From 0716a22d1fab76a18606ec031d33914ccbc56633 Mon Sep 17 00:00:00 2001
From: Dan Rostovtsev <dan@rostovtsev.org>
Date: Mon, 6 Apr 2026 15:48:14 -0400
Subject: First working IBKR API implementation.

* doc/ibkr.org: Docs for using the IBKR API.
* manifest.scm: Guix Manifest of all project dependencies.
* scripts/run-gateway.bash: A script for building and deploying the
IBKR Client Gateway.
* src/ibkr/api.scm: Support for specific endpoints, and generic tools
for using the IBKR API.
* src/ibkr/types.scm: Basic types for the IBKR endpoints. Orders,
positions, securities, etc.
* test/*.json: IBKR response and request examples for testing.
* test/api.scm: Response handling and endpoint construction.
* test/types.scm: Tests JSON parsing of IBKR requests and responses.
---
 scripts/compile-docs.el      |  6 +++
 scripts/deploy.bash          | 19 ---------
 scripts/keepalive.bash       |  7 ----
 scripts/paper-trade-test.scm | 95 ++++++++++++++++++++++++++++++++++++++++++++
 scripts/preview-order.scm    | 17 ++++++++
 scripts/run-gateway.bash     |  8 ++++
 scripts/start-gateway.bash   | 19 +++++++++
 scripts/tickle.py            |  5 ---
 8 files changed, 145 insertions(+), 31 deletions(-)
 create mode 100644 scripts/compile-docs.el
 delete mode 100755 scripts/deploy.bash
 delete mode 100755 scripts/keepalive.bash
 create mode 100644 scripts/paper-trade-test.scm
 create mode 100644 scripts/preview-order.scm
 create mode 100755 scripts/run-gateway.bash
 create mode 100755 scripts/start-gateway.bash
 delete mode 100755 scripts/tickle.py

(limited to 'scripts')

diff --git a/scripts/compile-docs.el b/scripts/compile-docs.el
new file mode 100644
index 0000000..e13f7a8
--- /dev/null
+++ b/scripts/compile-docs.el
@@ -0,0 +1,6 @@
+(require 'ox-texinfo)
+(let ((infile "./doc/ibkr.org")
+      (outfile "./doc/ibkr.texi"))
+  (with-temp-buffer
+    (insert-file-contents infile)
+    (org-export-to-file 'texinfo outfile)))
diff --git a/scripts/deploy.bash b/scripts/deploy.bash
deleted file mode 100755
index 0fd8193..0000000
--- a/scripts/deploy.bash
+++ /dev/null
@@ -1,19 +0,0 @@
-#!/usr/bin/bash
-
-set -e
-
-# create env
-TMP=`mktemp -t -d ibkr-cpgw.XXXXXX`
-mkdir -p $TMP
-cp resources/clientportal.gw.zip $TMP
-cp resources/custom.yaml $TMP
-
-# build env
-cd $TMP
-unzip clientportal.gw.zip
-cp custom.yaml ./root/custom.yaml
-
-# run gateway
-./bin/run.sh ./root/custom.yaml
-
-rm -rf $TMP
diff --git a/scripts/keepalive.bash b/scripts/keepalive.bash
deleted file mode 100755
index 3b2a1ae..0000000
--- a/scripts/keepalive.bash
+++ /dev/null
@@ -1,7 +0,0 @@
-#!/usr/bin/bash
-
-while [ 0 ]; do
-    ./scripts/tickle.py
-    echo teehee
-    sleep 60
-done
diff --git a/scripts/paper-trade-test.scm b/scripts/paper-trade-test.scm
new file mode 100644
index 0000000..29d1218
--- /dev/null
+++ b/scripts/paper-trade-test.scm
@@ -0,0 +1,95 @@
+(use-modules (ibkr api) (ibkr types)
+	     (json)
+	     (srfi srfi-1) (srfi srfi-64)
+	     (ice-9 format))
+
+;; connect
+(display "connecting to ibkr api\n")
+(define base "http://localhost:5000")
+(format #t "connected: ~a\n" (auth-status-connected (auth-status base)))
+(sleep 1)
+
+;; check mkt
+(display "querying market data\n")
+(define ibkr (contract-for-stock-ticker base "IBKR" "NASDAQ"))
+(define ibkr-id (contract-id ibkr))
+(define ibkr-ref-px (contract-snapshot base ibkr-id 'last-trade))
