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Trading Engine for Interactive Brokers

This Python script connects to the Interactive Brokers Trader Workstation (TWS) API to facilitate automated trading. It includes functionality for establishing a connection, retrieving market data, and executing a Butterfly Option Strategy on the SPX index.

Features

馃搶Connection to TWS API: Establish a secure connection with Interactive Brokers to execute trades.

馃搶Market Data Retrieval: Access real-time and historical market data.

馃搶Trading Symbol Master: Retrieve master data for trading symbols.

馃搶Butterfly Option Strategy: Implement a basket-style Butterfly Option Strategy on SPX options with 0 days to expiry.

馃搶Order Execution: Automatically execute trades based on predefined signals

Installation

git clone https://github.com/Coderixc/InteractiveBrokerPython.git

Install dependencies:

Make sure you have Python installed on your machine. Then, install the necessary packages: pip install ib_insync

Setup Interactive Brokers:

Ensure that Interactive Brokers TWS or IB Gateway is running and API access is enabled.

Usage

Trading Engine Class The main class, TradingEngine, is responsible for connecting to the broker, retrieving data, and executing trades.

Key Methods

馃搷ConnectionEstablishment() : This method connects the engine to the TWS API, enabling communication with Interactive Brokers.

馃搷getMaster() : Retrieves the trading symbol master list to identify available trading symbols.

馃搷GetMarketData() : Fetches live market data for selected trading symbols or make simulation to get price.

馃搷GetHistoricalData_Index() : Acquires historical data for stocks to support backtesting and analysis.

馃搷StartTrading(): Starts the trading process, executing orders based on generated signals.

馃搷ButterFlyOptionStrategyBasketStyle() : This method implements the butterfly strategy by dynamically selecting the ATM, ITM, and OTM strikes based on the latest market prices.

Butterfly Option Strategy

This project includes a butterfly option strategy for SPX with DTE "0" expiry. The strategy involves creating a balanced spread using at-the-money (ATM), in-the-money (ITM), and out-of-the-money (OTM) options.

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