I translated Lime Brokerage's Java API to Matlab working for a startup hedge fund recently and I was allowed to keep the rights to the translation. If anyone else would like to program strategies directly in Matlab which execute via Lime, let me know - maxdama "@" berkeley.edu. Lime is known for their low commissions and extremely low latency. They are one of Interactive Brokers main competitors, targeting similar customers, but focusing on US markets. They have much better customer service too.
I've also checked out and demo'd Wolverine Execution Services' API so I can translate that one too if it's needed.
Of course I'm very familiar with Interactive Brokers' API.
If you want to design strategies around the strategy rather than being constrained by the broker and API language then translation should be valuable. If there's another broker's API you'd like translated to a more efficient language, let me know. I'm sure it will be similar to what I've seen before.
In general the languages I can translate to or from include:
Matlab, Python, Java, C++, and .NET (C#, Excel VBA, etc). FIX is fine too.
And again, generally speaking, coding takes around 3-4 weeks once discussion of specifications, terms, etc is resolved.
If you email me we can talk about what you need- maxdama "@" berkeley.edu
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2 comments:
Hi Max,
Do you know what are Lime's commissions?
How do they compare to IB's half a cent per share for US stocks?
And what sort of intraday margin do they provide?
I did try to email them direct but they wouldn't give any answers, rather they offered to give me a call to "have a chat".
Thanks.
Nizar.
Nizar,
Let me know what they say in the call. I just did software for the Lime project I was a part of and it was all remote so I didn't have a chance to ask the random questions like that I would've like to. I don't know that info.
Regards,
Max
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