f



Interactive Brokers TWS / Dolphin Smalltalk Application

To Open source or Not?


Hi Smalltalkers...


I have a standalone smalltalk application/package that I wrote to 
connect to Interactive Brokers Trader Workstation using the Socket API.
(I essentially rewrote the socket code supplied by IB Socket API C++ 
example).

I have used it to day trade stocks and futures in simulation mode.
it never went into production for two reasons.

1. Platform was never stable enough to trust live.
2. Strategies were never profitable enough.

So, it is maybe 90% complete.

Recently I fired it up and got the message from IB that the socket 
interface was out of date and needed to be upgraded. Yecch!
(admittedly it was a few years ago).

I prefer to spend my time and energy working on my strategies and not as 
much time fooling with the infrastucture.

I would be willing to open source this code if there was some interest 
in collaboration.


Features:
1. Can trade Stocks and Futures.  (probably can support options and 
forex without much additional work).
2. Run a multiple strategies simultaneously. (only one strategy per 
contract/stock).
3. Calculates a few technical indicators: SMA, RSI etc.
4. Builds 1-minute or 5-minute bars from tick data as received, adds to 
historical bars as built.
5. Main window has tabs for rolling status messages, orders, executions, 
positions, strategies, account updates, etc.  similar to the look under 
IB TWS.
6. Supports Limit, Stop, Trailing Stop and Bracket orders etc.
7. Does NOT support any backtesting.
8. Attempts reconnection after connection disruption or midnight server 
restarts.

I would probably not include my strategies.


Is there any interest out there for something like this?
Thanks for any feedback.

Thanks,
Steve

(to contact me privately do a Google search for TradePerformance)








0
steve
12/10/2010 10:00:36 PM
comp.lang.smalltalk.dolphin 3769 articles. 0 followers. Post Follow

1 Replies
1351 Views

Similar Articles

[PageSpeed] 28

On Friday, December 10, 2010 4:00:36 PM UTC-6, steve wrote:
> To Open source or Not?
> 
> 
> Hi Smalltalkers...
> 
> 
> I have a standalone smalltalk application/package that I wrote to 
> connect to Interactive Brokers Trader Workstation using the Socket API.
> (I essentially rewrote the socket code supplied by IB Socket API C++ 
> example).
> 
> I have used it to day trade stocks and futures in simulation mode.
> it never went into production for two reasons.
> 
> 1. Platform was never stable enough to trust live.
> 2. Strategies were never profitable enough.
> 
> So, it is maybe 90% complete.
> 
> Recently I fired it up and got the message from IB that the socket 
> interface was out of date and needed to be upgraded. Yecch!
> (admittedly it was a few years ago).
> 
> I prefer to spend my time and energy working on my strategies and not as 
> much time fooling with the infrastucture.
> 
> I would be willing to open source this code if there was some interest 
> in collaboration.
> 
> 
> Features:
> 1. Can trade Stocks and Futures.  (probably can support options and 
> forex without much additional work).
> 2. Run a multiple strategies simultaneously. (only one strategy per 
> contract/stock).
> 3. Calculates a few technical indicators: SMA, RSI etc.
> 4. Builds 1-minute or 5-minute bars from tick data as received, adds to 
> historical bars as built.
> 5. Main window has tabs for rolling status messages, orders, executions, 
> positions, strategies, account updates, etc.  similar to the look under 
> IB TWS.
> 6. Supports Limit, Stop, Trailing Stop and Bracket orders etc.
> 7. Does NOT support any backtesting.
> 8. Attempts reconnection after connection disruption or midnight server 
> restarts.
> 
> I would probably not include my strategies.
> 
> 
> Is there any interest out there for something like this?
> Thanks for any feedback.
> 
> Thanks,
> Steve
> 
> (to contact me privately do a Google search for TradePerformance)

Hi Steve,

I was wondering if you decided to open source your implementation? I'm interested in a Smalltalk version of the IB API.

Please let me know.

S.
0
sc1447
6/26/2013 3:19:46 AM
Reply:

Similar Artilces:

Dolphin Smalltalk v. Smalltalk MT
Forum, We have pretty much settled on Dolphin as the Smalltalk implementation of choice (the decision finally came down to Dolphin or MT). But MT does have a couple of features that are useful and productive, and I was would like to know if perhaps the functionality already exists in Dolphin, but maybe not so straightforward. 1. Concerning the embedding of an ActiveX component in a view, MT offers a simple way to execute the primary verb of a control. I can't seem to find that funtionality in Dolphin. I would like to use Codejock's ActiveX-based UI controls: The Command...

