'Hub' needed that intercepts trades from MT4/5 and IB accounts and sends them in realtime to MATLAB.

Job description

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For this job a hub needs to be created (a small desktop app) that will sit between several trading platforms (MetaTrader 4/5 and Interactive Brokers) at one side and MATLAB at the other side so that trading data from the respective trading accounts can be intercepted in realtime in MATLAB in a reliable and robust way with the lowest latency possible.

Data will only be transferred through the hub in 1 direction (towards MATLAB), not in the other direction.

The idea is to handle risk management and order management in MATLAB and then 'copy' an adjusted version of those trades into another account (via FIX - this is not in the scope of this job, another job is created for this part specifically).

IMPORTANT: Both the hub and MATLAB will work on 1 machine (VPS in same datacenter as broker) but the trading platforms often won't be on that same machine.

Requirements of the desktop app

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- The app allows to 'connect' multiple MT4/5 and IB accounts in a user-friendly way and it also shows an overview of all connections (with a green/red light if the connection is ok).

- The data from the hub needs to be delivered to MATLAB with the lowest latency possible. Check this link for options: https://nl.mathworks.com/help/matlab/matlab_external/integrate-matlab-with-external-programming-languages-and-systems.html

- To connect MT4, you probably need to work with an expert advisor. MT5 can be connected with an expert advisor or Metaquotes' Python API. To connect IB, you probably need to connect via the IB API and the IB Gateway (IB has manuals available that outline this process in an easy way).

- In case something goes wrong with a connection (between a trading account and the hub or between the hub and MATLAB), a warning is displayed (popup in the app), an email is sent, the event will be logged and the hub will try to fix the connection until the connection is ok again.

- No data may ever be lost. So the hub needs to be built in such a way that in case of a temporary network outage, a temporary lost connection, a reboot of the server,... the hub will do the necessary checks and will make sure that all required data is correctly delivered ASAP and nothing will be lost.

- For the scope of this project focus will be on MT4/5 and Interactive Brokers but the idea is to add more platforms in the future (e.g. Ninjatrader or TradeStation) so the hub needs to be ready for that.

- Keep in mind that data from multiple trading accounts will be intercepted, some will have several trades per minute and there can also be trades at the same moment. The hub needs to be able to handle all this with the lowest latency possible.

- (Very) low latency, reliability and robustness are key for this job.