TWS Server Mock

[mpurl]

Since tests often can only be done during market opening hours, I would love to have a mock that can be used to simulate various scenarios. Does anyone know if there is already something out there? (I was not able to find anything yet)

I also tried a few approaches to create such a mock server instance, but I already fail on the connection handshake. Would be cool if there are some other people who would like to have such a (scriptable) mock, especially if they understand the requirements of the library

[gnzsnz]

I'm not sure if you are talking about testing ib_async itself, if so have you tried with Mock,MagicMock and AsyncMock?

if you are talking about testing your trading algo, the same answer will work to some extend. What i usually do is to leverage eventkit. i create an event, connect my tradign algo to this "fake" event and i start emiting and see whats comes out at the other end.

I would still try on paper account, mostly using futures and currencies to avoid the market hours problem. I usually do this to test execution.

[mattsta]

This could work for some cases, but it would be a medium-sized project on its own.

I assume you're saying create a mock "IBKR API" you'd connect to instead of to the gateway or TWS Itself.

Some parts could be easy:

• the gateway doesn't require encryption or authentication to the gateway itself
• it's all a text based protocol with fairly predicable reply formats
• so for assembling a fake server, you could add extra logging to the ib_async client itself for dumping server responses then having your own custom system send similar formats back after similar requested events.

But, one big part of actually testing your client is testing the actual IBKR API replies given your account values. Things like margin offset calculations, commission estimates, valid algo parameter combinations, account balance / initial margin / maint margin calculations given your account and instrument classifications (RegT, SPAN, Portfolio Margin all change per instrument). and, all this goes without mentioning things like subscribing to simulated market data updates.

I think sadly the answer is use the gateway in paper trading mode as the safest alternative. and when using paper trading mode, it helps to only use market orders (limit or algo order types rarely work correctly in paper trading accounts) because then at least you still get all the real time pub/sub account and position updates, etc.

short version:

• it could work for specific scenarios, but it would probably be easier to have your API client either connect to paper trading or accept some "offline mode" parameter where it provides mock result objects for disconnected testing?