Merge pull request #87 from rjra2611/feature-add-organization-id-nuge…

…t-download-ib

Feature add support for organization id and nuget download

README.md

@@ -753,6 +753,7 @@ Options:
                                   The brokerage to use
   --data-feed [Interactive Brokers|Tradier|OANDA|Bitfinex|Coinbase Pro|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Custom data only|Kraken|FTX|IQFeed]
                                   The data feed to use
+  --ib-organization TEXT          The name or id of the organization with the Interactive Brokers module subscription
   --ib-user-name TEXT             Your Interactive Brokers username
   --ib-account TEXT               Your Interactive Brokers account id
   --ib-password TEXT              Your Interactive Brokers password

lean/commands/live.py

@@ -271,6 +271,10 @@ def _get_default_value(key: str) -> Optional[Any]:
 @click.option("--data-feed",
               type=click.Choice([d.get_name() for d in all_local_data_feeds], case_sensitive=False),
               help="The data feed to use")
+@click.option("--ib-organization",
+              type=str,
+              default=lambda: _get_default_value("job-organization-id"),
+              help="The name or id of the organization with the Interactive Brokers module subscription")
 @click.option("--ib-user-name",
               type=str,
               default=lambda: _get_default_value("ib-user-name"),
@@ -621,6 +625,7 @@ def live(project: Path,
          gui_organization: Optional[str],
          brokerage: Optional[str],
          data_feed: Optional[str],
+         ib_organization: Optional[str],
          ib_user_name: Optional[str],
          ib_account: Optional[str],
          ib_password: Optional[str],
@@ -763,7 +768,7 @@ def live(project: Path,
             brokerage_configurer = PaperTradingBrokerage()
         elif brokerage == InteractiveBrokersBrokerage.get_name():
             ensure_options(["ib_user_name", "ib_account", "ib_password"])
-            brokerage_configurer = InteractiveBrokersBrokerage(ib_user_name, ib_account, ib_password)
+            brokerage_configurer = InteractiveBrokersBrokerage(_get_organization_id(ib_organization, "Interactive Brokers"), ib_user_name, ib_account, ib_password)
         elif brokerage == TradierBrokerage.get_name():
             ensure_options(["tradier_account_id", "tradier_access_token", "tradier_use_sandbox"])
             brokerage_configurer = TradierBrokerage(tradier_account_id, tradier_access_token, tradier_use_sandbox)
@@ -892,9 +897,10 @@ def live(project: Path,
 
         if data_feed == InteractiveBrokersDataFeed.get_name():
             ensure_options(["ib_user_name", "ib_account", "ib_password", "ib_enable_delayed_streaming_data"])
-            data_feed_configurer = InteractiveBrokersDataFeed(InteractiveBrokersBrokerage(ib_user_name,
-                                                                                          ib_account,
-                                                                                          ib_password),
+            data_feed_configurer = InteractiveBrokersDataFeed(InteractiveBrokersBrokerage(_get_organization_id(ib_organization, "Interactive Brokers"),
+                                                                                        ib_user_name,
+                                                                                        ib_account,
+                                                                                        ib_password),
                                                               ib_enable_delayed_streaming_data)
         elif data_feed == TradierDataFeed.get_name():
             ensure_options(["tradier_account_id", "tradier_access_token", "tradier_use_sandbox"])

lean/constants.py

@@ -99,6 +99,9 @@
 # The product id of the SAMCO module
 SAMCO_PRODUCT_ID = 173
 
+# The product id of the Interactive Brokers module
+INTERACTIVE_BROKERS_PRODUCT_ID = 181
+
 # The product ids for which a valid subscription is seen as a valid GUI module subscription
 GUI_PRODUCT_SUBSCRIPTION_IDS = [119, 120]
 

lean/models/brokerages/local/interactive_brokers.py

@@ -19,12 +19,17 @@
 from lean.models.brokerages.local.base import LocalBrokerage
 from lean.models.config import LeanConfigConfigurer
 from lean.models.errors import MoreInfoError
+from lean.container import container
+from lean.constants import INTERACTIVE_BROKERS_PRODUCT_ID
+from lean.models.logger import Option
 
-
-class InteractiveBrokersBrokerage(LocalBrokerage):
+class InteractiveBrokersBrokerage(LocalBrokerage): 
     """A LocalBrokerage implementation for the Interactive Brokers brokerage."""
 
