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Developing a Desktop Algorithmic Trading Tool

The customer needed a complex algorithmic trading tool to be written in C++ for executing trades through the Interactive Brokers Gateway API. The tool should perform proprietary mathematical and if-then-else logic functions that are managed through a graphic user interface.

Client

The client is a privately-funded proprietary trading firm managing the supply and distribution chains of several products that are offered for sale to market vendors in North America, Europe, and Asia/Pacific.

The Challenge

The customer needed a complex algorithmic trading tool to be written in C++ for executing trades through the Interactive Brokers Gateway API. The tool should perform proprietary mathematical and if-then-else logic functions that are managed through a graphic user interface. The tool should also support automatic broadcast notifications through emails and text messages. Paper-trading with appropriate logging abilities has to be supported as well.

First Line’s Solution

First Line’s team of software developers and QA engineers developed, tested and fine-tuned newly created algorithmic application with the use of Interactive Brokers API. First Line provided full-cycle implementation and QA, based on the TDD (Test Driven Development) approach and using XP (eXtreme Programming) practices.

Results

The trading application was successfully delivered and installed into the customer’s virtual cloud environment.

Technologies & Tools

Technologies & Tools: MFC, ODBC
Programing Languages: C++

Asset Classes: Stocks, Futures

Frameworks & Protocols: Interactive Brokers API (IB API)

Integrations: IB Trader Workstation (TWS)

About Us

First Line Software is a premier provider of custom software development, technology enablement services and value-add consulting in big data engineering, digitalization, intellectual integration, industrial Internet, and IoT, digital media and marketing, and enterprise content management as well as healthcare IT.

Headquartered in the US, First Line employs 500+ staff globally. First Line team and company culture is centered around subject matter expertise, technical excellence, consulting capabilities and proven methodologies, with a strong focus on Agile and Intellectual Integration.

The company has been recognized with multiple annual rankings and awards by the International Association of Outsourcing Professionals (IAOP), Global Services, CorporateLiveWire, Insights Success and CNews. We were the first to be awarded the Scrum Capability Medallion by Scrum, Inc. Most recently, research firm Gartner included FirstLine in their first ever Market Guide for Technology Integrators (2014) and the Cool Vendor in Applications Services 2015 Report. We are active members in Object Management Group and Industrial Internet Consortium. FLS is also an EPiServer Premium Solutions Partner.