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uTrade Frontend Algo API
Version 1.0.0.0
μTrade HFT
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uTrade Frontend Algo API
Version 1.0.0.0
μTrade HFT
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muTrade Frontend API 1.0.0.0 provides infrastructure, which allows user to create and modify their own latency sensitive frontend strategies and host them in uTrade's infrastructure in exchange co-location or non co-location environment.
Backend strategies also needs to be developed, which is fully compatible with frontend and user can run it in conjunction with frontend.
Benefit of developing frontend strategies is that user can add infinite level of customisation in user's interface as per requirement and business needs.
New custom strategies can be integrated and run in the platform on the fly with no effect on the already running strategies. They can be added and run from the same front-end. The user can also use any uTrade's inbuilt arbitrage, market making, and various other strategies through the same platform.
Risk Management features is also available, same as the trading platform.
User can implement the declared functions on their own to get what they need.
User can send data to and recieve response from backend using the declared function or can define them on their own.
Custom strategy can be run with both TBT and snapshot feed. Latest data (order book) is provided to the strategy on request-basis.
Operating System : Windows 7 and above
Language : C++
Compiler : Mingw or VC++
Framework : Qt 4.8.x or above
1.Open Qt Desktop application to start with.
2.Go to “File” in the menu header section and Click on “New Project or File”.
3.In the choose a template section, choose “Library” from the projects and then click on “C++ Library” and then click on choose from the bottom.
4.Now fill the appropriate name and location of project and click on next.
5.Further, user has to select the kit available in Qt framework or one can create his/her own kit as per requirements prior to this, then click next.
6.Qt version should be same as qmake version.
7.Choose the required modules for the project.
8.Give class name and click next and then click finish. Now right click on the project and click on add new then a dialog box will appear.
9.Choose Qt from Files and Classes and then Qt Designer Form Class. Click next and then give name to of class -> click next and then finish. One can add multiple C++ Class for different purposes following same steps as above as per requirement.
10.Add the Frontend_Api_Includes and Api_Includes files to your project for the basic need of project.
11.Now one need to inherit the required classes for project to work i.e., APIWrapper in “.h” file.
12.Add the required libraries in the project.
13.Declare the required functions in “.h” file and define them in “.cpp” file.
14.One can also use the already declared functions from BaseStrategyWrapper.h which is declared virtual so that it can be defined (overridden) as per requirement.
15.After putting all the required functions that is needed for project, run qmake and then build the project.
16.This will create a “.dll” file in the build folder which user can use with uTrade client frontend application.
17.Firstly, createObject method will be called back from the externalapiform.cpp. Thus, don't forget to define that method in your project.
18.Next, system will call the dllVersionString function to check the dll version of the API.
19.After that receiveStrategyResponse() function will be called.
20.Subsequently, initDisplay method will be called through which user can initialize the window and put default values.
1.8.15