HTTP REST gateway for TWS or IBgateway enabling live trading with Zipline

[Florent Chandelier]

I'm putting this thread up from an original message in Quantopian; I think it fits better here with Z than on Q. That would be a great addition to Z, in addition to the live abilities of Q as eventually the more $ you trade live, the less you might be willing to use such home-made HTTP REST gateway (that's my perspective, and I'm live with 3 strats in Q).

 

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Bjorn Lindgren

If you build your own HTTP REST gateway for TWS or IBgateway you can use it from Zipline for live trading or any platform that can perform a HTTP GET. Just fire way a simple HTTP GET to put an order into IB.

Submitting a market buy order for SPY would be:
http://myserver.foobar.com/ibrest/spy/mkt/buy

Submitting a buy limit order for SPY would be:
http://myserver.foobar.com/ibrest/spy/lmt/buy/price=123.45

Submitting a sell stop loss order would be:
http://myserver.foobar.com/ibrest/spy/stp/sell/price=123.45

I leave the security issues to solved by the implementor. ;-)

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Quick search, first hit: https://github.com/psalami/ib-broker-service

Info: depending on the strategy involved, it could be sufficient get fire signals based on Yahoo Finance Data, and use the IB HTTP Gateway to trade. This limits, a lot, the implementation.

 

Any thoughts ?

[Lucas Serpa Silva]

What is the advantage over using TWS as a gateway?