Friday 3 July 2009

Your idea goes here - so you need to write an algo application


1 KaiTrade Api kit

If you need to write fast algorithms in C# or C++ let us do the heavy lifting of writing broker access and packing a user friendly application.

Using our plug-in API lets you fast track your trading idea in production by allowing you to concentrate your effort on the task in hand - the trading algorithm and reusing our technology to manger orders and provide access to a wide range of data. Typically, you will have the plumbing written in a matter of hours and then can devote the rest of your time on the application you are trying to develop.

You are using the same tools we use to develop our own applications such as the pairs trader, xxxlot ticket and custom work we do for clients, this means you benefit from using proven technology from day one. Going forward you are then able to run your application on different brokers and we look after updating the connections as external API's change.




1.1 Loader

The loader allows the KaiTrade accelerator to load you plug-in at run time, this means you can develop your plug-in in your own environment and then distribute it to your users for them to use with KaiTrade.

You need to request an ID from us for your plug-in, this enables us to add the permissioning into our provisioning system- critically this gives you a way to control who has access to your plug-in. When the user is provisioned to use your plug-in it appears in their toolbar, they then click on it to use your functions in a seemless way.

1.2 Interfaces

We provide a rich set of interfaces that allow you to:

· Route and manage orders

· Subscribe and Publish real time price data

· Subscribe and publish general purpose data (e.g. trade signals, status updates)

· Access historic bar data, studies and signals/conditions

· Use our and 3rd party order management/execution algorithms

· Use price based algorithms

· Access a variety of data (Accounts, trade venue)

· Access product data

· Access our drivers(CQG, TT, CTS, FIX Protocol and others)

· Interact with Excel

These interfaces enable the developer to concentrate on what they want the their system to do rather than the plumbing to connect to brokers and exchanges, further more their code will then run on multiple brokers.

There is documentation describing the interfaces here or paste this: http://www.kaitrade.com/KTA/API/doc/

1.3 Factory

When your plug-in is loaded into the KaiTrade accelerator it is given the reference of the KaiTrade object factory.

The factory allows you to get instances of all of the trade and system objects in KaiTrade at run time, the factory method eliminated the need for you application to have references to our system components and thus lets you work independently of us.

2 User Plug-In

The user plug-in is essentially an assembly that has a class that implements our plug-in interface, generally together with a user control (user interface). The developer has complete freedom in terms of what the then put into the plugin, however they generally make use of our interfaces and factory to lever the fucntions we provide with their own code.

This way the developer concentrates on the algorithm or project their user wants and uses the work we have already done to provide access to data and route orders.

3 Sample Code

We provide a sample project that build a simple plug-In

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