What it does

How I built it

Challenges I ran into

Accomplishments that I'm proud of

What I learnedDCap is a library build on top of the IB POSIX C++ library inheriting TwsApiC++ library that makes programming with the IB api more easy and more robust. The purpose of this library is to allow people to trade on the security markets by writing their own strategy/logic. Adding multiple strategies is easy since one can create one thread corresponding to each of them.

It uses TWSApiC++:

it exposes only the 'trading functionality' available in directory Shared hides all other non-trading functionality (i.e. sockets) and resolves these issues in a safe and robust way and protects the programmer from hard to discover pitfalls hidden in the IB code. See the wiki history page for a more detailed description and why it was created. It will be true for the upcoming version 9.72 as well. TwsApiC++ is availble freely since 2008 in Yahoo's Interactive Brokers TWS APIDiscussion Groups. Versions 9.71 and up will be available only via this Github.

TwsApiC++ is a ‘closed’ library on purpose. This means you cannot derive from its EClient (EClientL0) class and overwrites its methods and by accident break its inner workings. That guarantees the library is robust, solid. And why would you? Your trading system uses the EClient to achieve it's goal and is not an EClient. So use it as a member of your trading class.

What's next for DCap

Built With

Share this project: