Placing orders to Zerodha's Kite using C++

[lonstud]

I need help in figuring out how to place orders and do order management with Zerodha's Kite using C++.

For the sake of argument, let us assume that I am using Global datafeed's C++ api for retrieving data and I have also written my own logic to generate trade orders along with profit target and stop loss. Now I am having trouble figuring out how to execute these orders on Zerodha's Kite through their documentation. If somebody has already figured it out, I'll appreciate their help.

Basically, I am interested in implementation of following methods for Zerodha's Kite in C++:

1) Login flow for Zerodha Kite

2) Placing an order

3) Modifying/cancelling an order

4) Have an event which notifies when an order is filled automatically or method to check if a particular order is filled.

 

[anal_]

I have a doubt. Why are you using global data feed api when kite provides data (real-time tick plus historical) through the same order placing api?

 

[lonstud]

I figured that out later. I made a false assumption that zerodha api is only for order placement and that I needed a separate data feed. I took the Global datafeed api and coded everything apart from order management.

Currently, the priority is to have order management code for zerodha api. Once that is complete, I'll start trading and phase out Global datafeed completely within a month or two.

 

[mutualguru]

I need help in figuring out how to place orders and do order management with Zerodha's Kite using C++.

For the sake of argument, let us assume that I am using Global datafeed's C++ api for retrieving data and I have also written my own logic to generate trade orders along with profit target and stop loss. Now I am having trouble figuring out how to execute these orders on Zerodha's Kite through their documentation. If somebody has already figured it out, I'll appreciate their help.

Basically, I am interested in implementation of following methods for Zerodha's Kite in C++:

1) Login flow for Zerodha Kite

2) Placing an order

3) Modifying/cancelling an order

4) Have an event which notifies when an order is filled automatically or method to check if a particular order is filled.

Hey lonstud,
if you are building a C++ library/code for auto trading in zerodha can you share the code in github. so that others can use it

 

[lonstud]

I do not mind sharing methods for order management once I am done with it. Still figuring out though. I have only adapted code for my usage till now, for kite, I'll have write everything from scratch.

 

[mutualguru]

I do not mind sharing methods for order management once I am done with it. Still figuring out though. I have only adapted code for my usage till now, for kite, I'll have write everything from scratch.

Hey I have found this link . It may help with your project http://codereview.stackexchange.com/questions/88488/a-simple-c-trading-system-demo

 

[lonstud]

Thank you. I am currently working on Message queue to pass order updates to C++ program.

 

[mutualguru]

Thank you. I am currently working on Message queue to pass order updates to C++ program.

Currently I cant help you much about C++ programming because I am also learning myself. Any way you should look into quantlib library http://quantlib.org/index.shtml

 

[Raj232]

Thank you. I am currently working on Message queue to pass order updates to C++ program.

Any luck with placing orders to Kite software ?