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ibapi

package module

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Versions in this module

v0

v0.3.4

Sep 20, 2022

v0.3.3

Apr 22, 2022

v0.3.2

Mar 11, 2022

v0.3.1

Jan 23, 2022

v0.3.0

Jan 21, 2022

v0.2.0

Jan 21, 2022

Changes in this version

+ const MaxClientVer

+ const MinClientVer

+ const MinServerVerHistoricalSchedule

+ const MinServerVerOptionalCapabilities

+ const MinServerVer_ACCOUNT_SUMMARY

+ const MinServerVer_AGG_GROUP

+ const MinServerVer_ALGO_ID

+ const MinServerVer_ALGO_ORDERS

+ const MinServerVer_API_BIND_ORDER

+ const MinServerVer_AUTO_CANCEL_PARENT

+ const MinServerVer_AUTO_PRICE_FOR_HEDGE

+ const MinServerVer_CANCEL_HEADTIMESTAMP

+ const MinServerVer_CASH_QTY

+ const MinServerVer_CFD_REROUTE

+ const MinServerVer_COMPLETED_ORDERS

+ const MinServerVer_CONTRACT_CONID

+ const MinServerVer_CONTRACT_DATA_CHAIN

+ const MinServerVer_DECISION_MAKER

+ const MinServerVer_DELTA_NEUTRAL

+ const MinServerVer_DELTA_NEUTRAL_CONID

+ const MinServerVer_DELTA_NEUTRAL_OPEN_CLOSE

+ const MinServerVer_DURATION

+ const MinServerVer_D_PEG_ORDERS

+ const MinServerVer_ENCODE_MSG_ASCII7

+ const MinServerVer_EXECUTION_DATA_CHAIN

+ const MinServerVer_EXT_OPERATOR

+ const MinServerVer_FRACTIONAL_POSITIONS

+ const MinServerVer_FRACTIONAL_SIZE_SUPPORT

+ const MinServerVer_FUNDAMENTAL_DATA

+ const MinServerVer_HEDGE_ORDERS

+ const MinServerVer_HISTORICAL_TICKS

+ const MinServerVer_LAST_LIQUIDITY

+ const MinServerVer_LINKING_AUTH

+ const MinServerVer_MARKET_CAP_PRICE

+ const MinServerVer_MARKET_DATA_IN_SHARES

+ const MinServerVer_MARKET_RULES

+ const MinServerVer_MD_SIZE_MULTIPLIER

+ const MinServerVer_MIFID_EXECUTION

+ const MinServerVer_MKT_DEPTH_PRIM_EXCHANGE

+ const MinServerVer_MODELS_SUPPORT

+ const MinServerVer_NEWS_QUERY_ORIGINS

+ const MinServerVer_NOT_HELD

+ const MinServerVer_NO_DEFAULT_OPEN_CLOSE

+ const MinServerVer_OPT_OUT_SMART_ROUTING

+ const MinServerVer_ORDER_COMBO_LEGS_PRICE

+ const MinServerVer_ORDER_CONTAINER

+ const MinServerVer_ORDER_SOLICITED

+ const MinServerVer_PAST_LIMIT

+ const MinServerVer_PEGGED_TO_BENCHMARK

+ const MinServerVer_PLACE_ORDER_CONID

+ const MinServerVer_PNL

+ const MinServerVer_POSITIONS

+ const MinServerVer_POST_TO_ATS

+ const MinServerVer_PRE_OPEN_BID_ASK

+ const MinServerVer_PRICE_BASED_VOLATILITY

+ const MinServerVer_PRICE_MGMT_ALGO

+ const MinServerVer_PRIMARYEXCH

+ const MinServerVer_PTA_ORDERS

+ const MinServerVer_RANDOMIZE_SIZE_AND_PRICE

+ const MinServerVer_REALIZED_PNL

+ const MinServerVer_REAL_EXPIRATION_DATE

+ const MinServerVer_REMOVE_NULL_ALL_CASTING

+ const MinServerVer_REPLACE_FA_END

+ const MinServerVer_REQ_CALC_IMPLIED_VOLAT

+ const MinServerVer_REQ_CALC_OPTION_PRICE

+ const MinServerVer_REQ_FAMILY_CODES

+ const MinServerVer_REQ_GLOBAL_CANCEL

+ const MinServerVer_REQ_HEAD_TIMESTAMP

+ const MinServerVer_REQ_HISTOGRAM

+ const MinServerVer_REQ_HISTORICAL_NEWS

+ const MinServerVer_REQ_MARKET_DATA_TYPE

+ const MinServerVer_REQ_MATCHING_SYMBOLS

+ const MinServerVer_REQ_MKT_DATA_CONID

+ const MinServerVer_REQ_MKT_DEPTH_EXCHANGES

+ const MinServerVer_REQ_NEWS_ARTICLE

+ const MinServerVer_REQ_NEWS_PROVIDERS

+ const MinServerVer_REQ_SMART_COMPONENTS

+ const MinServerVer_SCALE_ORDERS

+ const MinServerVer_SCALE_ORDERS2

+ const MinServerVer_SCALE_ORDERS3

+ const MinServerVer_SCALE_TABLE

+ const MinServerVer_SCANNER_GENERIC_OPTS

+ const MinServerVer_SEC_DEF_OPT_PARAMS_REQ

+ const MinServerVer_SEND_ALL_FAMILY_CODES

+ const MinServerVer_SERVICE_DATA_TYPE

+ const MinServerVer_SIZE_RULES

+ const MinServerVer_SMART_COMBO_ROUTING_PARAMS

+ const MinServerVer_SMART_DEPTH

+ const MinServerVer_SNAPSHOT_MKT_DATA

+ const MinServerVer_SOFT_DOLLAR_TIER

+ const MinServerVer_SSHORTX

+ const MinServerVer_SSHORTX_OLD

+ const MinServerVer_SSHORT_COMBO_LEGS

+ const MinServerVer_STOCK_TYPE

+ const MinServerVer_SYNT_REALTIME_BARS

+ const MinServerVer_TICK_BY_TICK

+ const MinServerVer_TICK_BY_TICK_IGNORE_SIZE

+ const MinServerVer_TICK_NEWS

+ const MinServerVer_TRAILING_PERCENT

