GoIB
cempaka
| GoIB | cempaka | |
|---|---|---|
| 1 | 1 | |
| 384 | 3 | |
| -0.3% | - | |
| 0.0 | 2.9 | |
| over 2 years ago | 11 months ago | |
| Go | Java | |
| - | GNU Affero General Public License v3.0 |
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GoIB
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Algorithmic Trading with Go
Yeah, I ended up taking https://github.com/gofinance/ib and wrote my own wrapper. This took a long time but has been stable since. I'm basically only doing buy lmt, sell lmt, cancel, and updates orders though. So, the logic is pretty simple. Catching all the return messages and structuring them correctly took tons of debugging, trail, and error. Basically, mapping the messages into the correct orders.
cempaka
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Algorithmic Trading with Go
While I was laid off and looking for work, I connected with a cryptocurrency market making firm that had access to a private broker feed which is not attached to any matching, so would occasionally go crossed and offer a pure arb opportunity for the same pairs. I had done some algo trading with Java in Kospi 200 options in 2011-2012 so I decided to put together a simple bot for them to try and grab the crossed markets when they occur. Even an incredibly simple trade like this requires quite a lot of work to get the risk management in place. I also took it as a chance to catch up on new Java features since I had been out of that ecosystem for awhile.
It did successfully grab the arbs but there wasn't enough juice to justify more work on it and I got a job in the meantime, so I open sourced the whole thing: https://github.com/abissell/cempaka
What are some alternatives?
gobacktest - event-driven backtesting framework written in golang
intelligent-trading-bot - Intelligent Trading Bot: Automatically generating signals and trading based on machine learning and feature engineering
banking - Banking library written in Go.
quokka - Making data lake work for time series
accounting - money and currency formatting for golang
go-talib - A pure Go port of TA-Lib (http://ta-lib.org)
ofxgo - Golang library for querying and parsing OFX
go-finance - :warning: Deprecrated in favor of https://github.com/piquette/finance-go
Golang Crypto Trading Bot - A golang implementation of a console-based trading bot for cryptocurrency exchanges
vat - Go package for dealing with EU VAT. Does VAT number validation & rates retrieval.
decimal - Arbitrary-precision fixed-point decimal numbers in Go
https://github.com/alpeb/go-finance - Go library containing a collection of financial functions for time value of money (annuities), cash flow, interest rate conversions, bonds and depreciation calculations.