Comments (2)
Hey Paul! Wow, I'm really glad you find this idea interesting and are contributing to its refinement. I'll check your changes in detail in the following days and merge them back if you don't mind.
However, I'll keep the Trend Trading Strategy because it's an important example for understanding the core idea behind the concept.
from ibkrfacade.
Hi Mihaly, I am using IBKR facade as a library for my algo trading bot. Therefore I have not commited the skeleton, the initialise data etc. Therefore this branch does not run and can't be tested as is. I can add these artifacts after you have had a look. Again; I don't use ContractDetails nor ContractSamples. I use a SimpleContract redis-om json object :
import com.ib.client.Contract;
@DaTa
@builder
@document
public class SimpleContract {
@id
@indexed
private String id; // ULID
@nonnull
@indexed
private Integer conid;
@nonnull
@indexed
private String symbol; // ("EUR");
@nonnull
@indexed
private Types.SecType secType; // e.g "CFD";
@nonnull
@indexed
private String currency;
private String exchange;
public Contract toContract() {
Contract con = new Contract();
con.secType(this.secType.toString());
con.symbol(this.symbol);
con.currency(this.currency);
con.exchange(this.exchange);
return con;
}
}
I can place this in IBKR facade together with Option which makes sense IMHO
So an Option Contract becomes ....
public class SimpleContract {
@id
@indexed
private String id; // ULID
@nonnull
@indexed
private Integer conid;
private Option option
...
}
JSON allows for contained objects
from ibkrfacade.
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