Rithmic API for Python

IAS_LLC said:
Sorry, dropped the ball on that one. When I'm in front of my workstation, I'm writing code and/or trading...try not to be elite-tradering. Had a lot of other stuff going on.

In a nut shell. I just show account balances,margins, open/closed P&L , Open Orders w some pedigree info, and open positions. And have a button that closes all open orders, flattens all positions, and blocks any new positions from being taken. All using IPyWidgets...pain in the ass to style, but easy enough to just get the information up there as they work via callback functions.
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No worries. Initially it got too unwieldy because I tried to do it inside the notebook. Revisited the idea today and kept everything outside and made a somewhat non-trivial UI in an hour or so using the code I'd already created in Python.

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IAS_LLC said:
I'm a huge fan of everything having to do with R|API, but as you may know, it does not have support for Python which is a far more accessible language to many would-be algo traders.

I have created a Rithmic API wrapper for Python that I use everyday, and am considering making it available to others. But first, I want to gauge interest before I spend time cleaning it up and getting permissions from Rithmic.

Please chime in if your interested.

My original motivation for doing this was to enable FLEXIBLE real-time control over my trading systems. Most of my "algorithms" are running in pure C++, but I can control them via python which allows infinite flexibility and enables real-time free form data exploration. If what your're doing doesn't require a TON of number crunching, you can even do everything in python without issue. No C++ required. Even if it does require heavy number crunching... you can use Numba, which precompiles python into optimized machine code, and greatly improves performance, approaching pure C/C++ speeds. I typically do all of my trading from within a Juypter-Notebook. There is a lot more detail to be shared, but I will save that for later.


Please let me know if you're interested, or have any questions.
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Could I have access to it? I'm in the same situation. Atm, I think I'll be using the proto files
 
What is protoc? I'm built on the pure c++ API. The python and c++ are running in the same process space, no http, tcp, etc movement to get data to/from python
 
IAS_LLC said:
What is protoc? I'm built on the pure c++ API. The python and c++ are running in the same process space, no http, tcp, etc movement to get data to/from python
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Rithmic API uses Google's Protocol Buffers to transmit data (instead of JSON, XML, etc.). Protoc is a compiler uses to translate between Python codes and Protocol Buffers.
 
pers said:
Rithmic API uses Google's Protocol Buffers
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I don't believe this is true of the c++ API, it uses openssl to communicate with the outside world (I think)
Could you point you provide a reference?
 
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