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Version: nightly

Interactive Brokers

Provides an API integration for Interactive Brokers.

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

from_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 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 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
    • 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

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

conId : int​

exchange : str​

primaryExchange : str​

symbol : str​

localSymbol : str​

currency : str​

tradingClass : str​

lastTradeDateOrContractMonth : 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​

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 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​

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 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.

contract : IBContract | None​

marketName : str​

minTick : float​

orderTypes : str​

validExchanges : str​

priceMagnifier : float​

underConId : int​

longName : str​

contractMonth : str​

industry : str​

category : str​

subcategory : str​

timeZoneId : str​

tradingHours : str​

liquidHours : str​

evRule : str​

evMultiplier : int​

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 : int​

convertible : bool​

maturity : str​

issueDate : str​

nextOptionDate : str​

nextOptionType : str​

nextOptionPartial : bool​

notes : str​

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 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

Config​

class SymbologyMethod​

Bases: Enum

DATABENTO = 'databento'​

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.

username : str | None​

password : str | None​

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

read_only_api : bool​

timeout : int​

container_image : str​

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 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.
      • DATABENTO: Utilizes the symbology format defined by the Databento adapter, ensuring seamless integration with DatabentoDataClient when used alongside InteractiveBrokersExecClientConfig. Example notation includes ESZ8.GLBX. Note that this symbology is only compatible with venues supported by Databento.
    • 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.
    • 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​

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]

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 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 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:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • client (InteractiveBrokersClient) – The nautilus InteractiveBrokersClient using ibapi.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the client.
    • instrument_provider (InteractiveBrokersInstrumentProvider) – The instrument provider.
    • ibg_client_id (int) – Client ID used to connect TWS/Gateway.
    • config (InteractiveBrokersDataClientConfig) – Configuration for the client.
    • name (str , optional) – The custom client ID.

property instrument_provider : InteractiveBrokersInstrumentProvider​

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 (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, DataType data_type, UUID4 correlation_id) → void​

Request data for the given data type.

  • Parameters:
    • data_type (DataType) – The data type for the subscription.
    • correlation_id (UUID4) – The correlation ID for the response.

request_bars(self, BarType bar_type, int limit, UUID4 correlation_id, datetime start=None, datetime end=None, dict metadata=None) → 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:
    • bar_type (BarType) – The bar type for the request.
    • limit (int) – The limit for the number of returned bars.
    • correlation_id (UUID4) – The correlation ID for the request.
    • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
    • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
    • metadata (dict , optional) – Additional metadata to be sent with the request.

request_instrument(self, InstrumentId instrument_id, UUID4 correlation_id, datetime start=None, datetime end=None, dict metadata=None) → void​

Request Instrument data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument ID for the request.
    • correlation_id (UUID4) – The correlation ID for the request.
    • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
    • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
    • metadata (dict , optional) – Additional metadata to be sent with the request.

request_instruments(self, Venue venue, UUID4 correlation_id, datetime start=None, datetime end=None, dict metadata=None) → void​

Request all Instrument data for the given venue.

  • Parameters:
    • venue (Venue) – The venue for the request.
    • correlation_id (UUID4) – The correlation ID for the request.
    • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
    • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
    • metadata (dict , optional) – Additional metadata to be sent with the request.

request_order_book_snapshot(self, InstrumentId instrument_id, int limit, UUID4 correlation_id) → void​

Request order book snapshot data.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument ID for the order book snapshot request.
    • limit (int) – The limit on the depth of the order book snapshot.
    • correction_id (UUID4) – The correlation ID for the request.

request_quote_ticks(self, InstrumentId instrument_id, int limit, UUID4 correlation_id, datetime start=None, datetime end=None, dict metadata=None) → void​

Request historical QuoteTick data.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument ID for the request.
    • limit (int) – The limit for the number of returned ticks.
    • correlation_id (UUID4) – The correlation ID for the request.
    • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
    • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
    • metadata (dict , optional) – Additional metadata to be sent with the request.

request_trade_ticks(self, InstrumentId instrument_id, int limit, UUID4 correlation_id, datetime start=None, datetime end=None, dict metadata=None) → void​

Request historical TradeTick data.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument ID for the request.
    • limit (int) – The limit for the number of returned ticks.
    • correlation_id (UUID4) – The correlation ID for the request.
    • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
    • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.
    • metadata (dict , optional) – Additional metadata to be sent with the 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 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.

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, DataType data_type) → void​

Subscribe to data for the given data type.

  • Parameters: data_type (DataType) – The data type for the subscription.

subscribe_bars(self, BarType bar_type) → void​

Subscribe to Bar data for the given bar type.

