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These are my requirements:

  • Speed of lookup & update
  • Speed of crunching large numbers and combinations
  • The exchanges I want to connect to will mostly provide json feeds to their orderbooks & fees.
  • I don't need to use charts too much, so to increase speed, I'd rather use an app that doesn't rely on charts. If it's fast and has charts, that's great.
  • Ability to set up accounts for exchanges that support it, or ability to create custom accounts for unsupported exchanges
  • ability to script my algorithm

What are the software out there I can use for forex currency pairs arbitrage trading? Let me know if more information is needed thanks.

share|improve this question
    
Hi a20, welcome to quant.SE! I concur with madilyn. are you by any chance trying to arbitrage cryptocurrencies? I'm not sure that would be on-topic but it would certainly change the best way to approach this. –  Bob Jansen Aug 27 at 16:38
    
What do you want to arbitrage? I suggest it may be a little late to the game (around 5-10 years to be honest) when you could broker arb in the fx world or meaningfully make money from triangular arb. Also, given you are dependent on json feeds which are inherently "slow" you will not benefit from a system architecture that is faster than your weakest link. Please elaborate on your question because it is very unclear what you actually want! –  Matt Wolf Aug 28 at 8:15

2 Answers 2

  • The exchanges I want to connect to will mostly provide json feeds to their orderbooks & fees.

Not so sure if you'll find anything designed for JSON feeds, most markets use FIX or a native binary API.

  • Speed of lookup & update

  • Speed of crunching large numbers and combinations

  • I don't need to use charts too much, so to increase speed, I'd rather use an app that doesn't rely on charts. If it's fast and has charts, that's great.

You're over-emphasizing the need for speed here, to be honest.

  • Ability to set up accounts for exchanges that support it, or ability to create custom accounts for unsupported exchanges

FX doesn't trade in centrally-cleared exchanges, what are the markets that you're planning to trade in? But to name a few platforms that are commonly used, SR Labs and Bloomberg RTS will fit your needs for the most part.

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"over-emphasizing .. speed" - why? For intraday trading, with spotting and executing trades within minutes, do you still think so? Second, appreciate if you'd add your thoughts on Meta Trader, Sierra Chart, Ninja Trader etc. Thanks. –  a20 Aug 27 at 17:12
1  
Because in FX, you're only as fast as your dealer/credit counterparty lets you be. Sierra has a far stronger software development team than NinjaTrader, from what I know. –  madilyn Aug 27 at 20:30

You want something like the Gain GTX FIX API

share|improve this answer
    
Can you elaborate on why that is a good choice given his constraints? –  Bob Jansen Aug 28 at 8:04
    
Well, I note the talk about crypto stuff. But for regular FX, Gain do prime of prime brokerage, so you could get the credit to play at close to interbank rates. If he wants crypto arb, then it's about the API to all the crypto exchanges we've seen recently. I wrote one a while back, then went to a more traditional FX co. I used Java, and bytebuffers for my IPC. But Matt Wolf post above is in the money. –  rupweb Aug 28 at 13:20

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