Icons for Dolphin Smalltalk Applications
Hi, I'm always searching for Icons which do match Dolphin's "Theme". I'm willing to pay for good quality stock icons (and already did for some bad looking ones :-( ) but recently recently found a very good match here which is "free": http://nuovext.pwsp.net/ This icon set is a very good match for Dolphin and I use them in some of my apps with very good feedback so far. An example screen shot can be found here: http://udos.users.dolphinmap.net/_Media/HpiConverter_0.048beta.jpg http://udos.users.dolphinmap.net/apps/hpi_converter.html CU, U...

Why Smalltalk? Why Dolphin?
Is there a document or video which addresses the questions above? Seems to me I saw something on youtube regarding the first, showing how you can inspect EVERYTHING as it runs. TIA, Steve Den tirsdag den 21. april 2015 kl. 18.29.30 UTC+2 skrev Steve Graham: > Is there a document or video which addresses the questions above? Seems > to me I saw something on youtube regarding the first, showing how you > can inspect EVERYTHING as it runs. > > TIA, Steve https://www.youtube.com/watch?v=koOsS-vD-XA There are several other wideos on ObjectArts site ...

Closing the application Powered by Dolphin Smalltalk
Hi all, I'm having an irregular problem closing a pair of application recently deployed. The thing is when you close the main window expecting that the program to be closed and it corresponding OS process. A) In one case the window closes and the process is still alive (looking in the Windows's task manager). B) In other case it happends only sometimes, I mean, sometimes close the window AND the process (like you allways want to), and sometimes only the main window leaving the process alive. C) In the case that allways was leaving the process ali...

Dolphin Smalltalk X6 Application starts very slowly
Hi. I'm new in Dolphin Smalltalk X6, not in Smalltalk. When I start the application by clicking the generated image after installation, it takes 30 seconds or 1 minute to start on my P4/3.4GHz laptop with 1Gb Ram under Windows XP Pro with all security patches. During startup, my mouse moves by steps and not fluently... Processors are near 100% of power consumption. I've tried the same image on my fix PC (512Mb/P4 3Ghz) and then it starts very fast. After startup, Dolphin runs normally on the two configuration. Any idea? Thanks a lot. Eric. "informagicien&q...

RoboCode in Dolphin Smalltalk?
Hi, does anybody here have to the intention to initialize a Smalltalk RoboCode project? G�nther Guenther Schmidt schrieb: > Hi, > > does anybody here have to the intention to initialize a Smalltalk > RoboCode project? > > G�nther Hello G�nther, sounds interesting. Do you want to create a RoboCode-Clone or something which is similar to RoboCode? cu, Yogi Marc Michael wrote: > Guenther Schmidt schrieb: > >> Hi, >> >> does anybody here have to the intention to initialize a Smalltalk >> RoboCode project? >&...

Dolphin Smalltalk News
Folks, Object Arts are pleased to announce that over the last few months we have entered into a partnership with Lesser Software (www.lesser-software.com) with the aim of creating the Next Generation of Dolphin Smalltalk. This new version of Dolphin will be targetted towards professional software developers and will leverage the experience that Lesser Software have built up over a number of years in high performance Smalltalk virtual machines and development tools. Lesser Software's current product set includes LSW Vision Smalltalk, whose virtual machine retains full by...

Dolphin Smalltalkers in Germany?
Hi, are there any Dolphiners in Germany? G�nther G�nther Schmidt wrote: > are there any Dolphiners in Germany? Ja, hier :-) CU, Udo Udo Schneider schrieb: > G�nther Schmidt wrote: > >> are there any Dolphiners in Germany? > > Ja, hier :-) > > CU, > > Udo > and here. but I'm a newbie. karl G�nther Schmidt wrote: > Hi, > > are there any Dolphiners in Germany? > > G�nther Yes, over here (Hamburg). Regards, Florian Yes there are ;-) My merge from Digitalk Smalltalk to Dolphin remembers ...

Do-it best with Dolphin Smalltalk
Hi, For those who like minimalist and/or propagandistic wallpapers, I've made one about Dolphin :-D. You can download it from <http://emaringolo.users.dolphinmap.net>. Regards, -- Esteban. Esteban A. Maringolo wrote: > For those who like minimalist and/or propagandistic wallpapers, I've > made one about Dolphin :-D. Nice work Esteban! I really liked your minimlist approach. I hope you don't mind that I "copied" your design and adapted it for a Screensaver. The screensaver is available here: http://udos.users.dolphinmap.net/apps/doItBe...

Dolphin Smalltalk on Linux...
Think there will ever be a Dolphin Smalltalk on Linux? In particular, on 64-bit Linux? ...

