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September 2, 2024 22:31
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Interactive Brokers Trading -ALL ASSETS- API Code
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| from ib_insync import * | |
| from datetime import datetime, timedelta | |
| import time | |
| # Set up Interactive Brokers connection | |
| ib = IB() | |
| ib.connect('127.0.0.1', 7497, clientId=1) # Modify port and clientId as necessary | |
| # Define the trading parameters | |
| symbol = 'GOOGL' | |
| contract = Stock(symbol, 'SMART', 'USD') | |
| # Define the time for trading | |
| time_after_open = timedelta(minutes=2) | |
| time_before_close = timedelta(minutes=2) | |
| # Helper function to get the current price | |
| def get_current_price(contract): | |
| ticker = ib.reqMktData(contract, '', False, False) | |
| ib.sleep(1) | |
| return (ticker.bid + ticker.ask) / 2 | |
| # Helper function to get the current account balance | |
| def get_account_balance(): | |
| account_values = ib.accountSummary() | |
| cash_value = next(item for item in account_values if item.tag == 'AvailableFunds').value | |
| return float(cash_value) | |
| # Helper function to place orders | |
| def place_order(contract, quantity, action): | |
| order = MarketOrder(action, quantity) | |
| trade = ib.placeOrder(contract, order) | |
| ib.sleep(1) | |
| return trade | |
| # Helper function to close all positions | |
| def close_all_positions(): | |
| positions = ib.positions() | |
| for position in positions: | |
| contract = position.contract | |
| quantity = position.position | |
| action = 'SELL' if quantity > 0 else 'BUY' | |
| place_order(contract, abs(quantity), action) | |
| print("Closed all positions.") | |
| # Trading logic | |
| def trade(): | |
| initial_price = get_current_price(contract) | |
| peak_price = initial_price | |
| trough_price = initial_price | |
| while True: | |
| current_time = datetime.now() | |
| # Get market open/close times | |
| trading_hours = ib.reqContractDetails(contract)[0].tradingHours | |
| market_open_time = datetime.strptime(trading_hours.split(';')[0].split('-')[0], '%Y%m%d:%H%M') | |
| market_close_time = datetime.strptime(trading_hours.split(';')[0].split('-')[1], '%Y%m%d:%H%M') | |
| # Calculate trade start and stop times | |
| start_trading_time = market_open_time + time_after_open | |
| stop_trading_time = market_close_time - time_before_close | |
| # Check if current time is within trading hours | |
| if start_trading_time <= current_time <= stop_trading_time: | |
| current_price = get_current_price(contract) | |
| balance = get_account_balance() | |
| price_change = (current_price - initial_price) / initial_price | |
| # Update the peak and trough prices | |
| if current_price > peak_price: | |
| peak_price = current_price | |
| if current_price < trough_price: | |
| trough_price = current_price | |
| # Buy when there's a gain, using all available balance | |
| if current_price > initial_price and balance > 1: | |
| quantity = balance / current_price | |
| place_order(contract, quantity, 'BUY') | |
| print(f"Bought ${balance} worth of {symbol} at {current_price} due to price gain.") | |
| wait_for_balance_to_update() | |
| # Sell when there's a loss, using the entire position | |
| if current_price < initial_price and balance < 1: | |
| position_qty = sum(pos.position for pos in ib.positions() if pos.contract.symbol == symbol) | |
| place_order(contract, position_qty, 'SELL') | |
| print(f"Sold {position_qty} shares of {symbol} at {current_price} due to price loss.") | |
| wait_for_balance_to_update() | |
| # Short when there's a loss, using all available balance | |
| if current_price < initial_price and balance > 1: | |
| quantity = balance / current_price | |
| place_order(contract, quantity, 'SELL') | |
| print(f"Shorted ${balance} worth of {symbol} at {current_price} due to price loss.") | |
| wait_for_balance_to_update() | |
| # Cover short when there's a gain, using the entire short position | |
| if current_price > initial_price and balance < 1: | |
| position_qty = sum(pos.position for pos in ib.positions() if pos.contract.symbol == symbol) | |
| place_order(contract, position_qty, 'BUY') | |
| print(f"Covered short {position_qty} shares of {symbol} at {current_price} due to price gain.") | |
| wait_for_balance_to_update() | |
| # Close all positions a couple of minutes before market close | |
| if current_time > stop_trading_time: | |
| close_all_positions() | |
| break # Exit the loop after closing positions for the day | |
| time.sleep(1) # Check as frequently as possible | |
| # Helper function to wait until the account balance updates after a sell | |
| def wait_for_balance_to_update(): | |
| while True: | |
| balance = get_account_balance() | |
| if balance > 1: # Wait until there is at least $1 available to trade again | |
| break | |
| time.sleep(1) | |
| # Run the trading strategy | |
| trade() | |
| # Disconnect IB API after trading session | |
| ib.disconnect() |
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