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VeighNa框架的InteractiveBrokers交易接口

说明

基于ibapi的9.81.1.post1版本开发的InteractiveBrokers交易接口。

IbGateway中的合约代码命名规则和举例:

合约类型 代码规则 代码(symbol) 交易所(exchange)
股票 名称-货币-类别 SPY-USD-STK SMART
外汇 名称-货币-类别 EUR-USD-CASH IDEALPRO
贵金属 名称-货币-类别 XAUUSD-USD-CMDTY SMART
期货 名称-到期年月-货币-类别 ES-202002-USD-FUT GLOBEX
期货(指定乘数) 名称-到期年月-合约乘数-类别 SI-202006-1000-USD-FUT NYMEX
期货期权 名称-到期年月-期权类型-行权价-合约乘数-货币-类别 ES-2020006-C-2430-50-USD-FOP GLOBEX

安装

安装环境推荐基于3.4.0版本以上的【VeighNa Studio】。

直接使用pip命令:

pip install vnpy_ib

或者下载源代码后,解压后在cmd中运行:

pip install .

使用

以脚本方式启动(script/run.py):

from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp

from vnpy_ib import IbGateway


def main():
    """主入口函数"""
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(IbGateway)

    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

vnpy_ib's People

Contributors

edanflame avatar noranhe avatar tingle2008 avatar vnpy avatar youyuanrsq avatar zhouyuzhouyu avatar

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