Swiss Exchange Market Maker

Legal notice

No proprietary files belonging to IBKR are distributed.

No warranty of any kind is provided regarding its operation.

Project concept

This bot was developed to provide liquidity to the markets for its less liquid assets via the broker IBKR.

Compilation

This project assumes that the default path for libTwsSocketClient.so is /usr/local/lib or /usr/lib

In the case of the headers, it is assumed that they are located in ./include/IBKR/TwsSocketClient

To change the header path, go to the meson.build and edit the paths. Just make sure you keep the IBKR/TwsSocketClient structure so you don’t have to change all the include statements in the source code.

JSON Config Format

This file must be placed in the same directory as the executable and must be named config.json

In this format, you specify the path to all the configuration files for each instrument you intend to operate.

Here is an example

{
	"instruments": [
		"config/ebs/glkbn.json",
		"config/ebs/zuger.json"
	]
}

JSON Setting Format

In this format, you define the connection, symbol, order management and risk management.

Here is an example

{	
	// Interactive Broker Settings
	"host": "127.0.0.1", // Host of the server
	"port": 7497,        // Port of set on IBKR
	"userId": 1,         // Id of the user for operate
	"extraAuth": false,  // Extra Authentication for IBKR

	// Symbol Settings
	"symbol": "GLKBN", // Symbol name
	"secType": "STK",  // Sector Type (View Docs)
	"exchange": "EBS", // The exchange on which the security is listed
	"currency": "CHF", // Currency in which the instrument is priced
	
	// Order Settings
	"bid": 1, 		  // Number of orders of buy
	"ask": 1,		  // Number of orders of sell
	"quantity": 100,  // Size of the orders
	"inventory": 1000, // Number of max inventory

	// Risk Setting
	"gamma": 0.5 // Risk Aversion for Avellaneda-Stoikov Model
}

License

The source code for this software is licensed under the AGPL-3-or-later licence. This does not apply to proprietary tools or files belonging to IBKR.