[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Savannah-register-public] [task #3999] Submission of C trader interface
From: |
Sivaram Gowkanapalli |
Subject: |
[Savannah-register-public] [task #3999] Submission of C trader interface to TWS |
Date: |
Tue, 12 Apr 2005 10:41:20 +0000 |
User-agent: |
Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; SV1; .NET CLR 1.1.4322; .NET CLR 1.0.3705) |
URL:
<http://savannah.gnu.org/task/?func=detailitem&item_id=3999>
Summary: Submission of C trader interface to TWS
Project: Savannah Administration
Submitted by: siva
Submitted on: Tue 04/12/2005 at 10:41
Should Start On: Tue 04/12/2005 at 00:00
Should be Finished on: Fri 04/22/2005 at 00:00
Category: Project Approval
Priority: 5 - Normal
Status: None
Privacy: Public
Percent Complete: 0%
Assigned to: None
Open/Closed: Open
Effort: 0.00
_______________________________________________________
Details:
Site Admin. Approval/Edition URL:
<https://savannah.gnu.org/admin/groupedit.php?group_id=7506>
###### ORIGINAL SUBMISSION DETAILS ######
System Group Name:
-----------------
c-ibtws
Full Name:
----------
C trader interface to TWS
Type:
-----
GNU Software Project
License:
--------
GNU General Public License V2 or later
Other License:
--------------
Description:
------------
TWS C Program:
OS: Debian
Languages / other software used: C (gcc), Lemon, Re2c, make
Input: Trading strategy (file)
Processing:
1. Read the strategy (buy / sell securities) from the file.
Uses re2c scanner and lemon parser for reading the strategy file
A strategy is a binomial tree to nth level
Example: buy 100 of msft if price reaches 100
after buying 100 msft, sell 10 msft, if price reaches 40
2. Connect to one / multiple IB instances on specified ports
3. Read data from the socket connected to IB after requesting market data
4. Scan data using re2c
5. Parse data using lemon ( shift-reduce parsing )
6. Place trades based on the strategy
This is a working program. I use it for my trading purposes.
I want to make this program available to the public domain as free software
for:
1. Obtain feedback on better ways to do what it does
2. As it has been for my own purposes, the program has not yet been organized
or packaged in a professional manner.
3. I have spent a couple of months developing this and it would be good if it
does prove helpful.
4. All the current API software either use JAVA or MFC or ActiveX.
On linux, a JAVA API exists but not a C program.
Unfortunately, I do not have a website for this program.
I can send the program by email for review.
Other Software Required:
------------------------
lemon
re2c
gcc
make
Other Comments:
---------------
#########################################
_______________________________________________________
Reply to this item at:
<http://savannah.gnu.org/task/?func=detailitem&item_id=3999>
_______________________________________________
Message sent via/by Savannah
http://savannah.gnu.org/
- [Savannah-register-public] [task #3999] Submission of C trader interface to TWS,
Sivaram Gowkanapalli <=