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Matlab FIX Protocol Trading API

Create a simple FIX Protocol / Matlab Trading API for trading FOREX from Matlab with the following characteristics:

• Can be either programmed in C++, C# or Java using QuickFix or QuickFix/J respectively. Java presents a better integration with Matlab, but all of them are possible paths. Matlab functions will be required as well from the Matlab side.

• FIX version 4.3 (code is usually anyway the same for other versions, quickfix library takes care of it).

• A test FX broker demo account for testing purposes is available, the FIX settings file is also available and also a sample working C#.Net code which almost does everything , connects to a new session, disconnects sessions, place market orders, subscribes to streaming quotes and display messages and quotes (all what is required). Code, settings and connection all work fine (tested). Since a very simple working code is supplied and given than mostly all what is requested is already coded/working in C#, no major surprises should come up during the development.

Requirements:

• Two sessions are required – a quotes session and a trade session for placing trades

• Matlab function to subscribe to streaming quotes. Quotes should be pushed to Matlab and captured with appropriate event handlers

from Matlab. The following link explains and supplies an example of how to push exceptions from java and capture them from Matlab.

• Basic Quickfix methods should be callable from Matlab such as:

onCreate, onLogon, onLogout, toAdmin, toApp, fromAdmin, fromApp, newOrderSingle, etc

• A Matlab function for sending market orders is required

• Matlab should have functions for sending and receiving FIX messages (both Administrative layer and Business messages). For sending them tags and values will be set up in any way and a send message function should be called. Same for reading them once an event (incoming message) has been triggered.

• No major business logic is required as it will be coded afterwards in Matlab, the extremely simple C# working code given as a sample does almost everything that is required.

Since some developers may not be familiar with Matlab and/or QuickFix some tutorials and code is supplied in the following links:

Useful Links:

Quickfix Library sources, manauals and tutorials:

[url removed, login to view]

[url removed, login to view]

How to perform Matlab callbacks for Java:

[url removed, login to view]

Fix Java tutorial with sample code (you may re-cycle this code)

[url removed, login to view]

[url removed, login to view]

[url removed, login to view]

How to call external libraries from Matlab (C++, Java, .Net, etc):

[url removed, login to view]

Matlab webinar and code which explains how to call QuickFix/J library methods from Matlab:

[url removed, login to view]

In addition to this the QuickFix required configuration settings file, a working C# code which does almost everything required and a demo account for testing will be given to you.

FIX Protocol:

Fix message parser:

[url removed, login to view]

Fix dictionary:

[url removed, login to view]

Skills: C++ Programming, Java, Matlab and Mathematica

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Project ID: #7016442

4 freelancers are bidding on average $819 for this job

bhavishya

Hi , I have done the similar project for one of my client on freelancer . which you can check from following link .Project description is also same . https://www.freelancer.com/projects/Java-Matlab-Mathematica/Ma More

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williamgranzotto

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Exceptionaldsgn

Hi, I am Zakari Abdul, a representative of Exceptional Virtual Designs and Concepts, a team of 15 individuals who are vastly experience and talented in various aspects of ICT. Our seven years as a group we have handle More

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AlexB27

Hello, I have the necessary experience in Matlab and С# programming. I will use C# QuickFIX/n. I would like to get a test FX broker demo account with FIX support, a FIX settings file and a sample working C# code. Re More

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