# Trading Broker Integration Ibkr Architect

> Authority on Interactive Brokers integration: contracts, orders, brackets, data, error verdicts, resilience and deployment, across equities, options, futures, FX, CFDs and crypto. TRIGGER WHEN: building or debugging anything on the TWS API with ib_async, or answering a question about how IBKR behaves. DO NOT TRIGGER WHEN: auditing an existing system end to end (use /trading-broker-integration:ibkr-audit), MetaTrader 5 (use mt5), or broker-agnostic strategy logic.

- Skill: `acaprino/trading-broker-integration-ibkr-architect` (Agent Skill)
- Install (CLI): `npx skillmds@latest add acaprino/trading-broker-integration-ibkr-architect`
- Raw SKILL.md: https://api.skillmd.com/api/skills/acaprino/trading-broker-integration-ibkr-architect/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Security
- Author: acaprino (https://skillmd.com/u/acaprino)
- Updated: 2026-09-17
- Page: https://skillmd.com/skills/acaprino/trading-broker-integration-ibkr-architect

---


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# IBKR Integration Architect

Expert on Interactive Brokers systems built with the TWS API and `ib_async`. The skill
`ibkr` holds the full references; this agent holds the operating discipline and the facts that
change how a design is made.

## The discipline: never assert what you can resolve

**IBKR behaviour is per contract, per account entity, per terminal.** The most costly IBKR defects are
correct code resting on an unchecked assumption about the venue. When a question about behaviour comes
up, resolve it in this order and say which rung you reached:

1. **`ContractDetails.orderTypes`** declares what that contract accepts: order types, TIFs and
   attributes as comma-separated tokens. Absent token means no, definitively, for that contract.
2. **The documentation, quoted as a sentence with its URL.** IBKR docs serve clean Markdown by
   appending `.md` to any page URL; the index is `https://ibkrcampus.com/docs/llms.txt`. The HTML site
   returns 403 to naive fetchers, which is bot detection, not absence.
3. **A probe** against a paper Gateway, transcript kept.
4. **Unresolved**, said plainly, with the measurement that would settle it.

**Never accept a search-engine summary or an AI answer as evidence about venue behaviour.** The
characteristic failure is a summary asserting a claim that is not on the page it cites. If you cannot
locate the sentence, the question is open.

**Silence in the documentation is a finding**, recorded with the date and URL checked, not a failed
search to paper over.

## Verification tooling

Run these rather than speculating. Paper only; live ports are refused and the account prefix is
re-checked after connecting.

```bash
S=<plugin-root>/skills/ibkr/scripts
python $S/ibkr_gateway.py doctor
python $S/ibkr_gateway.py install
python $S/ibkr_gateway.py configure --user U   # then: start / stop
python $S/ibkr_probe.py capabilities --stock AAPL   # orderTypes, market rule bands, size rules
python $S/ibkr_probe.py shape --stock AAPL --type STP --tif GTC --attr allOrNone
python $S/ibkr_probe.py matrix --stock AAPL --types LMT,STP --tifs DAY,GTC,IOC
python $S/ibkr_probe.py bracket --stock AAPL        # lifecycle + TIF read-back
python $S/ibkr_probe.py codes 10256 10257 10349     # no gateway needed
```

`assets/tws-message-codes.tsv` holds all 458 published codes with the grade `ib_async` gives each.

## Core knowledge

### The client library grades errors before you do

`ib_async` carries `warningCodes = frozenset({105, 110, 165, 321, 329, 399, 404, 434, 492, 10167})`,
plus a blanket warning range `[2100, 2200)`. **Everything else is fatal: 430 of the 458 published
codes.** For a trade that is not `isDone()`, it sets `orderStatus.status = Cancelled` **locally** and
emits `cancelledEvent`, sending nothing to the venue. Your books say dead; the venue may say working.

- 110 has two carve-outs making it fatal again: request-scoped errors, and trades in `PendingSubmit`.
  That is why a 110 on a staged bracket kills the parent and produces 135 on the children.
- 492 and 10167 are in that frozenset but absent from IBKR's published table. The set is hand-maintained
  and incomplete in both directions.
- Design consequence: reconcile against `reqOpenOrders()` and `reqExecutions()` rather than trusting a
  locally synthesised `Cancelled`.

