Expand my python trading app for interactive brokers
Budget: $750 – $1,500 AUD
Interactive brokers (IB) provides an API for their trading platform: https://interactivebrokers.github.io/tws-api/index.html
The TWS API is a simple yet powerful interface through which IB clients can automate their trading strategies, request market data and monitor your account balance and portfolio in real time.
I have some code templates which offer basic account operations, I have attached an example where the code gets the current position from IB and stores it in a data frame.
I would like to expand the code to offer automated options trading, hedging and testing.
I would like the code to have the following behaviour:
1) Get my position from IB (already have example, see attached ib_position_details.py)
2) Get all of the options greeks from IB (https://interactivebrokers.github.io/tws-api/option_computations.html)
3) Hedge the delta of my options position using 24hr futures market based on parameters I pass into the code. For example I want to be able to say, every X minutes check how much delta to hedge for my ticker ‘CL’ options and hedge with ‘CLA’ futures for Y % of the delta value from IB API.
4) I want the ability to be able to close options positions and associated future hedges when target levels are reached.
The TWS API is a simple yet powerful interface through which IB clients can automate their trading strategies, request market data and monitor your account balance and portfolio in real time.
I have some code templates which offer basic account operations, I have attached an example where the code gets the current position from IB and stores it in a data frame.
I would like to expand the code to offer automated options trading, hedging and testing.
I would like the code to have the following behaviour:
1) Get my position from IB (already have example, see attached ib_position_details.py)
2) Get all of the options greeks from IB (https://interactivebrokers.github.io/tws-api/option_computations.html)
3) Hedge the delta of my options position using 24hr futures market based on parameters I pass into the code. For example I want to be able to say, every X minutes check how much delta to hedge for my ticker ‘CL’ options and hedge with ‘CLA’ futures for Y % of the delta value from IB API.
4) I want the ability to be able to close options positions and associated future hedges when target levels are reached.