0 registered members (),
1,209
guests, and 0
spiders. |
Key:
Admin,
Global Mod,
Mod
|
|
|
Blog post: Reading an HTTP Stream Using C++ Boost Beast
#475621
12/28/18 21:32
12/28/18 21:32
|
Joined: Feb 2017
Posts: 1,731 Chicago
AndrewAMD
OP
Serious User
|
OP
Serious User
Joined: Feb 2017
Posts: 1,731
Chicago
|
I made a blog post for you broker plugin programmers out there. (Are shameless plugs allowed?) In many (most?) cases, a simple call-and-response model is fine for a REST API plugin. But what if you have many assets to track and your broker has a nasty rate limit? Or what if you have highly leveraged positions and every last tick counts? What if there's a high likelihood of a flash crash for your assets? If any of these are true, you should consider streaming the data. Just some food for thought. https://www.vitaltrades.com/2018/12/28/reading-an-http-stream-using-c-boost-beast/In this blog post, I stream from the Oanda API in demo mode. Enjoy!
|
|
|
Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast
[Re: firecrest]
#475650
12/31/18 12:34
12/31/18 12:34
|
Joined: Jul 2000
Posts: 27,987 Frankfurt
jcl
Chief Engineer
|
Chief Engineer
Joined: Jul 2000
Posts: 27,987
Frankfurt
|
|
|
|
Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast
[Re: Brax]
#475692
01/03/19 22:06
01/03/19 22:06
|
Joined: Feb 2017
Posts: 1,731 Chicago
AndrewAMD
OP
Serious User
|
OP
Serious User
Joined: Feb 2017
Posts: 1,731
Chicago
|
Interesting content Andrew.
I suppouse you'd already thought about it, but i will say it: Put a subscription mechanism so we can follow your posts.
Looking forward for more content.
Bye. Subscribe button is up! I also put up an RSS feed link. Nice blog. I like it. If there are any new posts. Do let me know Thank you!
|
|
|
Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast
[Re: AndrewAMD]
#475728
01/05/19 16:14
01/05/19 16:14
|
Joined: Feb 2015
Posts: 652 Milano, Italy
MatPed
User
|
User
Joined: Feb 2015
Posts: 652
Milano, Italy
|
Hi AndrewAMD, I am an average programmer. I can code my trading ideas, but I have never tried to work with api or interfaces. I would like to interface Zorro with the rest API of Darwinex, now in beta Test. Where do you think wshould I start? I mean learning path or any other ideas.
Thank you
Last edited by MatPed; 01/06/19 11:34.
|
|
|
Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast
[Re: AndrewAMD]
#475730
01/05/19 16:27
01/05/19 16:27
|
Joined: Aug 2017
Posts: 102 Spain
Brax
Member
|
Member
Joined: Aug 2017
Posts: 102
Spain
|
Subscribe button is up! I also put up an RSS feed link.
Cool! --- In my case, i am quite interested in system design in general. That is, how to properly design and code a robust and reliable system. Machine learning applied to trading is another must topic.
|
|
|
Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast
[Re: MatPed]
#475731
01/05/19 16:29
01/05/19 16:29
|
Joined: Aug 2017
Posts: 102 Spain
Brax
Member
|
Member
Joined: Aug 2017
Posts: 102
Spain
|
Hi AndrewAMD, I am an average programmer. I can code my trading ideas, but I have never tried to work with api or interfaces. I would like to interface Zorro with the rest API of Darwinex, now in beta Test. Where do you think wshould I start? I mean learning pasth or any other idea.
Thank you Very good point, i really would like to see a post about this topic. It would be very educational.
|
|
|
Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast
[Re: Brax]
#475778
01/07/19 19:15
01/07/19 19:15
|
Joined: Feb 2017
Posts: 1,731 Chicago
AndrewAMD
OP
Serious User
|
OP
Serious User
Joined: Feb 2017
Posts: 1,731
Chicago
|
Hi AndrewAMD, I am an average programmer. I can code my trading ideas, but I have never tried to work with api or interfaces. I would like to interface Zorro with the rest API of Darwinex, now in beta Test. Where do you think wshould I start? I mean learning path or any other ideas.
Thank you I suppose I can write about making a darwinex plugin, and then I can share my code. But there is some fundamental knowledge that needs to be understood: 1) How to write a DLL for Windows. 2) How to get this DLL to work nicely with Zorro. 3) How to use Zorro's handy http functions with a REST API. 4) How to import these functions using the plugin interface. 5) And then how to write a plugin. Maybe cover Darwinex as an example. Well, you can look up most of these things, but I suppose it doesn't hurt to write a mini-series and get some bonus traffic on my site. Does that sound good? In my case, i am quite interested in system design in general. That is, how to properly design and code a robust and reliable system.
Machine learning applied to trading is another must topic. I'll add these to my maybe list. I'll need to come up with some ideas.
|
|
|
Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast
[Re: AndrewAMD]
#475793
01/08/19 10:04
01/08/19 10:04
|
Joined: Feb 2015
Posts: 652 Milano, Italy
MatPed
User
|
User
Joined: Feb 2015
Posts: 652
Milano, Italy
|
Hi Andrew, thank you for your interest in looking into the knowledge transfer process to develop the Darwinex API plugin. I am aware that develop a broker plugin is not an easy task. The idea behind the need of the plugin is to generate a TS based on Markowitz/Dual Momentum Strategy using selected Darwins.unfortunately due to the specific nature of the Darwin assets this is plugin is, basically a must, because the EOD quota are not available anywhere else. There are several Zorro traders active on Darwinex and I will be more than happy to share in the DW Community the link at your website in order to generate as much as traffic is possible. This is the link to the API testing section https://community.darwinex.com/t/darwin-api-beta-testers-wanted/4566Ciao
|
|
|
|