# -*- coding: utf-8 -*- """ Created on Mon Mar 28 10:40:03 2022 @author: JAY # To Do - Check output for all functions - Parse outputs to pandas dataframe (historical data, all orders) - Define place function order - Define market data websockets """ import requests as rq import json import warnings import pandas as pd from pprint import pprint warnings.filterwarnings('ignore') BASE_URL = 'https://localhost:5000/v1/api' portfolio_accounts_endpoint = '/portfolio/accounts' historical_data_end_point = '/iserver/marketdata/history' auth_status_end_point = '/iserver/auth/status' tickle_end_point = '/tickle' mds_end_point = '/iserver/marketdata/snapshot' accounts_end_point = '/iserver/accounts' account_pnl_end_point = '/iserver/account/pnl/partitioned' orders_end_point = '/iserver/account/orders?force=false' # Define unicodes for checkmark and cross to be printed on console # Used only for cosmetics cross_mark = '\u2A2F' check_mark = '\u2713' # Define time format tf = '%Y%m%d %H:%M:%S' def make_request(method, url, headers={}, payload={}, qs_params=None): try: if method == 'GET': raw_response = rq.get(url, headers=headers, data=payload, params=qs_params, verify=False) elif method == 'POST': raw_response = rq.post(url, headers=headers, data=payload, verify=False) except: raw_response = '' print(cross_mark + ' Not able to place requests!') return raw_response def get_portfolio_accounts(): """ Doc: https://interactivebrokers.com/api/doc.html#tag/Account/paths/~1portfolio~1accounts/get """ url = BASE_URL + portfolio_accounts_endpoint response = make_request('GET', url) parsed_res = json.loads(response.text) return response.status_code, parsed_res def fetch_contract_details(conid): """ Doc: https://interactivebrokers.com/api/doc.html#tag/Contract/paths/~1iserver~1contract~1{conid}~1info/get """ end_point = '/iserver/contract/' + str(conid) + '/info' url = BASE_URL + end_point response = make_request('GET', url) res = json.loads(response.text) if response.status_code == 200: print(check_mark + ' Contract details fetched successfully.') print('INFO: Trading symbol is', res['symbol']) else: print(cross_mark + ' Issues in fetching contract details.') print(res) raise SystemExit(0) # return response.status_code, parsed_res def fetch_historical_data(conid, exchange, period, bar, time_zone): """ https://interactivebrokers.com/api/doc.html#tag/Market-Data/paths/~1iserver~1marketdata~1history/get """ url = BASE_URL + historical_data_end_point params = {'conid':str(conid), 'exchange':str(exchange), 'period':str(period), 'bar':str(bar) } response = make_request('GET', url, qs_params=params) res = json.loads(response.text) # Extract historical data from the response raw_historical_data = res['data'] if len(raw_historical_data) == 0: print(cross_mark + ' No historical data available. Cannot Continue.') raise SystemExit(0) else: # Create an empty dataframe to hold historical data data = pd.DataFrame(columns=['o', 'h', 'c', 'l', 'v', 't']) # Append data to dataframe for bar in raw_historical_data: data = data.append(bar, ignore_index=True) # Convert epoch timestamps to human readable date time format data['t'] = pd.to_datetime(data['t'], unit='ms', utc=True) # Convert timezone data['t'] = data['t'].dt.tz_convert(time_zone) data['t'] = data['t'].dt.strftime(tf) # Set date as index data.set_index('t', drop=True, inplace=True) print(check_mark + ' Historical data downloaded successfully.') return data # return response.status_code, res def auth_status(print_res=False): """ https://www.interactivebrokers.com/api/doc.html#tag/Session/paths/~1iserver~1auth~1status/post """ url = BASE_URL + auth_status_end_point response = make_request('POST', url) if response.status_code == 200: res = json.loads(response.text) if res['authenticated'] == False: print(cross_mark + ' User not authenticated. Please log-in again.') print('Reason:', res['fail']) raise SystemExit(0) else: print(check_mark + ' User authentication status is true.') else: print(cross_mark + ' Not able to authenticate. Please