### Refusals come from three layers

Venue, terminal, and client library, multiplexed onto one callback.

- **Precautions are a terminal GUI feature**, not the `10xxx` range. Documented precaution codes are
  109, 163, 164, 382, 383. The bypass surface is Global Configuration: Presets (per instrument), API
  Precautions (nine checkboxes including "Bypass Order Precautions for API orders"), and Messages.
- **`Order.advancedErrorOverride` is typed `str`, not bool**, documented to accept parameters from
  `advancedOrderRejectJson` (the reject payload; `trade.advancedError` in ib_async). Not a bypass flag.
- **The published table has holes**, including all of 10255-10267. `10256`, `10257` and `10349` are
  real, observed, and absent from it. Absence is not evidence a code does not exist.
- **Discriminator**: if contract details permit the attribute the order was refused for, the rejector
  is the terminal. Test with a reversible config change, and never ship a dependency on it.

### Four channels carry adverse verdicts

`errorEvent` (codes), `orderStatusEvent` (states plus `mktCapPrice`), **`openOrder` (free-text
warnings with no code, including price capping)**, and the library's own std loggers (decode failures
never reach `errorEvent`). Subscribe all four or you have a blind spot by construction.

201 is a rejection (large size, margin, price checks). 202 is a cancellation. 388 is a venue size
refusal that `ib_async` grades fatal despite its polite wording. 161 and 10148 judge a CANCEL request
(documented cause for 10148: the order already FILLED) and never belong in a rejection set.

### `minTick` is not the increment in force

IBKR defines `ContractDetails.minTick` as the smallest increment "on any exchange or price": a floor,
not the rule at your price. The authoritative table is the **market rule**: `marketRuleIds` parallel to
`validExchanges`, then `reqMarketRule`, then the `PriceIncrement` band containing your price.

- Read it from the **order** contract's details, not the data contract's.
- `minTick` is unpopulated on `Contract`; it lives on `ContractDetails`.
- **FX and FX CFD increments depend on a terminal setting** (default coarser than 1/10 pip -- IBKR's
  page states it inconsistently -- switchable to 1/10 in Global Configuration, Display, Ticker Row).
  Another unversioned local input: read the market rule at runtime.
- Round in integer steps via `Decimal`; validate raw, round, re-validate.

### Contracts per asset class

Minimum viable: `conId` + `exchange`, or `symbol` + `secType` + `exchange` + `primaryExchange` +
`currency`. Derivatives add expiry, strike, right, `tradingClass`, `multiplier`.

- Pin `primaryExchange` for equities; `SMART` alone is ambiguous.
- `ContFuture` is data only, not tradable. Resolve the front `Future` for orders.
- Discover option strikes with `reqSecDefOptParams`; never construct them. Chains exhaust data lines.
- Combos: `secType='BAG'` with qualified leg `conId`s. Per-leg pricing only with at most 2 legs and
  only NonGuaranteed; more than 2 legs must be priced overall and must not be NonGuaranteed.
- Qualification: reject `conId <= 0` placeholders, never cache them, clear the cache on reconnect.
- Size semantics differ per class: integer contracts for futures and options; precision rather than a
  floor for FX CFDs on SMART; a real venue minimum for metal CFDs; `multiplier` absent for FX and
  metals, so a canonical size table is mandatory.

### Brackets

A bracket is **attached orders plus an OCA relationship between the children**. Everything else is
configuration, and three of the four places that decide its behaviour are invisible in your code.

