Hello,
I have looked over several open source projects for automated trading with Interactive Brokers but I could use some help finding something. I don't need all the bells and whistles the couple of examples I have found have. I am looking for something as basic as possible to handle simple order management and logging.
Or perhaps you have a simple old codebase (that still works with current IB API) that is no longer in use that you'd part with for a modest price. I would also consider an elance project.
I am interested in an ATS shell that is commandline-only, can be written in Java or C#. I would like it to have code demonstrating the submission and tracking of order states (submitted, acknowledged, cancel submitted, canceled, partial fills, etc) and tracking of realtime L1 prices. I know from experience that this is a non-trivial part of programming an ATS and I'd like to speed up my development with a solid framework.
No sophisticated analytics are necessary - as I'm acquiring data and doing analytics with other software for theos that will determine order prices. So, this shell is just for the fine motor control/logic of managing orders.
Have any ideas or advice?
