ibkr-trading
Comprehensive Interactive Brokers algotrading knowledge base covering TWS API 10.44 architecture, ib_async event-driven programming, market data subscriptions, order execution with bracket orders, historical data with pacing rules, reconnection resilience, IBC automation, and Windows production deployment. TRIGGER WHEN: building, implementing, writing, coding, creating, optimizing, or debugging IB trading systems with Python. DO NOT TRIGGER WHEN: the task is outside the specific scope of this component.
What this skill does
# Interactive Brokers Algotrading Knowledge base for building production-grade algorithmic trading systems with Interactive Brokers TWS API and ib_async in Python. ## When to Use - Connecting to TWS or IB Gateway with ib_async - Implementing real-time market data subscriptions - Designing order execution logic (bracket orders, order lifecycle) - Handling pacing violations for historical data requests - Building reconnection resilience for 24/7 production bots - Deploying IB trading systems on Windows with IBC + Task Scheduler - Debugging TWS API error codes (162, 200, 201, 354, 1100-1102) ## Quick Start For 80% of use cases, start with: 1. **Connection**: IB Gateway (headless, lower resources) + IBC (automated lifecycle) 2. **Library**: `pip install ib_async` (asyncio-native successor to ib_insync) 3. **Data**: `reqRealTimeBars` for live 5-sec bars with local aggregation 4. **Orders**: Bracket orders with `transmit=False` pattern 5. **Resilience**: `disconnectedEvent` + exponential backoff reconnection 6. **Deployment**: IBC + Windows Task Scheduler for auto-restart Then harden incrementally: - Missing fills on reconnect -- add `reqExecutions()` reconciliation - Pacing violations -- add asyncio.Semaphore throttled request queue - Overnight crashes -- add IBC auto-restart + heartbeat monitoring - State drift -- add periodic position/order reconciliation via `reqPositions()` ## Reference Materials - `tws-api-architecture.md` -- TWS API 10.44, Gateway vs TWS, Client Portal, ib_async setup, clientId strategy, official docs - `event-driven-data.md` -- reqMktData, reqRealTimeBars, reqTickByTickData, keepUpToDate, OHLCV construction, pacing violations, historical data - `order-execution.md` -- order types, bracket orders, lifecycle states, execDetails monitoring, race conditions, error codes - `reconnection-resilience.md` -- daily reset, IBC automation, reconnect patterns, heartbeat, Windows deployment, community resources ## Key Decision Points | Decision | Default | Upgrade When | |----------|---------|-------------| | Connection target | IB Gateway | Need visual debugging -- TWS | | Python library | ib_async | Need same-day new features -- ibapi | | Live data | reqRealTimeBars (5s bars) | Need tick precision -- reqTickByTickData (max 3) | | Chart data | keepUpToDate | Network-sensitive env -- reqRealTimeBars + aggregation | | Historical data | reqHistoricalData + throttle | Bulk backfill -- chunked requests with Semaphore | | Order type | Bracket (parent+TP+SL) | Need trailing: TRAIL. Need algo: Adaptive | | Lifecycle mgmt | IBC + Task Scheduler | Docker available -- gnzsnz/ib-gateway-docker | | whatToShow | TRADES | Forex: MIDPOINT. Backtesting: ADJUSTED_LAST |
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