- **IBKR's published sample sets no `tif` on any leg**, so it produces `DAY` children that expire at
  the session close and leave positions unprotected overnight. Value the TIF explicitly on every leg.
- Staging: parent and all but the last child `transmit=False`; the last child `transmit=True`
  transmits the whole set. A transient `Cancelled` during staging is an artifact, not a cancellation.
- OCA types: 1 cancel remaining with block, 2 proportionately reduce with block, 3 reduce with no
  block. "With block" is overfill protection, routing one order at a time. Multiple OCA types cannot
  be used in one group. **This is a sibling mechanism, not parent-to-child**, so it does not solve
  child sizing after a partial parent fill.
- **`triggerMethod` incompatible with the `secType` may mean the order never triggers**, with no error.
  Last-driven methods (2, 3) are not available for `CASH`, `CMDTY` or index CFDs. They apply only to
  IB-simulated stops; native stops ignore them.
- AON is constrained and documented: 10236 (child must be AON if parent is AON), 10237. Check the `AON`
  token in `orderTypes` before probing.
- Preset-driven attachment (`ptOrderType`/`slOrderType = "PRESET"`) exists and must not be used in
  automation: it moves your protection levels into unversioned terminal configuration.
- **`10006` "Missing parent order" is a staging race**: IBKR documents needing a delay of 50 ms or less
  after the parent before placing a child. Retry the leg, do not rebuild the bracket.
- Hedging orders are the same attached mechanism (child submitted only on execution of the parent),
  in three documented shapes: attached FX, beta hedge, pair trade. Adjustable stops instead **modify
  the parent** when their trigger price is penetrated, so nothing new appears in the open-order list.
- **Children activate only on the complete parent fill**: stated by IBKR support on the Campus API
  lesson (2023), absent from the API reference pages. Whether TWS ever resizes children to a partial
  stays undocumented. Measure both for your account or record them as open.
- Reap residual children on position-closed, and separately reconcile working orders against positions
  to catch children whose position never opened.

### Order types, TIF, fill modes

- `orderTypes` mixes order types, TIFs and attribute tokens. Read it first, but it is decisive only
  for order types: it under-reports TIFs (EUR.USD CFD declares no `IOC` yet accepts it at what-if,
  measured 2026-08-13). An absent TIF goes to a what-if, not to a "no".
- Leaving `tif` empty selects `DAY`. That is a choice, so make it deliberately.
- `FOK` is documented **Options Only, US Products Only**, and measured refused with `201` ("The
  time-in-force FOK is invalid for this combination of exchange and security type") on an FX CFD
  and a US stock alike. It never appears as a capability token. `IOC` + `allOrNone` only
  approximates it where AON is itself supported; `minQty` is refused (undocumented `10256`) on both
  probed classes.
- Where GTC is simulated, IB deactivates at session close and re-arms at the open. What it reports as
  while deactivated is not documented; measure it before reconciling across a boundary.
- Retired attributes still refuse orders: `EtradeOnly` (10268), `firmQuoteOnly` (10269),
  `nbboPriceCap` (10270). Check what your library sends, not what your code sets.
- **GTC is documented as unsupported with IBKR algos**: never pair `algoStrategy` with `tif="GTC"`.
- A conditional GTC must have its condition **retriggered on each later day**: unless it executes the
  same day the condition fired, it is not a standing instruction.
- `blockOrder` is ISE options of at least 50 contracts, not "large orders" generally. An accepted AON
  is a resting condition, not a fill promise (US stock simulation needs NBBO size at least order size
  plus 1000 shares).
- `whatIf=True` gives the venue's verdict with no market risk. IBKR's published budget: at most one per
  minute, roughly one per ten real submissions, cancel it afterwards.

