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Description

Moneta is a market tool to interface with the Interactive Brokers (IB) java API.

Moneta will clean up the messy and inconsistent data we get from IB and fire it's own market events.

Currently, only one class listens for events - the DepthTableWriter. This class listens for MktDepthEvents and writes them to a mysql database.

You can check out the concepts in DepthTableWriter and easily write your own data processing classes.

Requirements

  • Java JDK 1.5+
  • Maven 2
  • IB API Client (non-beta 9.66 as of time of writing, download from here.)

Building

It's easy, just do: mvn package

Running

  • Configure your database in DepthTableWriter.java.
  • Run the IB API Client like java -jar jtsclient.jar
  • Connect to IB using their client and enter your credentials.
  • Request some market depth info in their client.
  • Run moneta with ./run.sh