A lightweight Python wrapper for the IG Markets API

'm trying using API and i want open a position.

I'm following the Documentation and i'm in

https://labs.ig.com/rest-trading-api-reference/service-detail?id=542

I'm using POST request but i understand some params like:

currencyCode,dealReferenc, expiry, level orderType,quoteID,timeInForce,trilingStop and trilingStopIncrement

Yes, are practically all params. Can someone explain better me what do this params? Or can someone do a example request and them i try to understand all this.

Thank you and sorry for my bad english

Hi, I tried the sample with my account, and the log has such error:

TransientError: ERROR -1: Invalid account type

I used my LIVE account, which works fine with REST api and minute data, but I want to have tick data with stream api. The account information is exactly the same.

So, could anyone give me some hint?

Thanks

The IG API in some countries require an encrypted password during login. Otherwise you'll get an error error.public-api.failure.encryption.required. We get the encryption key first, then create session with the encrypted password.

Use the optional parameter encryption=True to enable this feature

from trading_ig import IGService
from trading_ig.config import config

ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
ig_service.create_session(encryption=True)

Hello everyone,

Hope you're all ok in those tough times,

I have an issue with the lightstreamer stream api : it works fine for about 2 hours and then stops. I have found online that it's a problem with the LOOP that "finishes its natural cycle" so I need to reconnect and subscribe to all the feeds that I had but I can't find a way to detect that "end of cycle".

I tried to log something everytime I receive a loop message but I don't log anything.

Please help! It drives me crazy! :)

Thanks in advance, Sacha

Not sure when this happened, but suddenly sphinx is a requirement for this project. At least, when I run pip-compile --upgrade, I am seeing the following new requirements:

snowballstemmer==2.1.0
    # via sphinx
sphinx==4.2.0
    # via sphinx-rtd-theme
sphinx-rtd-theme==0.5.2
    # via trading-ig
sphinxcontrib-applehelp==1.0.2
    # via sphinx
sphinxcontrib-devhelp==1.0.2
    # via sphinx
sphinxcontrib-htmlhelp==2.0.0
    # via sphinx
sphinxcontrib-jsmath==1.0.1
    # via sphinx
sphinxcontrib-qthelp==1.0.3
    # via sphinx
sphinxcontrib-serializinghtml==1.1.5
    # via sphinx

I don't think sphinx should be necessary for running this library, and frankly is not a package I'm super happy to be adding as a requirement for my project.

Is this perhaps a mistake on my end? I can't really see where the sphinx requirement is coming in, other than in https://github.com/ig-python/ig-markets-api-python-library/blob/master/pyproject.toml .

Dear @femtotrader, DEMO version is ok. When I change from DEMO to LIVE (username, password etc... are changed), I get the folloging error: KeyError: 'cst' (see below).

Any help? Thank you in advance, Gilberto

This is the error output:

KeyError                                  Traceback (most recent call last)
<ipython-input-10-de3f99b49acd> in <module>()
     74 
     75 if __name__ == '__main__':
---> 76     main()

<ipython-input-10-de3f99b49acd> in main()
     34 
     35     ig_stream_service = IGStreamService(ig_service)
---> 36     ig_session = ig_stream_service.create_session()
     37     accountId = ig_session[u'accounts'][0][u'accountId']
     38     ig_stream_service.connect(accountId)

/Users/gb/anaconda/lib/python3.5/site-packages/trading_ig/stream.py in create_session(self)
     19 
     20     def create_session(self):
---> 21         ig_session = self.ig_service.create_session()
     22         self.ig_session = ig_session
     23         return ig_session

/Users/gb/anaconda/lib/python3.5/site-packages/trading_ig/rest.py in create_session(self, session)
    942         action = 'create'
    943         # this is the first create (BASIC_HEADERS)
--> 944         response = self._req(action, endpoint, params, session)
    945         data = self.parse_response(response.text)
    946         self.ig_session = data # store IG session

/Users/gb/anaconda/lib/python3.5/site-packages/trading_ig/rest.py in _req(self, action, endpoint, params, session)
    202         """Creates a CRUD request and returns response"""
    203         session = self._get_session(session)
--> 204         response = self.crud_session.req(action, endpoint, params, session)
    205         return response
    206 

/Users/gb/anaconda/lib/python3.5/site-packages/trading_ig/rest.py in req(self, action, endpoint, params, session)
    119             'delete': self.delete
    120         }
--> 121         return d_actions[action](endpoint, params, session)
    122 
    123     def _set_headers(self, response_headers, update_cst):

