I'm thinking of getting an application developed, as it's impossible to find exactly what I want already existing (apart from high-end bank stuff such as Apama). I thought I'd throw it out here and see if I could get some feedback, ideas and perhaps a suggestion of a framework that could be used as a basis (I was actually thinking of Right Edge). Here's a brief description: - Ability to add various price feeds - Multiple brokers - Defining a financial instrument, feed, value, symbol etc, order routing - Defining an instrument based upon 2-5 others, with specifics like active quoting, ratios, payup ticks, max sizes per order, min trade sizes, order handling (simultanous, wait for fill etc) - GUI of static dom price ladder with click trading, customizable - ladder either of a single instrument or a spread - blotter with P&L in various currences, instruments traded and averages - multiple brokers consolidated etc - network status Now of course, the next level of details is: what brokers, price feeds instruments etc. However it should be object oriented enough that you can just plug in a fix adapter for a broker, or add in either a fix adapter or api adapter for a price feed. Now, yes I know that what I'm asking for is a bit like X-Trader Pro, but they are too expensive, too rigorous, too limited in markets offered and of course not at all willing to listen to suggestions for improving their product. It's a dinosaur, and should soon be extinct. I'm thinking of an app where the focus isn't on user friendly, but just getting it to work. Using a place like rentacoder I was thinking about a months development in C# for about five grand. Looking forward to what might come of this post. TIA.
I should add that with this app you could AS EXAMPLES THEORETICALLY do: Spread MSFT on ARCA with the Bund Spread 6E on Globex through TT with EURUSD spot on EBS Prime Prime Baskettrade Bund, MSFT and 6E wth three different brokers. Just as examples, that is.
I've decided to put the project out on rentacoder.com - so any programmers can feel free to bid for the project. http://www.rentacoder.com/RentACoder/misc/BidRequests/ShowBidRequest.asp?lngBidRequestId=1070079 Still looking for comments on features etc.