""" Interactive Brokers Trading Client Uses ib_insync library to connect to TWS or IB Gateway for trading. """ import time import threading import asyncio from dataclasses import dataclass, field from typing import Optional, Dict, Any, List from app.utils.logger import get_logger from app.services.ibkr_trading.symbols import normalize_symbol, format_display_symbol logger = get_logger(__name__) def _ensure_event_loop(): """ Ensure there is an event loop in the current thread. ib_insync requires an asyncio event loop to function. When called from Flask request threads, there may not be one. """ try: loop = asyncio.get_event_loop() if loop.is_closed(): raise RuntimeError("Event loop is closed") except RuntimeError: # No event loop exists in this thread, create one loop = asyncio.new_event_loop() asyncio.set_event_loop(loop) logger.debug("Created new event loop for IBKR client") return loop # Lazy import ib_insync to allow other features to work without it installed ib_insync = None def _ensure_ib_insync(): """Ensure ib_insync is imported.""" global ib_insync if ib_insync is None: try: import ib_insync as _ib ib_insync = _ib except ImportError: raise ImportError( "ib_insync is not installed. Run: pip install ib_insync" ) return ib_insync @dataclass class IBKRConfig: """IBKR connection configuration.""" host: str = "127.0.0.1" port: int = 7497 # TWS Live:7497, TWS Paper:7496, Gateway Live:4001, Gateway Paper:4002 client_id: int = 1 readonly: bool = False account: str = "" # Leave empty to auto-select first account timeout: float = 20.0 # Connection timeout in seconds @dataclass class OrderResult: """Order execution result.""" success: bool order_id: int = 0 filled: float = 0.0 avg_price: float = 0.0 status: str = "" message: str = "" raw: Dict[str, Any] = field(default_factory=dict) class IBKRClient: """ Interactive Brokers Trading Client Usage: config = IBKRConfig(port=7497) # TWS Live client = IBKRClient(config) if client.connect(): # Place order result = client.place_market_order("AAPL", "buy", 10, "USStock") # Get positions positions = client.get_positions() client.disconnect() """ def __init__(self, config: Optional[IBKRConfig] = None): self.config = config or IBKRConfig() self._ib = None self._connected = False self._lock = threading.Lock() self._account = "" @property def connected(self) -> bool: """Check if connected.""" if self._ib is None: return False return self._ib.isConnected() def connect(self) -> bool: """ Connect to TWS or IB Gateway. Returns: True if connected successfully """ with self._lock: if self.connected: return True try: # Ensure event loop exists in this thread (required by ib_insync) _ensure_event_loop() _ensure_ib_insync() if self._ib is None: self._ib = ib_insync.IB() logger.info(f"Connecting to IBKR: {self.config.host}:{self.config.port} (clientId={self.config.client_id})") self._ib.connect( host=self.config.host, port=self.config.port, clientId=self.config.client_id, readonly=self.config.readonly, timeout=self.config.timeout ) self._connected = True # Get account accounts = self._ib.managedAccounts() if accounts: self._account = self.config.account or accounts[0] logger.info(f"IBKR connected, account: {self._account}") else: logger.warning("IBKR connected but no account info retrieved") return True except Exception as e: logger.error(f"IBKR connection failed: {e}") self._connected = False return False def disconnect(self): """Disconnect from IBKR.""" with self._lock: if self._ib is not None: try: self._ib.disconnect() except Exception as e: logger.warning(f"IBKR disconnect exception: {e}") finally: self._connected = False logger.info("IBKR disconnected") def _ensure_connected(self): """Ensure connection is established.""" # Ensure event loop exists (may be called from different threads) _ensure_event_loop() if not self.connected: if not self.connect(): raise ConnectionError("Cannot connect to IBKR") def _create_contract(self, symbol: str, market_type: str): """ Create IB contract object. Args: symbol: Symbol code market_type: Market type (USStock, HShare) """ _ensure_ib_insync() ib_symbol, exchange, currency = normalize_symbol(symbol, market_type) contract = ib_insync.Stock( symbol=ib_symbol, exchange=exchange, currency=currency ) return contract def _qualify_contract(self, contract) -> bool: """Validate contract.""" try: qualified = self._ib.qualifyContracts(contract) return len(qualified) > 0 except Exception as e: logger.warning(f"Contract qualification failed: {e}") return False # ==================== Order Methods ==================== def place_market_order( self, symbol: str, side: str, quantity: float, market_type: str = "USStock", ) -> OrderResult: """ Place a market order. Args: symbol: Symbol code (e.g., AAPL, 0700.HK) side: Direction ("buy" or "sell") quantity: Number of shares market_type: Market type ("USStock" or "HShare") Returns: OrderResult """ try: self._ensure_connected() _ensure_ib_insync() contract = self._create_contract(symbol, market_type) if not self._qualify_contract(contract): return OrderResult( success=False, message=f"Invalid contract: {symbol}" ) order = ib_insync.MarketOrder( action="BUY" if side.lower() == "buy" else "SELL", totalQuantity=quantity, account=self._account ) trade = self._ib.placeOrder(contract, order) # Wait for order status update self._ib.sleep(2) return OrderResult( success=True, order_id=trade.order.orderId, filled=float(trade.orderStatus.filled or 0), avg_price=float(trade.orderStatus.avgFillPrice or 0), status=trade.orderStatus.status, message="Order submitted", raw={ "orderId": trade.order.orderId, "status": trade.orderStatus.status, "filled": float(trade.orderStatus.filled or 0), "remaining": float(trade.orderStatus.remaining or 0), } ) except Exception as e: logger.error(f"Order