for a specified instrument.

  • Parameters:
    • instrument_id (InstrumentId) – The identifier of the instrument for which to unsubscribe.
    • depth (int) – The number of rows on each side of the order book.
    • is_smart_depth (bool) – Flag indicates that this is smart depth request. If the isSmartDepth boolean (available with API v974+) is True, the marketMaker field will indicate the exchange from which the quote originates. Otherwise it indicates the MPID of a market maker.

unsubscribe_positions() → None​

Unsubscribe from real-time position updates.

async unsubscribe_realtime_bars(bar_type: BarType) → None​

Unsubscribes from real-time bar data for a specified bar type.

  • Parameters: bar_type (BarType) – The type of bar to unsubscribe from.

async unsubscribe_ticks(instrument_id: InstrumentId, tick_type: str) → None​

Unsubscribes from tick data for a specified instrument.

  • Parameters:
    • instrument_id (InstrumentId) – The identifier of the instrument for which to unsubscribe.
    • tick_type (str) – The type of tick data to unsubscribe from.

logAnswer : Callable​

Common​

class ContractId​

Bases: int

ContractId type.

as_integer_ratio()​

Return a pair of integers, whose ratio is equal to the original int.

The ratio is in lowest terms and has a positive denominator.

>>> (10).as_integer_ratio()
(10, 1)
>>> (-10).as_integer_ratio()
(-10, 1)
>>> (0).as_integer_ratio()
(0, 1)

bit_count()​

Number of ones in the binary representation of the absolute value of self.

Also known as the population count.

>>> bin(13)
'0b1101'
>>> (13).bit_count()
3

bit_length()​

Number of bits necessary to represent self in binary.

>>> bin(37)
'0b100101'
>>> (37).bit_length()
6

conjugate()​

Returns self, the complex conjugate of any int.

denominator​

the denominator of a rational number in lowest terms

classmethod from_bytes(bytes, byteorder='big', , signed=False)​

Return the integer represented by the given array of bytes.

bytes : Holds the array of bytes to convert. The argument must either support the buffer protocol or be an iterable object producing bytes. Bytes and bytearray are examples of built-in objects that support the buffer protocol.

byteorder : The byte order used to represent the integer. If byteorder is ‘big’, the most significant byte is at the beginning of the byte array. If byteorder is ‘little’, the most significant byte is at the end of the byte array. To request the native byte order of the host system, use sys.byteorder as the byte order value. Default is to use ‘big’.

signed : Indicates whether two’s complement is used to represent the integer.

imag​

the imaginary part of a complex number

is_integer()​

Returns True. Exists for duck type compatibility with float.is_integer.

numerator​

the numerator of a rational number in lowest terms

real​

the real part of a complex number

to_bytes(length=1, byteorder='big', , signed=False)​

Return an array of bytes representing an integer.

length : Length of bytes object to use. An OverflowError is raised if the integer is not representable with the given number of bytes. Default is length 1.

byteorder : The byte order used to represent the integer. If byteorder is ‘big’, the most significant byte is at the beginning of the byte array. If byteorder is ‘little’, the most significant byte is at the end of the byte array. To request the native byte order of the host system, use sys.byteorder as the byte order value. Default is to use ‘big’.

signed : Determines whether two’s complement is used to represent the integer. If signed is False and a negative integer is given, an OverflowError is raised.

class ComboLeg​

Bases: NautilusConfig

Class representing a leg within combo orders.

conId : int​

ratio : int​

action : str​

exchange : str​

openClose : int​

shortSaleSlot : int​

designatedLocation : str​

exemptCode : int​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class DeltaNeutralContract​

Bases: NautilusConfig

Delta-Neutral Contract.

conId : int​

delta : float​

price : float​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class IBContract​

Bases: NautilusConfig

Class describing an instrument’s definition with additional fields for options/futures.

  • Parameters:
    • secType (str) – Security Type of the contract i.e STK, OPT, FUT, CONTFUT
    • exchange (str) – Exchange where security is traded. Will be SMART for Stocks.
    • primaryExchange (str) – Exchange where security is registered. Applies to Stocks.
    • symbol (str) – Unique Symbol registered in Exchange.
    • build_options_chain (bool *(*default: None )) – Search for full option chain
    • build_futures_chain (bool *(*default: None )) – Search for full futures chain
    • options_chain_exchange (str *(*default : None )) – optional exchange for options chain, in place of underlying exchange
    • min_expiry_days (int *(*default: None )) – Filters the options_chain and futures_chain which are expiring after number of days specified.
    • max_expiry_days (int *(*default: None )) – Filters the options_chain and futures_chain which are expiring before number of days specified.
    • lastTradeDateOrContractMonth (str ( %Y%m%d or %Y%m ) *(*default: '' )) – Filters the options_chain and futures_chain specific for this expiry date
    • lastTradeDate (str *(*default: '' )) – The contract last trading day.

secType : Literal['CASH', 'STK', 'OPT', 'FUT', 'FOP', 'CONTFUT', 'CRYPTO', 'CFD', 'CMDTY', 'IND', 'BAG', '']​

conId : int​

exchange : str​

primaryExchange : str​

symbol : str​

localSymbol : str​

currency : str​

tradingClass : str​

lastTradeDateOrContractMonth : str​

lastTradeDate : str​

multiplier : str​

strike : float​

right : str​

includeExpired : bool​

secIdType : str​

secId : str​

description : str​

issuerId : str​

comboLegsDescrip : str​

comboLegs : list[ComboLeg] | None​

deltaNeutralContract : DeltaNeutralContract | None​

build_futures_chain : bool | None​

build_options_chain : bool | None​

options_chain_exchange : str | None​

min_expiry_days : int | None​

max_expiry_days : int | None​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class IBOrderTags​

Bases: NautilusConfig

Used to attach to Nautilus Order Tags for IB specific order parameters.

whatIf : bool​

ocaGroup : str​

ocaType : int​

allOrNone : bool​

activeStartTime : str​

activeStopTime : str​

goodAfterTime : str​

blockOrder = False​

sweepToFill = False​

outsideRth : bool​

hidden : bool​

property value​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class IBContractDetails​

Bases: NautilusConfig

ContractDetails class to be used internally in Nautilus for ease of encoding/decoding.

