My broker provides API for sending orders to exchange. I am planning to write a service which acts as a middle man which uses API provided by broker and send orders to exchange automatically. Now I have my strategy written using AFL. During live market Amibroker should be able to send signals (orders) to my service. Is there a way to do that ?
I am basically here looking for a direction. Should I need to take a plugin approach? Can you please point to any article or code related to sending orders to a service. I don't mind to learn any technology since I am already a developer.
I am totally stuck.. Please show me some direction. Any help would be much appreciated.
Thanks for your input. The broker which I am referring to provides different kinds of APIs, They also provide Rest Based API. So can I make calls to REST based APIs in AFL.
Here is the broker API which I was referring to. May be I can write a simple WEB API service using .NET Core and call this broker API for placing trades to exchange. But how to make Amibroker and the service which I newly write communicate ? Amibroker have to send signals to the service and service can take care of rest of the stuffs like calling broker API, sending orders etc...
COM is definitely an option here, But is there a better way ? I have read somewhere that if COMS used in Amibroker then it doesn't support Multi threading (I may be wrong here, @Tomasz can comment on that part).
You don't even say whether you intend to fire 10-20 orders a day or HFT like 5 order per second. Got what i'm saying ?
Now you'll know where COM can and cant work. The same > vice-versa, if an option can serve the purpose spending 1 day of time, why build another that would take a week?