log-in.') raise SystemExit(0) # return response.status_code, parsed_res def tickle(): """ https://www.interactivebrokers.com/api/doc.html#tag/Session/paths/~1tickle/post """ url = BASE_URL + tickle_end_point response = make_request('POST', url) res = json.loads(response.text) if response.status_code == 200: print(check_mark + ' Tickled the server successfully.') else: print(cross_mark + ' Tickling the server failed!') print('Response:') pprint(res) # return response.status_code, parsed_res def fetch_ltp(conid): """ https://www.interactivebrokers.com/api/doc.html#tag/Market-Data/paths/~1iserver~1marketdata~1snapshot/get """ url = BASE_URL + mds_end_point parameters = {'conids': conid} response = make_request('GET', url, qs_params=parameters) print('Status code:', response.status_code, '\n') parsed_res = json.loads(response.text) print(parsed_res) # if '31' in parsed_res[0].keys(): # last_price = parsed_res[0]['31'] # print('Last Price:', last_price) # if '_updated' in parsed_res[0].keys(): # last_time = parsed_res[0]['_updated'] # updated = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(last_time/1000)) # print('Updated on:', updated) def fetch_accounts(): url = BASE_URL + accounts_end_point response = make_request('GET', url) res = json.loads(response.text) if response.status_code == 200: print(check_mark + ' Account selected successfully.') print('INFO: Selected Account is', res['selectedAccount']) else: print(cross_mark + ' Cannot select the account.') print(cross_mark + ' Cannot start streaming data.') raise SystemExit(0) return True, res['selectedAccount'] def get_account_pnl(): """ https://www.interactivebrokers.com/api/doc.html#tag/PnL/paths/~1iserver~1account~1pnl~1partitioned/get """ url = BASE_URL + account_pnl_end_point response = make_request('GET', url) parsed_res = json.loads(response.text) return response.status_code, parsed_res def get_portfolio_positions(account_id): """ https://www.interactivebrokers.com/api/doc.html#tag/Portfolio/paths/~1portfolio~1{accountId}~1positions~1{pageId}/get """ end_point = 'portfolio/' + account_id + '/positions/0' url = BASE_URL + end_point response = make_request('GET', url) parsed_res = json.loads(response.text) return response.status_code, parsed_res def get_positions_conid(conid): """ https://www.interactivebrokers.com/api/doc.html#tag/Portfolio/paths/~1portfolio~1positions~1{conid}/get """ get_portfolio_accounts() end_point = 'portfolio/positions/' + conid url = BASE_URL + end_point response = make_request('GET', url) parsed_res = json.loads(response.text) return response.status_code, parsed_res def get_orders(): """ https://www.interactivebrokers.com/api/doc.html#tag/Order/paths/~1iserver~1account~1orders/get """ url = BASE_URL + orders_end_point response = make_request('GET', url) parsed_res = json.loads(response.text) print('## Response') pprint(parsed_res) return response.status_code, parsed_res def place_orders(account_id, contract_id, o_type, o_side, o_quantity, price=0): end_point = '/iserver/account/' + account_id + '/orders' url = BASE_URL + end_point headers = {'Content-Type': 'application/json'} order_parameters = {'conid': contract_id, 'orderType': o_type, 'side': o_side, 'quantity': o_quantity, 'price': price, 'tif': 'DAY'} payload = {'orders':[order_parameters]} response = make_request('POST', url, headers=headers, payload=json.dumps(payload)) if response.status_code == 200: print(check_mark + 'Market order placed.') else: print(cross_mark + ' Error in placing order.') print('## Response code:', response.status_code) print('## Response text:', json.loads(response.text)) #----------------x----------------x----------------x----------------x---------- # get_orders() # fetch_accounts() # fetch_contract_details(44652015) # successful_req, msg = fetch_contract_details(173418084) # successful_req, msg = get_portfolio_accounts() # print(successful_req, msg) # fetch_historical_data(conid=173418084, exchange='NSE', period='1d', bar='1min', outsideRth=False) # successful_req, msg = auth_status()