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agreed with some. I use injection (visitor pattern) but I think simple is best; leave the logic in the code. I realize you can eval the json or xml but then why stop there you can also write a DSL, dink around with llvm, or a visual tool that links logic together.

about 5+ years ago this was possible by just looking at size and last trade.

How can someone actually front run an order? Can anyone provide an exact way to do this on an electronic exchange?

placing the orders above the previous day high is easy. I wrote an orderloader for IB that you could use. Exiting when a moving average is hit requires subscribing to the data stream, calculating average, placing correct order, handling that fill. Maybe the quantopian library can do it easily in...

http://pocoproject.org/ Poco/Net/HTTPRequest.h

considering that json and xml are not programming languages how would you actually use that code

why not just trade the spread on the interest rates

I consider your json to be trading parameter configuration (not code or logic). You would still need code and logic to use that configuration

here's python to get front month spread of first 7 days of month. I did the first 7 days because the data is unadjusted and rolls on the 1st day. import pandas as pd import Quandl df = Quandl.get(["SCF/CME_CL1_FN.4","SCF/CME_CL2_FN.4"],authtoken=QUANDLTOKEN) df['spread']=df["SCF.CME_CL1_FN...

my group responds to rfq though phone,chat,im, We need to record everything and make things streamlined

here's a demo. http://bit.ly/1FtE43K essentials are connect, get data, place order, get fill

recommendation for phone turrets. preferably cheap and voip

ADL is good if you want to do the simplest thing possible. Once you move beyond that you are screwed

Do you really think IB holds the stop orders? Stops are recognized orders on almost every exchange; they sit on the exchange not on the broker

I could write this for you in a day. But it might take a month for me to understand what you really want. If you are willing to pay I will give you the source code otherwise just the executable. It would be based off this http://bit.ly/1wVhwCi

:oops: I reread the OP and I am reading it wrong. Now I see that the OP wants to react to the fills and follow through with the sweeping order. I suggest that you forget reacting to fills and place stops (or stop limits ) around the bbo. However, I dont think this will work

subscribe to the exchanges twitter account

unless I am reading wrong he's putting bids and offers around the bbo (ie. making a market) and hoping for a sweep and reversal (not momentum)

I ran something similar to this for a few years about 7 or 8 years ago with equities. Its simple market making

here's a worker example for you https://gist.github.com/audubon/de016aa2dd914691c633