EA for Arbitrage 1-leg with LMAX Feed

Develop an MT5 EA for 1-leg arbitration.

This EA should read an LMAX feed I own and open the trade according to price differences.

There must be integration with my Feed LMAX, it can be via socket, PIPES or shared memory, whichever is more convenient for the developer.

Lot and capital management.

I want open source MT5 included.