+(format #t "contract-id(IBKR)=~a\n" ibkr-id)
+(format #t "last-trade(IBKR)=$~a\n" ibkr-ref-px)
+(sleep 1)
+
+;; acct info
+(display "querying account info\n")
+(define accts (accounts base))
+(define acct (car accts))
+(define acct-id (account-id acct))
+(define pos-t0 (positions base acct-id))
+(define bal-t0 (ledger-cash-balance (ledger base acct-id "USD")))
+(format #t "balance(t0)=$~a\n" bal-t0)
+(format #t "account-type=~a\n" (account-type acct))
+(if (not (equal? (account-type acct) "DEMO"))
+    (exit 1))
+(sleep 1)
+
+;; buy
+(define buy (make-order acct-id ibkr-id "MARKET" "BUY" "IOC" 10.0))
+(format #t "buy-order=~a\n" buy)
+(define buy-preview (order-preview base acct-id buy))
+(format #t "buy-preview=~a\n" buy-preview)
+(define buy-warning (order-submit base acct-id buy)) ;; no market data?
+(format #t "buy-warning=~a\n" buy-warning)
+(define buy-reply (order-confirm base (order-warning-id buy-warning)))
+(format #t "buy-reply=~a\n" buy-reply)
+(define buy-oid (order-reply-order-id buy-reply))
+(format #t "buy-oid=~a\n" buy-oid)
+(format #t "sleeping to wait for fill\n") (sleep 5) ;; wait for fill
+(define buy-status (order-status base buy-oid))
+(format #t "buy-status=~a\n" buy-status)
+(define buy-px (string->number (order-status-average-price buy-status)))
+(define buy-qty (string->number (order-status-quantity buy-status)))
+(define pos-t1 (positions base acct-id))
+(define bal-t1 (ledger-cash-balance (ledger base acct-id "USD")))
+
+(display "sleeping to avoid rate limit\n") (sleep 5)
+
+;; sell
+(define sell (make-order acct-id ibkr-id "MARKET" "SELL" "IOC" 10.0))
+(format #t "sell-order=~a\n" sell)
+(define sell-preview (order-preview base acct-id sell))
+(format #t "sell-preview=~a\n" sell-preview)
+(define sell-warning (order-submit base acct-id sell)) ;; no market data?
+(format #t "sell-warning=~a\n" sell-warning)
+(define sell-reply (order-confirm base (order-warning-id sell-warning)))
+(format #t "sell-reply=~a\n" sell-reply)
+(define sell-oid (order-reply-order-id sell-reply))
+(format #t "sell-oid=~a\n" sell-oid)
+(format #t "sleeping to wait for fill\n") (sleep 5) ;; wait for fill
+(define sell-status (order-status base sell-oid))
+(format #t "sell-status=~a\n" buy-status)
+(define sell-px (string->number (order-status-average-price sell-status)))
+(define sell-qty (string->number (order-status-quantity sell-status)))
+(define pos-t2 (positions base acct-id))
+(define bal-t2 (ledger-cash-balance (ledger base acct-id "USD")))
+
+;; checks
+(define (position poslst contract-id)
+  (find
+   (lambda (p)
+     (equal? (string->number (position-contract-id p)) contract-id))
+   poslst))
+(define (abs-rel-diff a b) (/ (* 2 (abs (- a b))) (+ (abs a) (abs b))))
+(define (within-n-percent n a b) (< (* 100 (abs-rel-diff a b)) n))
+(test-begin "paper-trade")
+(test-approximate "ibkr-qty-t0" 0 (position-quantity (position pos-t0 ibkr-id)) 1e-3)
+(test-approximate "ibkr-qty-t1" 10 (position-quantity (position pos-t1 ibkr-id)) 1e-3)
+(test-approximate "ibkr-qty-t2" 0 (position-quantity (position pos-t2 ibkr-id)) 1e-3)
+(test-approximate "ibkr-buy-qty" 10 buy-qty 1e-3)
+(test-approximate "ibkr-sell-qty" 10 sell-qty 1e-3)
+(test-assert "buy-px-close-to-ref-px" (within-n-percent 5 buy-px ibkr-ref-px))
+(test-assert "sell-px-close-to-ref-px" (within-n-percent 5 sell-px ibkr-ref-px))
+
+;; don't forget commission!
