I'm thinking of getting an application developed, as it's impossible to find exactly what I want already existing (apart from high-end bank stuff such as Apama). I thought I'd throw it out here and see if I could get some feedback, ideas and perhaps a suggestion of a framework that could be used as a basis (I was actually thinking of Right Edge).
Here's a brief description:
- Ability to add various price feeds
- Multiple brokers
- Defining a financial instrument, feed, value, symbol etc, order routing
- Defining an instrument based upon 2-5 others, with specifics like active quoting, ratios, payup ticks, max sizes per order, min trade sizes, order handling (simultanous, wait for fill etc)
- GUI of static dom price ladder with click trading, customizable
- ladder either of a single instrument or a spread
- blotter with P&L in various currences, instruments traded and averages - multiple brokers consolidated etc
- network status
Now of course, the next level of details is: what brokers, price feeds instruments etc. However it should be object oriented enough that you can just plug in a fix adapter for a broker, or add in either a fix adapter or api adapter for a price feed.
Now, yes I know that what I'm asking for is a bit like X-Trader Pro, but they are too expensive, too rigorous, too limited in markets offered and of course not at all willing to listen to suggestions for improving their product. It's a dinosaur, and should soon be extinct.
I'm thinking of an app where the focus isn't on user friendly, but just getting it to work. Using a place like rentacoder I was thinking about a months development in C# for about five grand.
Looking forward to what might come of this post. TIA.
Here's a brief description:
- Ability to add various price feeds
- Multiple brokers
- Defining a financial instrument, feed, value, symbol etc, order routing
- Defining an instrument based upon 2-5 others, with specifics like active quoting, ratios, payup ticks, max sizes per order, min trade sizes, order handling (simultanous, wait for fill etc)
- GUI of static dom price ladder with click trading, customizable
- ladder either of a single instrument or a spread
- blotter with P&L in various currences, instruments traded and averages - multiple brokers consolidated etc
- network status
Now of course, the next level of details is: what brokers, price feeds instruments etc. However it should be object oriented enough that you can just plug in a fix adapter for a broker, or add in either a fix adapter or api adapter for a price feed.
Now, yes I know that what I'm asking for is a bit like X-Trader Pro, but they are too expensive, too rigorous, too limited in markets offered and of course not at all willing to listen to suggestions for improving their product. It's a dinosaur, and should soon be extinct.
I'm thinking of an app where the focus isn't on user friendly, but just getting it to work. Using a place like rentacoder I was thinking about a months development in C# for about five grand.
Looking forward to what might come of this post. TIA.