Reference: https://ibkrcampus.com/campus/ibkr-api-page/twsapi-ref/#contract-pub-func

contract : IBContract | None​

marketName : str​

minTick : float​

orderTypes : str​

validExchanges : str​

priceMagnifier : int​

underConId : int​

longName : str​

contractMonth : str​

industry : str​

category : str​

subcategory : str​

timeZoneId : str​

tradingHours : str​

liquidHours : str​

evRule : str​

evMultiplier : float​

mdSizeMultiplier : int​

aggGroup : int​

underSymbol : str​

underSecType : str​

marketRuleIds : str​

secIdList : list[TagValue] | None​

realExpirationDate : str​

lastTradeTime : str​

stockType : str​

minSize : Decimal​

sizeIncrement : Decimal​

suggestedSizeIncrement : Decimal​

cusip : str​

ratings : str​

descAppend : str​

bondType : str​

couponType : str​

callable : bool​

putable : bool​

coupon : float​

convertible : bool​

maturity : str​

issueDate : str​

nextOptionDate : str​

nextOptionType : str​

nextOptionPartial : bool​

notes : str​

fundName : str​

fundFamily : str​

fundType : str​

fundFrontLoad : str​

fundBackLoad : str​

fundBackLoadTimeInterval : str​

fundManagementFee : str​

fundClosed : bool​

fundClosedForNewInvestors : bool​

fundClosedForNewMoney : bool​

fundNotifyAmount : str​

fundMinimumInitialPurchase : str​

fundSubsequentMinimumPurchase : str​

fundBlueSkyStates : str​

fundBlueSkyTerritories : str​

fundDistributionPolicyIndicator : FundDistributionPolicyIndicator​

fundAssetType : FundAssetType​

ineligibilityReasonList : list​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

dict_to_contract_details(dict_details: dict) → IBContractDetails​

Config​

class SymbologyMethod​

Bases: Enum

IB_SIMPLIFIED = 'simplified'​

IB_RAW = 'raw'​

class DockerizedIBGatewayConfig​

Bases: NautilusConfig

Configuration for DockerizedIBGateway setup when working with containerized installations.

  • Parameters:
    • username (str , optional) – The Interactive Brokers account username. If None then will source the TWS_USERNAME environment variable.
    • password (str , optional) – The Interactive Brokers account password. If None then will source the TWS_PASSWORD environment variable.
    • trading_mode (str) – paper or live.
    • read_only_api (bool , optional , default True) – If True, no order execution is allowed. Set read_only_api=False to allow executing live orders.
    • timeout (int , optional) – The timeout (seconds) for trying to launch IBG docker container when start=True.
    • container_image (str , optional) – The reference to the container image used by the IB Gateway.
    • vnc_port (int | None , optional , default None) – The VNC port for the container. Set to None to disable VNC access. The VNC server provides remote desktop access to the IB Gateway interface. Examples: 5900, 5901, 5902, etc.

username : str | None​

password : str | None​

trading_mode : Literal['paper', 'live']​

read_only_api : bool​

timeout : int​

container_image : str​

vnc_port : int | None​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class InteractiveBrokersInstrumentProviderConfig​

Bases: InstrumentProviderConfig

Configuration for instances of InteractiveBrokersInstrumentProvider.

Specify either load_ids, load_contracts, or both to dictate which instruments the system loads upon start. It should be noted that the InteractiveBrokersInstrumentProviderConfig isn’t limited to the instruments initially loaded. Instruments can be dynamically requested and loaded at runtime as needed.

  • Parameters:
    • load_all (bool , default False) – Note: Loading all instruments isn’t supported by the InteractiveBrokersInstrumentProvider. As such, this parameter is not applicable.
    • load_ids (FrozenSet [InstrumentId ] , optional) – A frozenset of InstrumentId instances that should be loaded during startup. These represent the specific instruments that the provider should initially load.
    • load_contracts (FrozenSet [IBContract ] , optional) – A frozenset of IBContract objects that are loaded during the initial startup.These specific contracts correspond to the instruments that the provider preloads. It’s important to note that while the load_ids option can be used for loading individual instruments, using load_contracts allows for a more versatile loading of several related instruments like Futures and Options that share the same underlying asset.
    • symbology_method (SymbologyMethod , optional) – Specifies the symbology format used for identifying financial instruments. The available options are:
      • IB_RAW: Uses the raw symbology format provided by Interactive Brokers. Instrument symbols follow a detailed format such as localSymbol=secType.exchange (e.g., EUR.USD=CASH.IDEALPRO). While this format may lack visual clarity, it is robust and supports instruments from any region, especially those with non-standard symbology where simplified parsing may fail.
      • IB_SIMPLIFIED: Adopts a simplified symbology format specific to Interactive Brokers which uses Venue acronym. Instrument symbols use a cleaner notation, such as ESZ28.CME or EUR/USD.IDEALPRO. This format prioritizes ease of readability and usability and is default.
    • build_options_chain (bool *(*default: None )) – Search for full option chain. Global setting for all applicable instruments.
    • build_futures_chain (bool *(*default: None )) – Search for full futures chain. Global setting for all applicable instruments.
    • min_expiry_days (int *(*default: None )) – Filters the options_chain and futures_chain which are expiring after specified number of days. Global setting for all applicable instruments.
    • max_expiry_days (int *(*default: None )) – Filters the options_chain and futures_chain which are expiring before specified number of days. Global setting for all applicable instruments.
    • convert_exchange_to_mic_venue (bool *(*default: False )) – Whether to convert IB exchanges to MIC venues when converting an IB contract to an instrument id.
    • symbol_to_mic_venue (dict , optional) – A dictionary to override the default MIC venue conversion. A key is a symbol prefix (for example ES for all futures and options on it), the value is the MIC venue to use.
    • cache_validity_days (int *(*default: None )) – Default None, will request fresh pull upon starting of TradingNode [only once]. Setting value will pull the instruments at specified interval, useful when TradingNode runs for many days. Example: value set to 1, InstrumentProvider will make fresh pull every day even if TradingNode is not restarted.
    • pickle_path (str *(*default: None )) – If provided valid path, will store the ContractDetails as pickle, and use during cache_validity period.

symbology_method : SymbologyMethod​

load_contracts : frozenset[IBContract] | None​

build_options_chain : bool | None​

build_futures_chain : bool | None​

min_expiry_days : int | None​

max_expiry_days : int | None​

convert_exchange_to_mic_venue : bool​

symbol_to_mic_venue : dict​

cache_validity_days : int | None​

pickle_path : str | None​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

filter_callable : str | None​

filters : dict[str, Any] | None​

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

load_all : bool​

load_ids : frozenset[InstrumentId] | None​

log_warnings : bool​

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class InteractiveBrokersDataClientConfig​

Bases: LiveDataClientConfig

Configuration for InteractiveBrokersDataClient instances.

