Supports Interactive Brokers, US and Hong Kong stocks.

Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
This commit is contained in:
TIANHE
2026-01-13 02:35:48 +08:00
parent 714dd47c86
commit 7527d73f25
20 changed files with 2250 additions and 148 deletions
@@ -1,5 +1,9 @@
"""
Translate a strategy signal into a direct-exchange order call.
Supports:
- Crypto exchanges: Binance, OKX, Bitget, Bybit, Coinbase, Kraken, KuCoin, Gate, Bitfinex
- Traditional brokers: Interactive Brokers (IBKR) for US/HK stocks
"""
from __future__ import annotations
@@ -21,6 +25,9 @@ from app.services.live_trading.kucoin import KucoinFuturesClient
from app.services.live_trading.gate import GateSpotClient, GateUsdtFuturesClient
from app.services.live_trading.bitfinex import BitfinexClient, BitfinexDerivativesClient
# Lazy import IBKR
IBKRClient = None
def _signal_to_sides(signal_type: str) -> Tuple[str, str, bool]:
"""
@@ -144,6 +151,80 @@ def place_order_from_signal(
if isinstance(client, KrakenFuturesClient):
return client.place_market_order(symbol=symbol, side=side, size=qty, reduce_only=reduce_only, client_order_id=client_order_id)
# Check for IBKR client (lazy import to avoid circular dependency)
global IBKRClient
if IBKRClient is None:
try:
from app.services.ibkr_trading import IBKRClient as _IBKRClient
IBKRClient = _IBKRClient
except ImportError:
pass
if IBKRClient is not None and isinstance(client, IBKRClient):
return _place_ibkr_order(
client=client,
signal_type=signal_type,
symbol=symbol,
amount=qty,
exchange_config=exchange_config,
)
raise LiveTradingError(f"Unsupported client type: {type(client)}")
def _place_ibkr_order(
client,
*,
signal_type: str,
symbol: str,
amount: float,
exchange_config: Optional[Dict[str, Any]] = None,
) -> LiveOrderResult:
"""
Place order via IBKR for US/HK stocks.
Signal mapping for stocks (no short selling in this implementation):
- open_long / add_long -> BUY
- close_long / reduce_long -> SELL
- open_short / close_short -> Not supported (raises error)
"""
sig = (signal_type or "").strip().lower()
# Stock trading: no short selling support in basic implementation
if "short" in sig:
raise LiveTradingError("IBKR stock trading does not support short signals in this implementation")
# Determine action
if sig in ("open_long", "add_long"):
action = "buy"
elif sig in ("close_long", "reduce_long"):
action = "sell"
else:
raise LiveTradingError(f"Unsupported signal_type for IBKR: {signal_type}")
# Get market type from config
cfg = exchange_config if isinstance(exchange_config, dict) else {}
market_type = str(cfg.get("market_type") or cfg.get("market_category") or "USStock").strip()
# Place market order
result = client.place_market_order(
symbol=symbol,
action=action,
quantity=amount,
market_type=market_type,
)
# Convert IBKRClient result to LiveOrderResult format
return LiveOrderResult(
success=result.success,
exchange_order_id=str(result.order_id) if result.order_id else "",
filled=result.filled,
avg_price=result.avg_price,
raw={
"status": result.status,
"message": result.message,
"raw": result.raw,
},
)
@@ -1,10 +1,14 @@
"""
Factory for direct exchange clients.
Supports:
- Crypto exchanges: Binance, OKX, Bitget, Bybit, Coinbase, Kraken, KuCoin, Gate, Bitfinex
- Traditional brokers: Interactive Brokers (IBKR) for US/HK stocks
"""
from __future__ import annotations
from typing import Any, Dict
from typing import Any, Dict, Union
from app.services.live_trading.base import BaseRestClient, LiveTradingError
from app.services.live_trading.binance import BinanceFuturesClient
@@ -20,6 +24,10 @@ from app.services.live_trading.kucoin import KucoinSpotClient, KucoinFuturesClie
from app.services.live_trading.gate import GateSpotClient, GateUsdtFuturesClient
from app.services.live_trading.bitfinex import BitfinexClient, BitfinexDerivativesClient
# Lazy import IBKR to avoid ImportError if ib_insync not installed
IBKRClient = None
IBKRConfig = None
def _get(cfg: Dict[str, Any], *keys: str) -> str:
for k in keys:
@@ -101,6 +109,53 @@ def create_client(exchange_config: Dict[str, Any], *, market_type: str = "swap")
return BitfinexClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
return BitfinexDerivativesClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
# Traditional brokers (IBKR for US/HK stocks)
if exchange_id == "ibkr":
return create_ibkr_client(exchange_config)
raise LiveTradingError(f"Unsupported exchange_id: {exchange_id}")
def create_ibkr_client(exchange_config: Dict[str, Any]):
"""
Create IBKR client for US/HK stock trading.
exchange_config should contain:
- ibkr_host: TWS/Gateway host (default: 127.0.0.1)
- ibkr_port: TWS/Gateway port (default: 7497)
- ibkr_client_id: Client ID (default: 1)
- ibkr_account: Account ID (optional, auto-select if empty)
"""
global IBKRClient, IBKRConfig
# Lazy import to avoid ImportError if ib_insync not installed
if IBKRClient is None or IBKRConfig is None:
try:
from app.services.ibkr_trading import IBKRClient as _IBKRClient, IBKRConfig as _IBKRConfig
IBKRClient = _IBKRClient
IBKRConfig = _IBKRConfig
except ImportError:
raise LiveTradingError("IBKR trading requires ib_insync. Run: pip install ib_insync")
host = str(exchange_config.get("ibkr_host") or "127.0.0.1").strip()
port = int(exchange_config.get("ibkr_port") or 7497)
client_id = int(exchange_config.get("ibkr_client_id") or 1)
account = str(exchange_config.get("ibkr_account") or "").strip()
config = IBKRConfig(
host=host,
port=port,
client_id=client_id,
account=account,
readonly=False,
)
client = IBKRClient(config)
# Connect immediately (IBKR requires active connection)
if not client.connect():
raise LiveTradingError("Failed to connect to IBKR TWS/Gateway. Please check if it's running.")
return client