Looking for Interactive Brokers "shell" in C# or Java

Discussion in 'Automated Trading' started by caementarius, Jun 15, 2015.

  1. Hello,

    I have looked over several open source projects for automated trading with Interactive Brokers but I could use some help finding something. I don't need all the bells and whistles the couple of examples I have found have. I am looking for something as basic as possible to handle simple order management and logging.

    Or perhaps you have a simple old codebase (that still works with current IB API) that is no longer in use that you'd part with for a modest price. I would also consider an elance project.

    I am interested in an ATS shell that is commandline-only, can be written in Java or C#. I would like it to have code demonstrating the submission and tracking of order states (submitted, acknowledged, cancel submitted, canceled, partial fills, etc) and tracking of realtime L1 prices. I know from experience that this is a non-trivial part of programming an ATS and I'd like to speed up my development with a solid framework.

    No sophisticated analytics are necessary - as I'm acquiring data and doing analytics with other software for theos that will determine order prices. So, this shell is just for the fine motor control/logic of managing orders.

    Have any ideas or advice?
     
  2. It's extremely insulting when non-technical users downplay what programmers/developers do as "non-trivial" or "not that difficult"


    Go do it yourself or pay someone $100/hr to get it done right
     
  3. Ahh. Doesn't Non-Trivial basically mean it is hard?!
     
  4. Yeah, I meant that I see that part as hard. Not trivial. More to keep track of than you might initially think.

    A lot of what I see out there, some of which is free, is bloated or has graphical/backtesting components that I don't need. I'm looking for less frills so that I can know the whole code relatively quickly and tweak it.
     
  5. Have you looked at the shim?
     
    caementarius likes this.
  6. That looks cool but not maintained since Nov 2010. Looking more closely at API docs I May have close to what I need with the 2 examples that extend the SimpleWrapper class. They at least track order state with a mutex.

    Thanks a lot for the suggestion.
     
  7. 2rosy

    2rosy

  8. So, what is wrong with the IB C# Api? It is relatively new, meaning, it leverages on the mistakes of previous implementations in Com or Java. What are you missing there? You will need to do a lot of fine tuning and the API settings need to match with your specific needs. There are couple very important points regarding IB's APIs that you should know of, regardless of whether you hire someone to write a wrapper or whether you do it yourself. The Yahoo IB API forum is a pretty good resource imho. https://groups.yahoo.com/neo/groups/TWSAPI/info

     
  9. How do I start using that monarch system? I downloaded it but how do I open it up and start using the thing!?
     
  10. 2rosy

    2rosy

    Unzip. Click bat and exe. No source. You need java8
     
    #10     Nov 15, 2015