taskSavannah Administration - Tasks: task #3999, Submission of C trader interface...

 
 

task #3999: Submission of C trader interface to TWS

Submitter:  siva <siva>
Submitted:  Tue 12 Apr 2005 10:41:20 AM UTC
   
 
Should Start On:  Tue 12 Apr 2005 12:00:00 AM UTC Should be Finished on:  Fri 22 Apr 2005 12:00:00 AM UTC
Category:  Project Approval Priority:  * 5 - Normal
Status:  Cancelled Privacy:  Public
Assigned to:  Beuc Open/Closed:  Closed
* Mandatory Fields

Add a New Comment Rich Markup
   

Jump to the original submission

Wed 25 May 2005 09:34:57 PM UTC, comment #13: 

Ok, I close the submission then. Please resubmit it mid-june - it will be easier that way.

Remember to add the copyright and license notices as described earlier in this when you do.

Sylvain Beucler <Beuc>
Mon 23 May 2005 07:56:15 PM UTC, comment #12: 

Hello Sylvain,

This is what I have done.

1. Removed my brokerage account information (changed to "U111111" - a dummy account)

2. used GNU autotoolset to build the package

3. Added some other files that are used by the build process

I am off till June 12th due to a personal emergency. I will not be available by email.

Please excuse my delays in responding to any further queries that you might have.

Thanks

Siva

siva <siva>
Sun 22 May 2005 10:28:59 PM UTC, comment #11: 

Hi,

Are you sure you attached the right tarball? The changes are not related to our discussion:

diff -r ib1/main.c ibtws_c_trader/src/main.c
26c26
<   strcpy(dataptr[0].account, "U174104"); /* reddy186 */
---

>   strcpy(dataptr[0].account, "U111111"); /* ib user account 1 */

28c28
<   strcpy(dataptr[1].account, "U181852"); /* reddy849 */
---

>   strcpy(dataptr[1].account, "U222222"); /* ib user account 2 */

diff -r ib1/main.h ibtws_c_trader/src/main.h
14c14,16
< /* tried to redefine the tokens that lemon uses to custom ones and it will not work. It appears that the positions of the tokens is matched with their numbers */
---

> /* tried to redefine the tokens that lemon uses to custom ones
>  * and it will not work. It appears that the positions of the
tokens is matched with their numbers /

diff -r ib1/stgp.y ibtws_c_trader/src/stgp.y
103c103
<                     if ( 0 != strcmp( B.value, "U174104" ) && 0 != strcmp( B.value,"U181852")) {
---

>                     if ( 0 != strcmp( B.value, "U11111" ) && 0 != strcmp( B.value,"U22222")) {


Sylvain Beucler <Beuc>
Thu 19 May 2005 09:08:52 PM UTC, comment #10: 

Hello Sylvain,

I have attached the modified tar file with your suggested modifications.

Please let me know your thoughts.

Thanks
Siva

siva <siva>
Tue 10 May 2005 07:18:11 PM UTC, comment #9: 

Ok, I postpone the "timeout" until the 20th of May :)

Sylvain Beucler <Beuc>
Tue 10 May 2005 12:45:53 PM UTC, comment #8: 

Hello Sylvain,

I have been travelling and this has taken a backburner. I will try to finish this by the 20th of May.

Would that be ok with you or if not, then I can do the re-registering process once I get through the task then?

Thanks
Siva

siva <siva>
Fri 06 May 2005 09:08:54 PM UTC, comment #7: 

Hi,

I am waiting for an answer from you.

If within one week I still do not get a reply, I will remove your project. You will still be able to register it again once you have the time to deal with the registration issues.

Are you still willing to host your project at Savannah? If not, please tell us - we don't bite, and it will make us gain time.

Regards.

Sylvain Beucler <Beuc>
Wed 27 Apr 2005 08:15:07 AM UTC, comment #6: 

Hello Sylvain,

I understand and will send you the updated tar ball with the copyright information.

Thanks
Siva

siva <siva>
Tue 26 Apr 2005 08:04:28 PM UTC, comment #5: 

Hi,

First, please note that this is not the GNU Evaluation.
This is the Savannah evaluation, to check whether your project complies with the Savannah hosting rules (a subset of the GNU Evaluation policies), and get a place to host your project. If you are approved at Savannah then we usually approve your project as non-GNU and forward your submission to the GNU Eval team.

If you do not want to host your project here, but want to have your project evaluated by the GNU Eval team, then you only need to write to gnueval-input@gnu.org.

Can you clarify this point?


Anyway, in order to release your project properly and unambiguously under the GPL, please place copyright notices and permission-to-copy statements at the beginning of every file of source code.

In addition, if you haven't already, please include a copy of the plain text version of the GPL, available from http://www.gnu.org/licenses/gpl.txt, into a file named "COPYING".

For more information, see http://www.gnu.org/licenses/gpl-howto.html.

The GPL FAQ explains why these procedures must be followed.  To learn why a copy of the GPL must be included with every copy of the code, for example, see http://www.gnu.org/licenses/gpl-faq.html#WhyMustIInclude.

