Okusuubula mu ngeri ya algorithmic ku bifo bya ITI Capital: okutondawo robots ezisuubula, APIs, platforms

Algorithmic okusuubula ku bifo bya ITI Capital – okutondawo robots, platforms. ITI Capital efaayo ku bakasitoma baayo era ekola emirimu egy’enjawulo. Abakugu bakozesa enkola ey’omuntu kinnoomu ku buli musuubuzi. Kkampuni ekozesa tekinologiya ow’omulembe mu mirimu gyayo etuukira ddala ku bakozesa abasinga okwagala okusuubula nga bakozesa roboti ne bayungibwa butereevu ku exchange. Abasuubuzi ba Algo basobola okukozesa SMARTcom, nga eno ye open application programming interface (API), ne SMARTx, etwalibwa ng’ekifo ekisinga obulungi eky’okusuubula nga kirimu eky’okukola okukola algorithms zo ez’okusuubula, mu mirimu gyabwe. Abakolagana ne ITI Capital be basinga okutunda pulogulaamu ezikola robots ezisuubula ku kusaba kwa bakasitoma. Bwe kiba kyetaagisa, abasuubuzi aba algorithmic basobola okukozesa empeereza zaabwe.

API ne software eri abasuubuzi aba algorithmic

Abasuubuzi ba Algo abateeka robots okusuubula basobola okukozesa SMARTcom, open application programming interface (API) nga bakozesa component object model. Olw’okukozesa enkola ya SMARTcom, abasuubuzi nga beetongodde:

• dock enkola zaabwe ez’okusuubula ne seva y’okusuubula;
• okukola enkola ez’otoma;
• okukola ebifo eby’okusuubuliramu;
• tonda bots z’okusuubula ezisobola okuwuliziganya butereevu ne seva y’okusuubula eya broker.

Ebirungi ebikulu mulimu:

1. Okusobola okuyungibwa obutereevu roboti ku seeva za ITI Capital nga ziyita ku nkolagana za bakasitoma . Bwe kityo, abasuubuzi bafuna mangu amawulire agakwata ku mbeera ya akawunti n’obusuubuzi. Roboti eno esindika ebiragiro by’okusuubula butereevu “ku katale” era n’efuga okutuukiriza kwabyo.
2. Okukakasa okukola amangu ku biragiro n’okugabanya quotes okuva mu exchange . Ng’ekyokulabirako, lowooza ku bakozesa abayungibwa okuva e Moscow. Average roundtrip y’okusaba ejja kuba 55 ms. Mu kiseera kye kimu, ebigonjoola ebifaanagana tebirina budde wadde okumala 200 ms.
3. Obusobozi okulondoola ebiragiro byonna n’ebifo ebikolebwa bot / mu bifo bya kkampuni eby’okusuubula (SMARTweb / SMARTx / akawunti ey’obuntu). Enkizo eno ejja kuba ekwatagana naddala singa kiba kyetaagisa okulongoosa roboti.
4. Okuyungibwa ku ITI Capital trading servers za mechanical trading systems ku software platforms ez’enjawulo eziwagira tekinologiya ono, ekisoboka olw’okukozesa component object model. Okugeza, Java/C++/ Visual Basic/Visual Basic okukozesebwa, n’ebirala.

Mu mbeera nga waliwo obuzibu mu kuyunga SMARTcom, kirungi okutuukirira ekitongole ekiweereza bakasitoma okufuna obuyambi.

Ebbaluwa! Okusobola okutuuka ku nkola entuufu eya pulogulaamu, omukozesa ajja kwetaaga okufaayo okukola okuyingira okw’enjawulo ku akawunti y’okusuubula.

Enkola eziwerako ez’okusuubula ez’emikwano gya ITI Capital zikwatagana ne SMARTcom API, kwe kugamba:

• StockSharp , nga guno gwe musingi ogw’obwereere ogw’okusuubula bots n’okukola otoma enzirukanya enzijuvu ey’okusuubula algorithmic;
• TSLab , ekitwalibwa ng’ekifo eky’omulembe eky’okuwanyisiganya ssente nga kirimu embeera eteekeddwamu eyeetaagisa okukola MTS (enkola z’okusuubula ebyuma);
• QScalp ye trading drive ekoleddwa okwekenneenya ultra-precise (nga short-term / high-frequency trading ku exchange, high-speed operations zikolebwa);
• Volfix , nga kino kye kimu ku bikozesebwa eby’amaanyi eby’okuwagira okusalawo ku kusuubula, ensengeka ya data eyasembyeyo, empeereza y’okwekenneenya n’enkola ezimanyiddwa ennyo ez’okuleeta/okukola quotes;
• LiveTrade Scalping SMARTcom ye terminal esaanira abasuubuzi abasinga okwagala okusuubula okukola (scalping).

