I would think Interactive Brokers' API Wouldn't work because according to their website it only allows 50 messages per second. But maybe I'm confused by what a message is.
From a fresh development point of view, if you were going to use a public API like IB with a socket interface, F#'s MailboxProcessor facility sets up an easy way to handle the asynchronous aspects of all of these parallel lightweight requests for order management. Also, the next version of C# coming out soon (now available in beta) will allow the same simplicity. But, with F#, you get to code things up with immutable suctures which is much more difficult to code in C#. When you have immutable structures which can isolate any crucial mutable aspects of your algorithm, you eliminate deadlocking and race conditions which has made your kind of problem hard to code and maintain in the first place. Any developers here interested should read Don Syme's blog posts on this and take a look at the FSharpX library package which extends F#'s built-in facilities/libraries. Tradelink could benefit tremendously by using F# for the above when it comes to the heavy lifting of managing many lightweight concurrent operations. Sure, you can code these up in any language, but why torture yourself with complex race-condition / state maintaining ridden coding when F# does so much for you out of the box? [at least if you've already committed your project to the .Net world] This post was slightly off topic because the original poster is probably looking to start from a much higher level solution to start, but for those here from a trained development background, what I just mentioned is one of the best places to begin.
Not that it matters, but none of this is hard to do in C#. If it appears to be hard, then you're doing it wrong.
tradelink is fully cli compliant with .net. iow, you can use tradelink from F#, VB, c++. or any other .net language, although above 3 are most common.
the general thing to understand with open source is.... well, it's open. as an example, if you don't find a contributed benchmark to your liking.... take it and improve it. be prepared to have same done to your code. if it's an improvement even as small as a unit test or documentation, it's going to be well received. open source embraces the idea that review, discussion, criticism makes codebases stronger. it's probably part of reason the # of developers on tl user list doubled last year, and on pace to do better. it's rare w/in-house, commercial or closed source solutions to get hundreds of developers looking at the codebase... much less thousands banging away at the binaries. ie, speaking for me personally... i worked for several years at one of the biggest cta funds returning 15%+ annual over 18 years... over the life of the fund there were not more than probably 10-20 people who even looked at the platform codebase. where now tl has more than 400 registered developers. done with aside..... the benefits of open source are widely known and out there for your review. if you know and believe in OSS benefits, then hopefully you're betting your beliefs somewhere other than with ET posts. we know everybody on tradelink is.
Spend a year learning someone else's framework. And frameworks on top of frameworks for the sake of frameworks. This is not algo trading, it's software architecture fetishism.