failed: {e}") return OrderResult( success=False, message=str(e) ) def place_limit_order( self, symbol: str, side: str, quantity: float, price: float, market_type: str = "USStock", ) -> OrderResult: """ Place a limit order. Args: symbol: Symbol code side: Direction ("buy" or "sell") quantity: Number of shares price: Limit price market_type: Market type Returns: OrderResult """ try: self._ensure_connected() _ensure_ib_insync() contract = self._create_contract(symbol, market_type) if not self._qualify_contract(contract): return OrderResult( success=False, message=f"Invalid contract: {symbol}" ) order = ib_insync.LimitOrder( action="BUY" if side.lower() == "buy" else "SELL", totalQuantity=quantity, lmtPrice=price, account=self._account ) trade = self._ib.placeOrder(contract, order) self._ib.sleep(1) return OrderResult( success=True, order_id=trade.order.orderId, filled=float(trade.orderStatus.filled or 0), avg_price=float(trade.orderStatus.avgFillPrice or 0), status=trade.orderStatus.status, message="Limit order submitted", raw={ "orderId": trade.order.orderId, "status": trade.orderStatus.status, "limitPrice": price, } ) except Exception as e: logger.error(f"Limit order failed: {e}") return OrderResult( success=False, message=str(e) ) def cancel_order(self, order_id: int) -> bool: """ Cancel an order. Args: order_id: Order ID Returns: True if cancelled successfully """ try: self._ensure_connected() for trade in self._ib.openTrades(): if trade.order.orderId == order_id: self._ib.cancelOrder(trade.order) logger.info(f"Order {order_id} cancelled") return True logger.warning(f"Order not found: {order_id}") return False except Exception as e: logger.error(f"Cancel order failed: {e}") return False # ==================== Query Methods ==================== def get_account_summary(self) -> Dict[str, Any]: """ Get account summary. Returns: Account info dictionary """ try: self._ensure_connected() summary = self._ib.accountSummary(self._account) result = {} for item in summary: result[item.tag] = { "value": item.value, "currency": item.currency } return { "account": self._account, "summary": result, "success": True } except Exception as e: logger.error(f"Get account summary failed: {e}") return {"success": False, "error": str(e)} def get_positions(self) -> List[Dict[str, Any]]: """ Get current positions. Returns: List of positions """ try: self._ensure_connected() positions = self._ib.positions(self._account) result = [] for pos in positions: contract = pos.contract exchange = contract.exchange or contract.primaryExchange or "SMART" result.append({ "symbol": format_display_symbol(contract.symbol, exchange), "ib_symbol": contract.symbol, "secType": contract.secType, "exchange": exchange, "currency": contract.currency, "quantity": float(pos.position), "avgCost": float(pos.avgCost), "marketValue": float(pos.position) * float(pos.avgCost), }) return result except Exception as e: logger.error(f"Get positions failed: {e}") return [] def get_open_orders(self) -> List[Dict[str, Any]]: """ Get open orders. Returns: List of orders """ try: self._ensure_connected() trades = self._ib.openTrades() result = [] for trade in trades: order = trade.order contract = trade.contract status = trade.orderStatus result.append({ "orderId": order.orderId, "symbol": contract.symbol, "action": order.action, "quantity": float(order.totalQuantity), "orderType": order.orderType, "limitPrice": getattr(order, 'lmtPrice', None), "status": status.status, "filled": float(status.filled or 0), "remaining": float(status.remaining or 0), "avgFillPrice": float(status.avgFillPrice or 0), }) return result except Exception as e: logger.error(f"Get orders failed: {e}") return [] def get_quote(self, symbol: str, market_type: str = "USStock") -> Dict[str, Any]: """ Get real-time quote. Args: symbol: Symbol code market_type: Market type Returns: Quote data """ try: self._ensure_connected() contract = self._create_contract(symbol, market_type) if not self._qualify_contract(contract): return {"success": False, "error": f"Invalid contract: {symbol}"} # Request market data ticker = self._ib.reqMktData(contract, '', False, False) # Wait for data self._ib.sleep(2) result = { "success": True, "symbol": symbol, "bid": ticker.bid if ticker.bid and ticker.bid > 0 else None, "ask": ticker.ask if ticker.ask and ticker.ask > 0 else None, "last": ticker.last if ticker.last and ticker.last > 0 else None, "high": ticker.high if ticker.high and ticker.high > 0 else None, "low": ticker.low if ticker.low and ticker.low > 0 else None, "volume": ticker.volume if ticker.volume and ticker.volume > 0 else None, "close": ticker.close if ticker.close and ticker.close > 0 else None, } # Cancel subscription self._ib.cancelMktData(contract) return result except Exception as e: logger.error(f"Get quote failed: {e}") return {"success": False, "error": str(e)} def get_connection_status(self) -> Dict[str, Any]: """Get connection status.""" return { "connected": self.connected, "host": self.config.host, "port": self.config.port, "clientId": self.config.client_id, "account": self._account, "readonly": self.config.readonly, } # Global singleton (optional) _global_client: Optional[IBKRClient] = None _global_lock = threading.Lock() def get_ibkr_client(config: Optional[IBKRConfig] = None) -> IBKRClient: """ Get global IBKR client singleton. Args: config: Configuration (only effective on first call) Returns: IBKRClient instance """ global _global_client with _global_lock: if _global_client is None: _global_client = IBKRClient(config) return _global_client def reset_ibkr_client(): """Reset global client (disconnect and clear instance).""" global _global_client with _global_lock: if _global_client is not None: _global_client.disconnect() _global_client = None