Brokerage API Automated Trading and Market Data Tools
Multiple individual investors
Delivered automated trading programs to individual investors that receive real-time quotes through multiple brokerage and exchange APIs and place orders when conditions are met.
- Deliverables
- Desktop programTrading engineNotification integration
- Tech
- C++ / MFCPythonPySide6Brokerage Open API
Problem
Each investor used a different brokerage and different trading rules. Watching screens during market hours to check conditions and place orders by hand had its limits.
Constraints
- Many brokerage APIs are 32-bit only, which makes them hard to use alongside modern 64-bit environments.
- Requests are rejected once per-second or per-hour query limits are exceeded, so call rates had to be controlled.
- Holdings and order status must stay consistent even if the program shuts down unexpectedly.
Solution
- 1
The 32-bit APIs run in a separate process that communicates with the main program.
- 2
Query requests are paced by a timer, and when a limit is exceeded the program waits and retries.
- 3
Trading state is saved with checksums and backups, and on restart quantities are reconciled against the actual account balance.
- 4
One grid trading engine was reused for US stocks, Korean stocks and cryptocurrency.
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