I am looking for the development of an automated trading application / service to perform the following:
- Connect to LMAX API ([login to view URL]) using configurable account details so I can toggle between DEMO and LIVE account.
- Service / Engine to retrieve foreign exchange (FX) prices for configurable FX pairs (for example GBP/USD) at given intervals, most probably 1 bid / ask per second, per configured FX pair.
- Prices to be stored either in csv (preferred) or in a local database.
- An example basic trading strategy using TA indicators derived from the obtained FX prices. I am a developer myself so would be comfortable coding my own strategies in future but would like a basic strategy provided as an example, this could be something basic as a simple MACD cross indicator.
- Service / Engine to trade configured given strategies, for a configured set of FX pairs, for example setting buy / sell limit orders, stop losses etc.
- Ability to monitor set orders and open positions and also ability to close out positions manually.
- Ability to report on closed positions
I am software developer myself but due to time constraints I am unable to complete this project myself. I am proficient in C# so the developed solution would preferably be coded in this language. The trading engine and all its components would be executed on a Windows machine.
All source code would be provided as part of the completed product.