Interactive Brokers API - GoLang Implement

• Interactive Brokers API 9.80
• pure golang Implement
• Unofficial, use at you own risk

INSTALL

go get -u github.com/hadrianl/ibapi

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USAGE

Implement IbWrapper to handle datas delivered via tws or gateway, Wrapper in demo is a default implement that just output data to std. Go to IbWrapper

1. implement your own IbWrapper
2. connect to TWS or Gateway
3. handshake with TWS or Gateway
4. run the loop
5. do some request

Demo 1

import (
. "github.com/hadrianl/ibapi""time"
)
funcmain(){
// internal api log is zap log, you could use GetLogger to get the logger// besides, you could use SetAPILogger to set you own log option// or you can just use the other logger log:=GetLogger().Sugar()
deferlog.Sync()
// implement your own IbWrapper to handle the msg delivered via tws or gateway// Wrapper{} below is a default implement which just log the msg ic:=NewIbClient(&Wrapper{})
// tcp connect with tws or gateway// fail if tws or gateway had not yet set the trust IPiferr:=ic.Connect("127.0.0.1", 4002, 0);err!=nil {
log.Panic("Connect failed:", err)
}
// handshake with tws or gateway, send handshake protocol to tell tws or gateway the version of client// and receive the server version and connection time from tws or gateway.// fail if someone else had already connected to tws or gateway with same clientIDiferr:=ic.HandShake();err!=nil {
log.Panic("HandShake failed:", err)
}
// make some request, msg would be delivered via wrapper.// req will not send to TWS or Gateway until ic.Run()// you could just call ic.Run() before theseic.ReqCurrentTime()
ic.ReqAutoOpenOrders(true)
ic.ReqAccountUpdates(true, "")
ic.ReqExecutions(ic.GetReqID(), ExecutionFilter{})
// start to send req and receive msg from tws or gateway after thisic.Run()
<-time.After(time.Second*60)
ic.Disconnect()
}

Demo 2 with context

import (
. "github.com/hadrianl/ibapi""time""context"
)
funcmain(){
varerrerrorSetAPILogger(zap.NewDevelopmentConfig()) // log is default for production(json encode, info level), set to development(console encode, debug level) herelog:=GetLogger().Sugar()
deferlog.Sync()
ibwrapper:=&Wrapper{}
ctx, _:=context.WithTimeout(context.Background(), time.Second*30)
ic:=NewIbClient(ibwrapper)
ic.SetContext(ctx)
err=ic.Connect("127.0.0.1", 4002, 0)
iferr!=nil {
log.Panic("Connect failed:", err)
}
err=ic.HandShake()
iferr!=nil {
log.Panic("HandShake failed:", err)
}
ic.ReqCurrentTime()
ic.ReqAutoOpenOrders(true)
ic.ReqAccountUpdates(true, "")
ic.ReqExecutions(ic.GetReqID(), ExecutionFilter{})
ic.Run()
err=ic.LoopUntilDone() // block until ctx or ic is donelog.Info(err)
}

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Reference

1. Offical Document
2. Order Types
3. Product
4. Margin
5. Market Data
6. Commissions