[ANN] Clojure wrapper for the Interactive Brokers API

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Alexandre Almosni

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Apr 28, 2020, 5:00:46 PM4/28/20
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Hi,


It's a heavily refactored fork of an old project that was broken after IB updated their API.

In general I find Clojure well suited for algorithmic trading (not high frequency) - almost as good as Python for manipulating data, and (IMHO) much better at dealing with the passage of time and asynchronous events.

Would welcome code comments / bug fixes etc.

Matthew Downey

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Apr 28, 2020, 8:01:40 PM4/28/20
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Very cool, thanks for sharing! I'm curious, whats your workflow when connecting running IB's client? Is there an easy way to run this on a headless server? 

Alexandre Almosni

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Apr 29, 2020, 1:27:50 AM4/29/20
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Hi Matt,

I'm running on a Ubuntu server, with a GUI through VNC so I can have TWS running in the background as a sanity check. It works the same with the IB Gateway, which consumes a lot less resources than TWS. I believe it's possible to launch the gateway without any GUI at all, but haven't experimented.

Another difference is that TWS wants to log you out/in on a daily basis (at a time you specify) so this would need to be coded in your app. The gateway can run indefinitely.
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