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Develop Automated Trade System frontend (ID:4993)
| Project Creator: |
Quando
FC Member For 6125 Days
Credits 20 Completed Proj. Num. 0 / 1 Total payment USD 750.00 Avg Daily Online 0.01 h (From 21/5/2007) Available on MSN/Skype No Last Login 5/11/2009 Peers Rating 0.00% 
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| Budget: | 500 - 1000 |
| Created: | 9/30/2008 8:41:06 AM EST |
| Bidding Ends: | 10/14/2008 8:41:06 AM EST ( Expired ) |
| Development Cycle: | 7 Days |
| Bid Count: | 5
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| Average Bid: | 1,230.00 |
| Project Description:
I need to program my strategy for swinging currencies into www.quickfixengine.org's Automated programming interface (API) using C++. The projects anticipated to take around 40-60 hours max. Basically it requires the construction of a tape reader/tracker which will track high and low price information for currency pairs from Interactive Brokers quote feed and use this information to constantly cancel and send updated orders to a brokereage account at Interactive Brokers via a fix connection. This allows it to keep in constant synchronisation with the price tape for say Eur/USD for example. I have a photograph of the system already working in Visual Basic Excel which I can provide to interested bidders at my discretion. Ill provide a paper trading account login for Interactive Brokers as well as a 1 month lisence of the current ATS system in order for the programmer to see running exactly whats required for the quickfixengine version. Essentially we will be upgrading our system from being an excel VB based ATS to one which utilises fix (financial information exchange) connectivity instead. to accomplishg this we'll program the quickfixengine.org in normal C++. Knowledge of fix is desirable but not necessary as the C++ simply compiles into fix compatible syntax. Newly added descriptions: Ive decided to upload a word photograph so that potential bidders can see first hand exactly what is required. I basically need to replicate all of the functions that you see on the GUI user interface on the left hand side of the screen. So I need a reset button, I need a start button... etc etc. The ATS internal clock function requires a subroutine that loops a request to the trade servers for the time every 45 seconds. This returns a value 'current time' that keeps the 2 clocks ( trade server and client ATS) in perfect synch with each other and prevents any tendency to phase shift against each other. The new ATS doesnt have to look identical to the excel one but it must have all the same functionality. Ill provide a login to Interactive Brokers fix connection so that you can connect it to their gateway when the time comes and verify that the system is functioning properly and that all the buttons on the device are all working properly. Ill only authorise the release of the funds when this step has been completed. Ie The ATS must be verified as successfully undertaking a full days work (10+ hours successfully) via the fix connection (4.2) with no problems. You can have a play around with the excel version in order to verify its functionality. So basically you'll be coding quickfixengine.org's API in C++ in order to create an ATS similiar to the one in the photograph (see GUI on left side) that will run on Interactive Brokers platform executing currency trades by reading the price quotes and utilising a pricing algorithm in order to swing the same pair back and forth all day in synch with the tape. |
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| Job Type | C/C++ |
| Attached Files: | 20081002065222.doc |
