[ts-gen] shim-070202 announced
R P Herrold
herrold at owlriver.com
Fri Feb 2 22:42:48 EST 2007
This is our second interesting release this year. First the NEWS:
Summary of Changes:
date: Fri Feb 2 2007
* Add 'open' command to request open orders
* Fix bug in command logging, and missing 'next' command
in data mode
* Add 'cmds' option to help mode to list command syntax
and semantics
Note: 'data' command has breakage, and 'help' command is
not yet working
Note: repairs to command logging break echo cmds
regression test -- false positive, needs some work on test
logic
which I feel is rather important news. Of course, orders have
been working with fine stability, and include well tested the
Parent/child sequenced orders, and OCA functionality; The
addition of the 'open' command verb permits retrieving an
enumeration of all working orders running at IB at any point
in time for a client. Taken with the 'acct' command verb, one
can get a total picture of the liquidity state. In turn one
can do credible position sizeing, and do snapshot VAR analysis
on a continuous basis at the client level under programmatic
control if one wishes.
Working toward more friendly documentation, both Bill and I
have each been working in this area, and we did our first
combined review this afternoon in a planning meeting. One can
now get a reasonably friendly, if concise, enumeration of all
available and implemented commands, and a longer and complete
statement of the grammar of the shim without wadeing through
the source code.
ftp://ftp.trading-shim.org/pub/local/trading-shim/shim-070202.tgz
As always, we thank you for your interest; we welcome feedback
and comment.
-- The trading-shim team
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