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Rithmic R | API+ Developer

Hello,

I was wondering if anyone is, or knows of, a developer who has experience with the R | API+ who would be interested in writing a basic minimum viable product. I have experience with programming - Python and a bit of C++ - and a clear definition of the software and strategy, but I am looking for someone who has a thorough understanding of the API who can get the MVP in place reasonably quickly and efficiently.

I would like to learn from the developer so I understand the software but there is also the possibility of extended work on the project.

Thanks,
Philip

1 Like

Hi @pmw2007 and welcome to the Optimus Community.
I was wondering if you could potentially describe what you need further:

  1. Do you have a method that you are trying to move from one programming language to another?
  2. Is the method that you are trying to program is one that has been traded before or is based on a paper trading model?

Let’s start with that, and please provide any additional feedback based on my question.

Thank you,
Matt Zimberg
Optimus Futures

Hi Matt,

Thanks for getting back to me.

  1. Yes. I do my research in Python and the strategy is fully defined in code. Also, I have the code mostly done in the C++ Rithmic API. We’ve passed the conformance test, etc. but I did this work last summer using a freelance developer who is no longer available for freelance work.
  2. Not traded, historical backtest. Carefully done, have used out of same data for several years, etc. but indeed a backtest.

For a bit more clarity, the Rithmic code I have is essentially the framework. It’s a barebones implementation. For example, we hard code certain values/parameters. What I want to do is build out this core implementation so that I can manage dozens of these strategies trading simultaneously, use different execution strategies, etc.

The goal is to trade a few markets with a barebones implementation to work out the details, then to scale the infrastructure and the strategy. If that makes sense.

Thanks,
Philip

Philip, if you passed the conformance test, I suggest taking one system to production and see how it does versus the model you have built. The fact that this model has not been traded is not a problem, but you should go slowly live, and not develop an entire framework with multi strategies because you want to proceed slowly when you are love, not implement an entire hypothetical model on many markets.

We see a lot of developers who are busy making their model “perfect” prior to launch, but in my opinion, most of the work is done during live trading where you check the frequency of trades, slippage, and above all the ability to get filled on all your model numbers.

I will show this thread to a developer and see if he has an interest in helping, I will PM you.

Thanks,
Matt

Hi Matt,

Yes, completely agree on the issues of slippage, fill, etc. being the key.

And yes as well, I do not want to discard what I have - it’s a matter of me not being skilled enough to work with the code that I already have. In other words, it’s not a matter of going back to the lab to perfect things, it’s about having a code base that passed conformance and is more or less prepared to start testing live markets as you suggest … I just don’t really know how to manage that live implementation.

Thanks for showing this thread to a developer - what would be ideal actually is someone with specific experience in the Rithmic API who could consult/e.g. explain the nuts and bolts of the API, to a Senior Developer I know who will take over the project long term. In other words, if you have a specialist who maybe cannot take over the project or dig too much into the weeds but can use their experience to get an experienced developer up to speed quickly, that would be great (I have budget for that).

Thanks,
Philip

1 Like

Hi Matt - no luck on this?

Thanks,
Philip