  • Parameters: bar_type (BarType) – The bar type to subscribe to.

subscribe_instrument(self, InstrumentId instrument_id) → void​

Subscribe to the Instrument with the given instrument ID.

subscribe_instrument_close(self, InstrumentId instrument_id) → void​

Subscribe to InstrumentClose updates for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The tick instrument to subscribe to.

subscribe_instrument_status(self, InstrumentId instrument_id) → void​

Subscribe to InstrumentStatus data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The tick instrument to subscribe to.

subscribe_instruments(self) → void​

Subscribe to all Instrument data.

subscribe_order_book_deltas(self, InstrumentId instrument_id, BookType book_type, int depth=0, dict kwargs=None) → 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.
    • kwargs (dict , optional) – The keyword arguments for exchange specific parameters.

subscribe_order_book_snapshots(self, InstrumentId instrument_id, BookType book_type, int depth=0, dict kwargs=None) → 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.
    • kwargs (dict , optional) – The keyword arguments for exchange specific parameters.

subscribe_quote_ticks(self, InstrumentId instrument_id) → void​

Subscribe to QuoteTick data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The tick instrument to subscribe to.

subscribe_trade_ticks(self, InstrumentId instrument_id) → void​

Subscribe to TradeTick data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The tick instrument to subscribe to.

subscribed_bars(self) → list​

Return the bar types subscribed to.

subscribed_custom_data(self) → list​

Return the custom data types 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_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, DataType data_type) → void​

Unsubscribe from data for the given data type.

  • Parameters: data_type (DataType) – The data type for the subscription.

unsubscribe_bars(self, BarType bar_type) → void​

Unsubscribe from Bar data for the given bar type.

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

unsubscribe_instrument(self, InstrumentId instrument_id) → void​

Unsubscribe from Instrument data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The instrument to unsubscribe from.

unsubscribe_instrument_close(self, InstrumentId instrument_id) → void​

Unsubscribe from InstrumentClose data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The tick instrument to unsubscribe from.

unsubscribe_instrument_status(self, InstrumentId instrument_id) → void​

Unsubscribe from InstrumentStatus data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The instrument status updates to unsubscribe from.

unsubscribe_instruments(self) → void​

Unsubscribe from all Instrument data.

unsubscribe_order_book_deltas(self, InstrumentId instrument_id) → void​

Unsubscribe from OrderBookDeltas data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The order book instrument to unsubscribe from.

unsubscribe_order_book_snapshots(self, InstrumentId instrument_id) → void​

Unsubscribe from OrderBook snapshots data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The order book instrument to unsubscribe from.

unsubscribe_quote_ticks(self, InstrumentId instrument_id) → void​

Unsubscribe from QuoteTick data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The tick instrument to unsubscribe from.

unsubscribe_trade_ticks(self, InstrumentId instrument_id) → void​

Unsubscribe from TradeTick data for the given instrument ID.

  • Parameters: instrument_id (InstrumentId) – The tick instrument to unsubscribe from.

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.

  • Parameters:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • client (InteractiveBrokersClient) – The nautilus InteractiveBrokersClient using ibapi.
    • account_id (AccountId) – Account ID associated with this client.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the client.
    • instrument_provider (InteractiveBrokersInstrumentProvider) – The instrument provider.
    • config (InteractiveBrokersExecClientConfig , optional) – The configuration for the instance.
    • name (str , optional) – The custom client ID.

property instrument_provider : InteractiveBrokersInstrumentProvider​

async generate_order_status_report(instrument_id: InstrumentId, client_order_id: ClientOrderId | None = None, venue_order_id: VenueOrderId | None = None) → 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:
    • instrument_id (InstrumentId) – The instrument ID for the report.
    • client_order_id (ClientOrderId , optional) – The client order ID for the report.
    • venue_order_id (VenueOrderId , optional) – The venue order ID for 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(instrument_id: InstrumentId | None = None, start: Timestamp | None = None, end: Timestamp | None = None, open_only: bool = False) → 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.

  • Parameters:
    • instrument_id (InstrumentId , optional) – The instrument ID query filter.
    • start (pd.Timestamp , optional) – The start datetime (UTC) query filter.
    • end (pd.Timestamp , optional) – The end datetime (UTC) query filter.
    • open_only (bool , default False) – If the query is for open orders only.
  • Return type: list[OrderStatusReport]

async generate_fill_reports(instrument_id: InstrumentId | None = None, venue_order_id: VenueOrderId | None = None, start: Timestamp | None = None, end: Timestamp | None = None) → 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.

  • Parameters:
    • instrument_id (InstrumentId , optional) – The instrument ID query filter.
    • venue_order_id (VenueOrderId , optional) – The venue order ID (assigned by the venue) query filter.
    • start (pd.Timestamp , optional) – The start datetime (UTC) query filter.
    • end (pd.Timestamp , optional) – The end datetime (UTC) query filter.
  • Return type: list[FillReport]

async generate_position_status_reports(instrument_id: InstrumentId | None = None, start: Timestamp | None = None, end: Timestamp | None = None) → 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.

  • Parameters:
    • instrument_id (InstrumentId , optional) – The instrument ID query filter.
    • start (pd.Timestamp , optional) – The start datetime (UTC) query filter.
    • end (pd.Timestamp , optional) – The end datetime (UTC) query filter.
  • Return type: list[PositionStatusReport]

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.

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, unicode 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, unicode 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, unicode reason, uint64_t ts_event) → 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.

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_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.

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.

  • 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.
  • Return type: InteractiveBrokersClient

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

Cache and return a InteractiveBrokersInstrumentProvider.

If a cached provider already exists, then that cached provider will be returned.

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

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 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 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.
  • Raises: ValueError – If any instrument_id.venue is not equal to self.venue.

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

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

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

Search and load the instrument for the given IBContract. It is important that the Contract shall have enough parameters so only one match is returned.

  • Parameters:
    • instrument_id (IBContract) – InteractiveBroker’s Contract.
    • filters (dict , optional) – Not applicable in this case.

async find_with_contract_id(contract_id: int) → Instrument​

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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