Tag Archives: client

Bitcoin HFT client using FIX vs REST API

Bitcoin HFT client using FIX vs REST API

Is it FIX protocol or REST API to implement a crypto currency trading system

https://bitcointalk.org/index.php?topic=1059302.0

https://github.com/Aurora-Team/BitcoinExchangeFH

https://github.com/timmolter/XChange/wiki/Exchange-support

https://github.com/thrasher-/gocryptotrader

https://github.com/ctubio/Krypto-trading-bot

 

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Trying Redis 4 NOSQL with new CPP client library

Trying Redis 4 NOSQL with new CPP client library

Finally an actual C++ library that works with Redis 4

https://github.com/acl-dev/acl

https://github.com/acl-dev/acl/tree/master/lib_acl_cpp/samples/redis

 

 

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Demo debug of java client to buy with Dukascopy JForex for algo forex trading

Demo debug of java client to buy with Dukascopy JForex for algo forex trading

This is a full debugging session between JForex and Netbeans Java IDE. This is to test the communication with socket to send orders from a client into JForex

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Options Future Equation class library with Test Client

I resume my ‘Phase 2’ of my Algo Trading Course Series I started in March. After completing the “Infrastructure Building Blocks” and “Equity Arbitrage/Pair Trading”, it is time to focus on learning both futures and options trading. Get more details here:
https://quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business/

This new Phase that will be taught is a 24-week section which covers many fundamental aspects of these asset classes. We will focus on examples as we mirror my favorite UC Davis course that focuses on fundamental analysis. I also provide both C++ and Python coding samples throughout this course. The main idea of these presentations is to learn further on these topics outside of the course material. Our topic for this day is:
Options Future Equation class library with Test Client A couple of notes: I will not be teaching content live anymore after this as I move into an analytics service in a few months.

You also need to be a Quant Elite member to attend this. Signup here:

http://quantlabs.net/mkt/quant-elite/

If you are a Quant Elite member, please preview the UC Davis video to become acquainted with the topic being presented. Login into the “Python C++ Algo Indie Trading Business Course Futures Options Algos” dashboard with in the membership.

Options Future Equation class library with Test Client

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Demo update of C++ Intel TBB Redis Client on Mac OSX

Demo update of C++ Intel TBB Redis Client on Mac OSX

This is very fluid as nothing is final but I got these 2 libraries working

https://www.threadingbuildingblocks.org/download

https://github.com/Cylix/cpp_redis/blob/master/examples/redis_client.cpp

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Working demo of Redis C++ r3c client in Ubuntu Linux

Working demo of Redis C++ r3c client in Ubuntu Linux

What an SOB this was to set up!  A video demo below shows how to really work it

In conjunction with these

Working Redis C++ Client finally

Latest C++ updates for Mac OSX for HFT backend

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Working Redis C++ Client finally


Working Redis C++ Client finally

For Max OSX install use hiredis but is in C

Brew install hiredis

This seems to work fine for C++

https://github.com/eyjian/r3c

 

Start redis-server

./r3c_test 127.0.0.1:6379

make all

make clean

run with ./r3c_test 127.0.0.1:6379

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How to have DotNET CSharp client call Matlab script

How to have DotNET CSharp client call Matlab script

Links are below for lessons mentioned in video

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C# Source code:

//mathworks.com/help/matlab/matlab_external/call-matlab-function-from-c-client.html
//add MLApp.dll with stackoverflow.com/questions/9780805/where-is-matlab-application-type-library
//or use how-i-fixed-it.blogspot.ca/2013/05/matlab-application-type-library-mlapp.html
//How-i-fixed-it:
//1. Open a windows command prompt as administrator
//2. Navigate to your Matlab installation directory\bin
//3. matlab.exe /register
//4. In the matlab command windows enter: !matlab -regserver
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace CSharpCallMatlab
{
class Program
{
static void Main(string[] args)
{

// Create the MATLAB instance
MLApp.MLApp matlab = new MLApp.MLApp();

// Change to the directory where the function is located
matlab.Execute(@”cd C:\Users\Bryan\Documents\MATLAB\csharp”);

// Define the output
object result = null;

// Call the MATLAB function myfunc
matlab.Feval(“myfunc”, 2, out result, 3.14, 42.0, “world”);

// Display result
object[] res = result as object[];

Console.WriteLine(res[0]);
Console.WriteLine(res[1]);
Console.ReadLine();
}
}
}

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Let’s hack the Interactive Brokers API Java Test Client

Let’s hack the Interactive Brokers API  Java Test Client

Me thinks it is easier to hack the IB Java Test Client as the message queueing with Redis is a real mess to manage. I think test client might be a smarter approach since it works, better documentation, and out of box.

https://www.interactivebrokers.com/en/software/api/api.htm

https://www.interactivebrokers.ca/download/JavaAPIGettingStarted.pdf

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