Dolphin Smalltalk and the new WinRT
Hello, Over the years many of us have asked Andy whether a .NET version of Dolphin Smalltalk could be delivered. Unfortunately, the amount of work to do this would not be cost effective and basically it never really got out of the idea phase. However, with the introduction of the new WinRT that is being introduced in Windows 8, tablets, and Windows Phones could this be exactly what Dolphin needs. Basically the WinRT is an unmanaged. Examination of the runtime libraries reveal that they are built upon Win32 API. WinRT is essentially a COM-based API, although relying on an enhanced C...

[ANN]
Hi, Here's the link to our (beta) GemBuilder for Dolphin Smalltalk 5.1.4 and GemStone/S 5.1.5.1: http://www.walicxe.com/pages/eng/gembuilder.htm You can find a general description of GemBuilder and screen shots of some tools. Any comments are welcome. Regards Bruno On Tue, 24 Aug 2004 10:27:28 -0300, "Bruno" <smalltalk@walicxe.com> wrote: >Hi, > >Here's the link to our (beta) GemBuilder for Dolphin Smalltalk 5.1.4 and >GemStone/S 5.1.5.1: > >http://www.walicxe.com/pages/eng/gembuilder.htm > Great job, nice! I cann...

Dolphin Smalltalk X6 Released
Folks, Well we made it! Only a week late (or a year depending on who's counting). The new website is up and the product is ready for those of you keen enough to upgrade. I'd like to mention a couple of important points. We have rationalised the Dolphin products set into two products. We now only provide a single commercial product, Dolphin Professional and we will have a free version called Dolphin Community Edition. You will find that the latter actually has quite a lot more stuff in it than the old Value Edition. However, at the moment the Community Edition and a trial...

Example from Dolphin Smalltalk Companion
I recently got the book the Dolphin Smalltalk Companion to try to learn MVP programming. I happen to be using the Dolphin D6 rather than the earlier version 4 Value edition, though the code still seems to work---or so I thought. On the accompanying CD-rom is the source code for the examples in the book. I loaded in the Chapter 4 example which builds dialog boxes for the Team and the Driver: RacingActor Team TeamDialogPresenter Driver DriverDialogPresenter The simple Team dialog box loads and runs without any problems. I was also able to get the Driver e...

Web resources about - Interactive Brokers TWS / Dolphin Smalltalk Application - comp.lang.smalltalk.dolphin

Marketing Interactive - Advertising, marketing, media, PR & events news from SG, Malaysia, Hong Kong ...
Marketing Interactive is Asia's leading source of advertising, marketing & media news. News coverage includes Singapore, Malaysia and Hong Kong, ...

Gremlin Interactive - Wikipedia, the free encyclopedia
The company was established in 1984 as Gremlin Graphics Software Ltd by Ian Stewart. In 1994, it was renamed as Gremlin Interactive. Gremlin's ...

Interactive fiction gets done right in Lifeline, now free
... The game is regularly $0.99 on the App Store, and theres no indication of how long it will be free. Lets take a look at this unique game. Interactive ...

Sony moves PlayStation to the US with new Sony Interactive Entertainment
(credit: Flickr ) Electronics giant Sony has formed Sony Interactive Entertainment LLC (SIE) , a new company that combines Sony Computer Entertainment ...

Interactive Advertising Bureau 'dis-invites' Adblock Plus from annual conference
Adblock Plus has been blocked from attending the IAB's (Interactive Advertising Bureau) upcoming leadership summit. The company has attended ...

Take-Two Interactive Software, Inc. (TTWO) Given Hold Rating at Robert W. Baird
Robert W. Baird reissued their hold rating on shares of Take-Two Interactive Software, Inc. (NASDAQ:TTWO) in a research report report published ...

An interactive look at the new 2016 Florida and Virginia congressional maps and their stats
... the two states, although Republicans are currently appealing the Virginia ruling to the United States Supreme Court. Below, we present interactive ...

Tripwire Interactive is starting to do internal livestreams, bringing bug fixes to Killing Floor 2
I'm starving for more content in Tripwire Interactive's Killing Floor 2 . Over the holiday break, I put a bunch of time into it and have almost ...

Consumers Dissatisfied With Interactive Voice Response
Often, respondents reported being frustrated by interactive voice responses (IVRs) that replicated information already available on the website. ...

Interactive map details thousands of plants, trees in Seattle’s arboretum
Seattle’s sprawling Washington Park Arboretum is a wonderful place to get lost, but a new interactive map for mobile devices will at least ensure ...

Resources last updated: 1/31/2016 1:31:37 AM