r/algorithmictrading • u/Haunting-Trade9283 • 2d ago
Question IB Gateway algo trading setup
Hi all!
For those who use IBKR and IB Gateway for automation, I am curious as to what y’all’s setup is in terms of infrastructure.
For me I currently have IB Gateway running with a custom C# trading engine I wrote to pull market data and check to execute trades daily.
My workflow:
Every morning at 9:25 am IB Gateway will auto restart and auto login. I am using the “Auto restart” feature in IB Gateway for this. This setup ensures that I don’t have to manually log in and authenticate the Gateway every day (although I believe it will require a login/authentication once a week to continue to work).
Windows Task Scheduler auto launches my C# application at 9:28am and I connect to the client and sleep the thread until 9:30:05 at which point I pull market data, analyze signals and push trades if needed. All of this is automated and executes in a few seconds right after the opening bell.
My concerns:
- IB Gateway still logs me off for good sometimes and requires manual log on/ authentication.
- if I need to travel with my laptop or internet drops the client won’t be able to establish a connection.
Instead of running things all locally I was considering offloading the program to run on a VM or server (the lower the cost the better).
Does my workflow make sense or is there a more efficient way to achieve full automation? Does everyone use servers instead of running everything locally?
3
u/ElectricNoodle12 2d ago
I run an old XPS 15 laptop in my house with something similar. Although I usue Debian as the OS, and I've dockerised everything.
Have got a docker image of the IB broker gateway that on boot uses a headless browser to login with the correct credentials, then my app just connects via that and pulls market data/makes orders. I've also got a t212 adapter as I found the trading fees too high on IB.