TradierCPP

TradierCPP is a C++ application designed to interface with the Tradier API, perform market data streaming via WebSockets, and perform custom data processing.

Features

• Market Data Streaming: Utilizes Tradier's WebSocket API to stream real-time market data.
• Equities Data: Retrieve historical and real-time quotes for stocks.
• Equity Order Execution: Submit equity orders.
• Options Order Execution: Submit options orders.
• Options Data: Retrieve options contract data from Tradier.

Dependencies

• Boost (specifically Asio, Beast, and System components)
• OpenSSL for secure connections
• nlohmann-json for JSON parsing

Directory Structure

TradierCPP/
│
├── include/          - Header files
│   └── Account.h
│   └── EnvReader.h
│   └── EquityData.h
│   └── EquityOrder.h
│   └── OptionsData.h
│   └── OptionsOrder.h
│   └── Tradier.h
│
├── src/              - Source files
│   ├── Tradier.cpp
│   ├── Account.cpp
│   ├── EnvReader.cpp
│   ├── EquityData.cpp
│   ├── EquityOrder.cpp
│   ├── OptionsData.cpp
│   ├── OptionsOrder.cpp
│   ├── main.cpp
│   ├── main_stream.cpp
│   ├── main_dataprocess.cpp
│   └── TradierHTTPConnect.cpp
|
├── data/              - Streamed data and processed JSON
│   ├── market_data.txt
│   ├── processed_json{DATE}.txt
│
├── CMakeLists.txt    - CMake build configuration file
└── .env              - Environment variables for API keys and account details

Building the Project

1. Clone the repository:

   git clone https://yourrepository.com/TradierCPP.git
   cd TradierCPP

2. Build with CMake:

   mkdir build && cd build
   cmake ..
   make

   This will generate executable files for different parts of the application, such as for streaming and processing.

Usage

After building the project, run the executables:

• WebSocket Streaming

./TradierStream

• Convert streamed data into JSON for downstream processing

./TradierDataProcess

• General account information

./TradierCPP

This command will initiate the WebSocket streaming and other financial data processing tasks.

Configuration

Ensure that the .env file is correctly set up with your Tradier API credentials and other configuration details:

tradier_acct_live=YourAccountNumber
tradier_token_live=YourAuthToken

Contributing

Still under development, so contributions are welcome. Fork and pull please.

License

Distributed under the MIT License. See LICENSE for more information.

Contact

Tom Hammons
hammons.thomas@gmail.com
https://github.com/thammo4/tradiercpp