  • Parameters:
    • ibg_host (str , default "127.0.0.1") – The hostname or ip address for the IB Gateway (IBG) or Trader Workstation (TWS).
    • ibg_port (int , default None) – The port for the gateway server. (“paper”/”live” defaults: IBG 4002/4001; TWS 7497/7496)
    • ibg_client_id (int , default 1) – The client_id to be passed into connect call.
    • use_regular_trading_hours (bool) – If True, will request data for Regular Trading Hours only. Only applies to bar data - will have no effect on trade or tick data feeds. Usually used for ‘STK’ security type. Check with InteractiveBrokers for RTH Info.
    • market_data_type (IBMarketDataTypeEnum , default REALTIME) – Set which IBMarketDataTypeEnum to be used by InteractiveBrokersClient. Configure IBMarketDataTypeEnum.DELAYED_FROZEN to use with account without data subscription.
    • ignore_quote_tick_size_updates (bool) – If set to True, the QuoteTick subscription will exclude ticks where only the size has changed but not the price. This can help reduce the volume of tick data. When set to False (the default), QuoteTick updates will include all updates, including those where only the size has changed.
    • dockerized_gateway (DockerizedIBGatewayConfig , Optional) – The client’s gateway container configuration.
    • connection_timeout (int , default 300) – The timeout (seconds) to wait for the client connection to be established.
    • request_timeout (int , default 60) – The timeout (seconds) to wait for a historical data response.

instrument_provider : InteractiveBrokersInstrumentProviderConfig​

ibg_host : str​

ibg_port : int | None​

ibg_client_id : int​

use_regular_trading_hours : bool​

market_data_type : IBMarketDataTypeEnum​

ignore_quote_tick_size_updates : bool​

dockerized_gateway : DockerizedIBGatewayConfig | None​

connection_timeout : int​

request_timeout : int​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

handle_revised_bars : bool​

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

routing : RoutingConfig​

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class InteractiveBrokersExecClientConfig​

Bases: LiveExecClientConfig

Configuration for InteractiveBrokersExecClient instances.

  • Parameters:
    • ibg_host (str , default "127.0.0.1") – The hostname or ip address for the IB Gateway (IBG) or Trader Workstation (TWS).
    • ibg_port (int) – The port for the gateway server. (“paper”/”live” defaults: IBG 4002/4001; TWS 7497/7496)
    • ibg_client_id (int , default 1) – The client_id to be passed into connect call.
    • account_id (str) – Represents the account_id for the Interactive Brokers to which the TWS/Gateway is logged in. It’s crucial that the account_id aligns with the account for which the TWS/Gateway is logged in. If the account_id is None, the system will fallback to use the TWS_ACCOUNT from environment variable.
    • dockerized_gateway (DockerizedIBGatewayConfig , Optional) – The client’s gateway container configuration.
    • connection_timeout (int , default 300) – The timeout (seconds) to wait for the client connection to be established.

instrument_provider : InteractiveBrokersInstrumentProviderConfig​

ibg_host : str​

ibg_port : int | None​

ibg_client_id : int​

account_id : str | None​

dockerized_gateway : DockerizedIBGatewayConfig | None​

connection_timeout : int​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

routing : RoutingConfig​

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

Data​

class InteractiveBrokersDataClient​

Bases: LiveMarketDataClient

Provides a data client for the InteractiveBrokers exchange by using the Gateway to stream market data.

  • Parameters:

property instrument_provider : InteractiveBrokersInstrumentProvider​

async cancel_pending_tasks(timeout_secs: float = 5.0) → None​

Cancel all pending tasks and await their cancellation.

  • Parameters: timeout_secs (float , default 5.0) – The timeout in seconds to wait for tasks to cancel.

connect() → None​

Connect the client.

create_task(coro: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~nautilus_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → Task | None​

Run the given coroutine with error handling and optional callback actions when done.

  • Parameters:
    • coro (Coroutine) – The coroutine to run.
    • log_msg (str , optional) – The log message for the task.
    • actions (Callable , optional) – The actions callback to run when the coroutine is done.
    • success_msg (str , optional) – The log message to write on actions success.
    • success_color (LogColor, default NORMAL) – The log message color for actions success.
  • Return type: asyncio.Task

degrade(self) → void​

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

disconnect() → None​

Disconnect the client.

dispose(self) → void​

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void​

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str​

Return the fully qualified name for the components class.

  • Return type: str

id​

The components ID.

  • Returns: ComponentId

is_connected​

If the client is connected.

  • Returns: bool

is_degraded​

bool

Return whether the current component state is DEGRADED.

  • Return type: bool
  • Type: Component.is_degraded

is_disposed​

bool

Return whether the current component state is DISPOSED.

  • Return type: bool
  • Type: Component.is_disposed

is_faulted​

bool

Return whether the current component state is FAULTED.

  • Return type: bool
  • Type: Component.is_faulted

is_initialized​

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

  • Return type: bool
  • Type: Component.is_initialized

is_running​

bool

Return whether the current component state is RUNNING.

  • Return type: bool
  • Type: Component.is_running

is_stopped​

bool

Return whether the current component state is STOPPED.

  • Return type: bool
  • Type: Component.is_stopped

request(self, RequestData request) → void​

Request data for the given data type.

  • Parameters: request (RequestData) – The message for the data request.

request_bars(self, RequestBars request) → void​

Request historical Bar data. To load historical data from a catalog, you can pass a list[DataCatalogConfig] to the TradingNodeConfig or the BacktestEngineConfig.

