С# Algorithmic trading. Сhapter four. Interfaces of robot creation

    С# Algorithmic trading. Сhapter four. Interfaces of robot creation

    It's about programming, that's all. In the post let's classify methods of writing automated trading systems from code. Let's review architecture of

    ATS(Automated Trading Systems) builders and libraries for bot creation. It is useful for everyone who starts his way into algorithmic trading.

    Plan:

    1) System types

    2) Modular

    3) Monolith


    System Types

    It is necessary to understand the differences! The final speed of learning ATS builder depends on it and sometimes the difference reaches several years!

    Let's separate these methods into:

    1) Modular

    2) Monolith


    Modular

    SmartCom Api, S#.Api, etc. (not C#: VBA Excel)

    This robot development environment provides you with a set of methods, primary data and modules. This robot development environment provides you

    with a set of methods, primary data and modules. If you want to write in such bot environment, you should learn how it all works. Where primary data

    and in which ways it can be followed through system.

    How to draw indicators, convert data and so on.

    In fact, you get constructor that consist of hundreds of interacting elements.

    The great advantage is that it is very flexible.

    1) Development speed is tens of time slower than in MTS/ATS(Mechanical Trading System/Automated trading system) with a well-defined interface for

    creating bots.

    2) The speed of learning this technology is hundreds of times slower than in MtsBilder with a well-defined interface for creating bots.

    3) Uncompatible with other versions. The no well defined level of robot creation makes it impossible to create a matching level.

    Any changes on the side of developers of infrastructure unavoidably bury the current implementation of the robot by users of this infrastructure.


    Monolith

    A robot development environment with a well defined level of robot creation. These are code insertion places or full development environment. Working

    in such environment it is necessary to master a minimal set of commands and callbacks. The system will take over the rest of work.

    It's positive:

    1) Backward compatibility

    2) Fast development speed

    3) Fast entry speed. Sometimes it is a few days. For programmers - instantly.

    It's negative:

    1) Strict limits of allowed


    Conclusion

    Speed of development is an important thing. Which must be remembered.

    When choosing "Modular", as I called them, technologies - be ready. You will have to spend a lot of time to master them.

    SmartCom will not draw candles for you and will not provide any indicators.StokSharp is not backwards compatible, just over always, each version of

    library is a new library.

    407

    Comments

    No comments yet. Be the first to add a comment!