In March, we announced a new integration that allows real-time algorithmic trading using Deephaven and Interactive Brokers, a very popular brokerage in the quantitative finance world. Since then, we have been improving deephaven-ib.
If you check out deephaven-ib version 0.2.11, you will find:
- support for crypto
- deephaven-ib releases can be installed using
pip
(see https://pypi.org/project/deephaven-ib/) - new bar data types:
YIELD_BID
,YIELD_ASK
,YIELD_BID_ASK
,YIELD_LAST
- improved error code handling
- improved historical bar timestamp parsing
- improved financial advisor (FA) account support
- support for ibapi 10.16.01
- support for Deephaven's new Python server API
- improved documentation
- updated API documentation
- ability to run deephaven-ib without Docker
- ability to run scripts from the command line, without using the IDE
Happy trading.