I am a Java Developer who is looking for an introduction into Automated Trading. I would appreciate any suggestions on getting started. The reasons I want to do this is: Strictly from a software engineer perspective I need to do a project to enhance my average Java skills. The reasons I am posting on this forum is I have an interest in trading so it will definitely be something I will finish as opposed to doing a book project or something out of the book. Basically I am just looking for a way to get an initial push and from there I would slowly build some kind of system etc. Any suggestions would be greatly appreciated. Have a nice day.
1) get a realtime data feed. 2) connect and subscibe to tickers 3) create an orderbook 4) create an order manager 5) create a strategy plugin
You don't have to start from zero. You can start by looking at what already exists and works. There are two open source Java ATS platforms for the Interactive Brokers API: JSystemTrader http://code.google.com/p/jsystemtrader/ JBookTrader http://code.google.com/p/jbooktrader/ IB API Guide http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm One limitation to both platforms is that only market orders are supported. If you want some challenging Java and logic work you can add support for limit orders and (the sometimes resulting) partial fills to JSystemTrader.
i use IB and I had to ... 2) connect and subscibe to tickers 3) create an orderbook 4) create an order manager 5) create a strategy plugin I am sure that other APIs require the same