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Simple API for Pair Trading in Interactive Brokers - repost

Need to build in a very cost-efficient a simple program that:

- takes about 5-6 key inputs, including two stock tickers, number of seconds to track (S), number of std dev to trigger or stop a trade, position size (ideally, should have the last inputs as default)

- Needs to connect to an Interactive Brokers (IB) account through API (can use IB Gateway or IB TWS)

- starts tracking real-time data for two stocks when turned on or at 9:30am EST if on and downloads price every second keeping track of the last S data points (typically 1000), the rest can be dropped

- every second it will make a couple of calculations on the two pricing arrays including simple math and standard deviations and with the most current data point, a simple calculation will trigger a Short/Long trade

- when there is a Short/Long new position triggered, it needs to place that order for IB to execute immediately

- it should continually track the IB portfolio to know if the orders were fulfilled or not

- once positions in place, needs to continue tracking the stocks each second

- if the last data points, after a simple calculation go over or below a threshold, this should trigger immediate orders to close both the long and short positions

- once the portfolio shows that both positions are gone, it continues tracking the calculations of the open arrays and wait for another open position trigger

- at 3:30pm EST, it should close any open positions and stop working (ideally the start time and close time could be user inputs)

- There should be a couple of minor security checks in the code to validate that data downloaded is recent enough and other little things, additionally, there needs to be a log with actions and execution results (nothing fancy)

- The UI should allow for inputs and view of positions and a few other data points (it can be ugly as long as it works and is efficient)

- I will be flexible on programming language, UI style, etc... based on your experience and options to make this time/cost efficient (expecting this should take 20 hrs to build max - but can't say - all very simple)

Ideally, you would have already worked with IB APIs so you know how to connect, download data, submit orders, through their API sockets ([url removed, login to view])

Really hope you can help - I will pay based on the bids - however, once this is done and if the strategy pays off, I promise to provide an additional bonus.

Evner: C++ Programmering, Java, Visual Basic

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Om arbejdsgiveren:
( 0 bedømmelser ) Latina, Italy

Projekt ID: #4095177

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I have experience in this kind of projects. I have worked with IB API previously. Furthermore I am an economist trained in finance which will make it easier to understand the underlying concepts.

€200 EUR in 7 dage
(0 bedømmelser)

5 freelancers are bidding on average €210 for this job


Hi, I am ready to work for this. Regards, Kalpesh

€250 EUR in 30 dage
(3 bedømmelser)

Hello, have for Forex Traders programing

€199 EUR in 30 dage
(0 bedømmelser)

We can provide you complete work with facility that you can pay as we work and can provide you real time communication about the project too please check your message in detail for more information

€150 EUR in 3 dage
(0 bedømmelser)

We have experience in developing IB API.

€250 EUR in 10 dage
(1 bedømmelse)