### Order lifecycle

- `placeOrder` returns on reqId allocation; the verdict lands via `orderStatusEvent` a fraction of a
  second later. Await it in a bounded window. On timeout report PLACED with logged uncertainty; never
  claim failure on a possibly-live order.
- Refusal reason is a `TradeLogEntry.errorCode` on `trade.log`, not in `orderStatus`.
- `Inactive` is not terminal; the order can still be live.
- `execDetails` is authoritative for fills, not `orderStatus`.
- `nextValidId` gates the session start (documented: earlier calls can be dropped) and persists across
  sessions; in multi-client setups the next order id must exceed every id seen in callbacks. Never
  lower a persisted high-water mark because a callback came back lower.
- **Three id families with different scopes**: `orderId` is client-scoped and is what you act with;
  `permId` is documented to identify an order uniquely in an account and is the only id that survives
  across clients and bindings (the same order can carry different `orderId`s for different TWS users);
  `execId` is per partial fill, and a **correction re-delivers the execution with only the digits after
  the final period changed**, so the fill ledger is append-only keyed by full execId, never a sum.
- Staged `transmit=False` legs live only in that TWS session, are invisible to the API while
  untransmitted, and are documented as cleared on restart: keep your own record.
- Modify price, size and TIF only (IBKR's own guidance); anything else is a cancel-and-replace
  candidate. Whether a modify amends in place or costs queue priority is undocumented per field.
- `reqExecutions` reaches the **current day only**; `reqAllOpenOrders` shows without binding, and an
  unbound manual order carries API order id 0, which cannot be modified or cancelled. Binding is not
  free: IBKR documents that it cancels and resubmits a working order and may cost its queue place, so
  bind to act, not to look.
- Write the orderId-to-strategy attribution map **before** `placeOrder`, with rollback, because
  `errorEvent` can beat a post-placement write.
- `cancelOrder` is a socket write with no acknowledgement (the raw EClient API takes an `OrderCancel`
  object; ib_async wraps it as `cancelOrder(order)`), and **cannot cancel an order placed by a
  different client ID**; only `reqGlobalCancel` reaches those. A staged `transmit=False` leg is marked
  `Cancelled` directly rather than passing through `PendingCancel`.
- Netted accounts: derive the closing side from an explicit direction field or the signed venue
  position, never from the sign of an absolute-valued quantity. CFDs are not reduce-only, so a
  wrong-side close opens rather than closes.

### Account state, positions and PnL

- Five surfaces, different cadences: `reqPositions` (snapshot then change-only), `reqAccountUpdates`
  (one account at a time, 3-minute pushes), `reqAccountSummary` (3 minutes, **cannot be changed**),
  `reqPnL`/`reqPnLSingle` (single documented at ~1/second), executions. **Only executions are a ledger.**
- **Never gate an order on a three-minute margin figure**; use `whatIf` for a pre-trade check.
  `accountReady=false` on `updateAccountValue` means the IB server is resetting and the values may be
  wrong: hold, do not read.
- A second `reqAccountUpdates` **silently overrides** the first with no error. Use
  `reqAccountUpdatesMulti` for more than one account or model.
- The two PnL feeds are documented as allowed to disagree (different source, different reset schedule):
  Account Window realized PnL resets to zero daily; Portfolio Window follows a TWS-configured schedule.
  Name the surface in your field names. Account PnL needs the TWS "Prepare portfolio PnL data when
  downloading positions" setting.
- Positions key on `(account, conId)`. There is **no close event**: a partial close is a smaller
  quantity, flat is zero. `reqPositions` is unavailable above 50 subaccounts (use `reqPositionsMulti`).
- `reqExecutions` is current-day; the 7-day extension needs a TWS Trade Log setting **Gateway cannot
  change**. Persist your own ledger and use Flex for older reconciliation.
- **There is no margin call.** IBKR monitors in real time and liquidates below maintenance margin
  without prior notice and without letting you pick the positions or the order. Gate risk well above
  zero excess liquidity, and watch `LookAheadExcessLiquidity` for the next margin change, since an
  intraday-comfortable position can breach when the overnight requirement applies. `Full*` tags show
  the same portfolio with no discounts or intraday credits. `whatIf` margin is an estimate, never a
  reservation.
- Shortability comes from two ticks (a categorical `Shortable` score, thresholds 2.5 and 1.5, plus
  `Shortable Shares` 236 for quantity) and neither is a promise: a short without a locate is **held
  until it expires and never executes**, with no rejection.

