Hello developers, I have an arbitrage system expert and I would like to make a change. At the moment the expert reads fast data from a mt4 source
(fast broker), I would rather modify it and have a connector that reads data from a faster and more direct source, ie fix / api data (for
example lmax api, rithmic, cqg, saxo bank etc).
The data is read and transcribed on a notepad file inserted in the mt4 logs (both from the fast source and on the slow broker), so the expert
compares the data of the two files constantly and continuously to see if there is a arbitrage opportunities. Therefore the
modification consists in creating the api / fix data connector and transcribing the quotes in the same file format (which I attach).