AlgoTraderAlgoTrader Documentation

Chapter 19. Broker/Exchange Interfaces

The System provides generic interface functions to connect AlgoTrader to different brokers / exchanges.

The following broker / exchange specific interfaces are currently available:

AlgoTrader uses QuickFix/J for all fix interfaces.

The generic broker / exchange API is represented by the OrderExecService interface. Every broker / exchange specific service has to provide implementation of this interface e.g. IBNativeOrderServiceImpl or Fix44OrderServiceImpl.

The diagram below shows all currently implemented Order Services, for details please see Chapter 24, Adapters:

Order Services

Figure 19.1. Order Services