I need a small, fast‐executing program that scalps U.S. stocks through Interactive Brokers (IB). The core logic should enter and exit positions within minutes, reacting to real-time tick data and Level I/II quotes pulled from the IB API. Key functions I expect: • Strategy engine that can house several short-holding-period rules (e.g., bid-ask spread thresholds, micro-trend momentum, VWAP deviation). • Position sizing, stop-loss and profit-target logic configurable by symbol. • Connection layer that authenticates to both live and paper IB endpoints, routes market or limit orders, and confirms fills in real time. • Logging of every signal, order, and fill to a local file or lightweight database for post-trade analysis. Language is flexible—Python, Java, or C++ are all acceptable as long as you leverage the official Interactive Brokers API and deliver clear, well-commented source code plus a brief setup guide. I will consider the project complete when the code compiles, connects to my IB account, places and exits test trades according to the defined parameters, and produces clean logs of each step.