  • Parameters: request (RequestBars) – The message for the data request.

request_instrument(self, RequestInstrument request) → void​

Request Instrument data for the given instrument ID.

request_instruments(self, RequestInstruments request) → void​

Request all Instrument data for the given venue.

request_order_book_snapshot(self, RequestOrderBookSnapshot request) → void​

Request order book snapshot data.

request_quote_ticks(self, RequestQuoteTicks request) → void​

Request historical QuoteTick data.

request_trade_ticks(self, RequestTradeTicks request) → void​

Request historical TradeTick data.

reset(self) → void​

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void​

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async run_after_delay(delay: float, coro: Coroutine) → None​

Run the given coroutine after a delay.

  • Parameters:
    • delay (float) – The delay (seconds) before running the coroutine.
    • coro (Coroutine) – The coroutine to run after the initial delay.

shutdown_system(self, str reason=None) → void​

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

  • Parameters: reason (str , optional) – The reason for issuing the shutdown command.

start(self) → void​

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state​

ComponentState

Return the components current state.

  • Return type: ComponentState
  • Type: Component.state

stop(self) → void​

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

subscribe(self, SubscribeData command) → void​

Subscribe to data for the given data type.

  • Parameters:
    • data_type (DataType) – The data type for the subscription.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_bars(self, SubscribeBars command) → void​

Subscribe to Bar data for the given bar type.

  • Parameters:
    • bar_type (BarType) – The bar type to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_funding_rates(self, SubscribeFundingRates command) → void​

Subscribe to FundingRateUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_index_prices(self, SubscribeIndexPrices command) → void​

Subscribe to IndexPriceUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument(self, SubscribeInstrument command) → void​

Subscribe to the Instrument with the given instrument ID.

  • Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_close(self, SubscribeInstrumentClose command) → void​

Subscribe to InstrumentClose updates for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_status(self, SubscribeInstrumentStatus command) → void​

Subscribe to InstrumentStatus data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instruments(self, SubscribeInstruments command) → void​

Subscribe to all Instrument data.

  • Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_mark_prices(self, SubscribeMarkPrices command) → void​

Subscribe to MarkPriceUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_deltas(self, SubscribeOrderBook command) → void​

Subscribe to OrderBookDeltas data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to subscribe to.
    • book_type (BookType {L1_MBP, L2_MBP, L3_MBO}) – The order book type.
    • depth (int , optional , default None) – The maximum depth for the subscription.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_snapshots(self, SubscribeOrderBook command) → void​

Subscribe to OrderBook snapshots data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to subscribe to.
    • book_type (BookType {L1_MBP, L2_MBP, L3_MBO}) – The order book level.
    • depth (int , optional) – The maximum depth for the order book. A depth of 0 is maximum depth.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_quote_ticks(self, SubscribeQuoteTicks command) → void​

Subscribe to QuoteTick data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_trade_ticks(self, SubscribeTradeTicks command) → void​

Subscribe to TradeTick data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribed_bars(self) → list​

Return the bar types subscribed to.

subscribed_custom_data(self) → list​

Return the custom data types subscribed to.

subscribed_funding_rates(self) → list​

Return the funding rate update instruments subscribed to.

subscribed_index_prices(self) → list​

Return the index price update instruments subscribed to.

subscribed_instrument_close(self) → list​

Return the instrument closes subscribed to.

subscribed_instrument_status(self) → list​

Return the status update instruments subscribed to.

subscribed_instruments(self) → list​

Return the instruments subscribed to.

subscribed_mark_prices(self) → list​

Return the mark price update instruments subscribed to.

subscribed_order_book_deltas(self) → list​

Return the order book delta instruments subscribed to.

subscribed_order_book_snapshots(self) → list​

Return the order book snapshot instruments subscribed to.

subscribed_quote_ticks(self) → list​

Return the quote tick instruments subscribed to.

subscribed_trade_ticks(self) → list​

Return the trade tick instruments subscribed to.

trader_id​

The trader ID associated with the component.

  • Returns: TraderId

type​

The components type.

  • Returns: type

unsubscribe(self, UnsubscribeData command) → void​

Unsubscribe from data for the given data type.

  • Parameters:
    • data_type (DataType) – The data type for the subscription.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_bars(self, UnsubscribeBars command) → void​

Unsubscribe from Bar data for the given bar type.

  • Parameters:
    • bar_type (BarType) – The bar type to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_funding_rates(self, UnsubscribeFundingRates command) → void​

Unsubscribe from FundingRateUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_index_prices(self, UnsubscribeIndexPrices command) → void​

Unsubscribe from IndexPriceUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument(self, UnsubscribeInstrument command) → void​

Unsubscribe from Instrument data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_close(self, UnsubscribeInstrumentClose command) → void​

Unsubscribe from InstrumentClose data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_status(self, UnsubscribeInstrumentStatus command) → void​

Unsubscribe from InstrumentStatus data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument status updates to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instruments(self, UnsubscribeInstruments command) → void​

Unsubscribe from all Instrument data.

  • Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_mark_prices(self, UnsubscribeMarkPrices command) → void​

Unsubscribe from MarkPriceUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_deltas(self, UnsubscribeOrderBook command) → void​

Unsubscribe from OrderBookDeltas data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_snapshots(self, UnsubscribeOrderBook command) → void​

Unsubscribe from OrderBook snapshots data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_quote_ticks(self, UnsubscribeQuoteTicks command) → void​

Unsubscribe from QuoteTick data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_trade_ticks(self, UnsubscribeTradeTicks command) → void​

Unsubscribe from TradeTick data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

venue​

The clients venue ID (if applicable).

  • Returns: Venue or None

Execution​

class InteractiveBrokersExecutionClient​

Bases: LiveExecutionClient

Provides an execution client for Interactive Brokers TWS API, allowing for the retrieval of account information and execution of orders.

property instrument_provider : InteractiveBrokersInstrumentProvider​

async generate_order_status_report(command: GenerateOrderStatusReport) → OrderStatusReport | None​

Generate an OrderStatusReport for the given order identifier parameter(s).

If the order is not found, or an error occurs, then logs and returns None.

