After few days trying to make connection with FXCM I've abandoned my challenge. Nothing work. Poorest service I've eve seen. Shame FXCM.
New trading platform collaboration C# .NET, anyone?
- Thread starter cjdsellers
- Start date
After few days trying to make connection with FXCM I've abandoned my challenge. Nothing work. Poorest service I've eve seen. Shame FXCM.
You have fxcodebase portal that probably dead.
You have some pages in main portal that goes no where.
You have support that cannot ask on non of tech question.
Sorry, but I didn't even reach you data feed, was stuck early.
Seems after US leaving you fired most of personal. Too sad.
@InvBox You thought the message was related to you, no, it was to @cjdsellers question, plus have no idea what you are going on about anyway.
Hi Chris,
I am totally new on this forum but what I have read in this topic sounds really interesting! ...I found it just some minutes ago so I decided to sign up soon
I am developing a trading platform as well in .NET C#. I started my trading journey ~9 years ago but the beginning doesn't matter so much just the last 4 years. I developed various "scripts" for different platforms but I always faced problems and limits so this was the main reason why I started to develop a new platform for myself ~2 years ago. Anyway, if you are interested in some collaboration then let's find a common way and do it!
Cheers,
Jose
I am totally new on this forum but what I have read in this topic sounds really interesting! ...I found it just some minutes ago so I decided to sign up soon
I am developing a trading platform as well in .NET C#. I started my trading journey ~9 years ago but the beginning doesn't matter so much just the last 4 years. I developed various "scripts" for different platforms but I always faced problems and limits so this was the main reason why I started to develop a new platform for myself ~2 years ago. Anyway, if you are interested in some collaboration then let's find a common way and do it!
Cheers,
Jose
Hi Chris,
I am totally new on this forum but what I have read in this topic sounds really interesting! ...I found it just some minutes ago so I decided to sign up soon
I am developing a trading platform as well in .NET C#. I started my trading journey ~9 years ago but the beginning doesn't matter so much just the last 4 years. I developed various "scripts" for different platforms but I always faced problems and limits so this was the main reason why I started to develop a new platform for myself ~2 years ago. Anyway, if you are interested in some collaboration then let's find a common way and do it!
Cheers,
Jose
PM Reply
Hi everyone,
It's been a while since my original post and some of you have been PMing me asking how things are progressing. So I thought I'd post a quick update.
The platform is in a working prototype state running on a FIX connection with FXCM. I certainly had alot to learn about reactive programming, enterprise architecture DDD, and so much more!
Most of the time spent has been a huge R&D exercise with the Git repo seeing almost a million lines of code turn over (the platform is actually only 20,000 lines at this point, keeping things as clean and simple as possible).
I ended up going with Serilog for the logging, it works very well with RavenDB for structured logging with multiple sinks. This is a plugin to the application though so it's easy to integrate other logging implementations (pretty much a ports and adapters architecture overall).
Akka.NET is working well as the infrastructure the messaging components are built on, however as suggested by someone else I'm going to transition to my own implementation using the built in TPL Data Flow library... the actor model I feel is more suitable for distributed systems, where as the platform is running as an in memory process. Plus I'd rather have full control over that aspect of the system.
The next step is now to integrate an adapter for PTMC and possibly NinjaTrader - so that these apps can plug into the platform. I feel this is the best route to go, to avoid spending a long time coding my own fully featured GUI with charting, which won't provide any unique IP benefits. There will however, be a GUI to view and manage the connections, data, alpha models, portfolios, diagnostics and logging and things of that nature.
I've been working on a little side project which is an open source fuzzy logic library for .NET. The reason for this is that the currently available libraries don't meet all of my needs. I'm going to require it with the route I'm taking for developing trading ideas. If you're interested you can view the repo at the link below. There is a v0.5.0-alpha release available on NuGet also (work in progress).
https://github.com/cjdsellers/FuzzyLogic.NET
That's all I have for now. It's been a slog but I'm thoroughly enjoying the process, which is good because there's still a long way to go. Onwards!
Cheers,
Chris
It's been a while since my original post and some of you have been PMing me asking how things are progressing. So I thought I'd post a quick update.
The platform is in a working prototype state running on a FIX connection with FXCM. I certainly had alot to learn about reactive programming, enterprise architecture DDD, and so much more!
Most of the time spent has been a huge R&D exercise with the Git repo seeing almost a million lines of code turn over (the platform is actually only 20,000 lines at this point, keeping things as clean and simple as possible).
I ended up going with Serilog for the logging, it works very well with RavenDB for structured logging with multiple sinks. This is a plugin to the application though so it's easy to integrate other logging implementations (pretty much a ports and adapters architecture overall).
Akka.NET is working well as the infrastructure the messaging components are built on, however as suggested by someone else I'm going to transition to my own implementation using the built in TPL Data Flow library... the actor model I feel is more suitable for distributed systems, where as the platform is running as an in memory process. Plus I'd rather have full control over that aspect of the system.
The next step is now to integrate an adapter for PTMC and possibly NinjaTrader - so that these apps can plug into the platform. I feel this is the best route to go, to avoid spending a long time coding my own fully featured GUI with charting, which won't provide any unique IP benefits. There will however, be a GUI to view and manage the connections, data, alpha models, portfolios, diagnostics and logging and things of that nature.
I've been working on a little side project which is an open source fuzzy logic library for .NET. The reason for this is that the currently available libraries don't meet all of my needs. I'm going to require it with the route I'm taking for developing trading ideas. If you're interested you can view the repo at the link below. There is a v0.5.0-alpha release available on NuGet also (work in progress).
https://github.com/cjdsellers/FuzzyLogic.NET
That's all I have for now. It's been a slog but I'm thoroughly enjoying the process, which is good because there's still a long way to go. Onwards!
Cheers,
Chris
Hi InvBox. Zero logic will be in NT actually. NT would simply visualize indicators, possibly handle the market data side of things also.