I'd like to automate one of C2 systems without usage of TB.
The requirements are very simple:
There are three parts:
1. Load orders from a file. Transmit the orders by user request with notification of any errors.
2. Check account margin status. If the margin is less/equal specified level cancel all pending orders with DAY execution period that were previously transmitted by the app as fast as possible.
3. Configuration: TWS port/level or margin/time when the app should check the margin.
#1 and #2 are different in time execution and app might shutdown. It'll be great if transmitted orders ids will be safe in file for using in back up system.
Desirable, but not necessary interaction with C2 and notifications about fills of the system to C2
Input file is:
type of execution: BTO -buy,STC - sell, STO - short, BTC - cover
Type of order: LMT - limit, MKT - market
Duration: DAY - regular hours, GTC - good till canceled.
Symbol: Stock symbol.
Size of order:
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