  • Parameters: command (GenerateOrderStatusReport) – The command to generate the report.
  • Return type: OrderStatusReport or None
  • Raises: ValueError – If both the client_order_id and venue_order_id are None.

async generate_order_status_reports(command: GenerateOrderStatusReports) → list[OrderStatusReport]​

Generate a list of

`

OrderStatusReport`s with optional query filters.

The returned list may be empty if no orders match the given parameters.

async generate_fill_reports(command: GenerateFillReports) → list[FillReport]​

Generate a list of

`

FillReport`s with optional query filters.

The returned list may be empty if no trades match the given parameters.

async generate_position_status_reports(command: GeneratePositionStatusReports) → list[PositionStatusReport]​

Generate a list of

`

PositionStatusReport`s with optional query filters.

The returned list may be empty if no positions match the given parameters.

async handle_order_status_report(ib_order: Order) → None​

account_id​

The clients account ID.

  • Returns: AccountId or None

account_type​

The clients account type.

  • Returns: AccountType

base_currency​

The clients account base currency (None for multi-currency accounts).

  • Returns: Currency or None

batch_cancel_orders(self, BatchCancelOrders command) → void​

Batch cancel orders for the instrument ID contained in the given command.

cancel_all_orders(self, CancelAllOrders command) → void​

Cancel all orders for the instrument ID contained in the given command.

cancel_order(self, CancelOrder command) → void​

Cancel the order with the client order ID contained in the given command.

  • Parameters: command (CancelOrder) – The command to execute.

async cancel_pending_tasks(timeout_secs: float = 5.0) → None​

Cancel all pending tasks and await their cancellation.

  • Parameters: timeout_secs (float , default 5.0) – The timeout in seconds to wait for tasks to cancel.

connect() → None​

Connect the client.

create_task(coro: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~nautilus_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → Task​

Run the given coroutine with error handling and optional callback actions when done.

  • Parameters:
    • coro (Coroutine) – The coroutine to run.
    • log_msg (str , optional) – The log message for the task.
    • actions (Callable , optional) – The actions callback to run when the coroutine is done.
    • success_msg (str , optional) – The log message to write on actions success.
    • success_color (str, default NORMAL) – The log message color for actions success.
  • Return type: asyncio.Task

degrade(self) → void​

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

disconnect() → None​

Disconnect the client.

dispose(self) → void​

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void​

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str​

Return the fully qualified name for the components class.

  • Return type: str

generate_account_state(self, list balances, list margins, bool reported, uint64_t ts_event, dict info=None) → void​

Generate an AccountState event and publish on the message bus.

  • Parameters:
    • balances (list [AccountBalance ]) – The account balances.
    • margins (list [MarginBalance ]) – The margin balances.
    • reported (bool) – If the balances are reported directly from the exchange.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the account state event occurred.
    • info (dict *[*str , object ]) – The additional implementation specific account information.

async generate_mass_status(lookback_mins: int | None = None) → ExecutionMassStatus | None​

Generate an ExecutionMassStatus report.

  • Parameters: lookback_mins (int , optional) – The maximum lookback for querying closed orders, trades and positions.
  • Return type: ExecutionMassStatus or None

generate_order_accepted(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void​

Generate an OrderAccepted event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order accepted event occurred.

generate_order_cancel_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, str reason, uint64_t ts_event) → void​

Generate an OrderCancelRejected event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • reason (str) – The order cancel rejected reason.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order cancel rejected event occurred.

generate_order_canceled(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void​

Generate an OrderCanceled event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when order canceled event occurred.

generate_order_expired(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void​

Generate an OrderExpired event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order expired event occurred.

generate_order_filled(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, PositionId venue_position_id: PositionId | None, TradeId trade_id, OrderSide order_side, OrderType order_type, Quantity last_qty, Price last_px, Currency quote_currency, Money commission, LiquiditySide liquidity_side, uint64_t ts_event, dict info=None) → void​

Generate an OrderFilled event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • trade_id (TradeId) – The trade ID.
    • venue_position_id (PositionId or None) – The venue position ID associated with the order. If the trading venue has assigned a position ID / ticket then pass that here, otherwise pass None and the execution engine OMS will handle position ID resolution.
    • order_side (OrderSide {BUY, SELL}) – The execution order side.
    • order_type (OrderType) – The execution order type.
    • last_qty (Quantity) – The fill quantity for this execution.
    • last_px (Price) – The fill price for this execution (not average price).
    • quote_currency (Currency) – The currency of the price.
    • commission (Money) – The fill commission.
    • liquidity_side (LiquiditySide {NO_LIQUIDITY_SIDE, MAKER, TAKER}) – The execution liquidity side.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order filled event occurred.
    • info (dict *[*str , object ] , optional) – The additional fill information.

generate_order_modify_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, str reason, uint64_t ts_event) → void​

Generate an OrderModifyRejected event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • reason (str) – The order update rejected reason.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order update rejection event occurred.

generate_order_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, str reason, uint64_t ts_event, bool due_post_only=False) → void​

Generate an OrderRejected event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • reason (datetime) – The order rejected reason.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order rejected event occurred.
    • due_post_only (bool , default False) – If the order was rejected because it was post-only and would execute immediately as a taker.

generate_order_submitted(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, uint64_t ts_event) → void​

Generate an OrderSubmitted event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order submitted event occurred.

generate_order_triggered(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void​

Generate an OrderTriggered event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order triggered event occurred.

generate_order_updated(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, Quantity quantity, Price price, Price trigger_price, uint64_t ts_event, bool venue_order_id_modified=False) → void​

Generate an OrderUpdated event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • quantity (Quantity) – The orders current quantity.
    • price (Price) – The orders current price.
    • trigger_price (Price or None) – The orders current trigger price.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order update event occurred.
    • venue_order_id_modified (bool) – If the ID was modified for this event.

get_account(self) → Account​

Return the account for the client (if registered).

  • Return type: Account or None

id​

The components ID.

  • Returns: ComponentId

is_connected​

If the client is connected.

  • Returns: bool

is_degraded​

bool

Return whether the current component state is DEGRADED.

  • Return type: bool
  • Type: Component.is_degraded

is_disposed​

bool

Return whether the current component state is DISPOSED.

  • Return type: bool
  • Type: Component.is_disposed

is_faulted​

bool

Return whether the current component state is FAULTED.

