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how to connect a Java-coded algo with a C++ API?

entropyalgo

Joined
6/3/17
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5
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Hi, I only know Java and have an algo coded in Java. Been using it with Interactive Broker but I am switching broker to one that only offers a C++ api. I will continue to receive feed from IB but would like to route orders to the new broker via its API. How can I have my Java program communicate with the broker C++ API?
 
entropyalgo said:
Hi, I only know Java and have an algo coded in Java. Been using it with Interactive Broker but I am switching broker to one that only offers a C++ api. I will continue to receive feed from IB but would like to route orders to the new broker via its API. How can I have my Java program communicate with the broker C++ API?
Click to expand...
Painful, indeed.
You could decide to learn C++ (and/or port Java code) and the problem is solved? C++ and Java is like oil and water.

//
thinking out loud
AFAIK IB has a C# interface; C# can interface to C++ via C++/CLI.
Maybe the Java - C# mapping is a bit easier?
 
Last edited:
entropyalgo said:
Hi, I only know Java and have an algo coded in Java. Been using it with Interactive Broker but I am switching broker to one that only offers a C++ api. I will continue to receive feed from IB but would like to route orders to the new broker via its API. How can I have my Java program communicate with the broker C++ API?
Click to expand...
google for JNA. In the old days, people used something called JNI that was painful.
 
entropyalgo said:
Hi, I only know Java and have an algo coded in Java. Been using it with Interactive Broker but I am switching broker to one that only offers a C++ api. I will continue to receive feed from IB but would like to route orders to the new broker via its API. How can I have my Java program communicate with the broker C++ API?
Click to expand...

Perhaps a tool like Swig (Simplified Wrapper and Interface Generator) can help.
 
So you guys are basically saying, I am putting myself in a craphole by switching to a C++ API broker with my Java coded system? As I see most brokers only offer C++ API (besides notably Interactive), all their traders program in C++ to connect? Generally, without knowing C++, I cannot use the api?
 
entropyalgo said:
Maybe learning c++ is the way?
Click to expand...
Not necessarily, but it might be best in the long term. You can't change IB, but you can change your own code.

Analogy: you buy an old house; do you spend the next 20 years tweeking it or do you flatten it and start again?

But it can be a bit mind-numbing and not to everyone's taste. It is a bit like maintaining legacy code.
 
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