I am new to Amibroker and my broker doesn't provide plug-ins to integrate with their trading system. I am an experienced programmer, who wants to develop plugins for market data feeds and place orders.
Please let me know where I can find this information, like how Amibroker invokes my plugin for the data feed. I really appreciate any help you can provide.
How about searching the forum first
To write good plug-in for AB, one must pose programming skill in C++ or Rust. If C++, then C becomes obvious. Anyways learning advanced C (especially memory management) is a great investment, in any direction you choose to go!
Plugin development is a subset of Software development (wherein an application's abilities are extended to an user by shared collaboration). Since AB runs on Windows - in our case specifically Windows software development.
If you choose C++, one book worth mentioning is Programming MS VC++ by David, George, Scot.
Now if one desires to start from scratch another classic is Programming Windows by Charles Petzold.
Let me summarize that for you:
- Learn programming language - achieve intermediate to advanced level. Understand concepts like asynchronous web-socket call, concurrency, parallel data management, address memory leaks, etc.
- Be thorough on how Windows applications are developed.
After all of that AB'S ADK will truely make sense and the examples laid-out there will speak to you!
So, if one wishes to venture onto this (ever evolving, always demanding) journey, one not only need to gain good programming skills but also need to understand in-depth Windows programming.
Everything is not pythonic after all, and it must not be so! Everything must not be just import then plug-n-play. There lies utmost beauty beyond the realm! Hard to achieve but beautiful... 
In the original post @justjaks wrote that he is "experienced programmer", so I guess he already knows everything you wrote @Cougar
Good for him... But a bee would always know where to find nectar and make honey... 