Comments on: Trading with REST

By: jcl

jcl — Wed, 08 Mar 2023 09:10:19 +0000

The Binance Futures plugin does not use REST, but a websocket interface for streaming data. This is theoretically a better solution and should work with 66 assets. Unfortunately their websocket server is a bit less stable than it should be, but the current Zorro beta version has a workaround for that.

By: Juerg

Juerg — Wed, 08 Mar 2023 07:05:11 +0000

Hi JCL,

how difficult is to re-implement the above described plugin functions for Binance Futures in a way that the plugin simply works for a portfolio of 66 assets/coins (https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=487287#Post487287)?

By: jcl

jcl — Sun, 13 Nov 2022 09:47:15 +0000

dataParseJSON is for straight price data only. Your example looks like order book data. There is no high level function for order book data, so you’ll need to parse the values separately with strvar.

By: Jared

Jared — Sat, 12 Nov 2022 14:51:43 +0000

Hi jcl,

thank you for the very informative article!

You mention about JSON parsers – are there any examples how to use dataParseJSON / dataParseString to parse JSON files?
As an example – say I would like to parse this simple string and save it into T2 file:
{
“lastUpdateId”:27447192609,
“bids”:[[“16875.25000000″,”0.10063000”],[“16875.21000000″,”0.02025000”],[“16875.19000000″,”0.11852000”]],
“asks”:[[“16875.69000000″,”0.68407000”],[“16875.91000000″,”0.01481000”],[“16876.34000000″,”0.00655000”]]
}
What would be the steps?

By: Andrew Dolder

Andrew Dolder — Thu, 03 Nov 2022 18:27:30 +0000

Oh wow, you’re right, left-to-right order of evaluation (and skipping the second if not needed) is in fact standard. Useful!

By: jcl

jcl — Thu, 03 Nov 2022 09:25:14 +0000

It will survive a null pointer and is not compiler dependent, with one exception. It won’t work with the lite-C compiler. In lite-C, it would be if(Method) if(*Method) …

By: Andrew Dolder

Andrew Dolder — Wed, 02 Nov 2022 22:00:33 +0000

if(Method && *Method)
Does this have the potential to dereference a null pointer at *Method? Is this compiler-dependent behavior?

By: jcl

jcl — Sat, 22 Oct 2022 10:33:58 +0000

Yes. I found the Bittrex authentication already a bit exaggerated, but there are far worse solutions around where 90% of code is authentication and 10% is for trading.

By: Andrew Dolder

Andrew Dolder — Thu, 20 Oct 2022 20:39:25 +0000

This plugin can be lean because 1) it only uses REST, and 2) the plugin now has access to all Zorro functions via pointer array, so it can use included JSON parsers and the new hmac function.
Unfortunately, when complications arise, you have to throw more libraries at the solution. Usually, it’s websockets or HTTP chunk streaming over TLS. Once I had to integrate an HTTP localhost server into a plugin: a user logs in to a heavily authenticated web portal (verify it’s you, etc), and then the key gets forwarded to the localhost server.

By: jcl

jcl — Tue, 18 Oct 2022 18:30:03 +0000

Yes, IB is in fact working on a REST API: https://www.interactivebrokers.com/api/doc.html. But from what I’ve heard, its in a relatively early state and is thus not yet really recommended.