Following code doesn’t seem to work to Logon using FIX API. Getting "invalid credentials" from the exchange though same username and access key seem to work with REST API over websockets. Seems like issue with the definition of nonce. Here I am trying a basic example to try to Logon. string user = settings->get().getString("Username"); message.setField(Username(user)); ..
How to optimise the code as it becomes slow with a large dataset. I have an exchange simulation program that takes in market prices from a csv and then allows the user to place bids and offers for the products (currencies) that are up for trade, in OrderBook.cpp, I am looping in function getKnownProduct() for ..
I need help to optimise the code as it becomes slow with a large dataset. I have an exchange simulation program that takes in market prices from a csv and then allows the user to place bids and offers for the products (currencies) that are up for trade, in OrderBook.cpp, i was looping(function getKnownProducte()) in ..
I’ve made a trading bot that uses a c++ .exe for the backend (compute the predictions) and a python .exe for the the frontend (UI, placing trades, keeping track of trades, fetching market data, etc..). Currently I’m running it simply on my laptop, the backend only uses ~1mb process memory at any point, while the ..
Was wondering if someone could figure out a solution for the below virtual trailing stop. Just to caveat I am also very new to coding! The idea here is when a trade is opened, the Ask and Bid are used to stamp the highest high (TicketHighLow[i][3]) and lowest low made (TicketHighLow[i][2]) after OrderOpenTime. Once the ..
I am using a module called investpy, and numpy is a dependency of it. I tried running pip install investpy, which installed all of the dependencies (or so it says). However, when I try running import numpy or import investpy , I am faced with this error: Traceback (most recent call last): File "C:UserskakorOneDriveDesktopMLnumpy__init__.py", line ..
I’m trying to get historical data of forex contract (what doesn’t need any subscription) and get std::bad_alloc at m_pClient->reqHistoricalData(4001, contract, queryTime, "1 M", "1 day", "TRADES", 1, 1, false, TagValueListSPtr()); Here is the whole code: #include "stdafx.h" #include <Contract.h> #include <Order.h> #include <OrderState.h> #include <Execution.h> #include <CommissionReport.h> #include <ScannerSubscription.h> #include <executioncondition.h> #include <PriceCondition.h> #include <MarginCondition.h> ..
I wonder if there some way to use IBpy for canndlestick patterns. There are functions like "get historical data" etc but they dont return nothing and just output data to concole. I have a few algorithms I backtested in tradingviews Pine Script and they wotked very well so I decided to try to test it ..
I am new in C++. I am trying to run a code from stackoverflow https://github.com/Chudleyj/AlgoBot . When I run the code it crashes. Can anyone help me. Here is the code (IEX.cpp). Json::Value IEX::stats::historicalDaily(std::string date) { Json::Value jsonData; std::string url(IEX_ENDPOINT); std::locale loc; //For isdigit if(!date.empty()) { if(date.size() == 8) { url += "/stats/historical/daily?date="+date; IEX::sendGetRequest(jsonData, url); ..
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