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中文文档

IBKR Event Daemon

A flexible event-driven daemon for Interactive Brokers TWS/Gateway that handles real-time market data and trading events.

Features

  • Event-driven architecture for handling IBKR market data and trading events
  • Simple handler pattern for implementing custom event processors
  • Built-in support for real-time bar data
  • Configurable via environment variables or command-line options
  • Comprehensive logging with rotation and retention policies
  • Supervisor integration for process management

Installation

pip install ibkr-event-daemon

Quick Start

  1. Configure your environment variables in .env:
IB_EVENT_DAEMON_HOST=127.0.0.1
IB_EVENT_DAEMON_PORT=7497
IB_EVENT_DAEMON_CLIENTID=1
IB_EVENT_DAEMON_TIMEOUT=4
IB_EVENT_DAEMON_READONLY=False
IB_EVENT_DAEMON_ACCOUNT=
IB_EVENT_DAEMON_RAISESYNCERRORS=False
IB_EVENT_DAEMON_SETUP_PATHS="./example"
  1. Start the daemon:
ibkr-daemon start

Or with custom logging:

ibkr-daemon start --log-level DEBUG --log-file logs/daemon.log

Creating Custom Handlers

Handlers are Python modules that process IBKR events. Place your handlers in the directory specified by IB_EVENT_DAEMON_SETUP_PATHS.

Example handler for real-time bar data (example/realtimebar_example.py):

from ib_async import IB, Forex
from ibkr_event_daemon.core import LoggerType

def setup(ib: IB, logger: LoggerType) -> None:
    usd_jpy = Forex('USDJPY')
    bars = ib.reqRealTimeBars(
        usd_jpy, 
        barSize=5, 
        whatToShow="MIDPOINT", 
        useRTH=True
    )
    bars.updateEvent += onBarUpdate

def onBarUpdate(bars, hasNewBar):
    if hasNewBar:
        print(bars[-1])

Configuration

Configuration can be managed through:

  • Environment variables (.env file)
  • Command-line options
  • Configuration commands

Show current configuration:

ibkr-daemon config show

Initialize default configuration:

ibkr-daemon config init

Process Management

The project includes a supervisord.conf for process management. This allows for:

  • Automatic restart on failure
  • Process monitoring
  • Log management

Development

To run in development mode:

  1. Clone the repository
  2. Install dependencies:
pip install -e .
  1. Create and configure .env file:
ibkr-daemon config init
  1. Start the daemon:
python -m ibkr_event_daemon start

License

MIT License