-    def __init__(self, username: str, account_id: str, account_password: str) -> None:
+    _is_module_installed = False
+
+    def __init__(self, organization_id: str, username: str, account_id: str, account_password: str) -> None:
+        self._organization_id = organization_id
         self._username = username
         self._account_id = account_id
         self._account_password = account_password
@@ -63,8 +68,23 @@ def __init__(self, username: str, account_id: str, account_password: str) -> Non
     def get_name(cls) -> str:
         return "Interactive Brokers"
 
+    @classmethod
+    def get_module_id(cls) -> int:
+        return INTERACTIVE_BROKERS_PRODUCT_ID
+
     @classmethod
     def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
+
+        api_client = container.api_client()
+
+        organizations = api_client.organizations.get_all()
+        options = [Option(id=organization.id, label=organization.name) for organization in organizations]
+
+        organization_id = logger.prompt_list(
+            "Select the organization with the Interactive Brokers module subscription",
+            options
+        )
+
         logger.info("""
 To use IB with LEAN you must disable two-factor authentication or only use IBKR Mobile.
 This is done from your IB Account Manage Account -> Settings -> User Settings -> Security -> Secure Login System.
@@ -76,26 +96,34 @@ def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
         account_id = click.prompt("Account id", cls._get_default(lean_config, "ib-account"))
         account_password = logger.prompt_password("Account password", cls._get_default(lean_config, "ib-password"))
 
-        return InteractiveBrokersBrokerage(username, account_id, account_password)
+        return InteractiveBrokersBrokerage(organization_id, username, account_id, account_password)
 
     def _configure_environment(self, lean_config: Dict[str, Any], environment_name: str) -> None:
+        self.ensure_module_installed()
         lean_config["environments"][environment_name]["live-mode-brokerage"] = "InteractiveBrokersBrokerage"
         lean_config["environments"][environment_name]["transaction-handler"] = \
             "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler"
 
     def configure_credentials(self, lean_config: Dict[str, Any]) -> None:
+        lean_config["job-organization-id"] = self._organization_id
         lean_config["ib-user-name"] = self._username
         lean_config["ib-account"] = self._account_id
         lean_config["ib-password"] = self._account_password
         lean_config["ib-agent-description"] = self._agent_description
         lean_config["ib-trading-mode"] = self._trading_mode
 
-        self._save_properties(lean_config, ["ib-user-name",
+        self._save_properties(lean_config, ["job-organization-id",
+                                            "ib-user-name",
                                             "ib-account",
                                             "ib-password",
                                             "ib-agent-description",
                                             "ib-trading-mode"])
 
+    def ensure_module_installed(self) -> None:
+        if not self._is_module_installed:
+            container.module_manager().install_module(self.__class__.get_module_id(), self._organization_id)
+            self._is_module_installed = True
+
 
 class InteractiveBrokersDataFeed(LeanConfigConfigurer):
     """A LeanConfigConfigurer implementation for the Interactive Brokers data feed."""
@@ -125,6 +153,7 @@ def build(cls, lean_config: Dict[str, Any], logger: Logger) -> LeanConfigConfigu
         return InteractiveBrokersDataFeed(brokerage, enable_delayed_streaming_data)
 
     def configure(self, lean_config: Dict[str, Any], environment_name: str) -> None:
+        self._brokerage.ensure_module_installed()
         lean_config["environments"][environment_name]["data-queue-handler"] = \
             "QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage"
         lean_config["environments"][environment_name]["history-provider"] = "BrokerageHistoryProvider"