Realtime data processing and automated trading in stocks and futures.

Software enhancement has to be done to process realtime data for stocks, generate trading signals based on conditions , send orders to the exchanges, manage open orders, write detailed logs to text file for debugging purpose. Skills required : C# , Visual studio, Realtime data processing , Developing Stable GUI(in phase 2), Should be good at programming and debugging, Source and version controlling. What do we already have: Current module has data processing dll , which processes data for Stocks and futures. What needs to be done: This is the phase 1 of the project. Apart from displaying data on the gui, following should be done. Program should run in interactive console. we would login the user to the main server using login user_name password command. I will give the logic to generate [login to view URL] slightly complex, but will be explained properly, intermediate level developers should have no problem to code it. I have personally coded it in Excel VBA. Core: Basically on every event of realtime data recevied for Stocks or Futures. 1 - We have to calculate a trigger(formula will be given later/ formula is not so complex) 2 - Check for conditions for entry or exit. 3 - if its entry or exit condition then send order to the exchange. 4 - On order response event of the order, manage the order, 5 - Take outmost care that the logic does not go into race condition. 6 - We recevie around 300 to 400 updates per second, so all the received updates should be queued while others are processed. eg say updates received from 1 to 300, all are recevied in the same data packet, we should queue them and then process 1,2,3...300. processing time for each cycle should be as minimum as possible. Attached [login to view URL] file(end function to update the data starts at line 470) is the one where we receive the processed market [login to view URL] function is market in the comments section. entire running code will be shared once the project is awarded. For sending orders and understanding their responses, tag = value type messaging is used, which is fairly straight forward. It will be shared with the developer once the project is awarded. So flow of work would be: -Discuss entire developement with developer. -Since we have decided to do away with GUI, all the configs shall be picked up via xml config file. -Design the classes, various events and action methods. -Every function and module of the code should be properly checked for exception. if the software crashes for any reason, we should have enough information about the reason for crash. -Logging function should be made. Level of logging would be controlled via config file. -Testing would be done during exchange production hours, 09 15 to 15 30 Indian Standard Time. So developer should be available in this time frame.