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A fast and simple c++ interface to the TD Ameritrade APIs for stock and options trading.

Note: I was informed recently the OAUTH might be broken due to an API change. I don't plan on fixing it in the near future but feel free to make a PR.

What this is.

Two main components:

1. A c++ back-end for algorithmic trading through TD Ameritrade (paper money or live trading).

   • Goal is a simple interface that allows for quick backtesting and algorithm setup.
   • Note: It's mostly there, although there are likely bugs, and I've continued some development offline. If you're keen on anything not here contact me and let me know.

2. A simple ncurses frontend to provide a basic terminal GUI for order placement/status, account stats, etc.

   • Display list of current positions.
   • Display list of current orders.
   • Display balances (Cash & Sweep, Net Liq, Buying Power).
   • Show option chains for a symbol.
   • Note: This has largely just turned into a monitoring service for an account. The functionality is mostly in the backend.

Backend implemented as a static library. Main app links against it, as an example of how an automated trading program could do the same.

Build Requirements

• cmake
• curl development libraries
• ncurses development libraries

Building App and Unit Tests (On Linux)

• Clone and cd into optional.
• Make a build directory in optional folder: mkdir build && cd build
• Prepare build files: cmake ../
• Build: make

More Info

User guide (empty, tbd) is on the wiki.