  • Return type: bool
  • Type: Component.is_faulted

is_initialized​

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

  • Return type: bool
  • Type: Component.is_initialized

is_running​

bool

Return whether the current component state is RUNNING.

  • Return type: bool
  • Type: Component.is_running

is_stopped​

bool

Return whether the current component state is STOPPED.

  • Return type: bool
  • Type: Component.is_stopped

modify_order(self, ModifyOrder command) → void​

Modify the order with parameters contained in the command.

  • Parameters: command (ModifyOrder) – The command to execute.

oms_type​

The venues order management system type.

  • Returns: OmsType

query_account(self, QueryAccount command) → void​

Query the account specified by the command which will generate an AccountState event.

  • Parameters: command (QueryAccount) – The command to execute.

query_order(self, QueryOrder command) → void​

Initiate a reconciliation for the queried order which will generate an OrderStatusReport.

  • Parameters: command (QueryOrder) – The command to execute.

reset(self) → void​

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void​

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async run_after_delay(delay: float, coro: Coroutine) → None​

Run the given coroutine after a delay.

  • Parameters:
    • delay (float) – The delay (seconds) before running the coroutine.
    • coro (Coroutine) – The coroutine to run after the initial delay.

shutdown_system(self, str reason=None) → void​

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

  • Parameters: reason (str , optional) – The reason for issuing the shutdown command.

start(self) → void​

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state​

ComponentState

Return the components current state.

  • Return type: ComponentState
  • Type: Component.state

stop(self) → void​

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

submit_order(self, SubmitOrder command) → void​

Submit the order contained in the given command for execution.

  • Parameters: command (SubmitOrder) – The command to execute.

submit_order_list(self, SubmitOrderList command) → void​

Submit the order list contained in the given command for execution.

trader_id​

The trader ID associated with the component.

  • Returns: TraderId

type​

The components type.

  • Returns: type

venue​

The clients venue ID (if not a routing client).

  • Returns: Venue or None

Factories​

get_cached_ib_client(loop: AbstractEventLoop, msgbus: MessageBus, cache: Cache, clock: LiveClock, host: str = '127.0.0.1', port: int | None = None, client_id: int = 1, dockerized_gateway: DockerizedIBGatewayConfig | None = None) → InteractiveBrokersClient​

Retrieve or create a cached InteractiveBrokersClient using the provided key.

Should a keyed client already exist within the cache, the function will return this instance. It’s important to note that the key comprises a combination of the host, port, and client_id.

When using DockerizedIBGatewayConfig, multiple gateways can be created and cached based on their trading_mode.

  • Parameters:
    • loop (asyncio.AbstractEventLoop ,) – loop
    • msgbus (MessageBus ,) – msgbus
    • cache (Cache ,) – cache
    • clock (LiveClock ,) – clock
    • host (str) – The IB host to connect to. This is optional if using DockerizedIBGatewayConfig, but is required otherwise.
    • port (int) – The IB port to connect to. This is optional if using DockerizedIBGatewayConfig, but is required otherwise.
    • client_id (int) – The unique session identifier for the TWS or Gateway.A single host can support multiple connections; however, each must use a different client_id.
    • dockerized_gateway (DockerizedIBGatewayConfig , optional) – The configuration for the dockerized gateway.If this is provided, Nautilus will oversee the docker environment, facilitating the operation of the IB Gateway within. Multiple gateways can be created based on trading_mode.
  • Return type: InteractiveBrokersClient

get_cached_interactive_brokers_instrument_provider(client: InteractiveBrokersClient, clock: LiveClock, config: InteractiveBrokersInstrumentProviderConfig) → InteractiveBrokersInstrumentProvider​

Cache and return a InteractiveBrokersInstrumentProvider.

If a cached provider already exists, then that cached provider will be returned. The cache key is based on the client connection parameters and config hash.

class InteractiveBrokersLiveDataClientFactory​

Bases: LiveDataClientFactory

Provides a InteractiveBrokers live data client factory.

static create(loop: AbstractEventLoop, name: str, config: InteractiveBrokersDataClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → InteractiveBrokersDataClient​

Create a new InteractiveBrokers data client.

  • Parameters:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • name (str) – The custom client ID.
    • config (dict) – The configuration dictionary.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the client.
  • Return type: InteractiveBrokersDataClient

class InteractiveBrokersLiveExecClientFactory​

Bases: LiveExecClientFactory

Provides a InteractiveBrokers live execution client factory.

static create(loop: AbstractEventLoop, name: str, config: InteractiveBrokersExecClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → InteractiveBrokersExecutionClient​

Create a new InteractiveBrokers execution client.

  • Parameters:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • name (str) – The custom client ID.
    • config (dict *[*str , object ]) – The configuration for the client.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the client.
  • Return type: InteractiveBrokersSpotExecutionClient

Gateway​

class DockerizedIBGateway​

Bases: object

A class to manage starting an Interactive Brokers Gateway docker container.

CONTAINER_NAME : ClassVar[str] = 'nautilus-ib-gateway'​

PORTS_INTERNAL : ClassVar[dict[str, int]] = {'live': 4001, 'paper': 4002}​

PORTS_EXTERNAL : ClassVar[dict[str, int]] = {'live': 4003, 'paper': 4004}​

VNC_PORT_INTERNAL : ClassVar[int] = 5900​

property container_name : str​

Return the name of the Docker container for the IB Gateway instance.

  • Returns: The container name, which is constructed using the base container name and the trading mode corresponding to the current trading mode.

    e.g. “nautilus-ib-gateway-paper” or “nautilus-ib-gateway-live”

  • Return type: str

property container_status : ContainerStatus​

property container​

static is_logged_in(container) → bool​

start(wait: int | None = None) → None​

Start the gateway.

  • Parameters: wait (int , optional) – The seconds to wait until container is ready.

safe_start(wait: int | None = None) → None​

stop() → None​

Historical​

class HistoricInteractiveBrokersClient​

Bases: object

Provides a means of requesting historical market data for backtesting.

async connect() → None​

async request_instruments(instrument_ids: list[str] | None = None, contracts: list[IBContract] | None = None, instrument_provider_config: InteractiveBrokersInstrumentProviderConfig | None = None) → list[Instrument]​

Return Instruments given either a InteractiveBrokersInstrumentProviderConfig or a list of IBContracts and/or InstrumentId strings.