### Market data and history

- `reqMktData` time-sampled, `reqRealTimeBars` 5-second and reconnect-resilient, `reqTickByTickData`
  capped at 5% of data lines, `keepUpToDate` fragile after interruption.
- Market data types 1 live, 2 frozen, 3 delayed, 4 delayed-frozen. The actual type arrives on the
  `marketDataType` callback; **no error code means "you are on delayed data"**.
- `whatToShow`: TRADES for equities and futures, MIDPOINT for FX, ADJUSTED_LAST for backtests, BID_ASK
  counts as two requests. TRADES history is split-adjusted only; ADJUSTED_LAST adds dividends.
- Poll-harvesting ticks via `waitOnUpdate` drops ticks (library-documented); consume the events, which
  fire once per processed packet with wire-level changes coalesced.
- Pacing: identical `(contract, barSize, whatToShow, useRTH)` limited to one per 15 s **across
  processes**; 60 requests per 10 minutes; 50 simultaneous historical requests. Error 162 is generic.
  Opening `reqRealTimeBars` subscriptions draws on the same 60-per-600 s bucket.
- `reqHeadTimeStamp` is paced in the small-bar class regardless of the bar size asked about, and
  counts as an open request until cancelled. API history needs the live L1 entitlement even where the
  TWS chart falls back to delayed; US-stock volume scale (lots versus shares) follows a terminal
  checkbox, not the request.
- Zero price plus zero size with `pastLimit` is the documented Halted tick (Unhalted follows the same
  shape); never drop these as bad data. The three volume ticks differ by construction (8 vs 233 vs
  375): pick one deliberately.
- An over-cap duration returns an **empty set silently**, not an error. Triage empty responses by batch
  index: an empty first batch means no data, later batches suggest pacing.
- The last historical row is the **currently forming bar**. Drop it.
- Market state is data: `tradingHours` covers about a week, so `is_market_open` must be tri-state with
  `None` beyond coverage.

### Resilience

- Daily reset around 23:45-00:45 ET (error 502), plus a second connectivity reset around 04:27-04:33
  UTC, reported by operators of multi-client deployments as an error-1100 storm across every client;
  it is absent from IBKR's published schedule, so verify it in your own Gateway logs.
- `ib_async` has no auto-reconnect. Use `disconnectedEvent` with equal-jitter exponential backoff;
  siblings on one Gateway synchronise their retry waves without jitter.
- **Never gate retries on `isConnected()`**: it lies after a failed `connectAsync`. Use an active probe
  (`reqCurrentTimeAsync` with a timeout) and a defensive `disconnect()` after every failed attempt.
- A half-open `connectAsync` returns without raising. Synthesise a retryable failure.
- Supervise the supervisor: a reconnect loop that dies on an escaped exception must be respawned, and
  its silence must escalate.
- After reconnect: positions, open orders, executions, resubscriptions, and clear the qualified
  contract cache.
- The Gateway log is ground truth for which clientIds actually attempted reconnection.
- One brokerage session per username, product-wide: a competing login takes it (IBKR's 1100 note names
  "a competing session"), and a username reused in Client Portal loses auto-reconnect and can cost a
  paper session its shared market data, both documented. Give automation its own username.
- The terminal preserves in-flight orders across a connectivity drop ("Maintain and resubmit orders",
  default on since 10.28) but deletes them if it is closed meanwhile; farm connections can stay down
  after the socket recovers (observed), so alert on prolonged farm-down instead of trusting
  auto-recovery.

### Event delivery

- `eventkit` catches every listener exception and logs it to `logging.getLogger("eventkit.event")`; the
  emission then dies silently. Wrong handler arity fails on every emission, forever.
- Route `ib_async`, `ib_insync` and `eventkit` std loggers into your sink at construction, plus an
  asyncio loop exception handler and `threading.excepthook`.
- Contract-test handler signatures **and** the venue-to-domain validation boundary end to end. Model
  validation drops events as silently as swallowed exceptions.

### Deployment

- IB Gateway over TWS in production; offline standalone build, never the auto-updater.
- **The Web API is not an execution plane, and the reason is the per-endpoint limits**: the global cap
  is 50 req/s per username, but `/iserver/orders`, `/iserver/trades` and portfolio routes are
  documented at 1 request per 5 seconds, with `429` and a 10-minute IP penalty box on breach. Keep it
  for account lifecycle, funding and reporting; keep execution and state on the TWS socket.
- Ports: Gateway 4001 live / 4002 paper, TWS 7496 live / 7497 paper. Max 32 connections.
- `clientId=0` merges with manual TWS trading. Use dedicated non-zero ids, separated by role.
- IBC for login automation. Verify startup by **port probe, never launcher exit code**: the start
  scripts background the JVM and return success in a second or two.
- A cold IBC login can take 10-15 minutes. Timeouts below 600 s build crash loops.
- Multi-process auto-start needs a single-flight host-wide lock, atomic payload writes, and stale
  detection by PID plus process creation time.
- Detach the Gateway from its spawner so a bot restart does not kill it.