+ const MinServerVer_UNDERLYING_INFO

+ const MinServerVer_UNREALIZED_PNL

+ const MinServerVer_WHAT_IF_EXT_FIELDS

+ const MinServerVer_WHAT_IF_ORDERS

+ const MinServerVer_WSHE_CALENDAR

+ const MinServerVersionLinking

+ const MinServerVersionRealTimeBars

+ const MinServerVersionSecurityIdType

+ const MinServerVersionTradingClass

+ const TickByTick

+ type Bar struct

+ Close float64

+ Count int

+ High float64

+ Low float64

+ Open float64

+ Time time.Time

+ Volume int64

+ WAP float64

+ type BidAsk struct

+ AskPrice float64

+ AskSize int64

+ BidAskAttribute BidAskAttribute

+ BidPrice float64

+ BidSize int64

+ Time time.Time

+ type BidAskAttribute struct

+ AskPastHigh bool

+ BidPastLow bool

+ type ComboLeg struct

+ Action string

+ ContractId int

+ DesignatedLocation string

+ Exchange string

+ ExemptCode int

+ OpenClose int

+ Ratio int

+ ShortSaleSlot int

+ type Contract struct

+ ComboLegs []ComboLeg

+ ComboLegsDescription string

+ ContractId int

+ Currency string

+ DeltaNeutralContract DeltaNeutralContract

+ Exchange string

+ IncludeExpired bool

+ LastTradeDateOrContractMonth string

+ LocalSymbol string

+ Multiplier string

+ PrimaryExchange string

+ Right string

+ SecurityId string

+ SecurityIdType string

+ SecurityType string

+ Strike float64

+ Symbol string

+ TradingClass string

+ type ContractDetails struct

+ AggGroup int

+ BondType string

+ Callable bool

+ Category string

+ Contract Contract

+ ContractMonth string

+ Convertible bool

+ Coupon float64

+ CouponType string

+ Cusip string

+ DescAppend string

+ EvMultiplier int

+ EvRule string

+ Industry string

+ IssueDate string

+ LastTradeTime string

+ LiquidHours string

+ LongName string

+ MarketName string

+ MarketRuleIds string

+ Maturity string

+ MinSize float64

+ MinTick float64

+ NextOptionDate string

+ NextOptionPartial bool

+ NextOptionType string

+ Notes string

+ OrderTypes string

+ PriceMagnifier int

+ Putable bool

+ Ratings string

+ RealExpirationDate string

+ SecIdList []TagValue

+ SizeIncrement float64

+ StockType string

+ Subcategory string

+ SuggestedSizeIncrement float64

+ TimeZoneId string

+ TradingHours string

+ UnderContractId int

+ UnderSecType string

+ UnderSymbol string

+ ValidExchanges string

+ type DeltaNeutralContract struct

+ ContractId string

+ Delta float64

+ Price float64

+ type IbClient struct

+ ManagedAccounts string

+ MessageBus MessageBus

+ NextValidOrderId int

+ ServerTime time.Time

+ ServerVersion int

+ func Connect(host string, port int, clientId int) (*IbClient, error)

+ func (c *IbClient) Close() error

+ func (c *IbClient) ContractDetails(ctx context.Context, contract Contract) ([]ContractDetails, error)

+ func (c *IbClient) ProcessMessages()

+ func (c *IbClient) RealTimeBars(ctx context.Context, contract Contract, whatToShow string, useRth bool) (<-chan Bar, error)

+ func (c *IbClient) TickByTickBidAsk(ctx context.Context, contract Contract) (chan BidAsk, error)

+ func (c *IbClient) TickByTickTrades(ctx context.Context, contract Contract) (chan Trade, error)

+ type MessageBus interface

+ Close func() error

+ ReadPacket func() (string, error)

+ Write func(string) error

+ WritePacket func(string) error

+ type MessageBusRecorder struct

+ Bus MessageBus

+ func (b *MessageBusRecorder) Close() error

+ func (b *MessageBusRecorder) ReadPacket() (string, error)

+ func (b *MessageBusRecorder) Write(data string) error

+ func (b *MessageBusRecorder) WritePacket(packet string) error

+ type TagValue struct

+ Tag string

+ Value string

+ type TcpMessageBus struct

+ func (b *TcpMessageBus) Close() error

+ func (b *TcpMessageBus) Connect(host string, port int, clientId int) error

+ func (b *TcpMessageBus) ReadPacket() (string, error)

+ func (b *TcpMessageBus) Write(data string) error

+ func (b *TcpMessageBus) WritePacket(data string) error

+ type Trade struct

+ Exchange string

+ Price float64

+ Size int64

+ SpecialConditions string

+ TickType string

+ Time time.Time

+ TradeAttribute TradeAttribute

+ type TradeAttribute struct

+ PastLimit bool

+ Unreported bool