Coding for an API

discussion on brokers, order execution, order automation and everything broker-related

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blr121970
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Postby blr121970 » Mon Jul 10, 2006 7:58 pm

I took a look at their help file - not very impressed - looks like it was documented by a developer :D.
But I should be able to do it (for free - just as a contribution to this group - since I haven't contributed much).

If I understood the requirement correctly - you need a way to send the buy and sell orders to the FX broker from your TS strategies.

I will implement it as a TS extension DLL and you will have to call methods in it.

E.g: as I see it:

Code: Select all

If marketposition = 0 then begin
     if _Buy then   begin
         Buy this bar
         // Here call a method in the DLL to buy
        ...........
     end
     else if _Short then begin
         SellShort this bar;
         // Here call a method in the DLL to sell short
        ...........
     end;
end;


Is my understanding correct?

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eudamonia
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Postby eudamonia » Mon Jul 10, 2006 8:07 pm

Thank you, that's very generous.

Yes I believe your logic is correct. Is there any way that you can have it check to make sure that the TS strategies are synchronized with EFX's orders? Thanks.

Edward
Eudaimonia (pron.: you-die-moan-e-a) (Greek: εὐδαιμονία) is a classical Greek word commonly translated as 'happiness'. The less subjective "human flourishing" is often preferred as a translation.

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blr121970
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Postby blr121970 » Mon Jul 10, 2006 8:10 pm

You mean the orders are in sync? - yes I should be able to do it.

I shall throw an alert if they aren't.

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Postby eudamonia » Mon Jul 10, 2006 8:13 pm

That would work perfectly. Thanks.

Edward
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Postby Luke » Thu Jul 13, 2006 1:56 am

JPT wrote:Michal:

Any suggestions where we can get an article about C# for a dummy? I have the Delphi stuff but it seems that C# is going to be more popular. Do I just go buy a text book?

thanks
Jim


If you are unfamiliar with both c# and Delphi, I suggest you spend your time learning Delphi. Most of the programming skills you will need are pretty basic; it is more a matter of learning the NeoTicker object model. That is the same for all the languages so if you choose to switch later you can. Most people I know use Delphi but it is possible there is a small .Net group growing.

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Postby eudamonia » Thu Jul 13, 2006 5:26 pm

blr121970,

Pardon my ignorance but how complicated is putting this API functionality together? Just out of curiousity I contacted one of my programmers who quoted me about $10-15k to put this together and test it. Is this really that much work (100 hours +)? If so you are definately incredible!

Edward
Eudaimonia (pron.: you-die-moan-e-a) (Greek: εὐδαιμονία) is a classical Greek word commonly translated as 'happiness'. The less subjective "human flourishing" is often preferred as a translation.

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Postby blr121970 » Thu Jul 13, 2006 6:10 pm

Edward,

It will probably take me a week part time.
It is slighlty complicated because of the usage of MFC in their API and callbacks for statuses. I hate MFC.
If only they had kept it simple - it would be easier on me.
But they probably wanted automation and such (for supporting Excel, VB, etc).

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Postby eudamonia » Thu Jul 13, 2006 8:05 pm

Wow you're a lot faster than my hired gun. Still it sounds like a fair amount of programming. Thanks so much for your hard work.

Edward
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Postby michal.kreslik » Thu Jul 13, 2006 10:58 pm

Ed, one guy at the Yahoo MBT SDK support group suggested looking at:

http://www.tradebullet.com

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Postby eudamonia » Thu Jul 13, 2006 11:19 pm

Michal,

I can't believe I overlooked Tradebullet. Well I will definately check them out. Thank you.

Edward
Eudaimonia (pron.: you-die-moan-e-a) (Greek: εὐδαιμονία) is a classical Greek word commonly translated as 'happiness'. The less subjective "human flourishing" is often preferred as a translation.

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