Account & Portfolio

Account Summary

account = client.get_account()
# or
account = client.get_account_summary()  # Alias

Returns: Account dataclass

Account(
    account_id='DUO903441',
    net_liquidation=1004242.125,
    available_funds=1002600.0625,
    buying_power=6684000.5
)

Field	Type	Description
account_id	str	IBKR account ID
net_liquidation	float	Net liquidation value
available_funds	float	Available funds for trading
buying_power	float	Total buying power

Account ID

account_id = client.get_account_id()  # Returns str

Account Values

values = client.get_account_values()
net_liq = client.get_account_value("NetLiquidation")
buying_power = client.get_account_value("buying_power")

Returns: Dict[str, Any] with both original and normalized keys.

This is the migration-friendly equivalent of ib.accountValues().

P&L

pnl = client.get_pnl()

Returns: Dict with daily_pnl, unrealized_pnl, realized_pnl, total_pnl, net_liquidation.

Position P&L

pnl = client.get_position_pnl("AAPL")

Margin

margin = client.get_margin()

Returns: Dict with buying_power, available_funds, and margin requirements.

Positions

positions = client.get_positions()

Returns: List[Position]

Position(
    conid=265598,
    symbol='AAPL',
    position=7.0,
    avg_cost=279.90,
    market_value=1784.07,
    unrealized_pnl=-175.24,
    asset_class='STK'
)

Field	Type	Description
conid	int	Contract ID
symbol	str	Ticker symbol
position	float	Quantity (negative = short)
avg_cost	float	Average cost basis
market_value	float	Current market value
unrealized_pnl	float	Unrealized P&L
asset_class	str	Asset class (STK, OPT, etc.)

Position Caching

get_positions() uses a 1-second in-memory cache. Rapid consecutive calls return cached data.

client.invalidate_position_cache()  # Clear cache after placing orders
positions = client.get_positions(force_refresh=True)  # Force fresh fetch

Single Position

position = client.get_position("AAPL")  # Returns Position or None
has = client.has_position("AAPL")       # Returns bool
qty = client.get_open_position("AAPL")  # Returns float (0 if none)

Close Position

result = client.close_position("AAPL")  # Market order to flatten

Returns: OrderResult

Orders

orders = client.get_orders()
# or
orders = client.get_open_orders()  # Alias

Returns: List[Dict] - All orders from IBKR

{
    'orderId': 1499005467,
    'order_ref': 'AQC-PNDVMMR-1769445542279',
    'description1': 'NVDA',
    'side': 'SELL',
    'orderType': 'Market',
    'status': 'Filled',
    'filledQuantity': 6.0,
    'remainingQuantity': 0.0,
    'avgPrice': '186.90',
    'price': ''
}

Common fields:

Field	Type	Description
orderId	int	IBKR order ID
order_ref	str	cOID with strategy ID
description1	str	Symbol
side	str	BUY / SELL
orderType	str	Market / Limit / Stop
status	str	Filled / Submitted / Cancelled
filledQuantity	float	Filled size
remainingQuantity	float	Remaining size
avgPrice	str	Average fill price (string)

Open Trades

open_trades = client.get_open_trades()

Returns: List[OpenTrade] for working orders only (submitted/presubmitted).

OpenTrade(
    order_id='1499005467',
    symbol='NVDA',
    side='SELL',
    quantity=6.0,
    status='Submitted',
    filled_quantity=0.0,
    remaining_quantity=6.0,
    avg_fill_price=None,
    conid=4815747,
    order_ref='AQC-PNDVMMR-1769445542279'
)

Trades

trades = client.get_trades()

Returns: List[Dict] - Recent executions (fills)

{
    'execution_id': '00025b49.697429fe.01.01',
    'order_id': 1499005467,
    'order_ref': 'AQC-PNDVMMR-1769445542279',
    'symbol': 'NVDA',
    'side': 'B',
    'size': 6.0,
    'price': '186.90',
    'commission': '1.79',
    'trade_time': '20260126-16:39:02',
    'exchange': 'NASDAQ.NMS',
    'conid': 4815747
}

Field	Type	Description
execution_id	str	Unique execution ID
order_id	int	Parent order ID
order_ref	str	cOID with strategy ID
side	str	'B' (buy) or 'S' (sell)
size	float	Filled quantity
price	str	Fill price
commission	str	Commission charged