  • Parameters:
    • instrument_ids (list *[*str ] , default 'None') – Instrument IDs (e.g. AAPL.NASDAQ) defining which instruments to retrieve.
    • contracts (list [IBContract ] , default 'None') – IBContracts defining which instruments to retrieve.
    • instrument_provider_config (InteractiveBrokersInstrumentProviderConfig) – An instrument provider config defining which instruments to retrieve.
  • Return type: list[Instrument]

async request_bars(bar_specifications: list[str], end_date_time: datetime, tz_name: str, start_date_time: datetime | None = None, duration: str | None = None, contracts: list[IBContract] | None = None, instrument_ids: list[str] | None = None, instrument_provider_config: InteractiveBrokersInstrumentProviderConfig | None = None, use_rth: bool = True, timeout: int = 120) → list[Bar]​

Return Bars for one or more bar specifications for a list of IBContracts and/or InstrumentId strings.

  • Parameters:
    • bar_specifications (list *[*str ]) – BarSpecifications represented as strings defining which bars to retrieve. (e.g. ‘1-HOUR-LAST’, ‘5-MINUTE-MID’)
    • start_date_time (datetime.datetime) – The start date time for the bars. If provided, duration is derived.
    • end_date_time (datetime.datetime) – The end date time for the bars. Note that for continuous futures (CONTFUT), the downloaded data is always up to now.
    • tz_name (str) – The timezone to use. (e.g. ‘America/New_York’, ‘UTC’)
    • duration (str) – The amount of time to go back from the end_date_time. Valid values follow the pattern of an integer followed by S|D|W|M|Y for seconds, days, weeks, months, or years respectively.
    • contracts (list [IBContract ] , default 'None') – IBContracts defining which bars to retrieve.
    • instrument_ids (list *[*str ] , default 'None') – Instrument IDs (e.g. AAPL.NASDAQ) defining which bars to retrieve.
    • instrument_provider_config (InteractiveBrokersInstrumentProviderConfig , optional) – Configuration for the instrument provider to determine venues and handle symbology.
    • use_rth (bool , default 'True') – Whether to use regular trading hours.
    • timeout (int , default 120) – The timeout (seconds) for each request.
  • Return type: list[Bar]

async request_ticks(tick_type: Literal['TRADES', 'BID_ASK'], start_date_time: datetime, end_date_time: datetime, tz_name: str, contracts: list[IBContract] | None = None, instrument_ids: list[str] | None = None, instrument_provider_config: InteractiveBrokersInstrumentProviderConfig | None = None, use_rth: bool = True, timeout: int = 60) → list[TradeTick | QuoteTick]​

Return TradeTicks or QuoteTicks for one or more bar specifications for a list of IBContracts and/or InstrumentId strings.

  • Parameters:
    • tick_type (Literal [ "TRADES" , "BID_ASK" ]) – The type of ticks to retrieve.
    • start_date_time (datetime.date) – The start date for the ticks.
    • end_date_time (datetime.date) – The end date for the ticks.
    • tz_name (str) – The timezone to use. (e.g. ‘America/New_York’, ‘UTC’)
    • contracts (list [IBContract ] , default 'None') – IBContracts defining which ticks to retrieve.
    • instrument_ids (list *[*str ] , default 'None') – Instrument IDs (e.g. AAPL.NASDAQ) defining which ticks to retrieve.
    • instrument_provider_config (InteractiveBrokersInstrumentProviderConfig , optional) – Configuration for the instrument provider to determine venues and handle symbology.
    • use_rth (bool , default 'True') – Whether to use regular trading hours.
    • timeout (int , default 60) – The timeout (seconds) for each request.
  • Return type: list[TradeTick | QuoteTick]

Parsing​

timestring_to_timestamp(timestring: str) → Timestamp​

sec_type_to_asset_class(sec_type: str) → AssetClass​

contract_details_to_ib_contract_details(details: ContractDetails) → IBContractDetails​

parse_instrument(contract_details: IBContractDetails, venue: str, symbology_method: SymbologyMethod = SymbologyMethod.IB_SIMPLIFIED, contract_details_map: dict[int, IBContractDetails] | None = None) → Instrument​

parse_equity_contract(details: IBContractDetails, instrument_id: InstrumentId) → Equity​

parse_index_contract(details: IBContractDetails, instrument_id: InstrumentId) → IndexInstrument​

parse_futures_contract(details: IBContractDetails, instrument_id: InstrumentId) → FuturesContract​

parse_option_contract(details: IBContractDetails, instrument_id: InstrumentId) → OptionContract​

expiry_timestring_to_datetime(expiry: str) → Timestamp​

Most contract expirations are %Y%m%d format some exchanges have expirations in %Y%m%d %H:%M:%S %Z.

parse_forex_contract(details: IBContractDetails, instrument_id: InstrumentId) → CurrencyPair​

parse_crypto_contract(details: IBContractDetails, instrument_id: InstrumentId) → CryptoPerpetual​

parse_cfd_contract(details: IBContractDetails, instrument_id: InstrumentId) → Cfd​

parse_commodity_contract(details: IBContractDetails, instrument_id: InstrumentId) → Commodity​

parse_option_spread(details: IBContractDetails, instrument_id: InstrumentId) → OptionSpread​

Parse an option spread from BAG contract details.

Uses only information available from the contract details. For asset class and other properties, uses the same information as would be used for individual option legs.

parse_spread_instrument_id(instrument_id: InstrumentId, leg_contract_details: list[tuple[IBContractDetails, int]], clock_timestamp_ns: int | None = None) → OptionSpread​

Parse a spread instrument ID into an OptionSpread instrument.

Uses contract details from the first leg to determine spread properties. This ensures consistency with how individual option contracts are handled.

