I often build trading systems for users of Interactive Brokers. Rather than build the common utilities over and over, I have developed a small “toolbox” that contains what I often need. I have decided to make this toolbox available to the open source community (MIT licensed), in the hopes that others may decide to contribute.
This library has two main purposes:
- Provide simple interfaces for the simple things. This lessens the need to implement EWrapper functions that do not apply, but categorizes them for easy implementation.
- Provide a testing framework. Google Test is used to build tests, and a “Mock” connector mimics IB TWS to allow for building unit and integration tests. With little effort, you could even build backtests of strategies.
Please check it out. Feel free to add issues and pull requests. Enjoy!