Scarpino M. Algorithmic Trading with Interactive Brokers...2019

Textbook in PDF format

Through Interactive Brokers, software developers can write applications that read financial data, scan for contracts, and submit orders automatically. Individuals can now take advantage of the same high-speed decision making and order placement that professional trading firms use.
This book walks through the process of developing applications based on IB's Trader Workstation (TWS) programming interface. Beginning chapters introduce the fundamental classes and functions, while later chapters show how they can be used to implement full-scale trading systems. With an algorithmic system in place, traders don't have to stare at charts for hours on end. Just launch the trading application and let the TWS API do its work.
The material in this book focuses on Python and C++ coding, so readers are presumed to have a basic familiarity with one of these languages. However, no experience in financial trading is assumed. If you're new to the world of stocks, bonds, options, and futures, this book explains what these financial instruments are and how to write applications capable of trading them.
Matthew Scarpino is a veteran programmer with over twenty years of experience and a CFA Level II candidate.
Introducing Algorithmic Trading and Interactive Brokers
Stocks, Bonds, and TWS
Trading Options with TWS
Options Strategies
Trading Futures Contracts
Fundamental Classes of the API
Contracts and Orders
Accessing Financial Data
Scanning for Securities
Advanced Orders
Computing Technical Indicators
Implementing Option Strategies in Code
The Turtle Trading and Bollinger-MFI Systems
Practical Algorithmic Trading
Appendix A: The FIX Protocol
Appendix B: The Kelly Criterion