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Tutorial: Web API – How to connect to WebSocket

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What is WebSocket?  

WebSocket is a bidirectional, fully-duplex protocol that is used in the same scenario as client-server communication. Unlike HTTP it starts from ws:// or wss://. It is a stateful protocol, which means the connection between the client and server will keep alive until it is terminated by either the client or server. After closing the connection it’s terminated from both ends.  

Please be sure to authenticate first in order to resolve the below URLs.
For authentication details, visit https://www.interactivebrokers.com/en/trading/ib-api.php

How to connect to WebSocket? 

The websocket endpoint is available at wss://api.ibkr.com/v1/api/ws, when using the Gateway for authentication replace api.ibkr.com with localhost:5000. Just having the socket open doesn’t mean the session is alive or the socket would function. It could be lingering on one side, we use a reverse proxy in the middle. After opening the socket a message has to be sent to trigger an event on our backend. There are two ways of authorizing yourself with the websocket connection.  

  1. Include the cookies from the “set-cookie” headers. The first time you send an endpoint the “set-cookie” is returned. Most browsers will automatically do this for you, although there are some exceptions such as Chrome. 
  1. Send the “session” value obtained via the /tickle endpoint. Once a websocket, without the proper cookies, is opened the websocket will reply with a message saying “waiting for session”. This indicates it is waiting for you to send the session value. The session value should be sent as a JSON object, with one key/pair as follows: 

Request:

{"session":"SESSION_VALUE_HERE"}

Replace SESSION_VALUE_HERE with the actual session. If the session is valid the websocket will send a response confirming that you are authenticated: 

Receive:

{"message":"waiting for session"} 

Then access the endpoint https://api.ibkr.com/v1/api/tickle 

Receive:

{ 

  "session": "aeccc9d7515398c50fa894d967d099b1", 

  "iserver": {, 

    "tickle": true,, 

    "authStatus": {, 

      "authenticated": true,, 

      "competing": false,, 

      "message": "",, 

      "MAC": "98:F2:B3:23:CF:10" 

    } 

  } 

} 

Request over websocket:

   {"session":"aeccc9d7515398c50fa894d967d099b1"}

Receive:

   {"topic":"sts","args":{"authenticated":true}} 

   {"topic":"system","success":"username"} 

If you have any further questions or issues connecting to websocket please reach-out to the API Group at https://www.interactivebrokers.com/en/index.php?f=47047

Visit the IBKR API Center for Downloads, Resources, and Technical Details
https://www.interactivebrokers.com/en/trading/ib-api.php

Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers LLC, its affiliates, or its employees.

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Disclosure: Order Types / TWS

The order types available through Interactive Brokers LLC’s Trader Workstation are designed to help you limit your loss and/or lock in a profit. Market conditions and other factors may affect execution. In general, orders guarantee a fill or guarantee a price, but not both. In extreme market conditions, an order may either be executed at a different price than anticipated or may not be filled in the marketplace.

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