Skip to content

A sample FIX Client that monitors P&L and executes orders to flatten positions at a pre-set maximum loss.

License

Notifications You must be signed in to change notification settings

antonioshadji/TT-FIX-AutoFlatten

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

28 Commits
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

TT-FIX-AutoFlatten

This sample application provides the following functionality:

Available Functionality:

  • Connect to TT Fix Adapter: Last tested against TT FA 7.65
  • Capture all trades for all traders based on config file
  • Monitor P&L
  • At preconfigured Maximum Loss, flatten out all positions. If used in conjunction with credit limits this effectively locks trader out of trading for the day.

Master Branch TODO:

  • Test against latest production TT FIX Adapter
  • Refactor code to .NET standards based on QuickFix/n
  • Add QuickFix sample config file

2010 Branch contains code written to use QuickFix C++ DLL with .NET Wrapper

USE AT YOUR OWN RISK

This sample code is for demonstration purposes only and is not endorsed by Trading Technologies International, Inc.

About

A sample FIX Client that monitors P&L and executes orders to flatten positions at a pre-set maximum loss.

Topics

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages