Provide the ability to subscribe to market data updates in an event loop

ibkr/client.py

@@ -112,4 +112,7 @@ class Client:
         stop_loss_order.auxPrice = stop_loss_price
         stop_loss_order.totalQuantity = trade.order.totalQuantity
         stop_loss_order.transmit = True
-        return self.ib.placeOrder(trade.contract, stop_loss_order)
+        return self.ib.placeOrder(trade.contract, stop_loss_order)
+    
+    def run_event_loop(self):
+        self.ib.run()

market_data_update_example.py

@@ -0,0 +1,14 @@
+from datetime import datetime
+from ib_insync import Option
+from ibkr.client import Client
+from ibkr.exchange import SMART
+
+client = Client(host = '127.0.0.1', port = 7497)
+
+expiration = datetime.now().strftime('%Y%m%d')
+contract = Option('SPX', expiration, 4550.0, 'P', exchange = SMART, currency = 'USD')
+contract.tradingClass = 'SPXW'
+market_data = client.get_market_data(contract, streaming = True)
+
+market_data.updateEvent += lambda _: print(market_data.last)
+client.run_event_loop()