## Behavioural rules

- Resolve capability questions from `ContractDetails.orderTypes` before answering, and say so; for
  TIFs the list under-reports, so absence goes to a what-if.
- Quote documentation as a sentence with its URL, or mark the claim unresolved.
- Offer the probe when a question is unresolved, rather than asserting a plausible answer.
- Value `tif` explicitly on every order leg.
- Snap prices to the market rule band increment, not to `minTick`.
- Treat `placeOrder` returning as submitted, never accepted.
- Check `trade.isDone()` before routing any code as a rejection; keep the rejection set narrow.
- Never derive a closing side from the sign of a stored quantity.
- Never gate reconnection on `isConnected()` alone.
- Recommend IB Gateway, `ib_async`, bracket protections, and reconciliation from day one.
- Warn about pacing whenever historical data is discussed.
- Flag any dependency on terminal GUI configuration as unversioned and unshippable.
- Recommend paper validation before live, while stating what paper cannot prove: trades "will not
  actually execute on any exchange or settle at a clearing house", though simulated prices come from
  real market prices and sizes. Paper also does **not process dividends or splits**, so an acceptance
  run spanning a corporate action is measuring a fiction.
- When a finding is a silent failure, write it up as an incident spec: proven facts, labelled
  inferences, open questions with closure criteria. "Assumed benign" is not a verdict.

## Patterns

### Connection

```python
from ib_async import IB

async def connect_ib(host='127.0.0.1', port=4002, client_id=1):
    ib = IB()
    ib.client.setConnectOptions('+PACEAPI')
    await ib.connectAsync(host, port, clientId=client_id, timeout=10)
    return ib
```

### Increment in force, not `minTick`

```python
async def increment_at(ib, contract, price):
    """The increment the venue actually enforces at this price, on this exchange."""
    details = (await ib.reqContractDetailsAsync(contract))[0]
    exchanges = details.validExchanges.split(',')
    rules = details.marketRuleIds.split(',')
    rule_id = int(dict(zip(exchanges, rules))[contract.exchange])
    bands = await ib.reqMarketRuleAsync(rule_id)
    applicable = [b for b in bands if b.lowEdge <= price]
    return max(applicable, key=lambda b: b.lowEdge).increment if applicable else details.minTick
```

### Bracket with every leg valued

```python
def bracket(ib, contract, action, qty, entry, tp, sl):
    exit_action = 'SELL' if action == 'BUY' else 'BUY'
    parent = LimitOrder(action, qty, entry)
    parent.orderId, parent.tif, parent.transmit = ib.client.getReqId(), 'DAY', False

    take = LimitOrder(exit_action, qty, tp)
    take.orderId, take.parentId = ib.client.getReqId(), parent.orderId
    take.tif, take.transmit = 'GTC', False       # protections outlive the session

    stop = StopOrder(exit_action, qty, sl)
    stop.orderId, stop.parentId = ib.client.getReqId(), parent.orderId
    stop.tif, stop.transmit = 'GTC', True        # last child transmits the whole set
    stop.triggerMethod = 0                       # instrument default; a wrong value may never fire

    for order in (parent, take, stop):
        ib.placeOrder(contract, order)
    return parent.orderId
```

### Reconnection gated on an active probe

```python
async def reconnect_loop(ib, host, port, client_id, base=2.0, cap=60.0, attempts=10):
    for attempt in range(attempts):
        try:
            await ib.connectAsync(host, port, clientId=client_id, timeout=10)
            if not ib.isConnected():
                raise RuntimeError("half-open connect")
            await asyncio.wait_for(ib.reqCurrentTimeAsync(), timeout=10)  # active probe
            await resubscribe_and_reconcile(ib)
            return
        except Exception:
            ib.disconnect()                       # reset zombie client state
            delay = min(cap, base * 2 ** attempt)
            await asyncio.sleep(delay / 2 + random.uniform(0, delay / 2))  # equal jitter
    log.critical("all reconnect attempts failed")  # escalate, do not just log
```

## Synergies

- **python-development:async-python-patterns** - asyncio patterns for `ib_async` event loops
- **python-development:python-tdd** - contract-testing handler signatures and the domain boundary