/Users/gb/anaconda/lib/python3.5/site-packages/trading_ig/rest.py in _create_first(self, endpoint, params, session)
     70                                 data=json.dumps(params),
     71                                 headers=self.HEADERS['BASIC'])
---> 72         self._set_headers(response.headers, True)
     73         self.create = self._create_logged_in
     74         return response

/Users/gb/anaconda/lib/python3.5/site-packages/trading_ig/rest.py in _set_headers(self, response_headers, update_cst)
    124         """Sets headers"""
    125         if update_cst:
--> 126             self.CLIENT_TOKEN = response_headers['CST']
    127 
    128         if 'X-SECURITY-TOKEN' in response_headers:

/Users/gb/anaconda/lib/python3.5/site-packages/requests/structures.py in __getitem__(self, key)
     52 
     53     def __getitem__(self, key):
---> 54         return self._store[key.lower()][1]
     55 
     56     def __delitem__(self, key):

KeyError: 'cst'

This is the main code (modules and credentials account imports are omitted):

#!/usr/bin/env python
#-*- coding:utf-8 -*-

"""
IG Markets Stream API sample with Python
2015 FemtoTrader
"""

import time
import sys
import traceback
import logging

from trading_ig import (IGService, IGStreamService)
#from trading_ig.config import config
from trading_ig.lightstreamer import Subscription


# A simple function acting as a Subscription listener
def on_prices_update(item_update):
    # print("price: %s " % item_update)
    print("{stock_name:<19}: Time {UPDATE_TIME:<8} - "
          "Bid {BID:>5} - Ask {OFFER:>5}".format(stock_name=item_update["name"], **item_update["values"]))

def on_account_update(balance_update):
    print("balance: %s " % balance_update)

def main():
    logging.basicConfig(level=logging.INFO)
    # logging.basicConfig(level=logging.DEBUG)

    #ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
    ig_service = IGService(username, password, api_key, acc_type)

    ig_stream_service = IGStreamService(ig_service)
    ig_session = ig_stream_service.create_session()
    accountId = ig_session[u'accounts'][0][u'accountId']
    ig_stream_service.connect(accountId)

    # Making a new Subscription in MERGE mode
    subcription_prices = Subscription(
        mode="MERGE",
        items=['L1:CS.D.GBPUSD.CFD.IP', 'L1:CS.D.USDJPY.CFD.IP'],
        fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
        )
        #adapter="QUOTE_ADAPTER")


    # Adding the "on_price_update" function to Subscription
    subcription_prices.addlistener(on_prices_update)

    # Registering the Subscription
    sub_key_prices = ig_stream_service.ls_client.subscribe(subcription_prices)


    # Making an other Subscription in MERGE mode
    subscription_account = Subscription(
        mode="MERGE",
        items='ACCOUNT:'+accountId,
        fields=["AVAILABLE_CASH"],
        )
    #    #adapter="QUOTE_ADAPTER")

    # Adding the "on_balance_update" function to Subscription
    subscription_account.addlistener(on_account_update)

    # Registering the Subscription
    sub_key_account = ig_stream_service.ls_client.subscribe(subscription_account)

    input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
    LIGHTSTREAMER"))

    # Disconnecting
    ig_stream_service.disconnect()

if __name__ == '__main__':
    main()

It happens after an application is idle for some time. Doing logout() does not help.

Any ideas?

See some logs below:
create_session()
  File "/usr/lib/python3.6/site-packages/trading_ig/rest.py", line 1093, in create_session
    data = self.parse_response(response.text)
  File "/usr/lib/python3.6/site-packages/trading_ig/rest.py", line 236, in parse_response_with_exception
    raise(Exception(response['errorCode']))
Exception: error.security.client-token-invalid

Use Munch instead of Bunch

Bunch does not detect python version in python3_compat file. Bunch uses platform.version() instead of sys.version_info. As a result, the python version is set as 2 instead of 3 and generates the following error.

