mkdir build && cd build
cmake ..
make
Optionally, run cmake -G Xcode .. to generate an XCode project or cmake -G MSVC .. for Microsoft Visual Studio.
The program will build a 32-bit binary by default. To build a 64-bit, run cmake -DBUILD_x64 ... For cross compilation (compile 32-bit on a 64-bit system) you need a few extra packages. Please see Dockerfile for an example of how to do this on Linux.
NB: The program is only tested on MacOS and Ubuntu Linux.
Running the following command will dynamically link the QIB functions into the .ib namespace:
.ib:(`:bin/qib.0.0.1 2:(`LoadLibrary;1))`
The program must have the function .ib.onrecv defined which should take two arguments; function name and arguments, e.g.:
.ib.onrecv:{[fname;args] show (fname;args)};
```
See `app/ib.q` for a more complete example.
# TWS API
To upgrade the TWS API download the source files from http://interactivebrokers.github.io/ and extract the Posix Client into `third_party/ib`:
cd third_party/ib tar -xvf twsapi_macunix.971.01.jar
# Class Reference
[Contract](https://interactivebrokers.github.io/tws-api/classIBApi_1_1Contract.html)
[Order](https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html)
[ExecutionFilter](https://interactivebrokers.github.io/tws-api/classIBApi_1_1ExecutionFilter.html)
[ScannerSubscription](https://interactivebrokers.github.io/tws-api/classIBApi_1_1ScannerSubscription.html)