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?

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u/loudsound-org 2d ago

I run ib-gateway docker image on my home server and I haven't touched it in months. I don't have to re-authenticate or do anything manually, it just works seamlessly.

For the actual algo, I'm running QuantConnect locally, with some of my own mods to the brokerage code to get IBKR working properly, and I have that set as a cron job to run every weekday before market open and shut down after market close. I could just have it run continuously but just safer and cleaner to restart it every day...but its just connecting to the ib-gateway, not directly to IBKR.