  • Parameters:
    • instrument_id (InstrumentId) – The spread instrument ID to parse.
    • leg_contract_details (list *[*tuple [IBContractDetails , int ] ]) – List of (contract_details, ratio) tuples for the spread legs. Contract details will be used for instrument properties.
    • clock_timestamp_ns (int | None , optional) – Clock timestamp in nanoseconds. If not provided, current time is used.
  • Returns: The parsed option spread instrument.
  • Return type: OptionSpread
  • Raises: ValueError – If the instrument ID cannot be parsed as a spread or no leg contract details provided.

contract_details_to_dict(details: IBContractDetails) → dict​

decade_digit(last_digit: str, contract: IBContract) → int​

ib_contract_to_instrument_id(contract: IBContract, venue: str, symbology_method: SymbologyMethod = SymbologyMethod.IB_SIMPLIFIED, contract_details_map: dict[int, IBContractDetails] | None = None) → InstrumentId​

ib_contract_to_instrument_id_simplified_symbology(contract: IBContract, venue: str, contract_details_map: dict[int, IBContractDetails] | None = None) → InstrumentId​

bag_contract_to_instrument_id(contract: IBContract, venue: str, contract_details_map: dict[int, IBContractDetails] | None = None) → InstrumentId​

Create a spread instrument ID from a BAG contract.

This is the reverse operation of _create_bag_contract_from_spread. It converts an IB BAG contract back to a Nautilus option spread instrument ID.

  • Parameters:
    • contract (IBContract) – The BAG contract with comboLegs representing the spread
    • venue (str) – The venue for the instrument ID
    • contract_details_map (dict *[*int , IBContractDetails ] | None) – Map of contract IDs (conIds) to their contract details for leg resolution
  • Returns: A spread instrument ID created with InstrumentId.new_spread()
  • Return type: InstrumentId

ib_contract_to_instrument_id_raw_symbology(contract: IBContract, venue: str) → InstrumentId​

instrument_id_to_ib_contract(instrument_id: InstrumentId, exchange: str, symbology_method: SymbologyMethod = SymbologyMethod.IB_SIMPLIFIED, contract_details_map: dict[InstrumentId, IBContractDetails] | None = None) → IBContract​

instrument_id_to_ib_contract_simplified_symbology(instrument_id: InstrumentId, exchange: str, contract_details_map: dict[InstrumentId, IBContractDetails] | None = None) → IBContract​

instrument_id_to_bag_contract(instrument_id: InstrumentId, exchange: str, contract_details_map: dict[InstrumentId, IBContractDetails] | None = None) → IBContract​

instrument_id_to_ib_contract_raw_symbology(instrument_id: InstrumentId) → IBContract​

Providers​

class InteractiveBrokersInstrumentProvider​

Bases: InstrumentProvider

Provides a means of loading Instrument objects through Interactive Brokers.

async initialize(reload: bool = False) → None​

Initialize the instrument provider.

  • Parameters: reload (bool , default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

async get_instrument(contract: IBContract) → Instrument​

async instrument_id_to_ib_contract(instrument_id: InstrumentId) → IBContract | None​

async instrument_id_to_ib_contract_details(instrument_id: InstrumentId) → IBContractDetails | None​

get_price_magnifier(instrument_id: InstrumentId) → int​

async load_all_async(filters: dict | None = None) → None​

Load the latest instruments into the provider asynchronously, optionally applying the given filters.

async load_ids_async(instrument_ids: list[InstrumentId], filters: dict | None = None) → None​

Load instruments for the given IDs (base class interface).

async load_ids_with_return_async(instrument_ids: list[InstrumentId], filters: dict | None = None, force_instrument_update: bool = False) → list[InstrumentId]​

Load instruments for the given IDs and return the instrument IDs of successfully loaded instruments.

async load_async(instrument_id: InstrumentId, filters: dict | None = None) → None​

Load the instrument for the given instrument ID (base class interface).

async load_with_return_async(instrument_id: InstrumentId | IBContract, filters: dict | None = None, force_instrument_update: bool = False) → list[InstrumentId] | None​

Search and load the instrument for the given IBContract.

This is the original implementation that returns values.

async fetch_instrument_id(instrument_id: InstrumentId, force_instrument_update: bool = False) → bool​

async get_contract_details(contract: IBContract) → list[ContractDetails]​

async get_future_chain_details(underlying: IBContract) → list[ContractDetails]​

async get_option_chain_details_by_range(underlying: IBContract, min_expiry: Timestamp, max_expiry: Timestamp, exchange: str | None = None) → list[ContractDetails]​

async get_option_chain_details_by_expiry(underlying: IBContract, last_trading_date: str, exchange: str) → list[ContractDetails]​

determine_venue_from_contract(contract: IBContract) → str​

Determine the venue for a contract using the instrument provider configuration logic.

  • Parameters: contract (IBContract) – The contract to determine the venue for.
  • Returns: The determined venue.
  • Return type: str

add(instrument: Instrument) → None​

Add the given instrument to the provider.

  • Parameters: instrument (Instrument) – The instrument to add.

add_bulk(instruments: list[Instrument]) → None​

Add the given instruments bulk to the provider.

  • Parameters: instruments (list [Instrument ]) – The instruments to add.

add_currency(currency: Currency) → None​

Add the given currency to the provider.

  • Parameters: currency (Currency) – The currency to add.

property count : int​

Return the count of instruments held by the provider.

  • Return type: int

currencies() → dict[str, Currency]​

Return all currencies held by the instrument provider.

currency(code: str) → Currency | None​

Return the currency with the given code (if found).

  • Parameters: code (str) – The currency code.
  • Return type: Currency or None
  • Raises: ValueError – If code is not a valid string.

find(instrument_id: InstrumentId) → Instrument | None​

Return the instrument for the given instrument ID (if found).

  • Parameters: instrument_id (InstrumentId) – The ID for the instrument
  • Return type: Instrument or None

get_all() → dict[InstrumentId, Instrument]​

Return all loaded instruments as a map keyed by instrument ID.

If no instruments loaded, will return an empty dict.

list_all() → list[Instrument]​

Return all loaded instruments.

load(instrument_id: InstrumentId, filters: dict | None = None) → None​

Load the instrument for the given ID into the provider, optionally applying the given filters.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument ID to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_all(filters: dict | None = None) → None​

Load the latest instruments into the provider, optionally applying the given filters.

  • Parameters: filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_ids(instrument_ids: list[InstrumentId], filters: dict | None = None) → None​

Load the instruments for the given IDs into the provider, optionally applying the given filters.

  • Parameters:
    • instrument_ids (list [InstrumentId ]) – The instrument IDs to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
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