algo trading system design question

R

rca420

Hi all,

I've been trading the e-minis for quite some time now and would like to automate my strategy by using IB's API. I have some programming knowledge in Java, and my question is to those who have wrote their custom trading system. How is your system is designed in terms OOP? Like how is it broken down in piece? Do you have a Order Management Class etc. I hope my question is clear. Thanks in advance!
 
I have been playing around with Java as well and it's made a good choice. Yes, I would recommend object-oriented programming for this project. Just try to make it as modular as possible. Start with building a class to store / load the data.
 
Quote from rca420:

Hi all,

I've been trading the e-minis for quite some time now and would like to automate my strategy by using IB's API. I have some programming knowledge in Java, and my question is to those who have wrote their custom trading system. How is your system is designed in terms OOP? Like how is it broken down in piece? Do you have a Order Management Class etc. I hope my question is clear. Thanks in advance!
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Pretty much, you need a class for everything + extensive use of multi-threading.

The API might already have functions for order management so don't try to reinvent the wheel unless it's necessary.
 
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