[Savannah-register-public] [task #3999] Submission of C trader interface to TWS

[Sivaram Gowkanapalli]

URL:
  <http://savannah.gnu.org/task/?func=detailitem&item_id=3999>

                 Summary: Submission of C trader interface to TWS
                 Project: Savannah Administration
            Submitted by: siva
            Submitted on: Tue 04/12/2005 at 10:41
         Should Start On: Tue 04/12/2005 at 00:00
   Should be Finished on: Fri 04/22/2005 at 00:00
                Category: Project Approval
                Priority: 5 - Normal
                  Status: None
                 Privacy: Public
        Percent Complete: 0%
             Assigned to: None
             Open/Closed: Open
                  Effort: 0.00

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Details:


Site Admin. Approval/Edition URL:
 <https://savannah.gnu.org/admin/groupedit.php?group_id=7506>


###### ORIGINAL SUBMISSION DETAILS ######

System Group Name:
-----------------
  c-ibtws


Full Name:
----------
  C trader interface to TWS
  

Type:
-----
  GNU Software Project


License:
-------- 
  GNU General Public License V2 or later


Other License: 
--------------
  


Description:
------------
  TWS C Program:

OS: Debian
Languages / other software used: C (gcc), Lemon, Re2c, make

Input: Trading strategy (file)

Processing:

1. Read the strategy (buy / sell securities) from the file. 
       Uses re2c scanner and lemon parser for reading the strategy file
       A strategy is a binomial tree to nth level
       Example: buy 100 of msft if price reaches 100
                after buying 100 msft, sell 10 msft, if price reaches 40

2. Connect to one / multiple IB instances on specified ports
3. Read data from the socket connected to IB after requesting market data
4. Scan data using re2c
5. Parse data using lemon ( shift-reduce parsing )
6. Place trades based on the strategy

This is a working program. I use it  for my trading purposes. 

I want to make this program available to the public domain as free software
for:
1. Obtain feedback on better ways to do what it does
2. As it has been for my own purposes, the program has not yet been organized
or packaged in a professional manner.
3. I have spent a couple of months developing this and it would be good if it
does prove helpful.
4. All the current API software either use JAVA or MFC or ActiveX.
On linux, a JAVA API exists but not a C program.

Unfortunately, I do not have a website for this program.

I can send the program by email for review.



Other Software Required:
------------------------
  lemon
re2c
gcc
make




Other Comments:
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