Post
Topic
Board Project Development
Re: FOSS Algo Trading Platform
by
TimOlson
on 04/06/2014, 06:26:51 UTC
Sounds like a very cool project. I'm working on java trading code, too and might be somewhat further in _some_ aspects, since I have a running bot for a couple of months. I might be willing to donate some code, if you can specify, where you need help. I'm also interested to share some code/development in some areas, where I'm not that far. Like a simple trading language to define loadable strategies. I wanted to use drools for that.

I like rules engines too, and have used Drools in the past, but for this application you really gotta check out Esper http://esper.codehaus.org/ which is at the core of Coin Trader.  Esper is like a rules engine for time series, and in combination with Coin Trader's schema, you can create all kinds of triggers and signals on market events:

@When(" select avg(price) from Trade.win:time(30 sec) where symbol='BTC.USD' ")
void averagePriceChanged( double avgPrice ) {
  if( avgPrice < triggerPrice )
    placeMarketOrder( Listings.BTC_USD, Side.BUY, 1.0 );
}

But it's still Java and Esper– not for beginners.  Our goal is to support machine-learning based trading, so anyone who could make strategy writing more accessible would give a lot of value to the project.  From an operational point of view also, a simple deployment / configuration language might make a lot of sense.  I'm not sure what you have built or want to build, but if you connect with me on github or LinkedIn or email me at shamme/gmail-com, I'd be glad to discuss it more discretely.