OpenTradingLibrary

A C library for your trading analysis

Features

• Moving Average
• Exponential Moving Average

Usage

Compile and link library

Go to the cloned folder and compile the library:

$ make

This creates a static library called TL.a.

Include the file TL.h to your source code. Link it with the static library generated before.

Enjoy all the functionalities !

Test the library

To test the library, type:

$ make tests

This will compile the library and the tests and will launch it. If everything isn't OK, please report any bug to https://github.com/tjarross/OpenTradingLibrary/issues

Sample code

#include <stdio.h>
#include <stdlib.h>

#include "TL.h"

int main(void)
{
    TL_STATUS status;
    TL_CHART chart;

    int data[] = {45, 12, 36, 75, 89, 0, 4, 8, 9, 50};
    const unsigned int data_length = 10;
    unsigned int ma_period = 4;

    double output[data_length];

    // Instantiate the library
    status = TL_init();
    if (status != TL_SUCCESS)
        return (EXIT_FAILURE);

    // Allocate a new chart
    chart = TL_create_chart(data_length, &status);
    if (status == TL_SUCCESS)
    {
        // Add data to the new allocated chart
        status = TL_chart_add_data(chart, data, TL_INT, TL_CLOSE);
        if (status == TL_SUCCESS)
        {
            // Compute the Moving Average
            TL_ma(chart, TL_CLOSE, ma_period, output);
        }

        // Release chart
        TL_release_chart(chart);
    }
    if (status != TL_SUCCESS)
        return (EXIT_FAILURE);

    printf("Moving Average of \'data\' is:");
    for (unsigned int i = 0; i < data_length; ++i)
        printf(" %.2lf", output[i]);
    printf("\n");

    // Close the library instance
    TL_terminate();
    return (EXIT_SUCCESS);
}

The code above computes the moving average of a chart. Output should be:

Moving Average of 'data' is: nan nan nan 42.00 53.00 50.00 42.00 25.25 5.25 17.75

What's Next ?

• Add other indicators (Exponential moving averages, MACD, Ichimoku...)
• Ability to get charts from exchanges such as Binance, Kucoin and more
• Ability to send trades in exchanges such as Binance, Kucoin and more