{"repo":"rburkholder/trade-frame","free":true,"listed":false,"github":"https://github.com/rburkholder/trade-frame","clone":"git clone https://github.com/rburkholder/trade-frame.git","description":"C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.","language":"C++","stars":673,"topics":["market-data","iqfeed","trading","hdf5","options","tws-api","greeks","option-pricing","options-trading","trading-platform"],"license":null,"category":"trading","readme_excerpt":"trade-frame Introduction This is a: library of functions to sink market data, organize time series, build indicators, author algorithms, and issue orders to a broker for high-capacity, low-latency trading applications collection of projects using the libraries to carry out various manual & automated trading scenarios A primary goal of this solution is to provide a means of tracking an Option Combo Order through the birth to death life-cycle. It is easy to enter into a option combo with Interactive Brokers with their user interface, but there does not seem to be an effective way to keep the legs grouped for tracking overall profit/loss. This library provides a means of a with a . Positions can be grouped together to form . Portfolios representing Combos can be grouped together to represent the overall profit/loss of a trading Portfolio. Positions are composed of a class to record bid/ask/tick of . inherit from the Watch class to provide , which are computed in real time with an . A Simulation Interface is provided for testing strategies off-line. The simulator will accept Orders of type Market and Limit assuming bid/ask data has been captured from the exchange during a live session. A 50ms - 100ms delay queue has been implemented to better simulate round-trip and slippage effects of order submission. Example Picture from the ComboTrading project showing an instrument list, with a chart for one of the listed instruments. Bid, ask, spread, and greeks are charted for the option (","default_branch":null,"files":null,"tree":[],"storefront":"/r/rburkholder","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/rburkholder/trade-frame/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}