+(test-approximate "bal-t1-expected" (- bal-t0 (* 10.0 buy-px)) bal-t1 1.05)
+(test-approximate "bal-t2-expected" (+ bal-t1 (* 10.0 sell-px)) bal-t2 1.05)
+
+(test-end "paper-trade")
diff --git a/scripts/preview-order.scm b/scripts/preview-order.scm
new file mode 100644
index 0000000..5550a88
--- /dev/null
+++ b/scripts/preview-order.scm
@@ -0,0 +1,17 @@
+(use-modules (ibkr api) (ibkr types) (ice-9 format))
+(define base "http://localhost:5000")
+
+(format #t "auth-status=~a\n" (auth-status base))
+(define accts (accounts base))
+(format #t "accounts=~a\n" accts)
+(define acct-id (account-id (car accts)))
+(format #t "positions=~a\n" (positions base acct-id))
+(format #t "ledger=~a\n" (ledger base acct-id "USD"))
+(format #t "stocks-by-symbol(IBKR)=~a\n" (stocks-by-symbol base "IBKR"))
+(define ibkr-id (contract-id (contract-for-stock-ticker base "IBKR" "NASDAQ")))
+(format #t "contract-id(IBKR)=~a\n" ibkr-id)
+(format #t "last-trade=~a\n" (contract-snapshot base ibkr-id 'last-trade))
+(define order (make-order acct-id ibkr-id "MARKET" "BUY" "IOC" 100.0))
+(format #t "order=~a\n" order)
+(format #t "order-json=\"[~a]\"\n" (order->json order))
+(format #t "order-preview=~a\n" (order-preview base acct-id order)) 
diff --git a/scripts/run-gateway.bash b/scripts/run-gateway.bash
new file mode 100755
index 0000000..fdd07c3
--- /dev/null
+++ b/scripts/run-gateway.bash
@@ -0,0 +1,8 @@
+#!/usr/bin/bash
+
+./scripts/start-gateway.bash > gw.out 2> gw.err &
+
+while [ 0 ]; do
+    sleep 60
+    curl -G http://localhost:5000/v1/api/tickle > /dev/null 2> /dev/null
+done
diff --git a/scripts/start-gateway.bash b/scripts/start-gateway.bash
new file mode 100755
index 0000000..0fd8193
--- /dev/null
+++ b/scripts/start-gateway.bash
@@ -0,0 +1,19 @@
+#!/usr/bin/bash
+
+set -e
+
+# create env
+TMP=`mktemp -t -d ibkr-cpgw.XXXXXX`
+mkdir -p $TMP
+cp resources/clientportal.gw.zip $TMP
+cp resources/custom.yaml $TMP
+
+# build env
+cd $TMP
+unzip clientportal.gw.zip
+cp custom.yaml ./root/custom.yaml
+
+# run gateway
+./bin/run.sh ./root/custom.yaml
+
+rm -rf $TMP
diff --git a/scripts/tickle.py b/scripts/tickle.py
deleted file mode 100755
index 59902d0..0000000
--- a/scripts/tickle.py
+++ /dev/null
@@ -1,5 +0,0 @@
-#!/usr/bin/env python3
-
-import requests
-
-requests.get("http://localhost:5000/v1/api/tickle")
-- 
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