How do I get my accounts' positions at Interactive Brokers using Python API?

Question

EDITED: I found a solution regarding the error messages - it was a bug on IB's API. The code I show as an answer below should be useful for those looking for a clean solution to read positions, and also NAVs, from their accounts at IB.

The original question [SEE SOLUTION BELOW; LEAVING ORIGINAL QUESTION HERE FOR CONTEXT]: I'm trying to get all my accounts positions at Interactive Brokers [IB] using the firm's API. Their documentation, although extensive, is extremely confusing. Sample codes are full of unnecessary commands - I want something very streamlined.

I need help with:

1. How to get the information "per account" [SOLVED]
2. How to bring the variables to a DataFrame [SOLVED]
3. How to avoid IB's API from printing a series of error messages [SOLVED]

The code so far:

from ibapi.client import EClient 
from ibapi.wrapper import EWrapper
from ibapi.common import * #for TickerId type
import pandas as pd

class ib_class(EWrapper, EClient): 
    def __init__(self): 
        EClient.__init__(self, self)
        self.all_positions = pd.DataFrame([], columns = ['Account','Symbol', 'Quantity', 'Average Cost'])

    def position(self, account, contract, pos, avgCost):
        index = str(account)+str(contract.symbol)
        self.all_positions.loc[index]=account,contract.symbol,pos,avgCost

    def error(self, reqId:TickerId, errorCode:int, errorString:str):
        if reqId > -1:
            print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)

    def positionEnd(self):
        self.disconnect()

ib_api = ib_class() 
ib_api.connect("127.0.0.1", 7496, 0) 
ib_api.reqPositions()
current_positions = ib_api.all_positions
ib_api.run()

When I run the code above I get a series of (i) account numbers, (ii) the contract symbol, (iii) position and (iv) average cost. This, therefore, answers question #1. You might want to "print" these values to see how IB's API send you the information.

I was also able to define a DataFrame variable all_positions that receives the information I was looking for. See the result below. Note that I had to create an "index" variable that is a unique identifier for each row of the DataFrame (as a combination of the account number and symbol). I didn't find a way to 'append' information to the DataFrame without this 'index' (any idea on how to do it would be welcome):

As for the last issue (the error messages):

Brian's suggestion of the "error" function (see below) got rid of the "-1" errors. But I still get the following:

unhandled exception in EReader thread Traceback (most recent call last): File "C:\Users\danil\Anaconda3\lib\site-packages\ibapi-9.76.1-py3.7.egg\ibapi\reader.py", line 34, in run data = self.conn.recvMsg() File "C:\Users\danil\Anaconda3\lib\site-packages\ibapi-9.76.1-py3.7.egg\ibapi\connection.py", line 99, in recvMsg buf = self._recvAllMsg() File "C:\Users\danil\Anaconda3\lib\site-packages\ibapi-9.76.1-py3.7.egg\ibapi\connection.py", line 119, in _recvAllMsg buf = self.socket.recv(4096) OSError: [WinError 10038] An operation was attempted on something that is not a socket

Answer 1

After a lot of experimentation, here is the final code I wrote, which I placed on a ".py" file named AB_API (so I can "import" it as a library):

def read_positions(): #read all accounts positions and return DataFrame with information

    from ibapi.client import EClient
    from ibapi.wrapper import EWrapper
    from ibapi.common import TickerId
    from threading import Thread

    import pandas as pd
    import time

    class ib_class(EWrapper, EClient):

        def __init__(self):
            EClient.__init__(self, self)

            self.all_positions = pd.DataFrame([], columns = ['Account','Symbol', 'Quantity', 'Average Cost', 'Sec Type'])

        def error(self, reqId:TickerId, errorCode:int, errorString:str):
            if reqId > -1:
                print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)

        def position(self, account, contract, pos, avgCost):
            index = str(account)+str(contract.symbol)
            self.all_positions.loc[index]= account, contract.symbol, pos, avgCost, contract.secType

    def run_loop():
        app.run()
    
    app = ib_class()
    app.connect('127.0.0.1', 7496, 0)
    #Start the socket in a thread
    api_thread = Thread(target=run_loop, daemon=True)
    api_thread.start()
    time.sleep(1) #Sleep interval to allow time for connection to server

    app.reqPositions() # associated callback: position
    print("Waiting for IB's API response for accounts positions requests...\n")
    time.sleep(3)
    current_positions = app.all_positions
    current_positions.set_index('Account',inplace=True,drop=True) #set all_positions DataFrame index to "Account"
    
    app.disconnect()

    return(current_positions)


def read_navs(): #read all accounts NAVs

    from ibapi.client import EClient
    from ibapi.wrapper import EWrapper
    from ibapi.common import TickerId
    from threading import Thread

    import pandas as pd
    import time

    class ib_class(EWrapper, EClient):

        def __init__(self):
            EClient.__init__(self, self)

            self.all_accounts = pd.DataFrame([], columns = ['reqId','Account', 'Tag', 'Value' , 'Currency'])

        def error(self, reqId:TickerId, errorCode:int, errorString:str):
            if reqId > -1:
                print("Error. Id: " , reqId, " Code: " , errorCode , " Msg: " , errorString)

        def accountSummary(self, reqId, account, tag, value, currency):
            index = str(account)
            self.all_accounts.loc[index]=reqId, account, tag, value, currency

    def run_loop():
        app.run()
    
    app = ib_class()
    app.connect('127.0.0.1', 7496, 0)
    #Start the socket in a thread
    api_thread = Thread(target=run_loop, daemon=True)
    api_thread.start()
    time.sleep(1) #Sleep interval to allow time for connection to server

    app.reqAccountSummary(0,"All","NetLiquidation")  # associated callback: accountSummary / Can use "All" up to 50 accounts; after that might need to use specific group name(s) created on TWS workstation
    print("Waiting for IB's API response for NAVs requests...\n")
    time.sleep(3)
    current_nav = app.all_accounts
    
    app.disconnect()

    return(current_nav)

I can now read all accounts positions and NAVs with two single-line functions:

import IB_API

print("Testing IB's API as an imported library:")

all_positions = IB_API.read_positions()
all_navs = IB_API.read_navs()

If you want to run a very quick test (without importing/calling a function), just below the read_positions() and read_navs(), do the following:

print("Testing IB's API as an imported library:")

all_positions = read_positions()
print(all_positions)
print()
all_navs = read_navs()
print(all_navs)

I realized some users were getting confused with the concept of importing functions, hence the quick suggestion above.

I wish Interactive Brokers had some simple examples available for clients that would make it easier for someone to test a few ideas and decide if they want to use their API or not.