What would you like to get for free? Remember, free only gives you a tiny edge now, just like everyone else. a) An options backtesting system. b) An options market-making system. c) An Alien options market-making system. d: some option I haven't thought about it, including, excluding, intersecting or not the above.
I would like to see an open source ASIC/FPGA based feed handlers for the major AMAT/INTC boards. Let me know when you are done. Thank you.
>> I would like to see an open source ASIC/FPGA based feed handlers for the major AMAT/INTC boards. Can do that and will transmit your request to my ASIC friend. In the meantime if you could gimme a bit more info apart from what I already have, in that you don't handle time well? And you'll bite my MM, with or without ASICs.
Lemme disambiguate: you chickens wouldn't take a fraction of a million of a second time in risk to step in unknown territory. You're still in the arms race to the fastest way to the near-present future. Fine. Don't be so surprised when you encounter us on Mars, Pluto and WZX-187!$.
Personally I think open source is not about free. It is about getting more eyes on the software. As a developer I am all for any type of open source software with options trading (or any trading). Backtesting software would be amazing (tho data might be the bigger issue). Just as a side note I have been doing a fair amount of development around options trading with GoLang recently. I have done a alot of options development with C++, Java, C#, nodejs, and even PHP. I really like how clean Go is for this type of thing. I would love to see more developers building stuff in Go for options trading. One last thing, recently I switched from TradeKing (now Ally) to Tradier. I really like using their API. I recommend anyone getting into developing software for options trading to checkout Tradier (I have nothing to do with them). So I would love to see more open source libraries for engaging with Tradier (or any other broker's) API. My 2cents. ~Spicer
Checked Tradier API doc and it says "Market data delivered in real-time through HTTP request/response". Isn't this a contradiction in terms, HTTP request and real time? With Interactive Brokers socket connection you've got 5 updates per second on 100 instruments, this doesn't seem achievable through a HTTP connection. On a side note, I've browsed a bit GitHub looking for options stuff but either I don't know how to find it or there just isn't anything out there.
The way these people are moving is to websockets. It is stupid to deliver data streaming data over HTTP.