How do you take back-tested code written using the zipline API and convert that into forward-testing code using the IB API (or better yet ib-insync API)? It seems like you would have to completely re-write your code from scratch (time-consuming) and introduce a ton of errors by doing so. Ideally, you would write your algo, backtest it, adjust it, and when you are satisfied with backtest performance, take the same code and forward test it. In other words, use the same algo you backtested to forward test; not have to use two separate scripts (one to back-test and one to forward-test).
No need for Zipline. Just use QuantConnect
QuantConnect let's you back-test, forward-test, and trade live (with IB as well as other brokers). It also allows for this in various assets classes: equities, forex, futures.