Is there a document that describes broker interface?
Author: haytac
Creation Date: 8/31/2017 8:01 PM
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haytac

#1
Hi,
This does not exactly apply to me but just curious.
Is there a document that describes the WL Developer IB interface.
I read somewhere in this forum that one can use WL to feed IB for options trading.
I trade options via Fidelity brokerage using WL. I use a program that I wrote to do the trading part.
Thanks!
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Eugene

#2
Hi,

Wealth-Lab's Broker Provider API is not documented by Fidelity but there are code samples by a 3rd party referred to in our FAQ.
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kmc234

#3
Hi Eugene,

I have looked at the information on the Wiki for writing data provider extensions, thank you for granting me access. I am now interested in finding information about how to interact with Wealth Lab Developer's Orders features. I want to be able to generate buy or sell signals from my strategies and then make web API calls when orders are placed.

It seems that it should be possible to write that sort of extension since IBAutoTrader (from this thread) has accomplished something like this already for Interactive Brokers. I have examined the StreamingDataProvider and StaticDataProvider. Is there perhaps also a TradingDataProvider or something that serves that function in Wealth Lab Developer?

Thanks!
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Eugene

#4
Hi Kevin,

Please see post #2 above.

If you log in to the Wiki with your authorized account, you should find more info and links to 3rd party source code of a broker provider:

FAQ | Position Sizing, Extensions, Miscellaneous > Data and Broker providers
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kmc234

#5
Hi Eugene,

Thank you for your help, I really appreciate it.

So I created my own .dll and I was able to successfully implement both a static and streaming data provider.

Included in my assembly is a class that implements BrokerProvider, and also has the attribute ---. It shows up under the Providers tab of the Extensions manager, so this is good.

However, when I go to the Accounts tool in Wealth Lab Developer, I notice that the accounts returned by my assembly are not listed there. I made sure that GetAccounts() returns a valid list of accounts, and the public property Accounts simply returns what GetAccounts() returns.

When I attempt to attach my visual studio 2019 debugger to the Wealth Lab Dev process, it crashes Wealth Lab Developer. I'm not sure why.

Is there better documentation? The example you provided on the FAQ is just doing what I'm doing: returning a list of Account objects. Is this feature meant to be integrated with the Accounts tool in Wealth Lab Developer? I notice that in the online help that comes with Wealth Lab Developer, it says that live trading with other brokerages is not supported with WLD 6. However, this can't be true since the broker provider for Interactive Brokers written by IBAutoTrader apparently works with Wealth Lab Developer.

Thanks!
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Eugene

#6
Hi Kevin,

Open Accounts.xml (not .txt) from this folder: c:\Users\Windows username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\

Does the file have a valid XML structure? Does it list your live trading accounts with all the properties such as:

CODE:
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