WebSocket client for Interactive Brokers Client Portal API streaming data.

This module provides a WebSocket client that connects to the IBKR Client Portal Gateway to receive real-time market data, order updates, and portfolio P&L streams.

Usage

To use this module, create your own module and use IbkrApi.Websocket:

defmodule MyIbkrClient do
  use IbkrApi.Websocket

  def handle_event({:market_data, data}, state) do
    IO.inspect(data, label: "Market Data")
    {:ok, state}
  end

  def handle_event({:order_update, order}, state) do
    IO.inspect(order, label: "Order Update")
    {:ok, state}
  end

  def handle_event({:pnl_update, pnl}, state) do
    IO.inspect(pnl, label: "P&L Update")
    {:ok, state}
  end

  def handle_event(_event, state) do
    {:ok, state}
  end
end

# Start the WebSocket client
{:ok, pid} = MyIbkrClient.start_link(%{})

# Subscribe to market data for contract ID 8314 (IBM)
MyIbkrClient.subscribe_to_market_data(pid, [8314], ["31", "83"])

# Subscribe to order updates
MyIbkrClient.subscribe_to_order_updates(pid)

# Subscribe to P&L updates
MyIbkrClient.subscribe_to_pnl(pid)

Connection Requirements

Before connecting, ensure:

1. IBKR Client Portal Gateway is running (usually on localhost:5000)
2. You are logged in via the Gateway web interface
3. Your account has appropriate market data subscriptions

Message Formats

Market Data Subscription

• Subscribe: smd+<CONID>+{"fields":["31","83"],"tempo":1000,"snapshot":true}
• Unsubscribe: umd+<CONID>+{}

Order Updates

• Subscribe: sor+{}
• Unsubscribe: uor+{}

P&L Updates

• Subscribe: spl+{}
• Unsubscribe: upl+{}

Heartbeat

• Send: ech+hb (recommended every 10 seconds)

Field IDs for Market Data

Common field IDs for market data subscriptions:

• "31": Last price
• "83": Percent change
• "84": High
• "85": Low
• "86": Volume
• "87": Close
• "88": Bid
• "89": Ask
• "7295": Market cap
• "7296": Company name

Rate Limits

IBKR limits concurrent market data streams to approximately 5 instruments per session. Plan your subscriptions accordingly.

SSL Configuration

The local Gateway uses a self-signed SSL certificate. This module automatically configures SSL options to accept self-signed certificates for localhost connections.