1.)I would like to have a small low latency trading architecture designed to run on US exchanges, and integrated right from market data feed handlers, OMS, exchange simulators with built-in libraries in C/C++. I am looking for a architecture similar to Marketcetera and Flextrade but with stripped down functionalities. I am looking for a technology neutral approach to the entire architecture from messaging middleware to execution suite. It should be able to run simple HFT strategies in real time with the lowest possible latency as the major factor. I would be requiring the entire source code of this trading project.
2.)Secondly, I require the help of an experienced individual, particularly a developer working as an HFT strategist who could code me general HFT strategies such as VWAP, percentage volume, time slice, cross currency multi-asset spread and pairs trading, risk arbitrage, basket trading and inline and customizable arbitrage strategies such as convertible arbitrage, index arbitrage, ETF arbitrage, cross-border arbitrage for trading platform like Marketcetera and other HFT trading suites
More clarity and insights could be shared during the further correspondence