I will build a custom python trading bot or API script for ibkr


About this gig
Are you looking to automate your trading strategy or connect your custom Python algorithms to Interactive Brokers (IBKR)?
I am a Python developer specializing in financial API integrations, automated trading algorithms, and custom market indicators. I help traders build reliable, bug-free, and execution-ready scripts for their everyday trading needs.
What I can build for you:
- Interactive Brokers Integration: Connect Python to TWS / IB Gateway using ib_insync or native API.
- Custom Automated Bots: Implement entry/exit logic, stop-loss, take-profit, and trailing stops for Stocks, Futures (MES/ES), or Options.
- Data & Analytics Engine: Options Gamma Exposure (GEX) tracking, volatility calculations, and continuous contract tracking (ContFuture).
- Alerts & Exports: Export signals to CSV, databases, or send real-time alerts.
Why work with me?
- Clean & Commented Code: Easy to read, maintain, and modify.
- Paper Trading Tested: All scripts are tested in IBKR Paper Trading before delivery to ensure safety.
- Dedicated Support: Instructions on how to set up and run the code on your machine.
IMPORTANT: Please send me a message with your strategy details BEFORE placing an order.
Get to know Greg Data
Quantitative Python Developer, IBKR Trading Automation
- FromCanada
- Member sinceSep 2026
- Avg. response time5 hours
Languages
French, English, Spanish
Other Software Development Services I Offer
FAQ
Do you guarantee trading profits or financial returns?
No. I am a software developer providing technical automation services. I do not provide financial advice or guarantee strategy performance.
Which broker API do you support?
My primary focus is Interactive Brokers (IBKR) via Python (ib_insync), but I can also work with REST/WebSocket APIs for financial data.
How will I run the bot on my computer?
I will provide full source code along with step-by-step instructions on how to set up Python, install dependencies, and connect to TWS or IB Gateway.