Please send me an updated tarball if you are willing to do these changes.

Sylvain Beucler <Beuc>
Tue 26 Apr 2005 02:59:52 PM UTC, comment #4: 

I am attaching the program which comprises the following files:

ib.c, main.c, main.h, common.c, ibl.re, ibp.y, stgl.re, stgp.y, Makefile

lempar.c: This is a template file used by lemon that I have customised

I use re2c that builds .c files from .re files. There is a script called cleanup that comes with it that cleans up the .c output files.

close_windows.c: When a user tries to connect to IB, a confirmation message pops up. This program closes the confirmation window

Again, this is my first submission to gnu and this is a program that I had written for my own purposes. So, there might be a lot of beautification and repackaging effort involved to make it gnu's. I am willing to undertake that effort.

Thanks

Siva


siva <siva>
Tue 26 Apr 2005 02:48:45 PM UTC, comment #3: 

Hello Sylvain,

I had sent the email with source code but from your email something went wrong in-between andwouldlike to apologise for that mixup.

Please find the source code attached.

Thanks
Siva


siva <siva>
Sat 23 Apr 2005 10:45:00 AM UTC, comment #2: 

Hi,

I am waiting for an answer from you.

If within one week I still do not get a reply, I will remove your project. You will still be able to register it again once you have the time to deal with the registration issues.

Are you still willing to host your project at Savannah? If not, please tell us - we don't bite, and it will make us gain time.

Regards.

Sylvain Beucler <Beuc>
Wed 13 Apr 2005 07:33:45 PM UTC, comment #1: 

Hi,

I'm evaluating the project you submitted for approval in Savannah.

Note that "Linux" is just a kernel of a more complex system that we like to refer to as GNU/Linux, to emphasize the ideals of the Free Software movement.

For more information, see http://www.gnu.org/gnu/linux-and-gnu.html.


You can send me the source code by mail.


Sylvain Beucler <Beuc>
Tue 12 Apr 2005 10:41:20 AM UTC, original submission:  


Site Admin. Approval/Edition URL:
 <https://savannah.gnu.org/admin/groupedit.php?group_id=7506>


###### ORIGINAL SUBMISSION DETAILS ######

System Group Name:
-----------------
  c-ibtws


Full Name:
----------
  C trader interface to TWS


Type:
-----
  GNU Software Project


License:
--------
  GNU General Public License V2 or later


Other License:
--------------



Description:
------------
  TWS C Program:

OS: Debian
Languages / other software used: C (gcc), Lemon, Re2c, make

Input: Trading strategy (file)

Processing:

1. Read the strategy (buy / sell securities) from the file.
       Uses re2c scanner and lemon parser for reading the strategy file
       A strategy is a binomial tree to nth level
       Example: buy 100 of msft if price reaches 100
                after buying 100 msft, sell 10 msft, if price reaches 40

2. Connect to one / multiple IB instances on specified ports
3. Read data from the socket connected to IB after requesting market data
4. Scan data using re2c
5. Parse data using lemon ( shift-reduce parsing )
6. Place trades based on the strategy

This is a working program. I use it  for my trading purposes.

I want to make this program available to the public domain as free software for:
1. Obtain feedback on better ways to do what it does
2. As it has been for my own purposes, the program has not yet been organized or packaged in a professional manner.
3. I have spent a couple of months developing this and it would be good if it does prove helpful.
4. All the current API software either use JAVA or MFC or ActiveX.
On linux, a JAVA API exists but not a C program.

Unfortunately, I do not have a website for this program.

I can send the program by email for review.



Other Software Required:
------------------------
  lemon
re2c
gcc
make




Other Comments:
---------------


#########################################

siva <siva>

 

(Note: upload size limit is set to 16384 kB, after insertion of the required escape characters.)

Attach Files:
   
   
Comment:
   

Attached Files
file #3615:  ibtws_c_trader.tar.bz2 added by siva (115KiB - application/octet-stream)
file #3597:  ib.tar.bz2 added by siva (32KiB - application/octet-stream - source code)

 

Depends on the following items: None found

Items that depend on this one: None found

 

CC list is empty

 

There are 0 votes so far. Votes easily highlight which items people would like to see resolved in priority, independently of the priority of the item set by tracker managers.

Only logged-in users can vote.

 

Follow 10 latest changes.

Date Changed by Updated Field Previous Value => Replaced by
2005-05-25 Beuc StatusWait reply Cancelled
    Open/ClosedOpen Closed
2005-05-22 Beuc StatusPostponed Wait reply
2005-05-19 siva Attached File- Added ibtws_c_trader.tar.bz2, #155
2005-05-10 Beuc StatusWait reply Postponed
2005-05-06 Beuc StatusNone Wait reply
2005-04-26 siva Carbon-Copy- Added beuc
2005-04-26 siva Attached File- Added ib.tar.bz2, #138
    Carbon-Copy- Added -email is unavailable-
2005-04-13 Beuc Assigned toNone Beuc

Back to the top

Powered by Savane 3.13-4448.
Corresponding source code