Wednesday 18 February 2009

KaiTrade Accelerator Overview

KaiTrade has a toolbar that provides its basic functions; extended functions are all loaded as plug-in extensions. The strategy pad is a central part of the KaiTrade system since all strategies (one or more orders) are managed and executed using the strategy pad. The strategy pad uses triggers (internal and external, for example a CQG condition) to initiate strategies for processing.


The plug-in interface and loader are provide an efficient, simple and robust way to add extended functions and an algorithm to KaiTrade – there is a kit for 3rd parties to develop their own plug-ins


The KaiTrade facade gives plug-in and external functions with a single point of full access to the platform. KaiTrade uses extensive use of interfaces and provides a Factory to create objects to simplify the development of plug-in.


The driver manager controls the operation of all the drivers (a driver is used to connect to a broker or exchange) attached to the system; it allows the rest of KaiTrade to have a consistent way to use external brokers so that it is simple to have strategies that use multiple drivers (brokers) in a seamless way.

The drivers are dynamically loaded at runtime based on the user’s profile. The user profile is returned by the sign on server when a user signs onto the system. The IDriver interface defines how all drivers will behave; there are four types of functions supported:

  • Order Routing – based on FIX 4.4
  • Standing Data/Product definitions – based on FIX 4.4
  • Real-Time Data (Prices L1 & L2) – using the KaiTrade internal publish-subscribe
  • Time series data and Triggers – using the KaiTrade internal publish-subscribe


At this point in time KaiTrade is working on:

  • TT XAPI – under test
  • CQG - complete
  • FIX – conformance testing
  • Photon API (Futurepath) – testing
  •  

We are planning to write to TD Ameritrade and Interactive brokers in 2009Q2


The system uses a provisioning system that controls what functions an individual may use, this works with the server that authenticates users access.

© KaiTrade LLC 2009

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