CODEWITHSUNDEEP
ib-api
ggplot2
ggplot2

Reputation: 51

Extracting currency of IBKR positions from IBKR api

I found a great block of code to extract the current positions from an Interactive Brokers account through their API. Here is the link to this code: How do I get my accounts' positions at Interactive Brokers using Python API?

It works super well and I am very happy with it but I have several positions in different currencies. A work around I implemented now is to map a dictionary like this:

ticker_to_currency = {
    'VOO': 'USD',
    'VXF' : 'EUR'
}

positions['Currency'] = positions['Symbol'].map(ticker_to_currency)

However, I am wondering if there is a more robust solution in which the currency can just be extracted straight from the API.

Upvotes: 1

Views: 77

Answers (1)

brian
brian

Reputation: 10989

The currency is in the contract object.

from ibapi import wrapper
from ibapi.client import EClient
from ibapi.contract import *
from ibapi.common import *

import pandas as pd

class Get_All_Positions(wrapper.EWrapper, EClient):

    def __init__(self):
        wrapper.EWrapper.__init__(self)
        EClient.__init__(self, wrapper=self)
        self.positions = pd.DataFrame([], columns = ['secType','currency', 'quantity', 'average_cost'] )

    def nextValidId(self, orderId:int):
        self.nextValidOrderId = orderId
        self.reqPositions()

    def position(self, account: str, contract: Contract, position: float, avgCost: float):
        self.positions.loc[contract.symbol]=contract.secType,contract.currency,position,avgCost

    def positionEnd(self):
        print('end get positions')
        self.disconnect()
        print(self.positions)
        
    def error(self, reqId:TickerId, errorCode:int, errorString:str, ):
        print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)

tws_port = 7497
IB_API=Get_All_Positions()
IB_API.connect("127.0.0.1", tws_port, clientId=123)
IB_API.run()

Upvotes: 1

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