ATS Esper

An automated FOREX trading system. Write stream processing directives to make realtime trades against the OANDA API. Also works in historical mode to test rulesets against a dump of stock tick activity.

Setup

• Copy config/config.properties.sample to config/config.properties.
• Edit config/config.properties to add OANDA account settings.
• See epl/trading_system_1.epl as a starting point for defining the ruleset.

Run

If running from a distribution zip file, unzip and cd into the ATS_Esper directory, then:

./bin/ATS_Esper -h csv/EURUSD-2017-01-small.csv epl/trading_system_1.epl

If running from a git checkout using gradle, the equivalent is:

./gradlew run -PrunArgs="-h csv/EURUSD-2017-01-small.csv epl/trading_system_1.epl"

Logs will be written to stdout and logs/run.log.