Traceback (most recent call last):
  File "api_test.py", line 1, in <module>
    from trading_ig import IGService
  File ".../site-packages/trading_ig/__init__.py", line 17, in <module>
    from .rest import IGService
  File ".../site-packages/trading_ig/rest.py", line 15, in <module>
    from .utils import (_HAS_PANDAS, _HAS_BUNCH)
  File ".../site-packages/trading_ig/utils.py", line 21, in <module>
    from infi.bunch import bunchify
  File ".../site-packages/infi/bunch/__init__.py", line 31, in <module>
    from .python3_compat import *
  File ".../site-packages/infi/bunch/python3_compat.py", line 20, in <module>
    iteritems = dict.iteritems
AttributeError: type object 'dict' has no attribute 'iteritems'

Hi, i am testing stream_ig.py and I got this issue

OError: [Errno socket error] [SSL: CERTIFICATE_VERIFY_FAILED] certificate verify failed (_ssl.c:590)

ideas?

thanks

https://github.com/ig-python/ig-markets-api-python-library/blob/b5799390752551f28038c258684259636ede8c8f/trading_ig/utils.py#L38

TypeError: unhashable type: 'pandas._libs.tslibs.offsets.Minute'

Is there some package I need to install? This is the warning:

WARNING:trading_ig.lightstreamer:systemd.daemon not available, no watchdog notifications will be sent.

I'm trying to update my code to use the latest version of trading_ig and I'm getting the error below. Can anyone help please? Python 3.10 Pandas 1.5.2 File "site-packages/trading_ig/rest.py", line 895, in fetch_open_positions data = pd.DataFrame(columns=self.colname_unique(cols)) File "site-packages/pandas/core/frame.py", line 639, in init raise ValueError("columns cannot be a set") ValueError: columns cannot be a set

Hi, the following code tries to stream two things :

• some info on my account
• some prices

while the account info are streamed correctly, it seems I never receive the price data, do you know why ? would it be because the config I tried is my demo account config ?

Thanks in advance

        
import logging

from trading_ig import IGService, IGStreamService
from trading_ig.config import config
from trading_ig.lightstreamer import Subscription


def on_prices_update(item_update):
    print("---------- tag on prices update")
    if 0:print("price: %s " % item_update)
    if 0:print(
        "{stock_name:<19}: Time {UPDATE_TIME:<8} - "
        "Bid {BID:>5} - Ask {OFFER:>5}".format(
            stock_name=item_update["name"], **item_update["values"]
        )
    )

def on_update(item):
    print("{UPDATE_TIME:<8} {stock_name:<19} Bid {BID:>5} Ask {OFFER:>5}".format(stock_name=item["name"], **item["values"]))

def on_account_update(balance_update):
    print("---------- tag on account update")
    print("balance: %s " % balance_update)

if 1:logging.basicConfig(level=logging.INFO)
if 0:logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key, config.acc_type, acc_number=config.acc_number)
ig_stream_service = IGStreamService(ig_service)
if 1:ig_stream_service.create_session()
if 0:ig_stream_service.create_session(version='3')

# subscription prices
subscription_prices = Subscription(
    mode="MERGE",
    #items=["L1:CS.D.GBPUSD.CFD.IP", "L1:CS.D.USDJPY.CFD.IP"], # sample CFD epics
    #items=["L1:CS.D.GBPUSD.TODAY.IP", "L1:IX.D.FTSE.DAILY.IP"], # sample spreadbet epics
    items=["CS.D.EURUSD.MINI.IP"],
    fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
)
if 0:subscription_prices.addlistener(on_prices_update)
if 1:subscription_prices.addlistener(on_prices2_update)
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription_prices)

# subscription account
subscription_account = Subscription(mode="MERGE", items=["ACCOUNT:" + config.acc_number], fields=["AVAILABLE_CASH"],)
subscription_account.addlistener(on_account_update)
sub_key_account = ig_stream_service.ls_client.subscribe(subscription_account)

input(
    "{0:-^80}\n".format(
        "HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"
    )
)

# Disconnecting
ig_stream_service.disconnect()

I observed that the IG Rest API gives the error.security.client-token-invalid error after 13-14 hours of continuous usage in the demo account.

I would appreciate guidance on possible ways to overcome this error.

Thank you.

Hi all,

I found a bug in the rest.py, create_working_order method:

    if force_open:
        params["forceOpen"] = 'true'

it needs to be:

    if force_open:
        params["forceOpen"] = 'true'
    else:
        params["forceOpen"] = 'false'

as IG's default forceOpen is true. when even the method defaults force_open as False, but it is not offsetting position.

bandit, the static code analysis library for Python, reports that the pycryptodome library has been deprecated, and that we should be using cryptography instead:

https://bandit.readthedocs.io/en/1.7.4/blacklists/blacklist_imports.html#b413-import-pycrypto