Currenex, HotSpot, Interactive Brokers FIX API

In Progress Posted Mar 29, 2011 Paid on delivery
In Progress Paid on delivery

I need a C or Java program that connects via FIX API with 1 Currenex stream ID (for forex market prices) and numerous trade IDs to send the orders to different accounts at different Currenex brokers (15 at the moment, with the flexibility to add more as I like). For Currenex, both PRET environment and Institutional or fxtrades environment brokers will be used.

It will also connect to 1 HotSpot account and 1 Interactive Brokers (IB) brokerage account via FIX API.

Application should reconnect automatically if some of the broker connections is dropped.

I would like to specify if I want to use price feed from Currenex or from Interactive Brokers.

I need fastest solution possible with very low latency. Application will run on Win 2003 server and should take advantage of multiple processors/cores for maximum speed.

On the main tab program will have 3 pairs of BUY and SELL buttons. Program will send limit orders to all accounts with a single click based on a simple predefined algorithm from the price feed. I would like to specify different slippage for each currency pair.

I would like to have a global setting to set when will the limit orders expire (in seconds).

On the main tab will be buttons to close half and all the positions in all accounts simultaneously with a limit order. The limit price will be defined from current market price (selectable from bid/ask or average of bid ask +predefined slippage).

I would like the global option to choose if a take profit limit order is sent when the position is opened. I would like to specify in number of pips for each currency pair.

Also I would like to have a global setting to set when will the take profit limit orders expire (in seconds).

Than I would like to have a global setting when will stop loss limit orders for the remaining opened positions be sent (in number of seconds after position is opened). The stop trigger price will be defined from current market price (selectable from bid/ask or average of bid ask. The limit price would be calculated from this stop trigger price +selectable slippage.

I would like to have option to use a simple stop or trailing stop. Also I would like to specify when would break even stop be sent (after how many pips in profit).

In the global tab I would like to see all working stop loss orders with the ability to overwrite the stop and limit price globally for each currency pair.

I would like to setup for each account separately:

currency pairs intended to be traded and number of orders and size of the orders for each currency pair.

Please only place a bid if you have experience with FIX API and have done similar projects.

Also if you have expertise with Currenex and you are willing to do only connectivity to Currenex, you can place a bid and specify that you are offering only Currenex.

I may consider this solution although I would prefer to have all connectivity in the same application.

I hope to start a long term business relationship with the successful bidder.

Thank you for your interest and for your time.

C Programming C++ Programming Java Software Architecture

Project ID: #1002694

About the project

6 proposals Remote project Active Apr 12, 2011