pythonibpy

ibpy Getting portfolio information: Interactive Broker, Python


I have successfully written the code to extract the information from demo version of TWS regarding my positions using the code:

    tws_conn = conn.Connection.create(port=7497, clientId=100)    
    tws_conn.register( acct_update, msg.updateAccountValue,  
    msg.updateAccountTime, msg.updatePortfolio)
    tws_conn.connect()
    tws_conn.reqPositions()
    tws_conn.reqAccountUpdates(True,'DU15181')

However, it dumps the information as:

<updatePortfolio contract=<Packages.IbPy.ib.ext.Contract.Contract object at 0x06B0FE30>, position=-10, marketPrice=3.4000001, marketValue=-3400.0, averageCost=334.345, unrealizedPNL=-56.55, realizedPNL=0.0, accountName=DU15181>

I was wondering how the above information can be stored instead into an array with columns for contract or stock ticker, quantity in portfolio and purchase price in different columns


Solution

  • Adding another answer given the length and major changes. Given I was working on some piece of code I answered another question with it and with a small adaptation can be used for the portfolio too.

    Code:

    from __future__ import (absolute_import, division, print_function,)
    #                        unicode_literals)
    
    import collections
    import sys
    
    if sys.version_info.major == 2:
        import Queue as queue
        import itertools
        map = itertools.imap
    
    else:  # >= 3
        import queue
    
    
    import ib.opt
    import ib.ext.Contract
    
    
    class IbManager(object):
        def __init__(self, timeout=20, **kwargs):
            self.q = queue.Queue()
            self.timeout = 20
    
            self.con = ib.opt.ibConnection(**kwargs)
            self.con.registerAll(self.watcher)
    
            self.msgs = {
                ib.opt.message.error: self.errors,
                ib.opt.message.updatePortfolio: self.acct_update,
                ib.opt.message.accountDownloadEnd: self.acct_update,
            }
    
            # Skip the registered ones plus noisy ones from acctUpdate
            self.skipmsgs = tuple(self.msgs.keys()) + (
                ib.opt.message.updateAccountValue,
                ib.opt.message.updateAccountTime)
    
            for msgtype, handler in self.msgs.items():
                self.con.register(handler, msgtype)
    
            self.con.connect()
    
        def watcher(self, msg):
            if isinstance(msg, ib.opt.message.error):
                if msg.errorCode > 2000:  # informative message
                    print('-' * 10, msg)
    
            elif not isinstance(msg, self.skipmsgs):
                print('-' * 10, msg)
    
        def errors(self, msg):
            if msg.id is None:  # something is very wrong in the connection to tws
                self.q.put((True, -1, 'Lost Connection to TWS'))
            elif msg.errorCode < 1000:
                self.q.put((True, msg.errorCode, msg.errorMsg))
    
        def acct_update(self, msg):
            self.q.put((False, -1, msg))
    
        def get_account_update(self):
            self.con.reqAccountUpdates(True, 'D999999')
    
            portfolio = list()
            while True:
                try:
                    err, mid, msg = self.q.get(block=True, timeout=self.timeout)
                except queue.Empty:
                    err, mid, msg = True, -1, "Timeout receiving information"
                    break
    
                if isinstance(msg, ib.opt.message.accountDownloadEnd):
                    break
    
                if isinstance(msg, ib.opt.message.updatePortfolio):
                    c = msg.contract
                    ticker = '%s-%s-%s' % (c.m_symbol, c.m_secType, c.m_exchange)
    
                    entry = collections.OrderedDict(msg.items())
    
                    # Don't do this if contract object needs to be referenced later
                    entry['contract'] = ticker  # replace object with the ticker
    
                    portfolio.append(entry)
    
            # return list of contract details, followed by:
            #   last return code (False means no error / True Error)
            #   last error code or None if no error
            #   last error message or None if no error
            # last error message
    
            return portfolio, err, mid, msg
    
    
    ibm = IbManager(clientId=5001)
    
    portfolio, err, errid, errmsg = ibm.get_account_update()
    
    if portfolio:
        print(','.join(portfolio[0].keys()))
    
    for p in portfolio:
        print(','.join(map(str, p.values())))
    
    sys.exit(0)  # Ensure ib thread is terminated
    

    Result

    Server Version: 76
    TWS Time at connection:20160113 00:15:29 CET
    ---------- <managedAccounts accountsList=D999999>
    ---------- <nextValidId orderId=1>
    ---------- <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture>
    ---------- <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:eufarm>
    ---------- <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm>
    ---------- <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm.us>
    ---------- <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds.us>
    ---------- <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ilhmds>
    ---------- <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:cashhmds>
    ---------- <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ethmds>
    
    contract,position,marketPrice,marketValue,averageCost,unrealizedPNL,realizedPNL,accountName
    IBM-STK-,10,25.0,250.0,210.0,40.0,0.0,D999999
    

    The last 2 lines can be imported directly to (for example) Excel. Or given it's a list of dictionaries (what's getting printed out) it can be further manipulated in an script.