Understood. Given JArbitrager hasn't been maintained, I'd prefer to focus on JBT. I've taken a closer look at the source to see how challenging it might be to implement. As is always the case, I'm sure it will be much more work than it initially appears, but it seems possible.
The market subscriptions and indicator side of things seems pretty straight forward, the more difficult part I imagine would be order management. I'm still trying to wrap my head around the execution flow for orders, but my my initial look it seems that at present, orders are synchronous between strategies. By that, I mean that if execution is currently pending for one strategy, then no other strategy can submit an order. Is my understanding correct on that? My end goal would be to be able to assign an arbitrary number of securities for each strategy, although given IB limitations, a maximum of three I guess, unless I added the ability to subscribe to top of the book data only, which require new indicator types etc. etc. I'll keep looking through the source, but any implementation advice on just the multiple security side of things would be greatly appreciated. ps. well done on the coding. Despite not having any diagrams or code docs, I've found it remarkably easy to follow the program logic and design. Quite a rarity for me when trying to understand someone else's code ;) -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To view this discussion on the web visit https://groups.google.com/d/msg/jbooktrader/-/nw7ZyvqklmkJ. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
