Interactive Brokers Web API Documentation

English

Welcome to the Interactive Brokers Web API documentation for bt_api.

Overview

bt_api_ib_web provides an IbWebGatewayAdapter for the bt_api framework. It connects to Interactive Brokers Web API via WebSocket and REST, supporting stock and futures trading.

IbWebGatewayAdapter

The main adapter class. Import it from the package root:

from bt_api_ib_web import IbWebGatewayAdapter

Constructor

IbWebGatewayAdapter(
    base_url="https://localhost:5000",  # IB Web API endpoint
    asset_type="STK",                    # "STK" (stock) or "FUT" (future)
    gateway_startup_timeout_sec=10.0,    # Connection timeout in seconds
    **kwargs                            # Additional parameters passed to feeds
)

Methods

Method	Parameters	Returns	Description
connect()	—	None	Connect to IB Web API and start background threads
disconnect()	—	None	Stop threads and close connections
subscribe_symbols()	symbols: list[str]	dict	Subscribe to one or more symbols by conId or alias
get_balance()	—	dict	Retrieve account balance and cash
get_positions()	—	list[dict]	List all open positions
place_order()	payload: dict	dict	Place an order; see payload format below
cancel_order()	payload: dict	dict	Cancel an order by ID

Order Payload Format

{
    "symbol": "AAPL",          # Symbol name or conId
    "size": 10,               # Order size (volume)
    "price": 150.0,          # Limit price; omit or None for market orders
    "order_type": "limit",    # Order type: "market", "limit", "stop", etc.
    "side": "buy",            # "buy" or "sell"
    "client_order_id": "ref", # Optional: client-side order reference
    "extra_data": {},         # Optional: extra IB-specific parameters
}

Balance Response Format

{
    "cash": 10000.0,          # Cash balance
    "value": 50000.0,        # Total portfolio value
    "raw": {...}             # Raw response from IB API
}

Subscribe Symbols

Pass a list of conIds or symbol aliases. The adapter resolves them and subscribes to market data via WebSocket:

adapter.subscribe_symbols(["265598", "AAPL", "ES"])

Installation

pip install bt_api_ib_web

Architecture

bt_api_ib_web/
├── src/bt_api_ib_web/
│   ├── gateway/adapter.py        # IbWebGatewayAdapter
│   ├── runtime/feed.py          # IbWebRequestDataStock / Future
│   ├── runtime/stream.py         # IbWebDataStream / IbWebAccountStream
│   └── containers/              # Data containers
├── tests/
└── docs/

---

中文

欢迎使用 bt_api 的 Interactive Brokers Web API 文档。

概述

bt_api_ib_web 为 bt_api 框架提供 IbWebGatewayAdapter，通过 WebSocket 和 REST 连接盈透证券 Web API，支持股票和期货交易。

IbWebGatewayAdapter

主适配器类，从包根目录导入：

from bt_api_ib_web import IbWebGatewayAdapter

构造函数

IbWebGatewayAdapter(
    base_url="https://localhost:5000",  # IB Web API 端点
    asset_type="STK",                    # "STK"（股票）或 "FUT"（期货）
    gateway_startup_timeout_sec=10.0,    # 连接超时时间（秒）
    **kwargs                            # 传递给 feed 的额外参数
)

方法一览

方法	参数	返回值	说明
connect()	—	None	连接 IB Web API 并启动后台线程
disconnect()	—	None	停止线程并关闭连接
subscribe_symbols()	symbols: list[str]	dict	按 conId 或别名订阅一个或多个品种
get_balance()	—	dict	获取账户余额和现金
get_positions()	—	list[dict]	列出所有持仓
place_order()	payload: dict	dict	下单；详见 payload 格式
cancel_order()	payload: dict	dict	按 ID 撤单

下单 Payload 格式

{
    "symbol": "AAPL",          # 品种名或 conId
    "size": 10,               # 委托数量
    "price": 150.0,           # 限价；市价单不填或填 None
    "order_type": "limit",    # 订单类型："market"、"limit"、"stop" 等
    "side": "buy",            # "buy" 或 "sell"
    "client_order_id": "ref", # 可选：客户端订单引用
    "extra_data": {},         # 可选：额外 IB 参数
}

余额返回格式

{
    "cash": 10000.0,          # 现金余额
    "value": 50000.0,        # 账户总价值
    "raw": {...}             # IB API 原始响应
}

订阅品种

传入 conId 或品种别名列表。适配器解析后通过 WebSocket 订阅行情：

adapter.subscribe_symbols(["265598", "AAPL", "ES"])

安装

pip install bt_api_ib_web

架构

bt_api_ib_web/
├── src/bt_api_ib_web/
│   ├── gateway/adapter.py        # IbWebGatewayAdapter
│   ├── runtime/feed.py           # IbWebRequestDataStock / Future
│   ├── runtime/stream.py         # IbWebDataStream / IbWebAccountStream
│   └── containers/              # 数据容器
├── tests/
└── docs/

---

Online Documentation

Resource	Link
English Docs	https://bt-api-ib-web.readthedocs.io/
Chinese Docs	https://bt-api-ib-web.readthedocs.io/zh/latest/
GitHub Repository	https://github.com/cloudQuant/bt_api_ib_web
Issue Tracker	https://github.com/cloudQuant/bt_api_ib_web/issues