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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: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,718
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! laugh

Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast [Re: AndrewAMD] #475625
12/29/18 18:03
12/29/18 18:03
Joined: Aug 2017
Posts: 102
Spain
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Brax Offline
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Posts: 102
Spain
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.

Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast [Re: Brax] #475636
12/30/18 12:33
12/30/18 12:33
Joined: Dec 2016
Posts: 71
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firecrest Offline
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Posts: 71
Nice blog. I like it. If there are any new posts. Do let me know

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: 27,977
Frankfurt
jcl Offline

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Good stuff!

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: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Chicago
Originally Posted By: brax
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.

Originally Posted By: firecrest
Nice blog. I like it. If there are any new posts. Do let me know

Originally Posted By: jcl
Good stuff!


Thank you! laugh

Re: Blog post: Reading an HTTP Stream Using C++ Boost Beast [Re: AndrewAMD] #475722
01/05/19 04:53
01/05/19 04:53
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 1,718
Chicago
I have a new blog post, it's a brief introduction to the DTC protocol.
https://www.vitaltrades.com/2019/01/04/an-introduction-to-the-dtc-protocol/

Let me know if there are any topics you’d like me to discuss. laugh

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
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MatPed Offline
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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
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Brax Offline
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Brax  Offline
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Joined: Aug 2017
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Spain
Originally Posted By: AndrewAMD

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
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Brax Offline
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Brax  Offline
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Joined: Aug 2017
Posts: 102
Spain
Originally Posted By: MatPed
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: 1,718
Chicago
AndrewAMD Online OP
Serious User
AndrewAMD  Online OP
Serious User

Joined: Feb 2017
Posts: 1,718
Chicago
Originally Posted By: MatPed
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? laugh

Originally Posted By: brax
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.

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