FIX engine for currency trading

This project received 12 bids from talented freelancers with an average bid price of $3115 USD.

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Project Description

• Extremely proficient in C/C++
• Experience in trading application development, API and FIX Protocol
• Experience with FIX Engine development, including testing connections/compliance with FIX Protocol
• Database experience, MySQL
• Network experience: Application to Application message handling

Project Deliverables:
All deliverables in the project should be C++ based
1. Low latency FIX Engine that handles message traffic to/from server. Should include:
a. Flexibility to easily add/remove fields and configure FIX messages for specific brokers
b. Capability to configure multiple broker connections /message traffic sources (2 to start)
c. Metrics/Timestamps to measure application performance/efficiency
d. Unit Testing to test/update compliance with FIX Protocol
e. Seamless integration into C/C++ trading applications
f. Callbacks for trading applications that provide translation into FIX Protocol
g. log4cxx as log

2. Database: MySQL :
a. Optimized insertion/deletion of FIX Protocol messages
b. Windows GUI application capable of monitoring/querying messages within database
c. Create basic transaction log (assign unique transaction number, time, bid/ask, etc.), display all trades, order by time (show time, product, volume, price, buy/sell)
d. Capture tick data (time, bid/ask, etc.)
e. Data must be written to files that can be exported, manipulated and sorted by each field
f. Database configuration should not affect speed of trading program

3. Windows Monitoring Application: Should include:
a. currency market with bid/ask plus current position
b. Visual representation of all transactions
c. High level account breakdown of profit/loss and trades/positions
d. Specific subaccount breakdowns of trades/positions and profit/loss when trading through multiple subaccounts.
e. Management of orders: open orders/executions/canceling orders
f. Heartbeat/ login / logout
g. messages from ECN
h. Messages regarding FIX (ie. reject FIX message)

4. Training/Support
a. Documentation for reference
b. Explanation/comments on all classes, members, and method functionality
c. Windows based trading monitor manual/reference guide. Training on use/adding functionality.

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