Ekifo ekimanyiddwa ennyo eky’okusuubula EasyScalp nakyo kikwatagana ne SMARTcom API, ejja okuba eky’okulonda ekirungi ennyo eky’okukola scalping
n’okusuubula mu lunaku .

Okuyungibwa obutereevu (DMA) eri abasuubuzi ba HFT

Abasuubuzi ba Algo n’abasuubuzi ba HFT balina omukisa okukozesa eby’okugonjoola ebizibu bingi ebigendereddwamu okuwa obutereevu akatale k’ebyensimbi.
Okutuuka ku bifo eby’ekika eky’amaanyi kitwalibwa ng’okuyingira obutereevu. Nga eyambibwako, abakugu bafuna omukisa okwenyigira mu kuteeka oda mu TS (enkola y’okusuubula) butereevu nga bayita ku nkola ya broker ey’okusuubula. Kino kikendeeza nnyo ku budde bw’okutuusa oda eri ekifo ekiwanyisiganya ssente. Mu kiseera kye kimu, omukozesa afuna amangu ddala amawulire agakwata ku mbeera y’enkola. Okuyingira obutereevu kyetaagisa eri abasuubuzi abakola emirimu mingi buli lunaku. Enkola eno ekwata ku kulwawo. Obutereevu obw’amaanyi buweebwa bakasitoma ba St. Petersburg / Moscow Exchange:

• akatale k’emigabo, nga kano ke katale k’emigabo akasinga obunene mu CIS/Eastern ne Central Europe;
• akatale k’ebintu ebiva mu nsimbi, akatwalibwa ng’omusingi ogusinga okusuubula ebikozesebwa mu by’ensimbi ebiva mu Bulaaya ey’Ebuvanjuba ne Russia;
• akatale k’ensimbi z’ebweru, nga kino kye kitundu ekisinga obukulu mu katale k’ebyensimbi mu Russia.

Okukola okuyungibwa obutereevu, omukozesa ajja kwetaaga obusobozi bwa hardware, obujja kumala okuyunga ku exchange.

Ebbaluwa! Bw’oba ​​oyagala, osobola okwenyigira mu kukola pulogulaamu ezetongodde oba okugula pulogulaamu okuva mu mikwano gya kkampuni.

Omulongooti wansi gulaga enkola eziwagirwa ekitongole kya Moscow Exchange.

Okukozesa FAST ne FIX okuteeka orders/okufuna olunaku lw’akatale kitwalibwa ng’enkola esinga okwanguwa okusuubula mu butale bw’ensimbi n’emigabo. Singa omukozesa ateekateeka okusuubula ku katale k’ebintu ebivaamu, abakugu bawa amagezi okukozesa enkola za TWIME+FAST. Enkola ya FIX+FAST mu mbeera eno ejja kukola mpola katono. Plaza 2 y’esinga okukola ebintu bingi, naye sipiidi ya protocol eno egenda mpola nnyo okusinga ku nkola ezaaliwo emabega. Enkola ya broker ey’okusuubula ekwataganya ebiragiro n’ebifo ebikoleddwa mu nkola y’emirimu okuyita mu kuyungibwa obutereevu. Olw’ensonga eno, omusuubuzi ajja kusobola okufuga emirimu egikolebwa ng’ayita mu nkola z’essimu / akawunti ey’obuntu ne SMARTx. Singa omukozesa aba asazeewo okukola pulogulaamu ye, olwo nga tannatandika kukola na kuwaanyisiganya, . kirungi okufaayo okuyisa satifikeeti ku kuwaanyisiganya okusinziira ku nteekateeka ey’omutindo. Sofutiweya w’okwewandiisa ekakasiddwa. Tekyetaagisa kuwa satifikeeti ndala.

Omuzimbi w’ebisale bya HFT

Wansi osobola okusanga enteekateeka z’emisolo eza kkampuni ya brokerage eya ITI Capital:

1. Enteekateeka y’emisolo “Try” nkola nnungi nnyo eri abatandisi mu mulimu gw’okusuubula enkola ya algorithmic abalina akawunti ku musingi, naye nga tebakoze nkolagana yonna ku yo okumala emyezi 12. Ssente z’okutandika okutereka ziri 50,000 rubles. Okuwola ssente ku migatte (margin lending) kutuuka ku bitundu 15% buli mwaka. Mu mbeera ng’enyingiza y’obusuubuzi tesukka 20,000,000 rubles. buli mwezi, akakiiko k’emirimu gy’okusuubula kajja kuba 0.5-0.15% buli nkolagana (okusinziira ku katale).
2. Enteekateeka y’emisolo “Stock” . Mu mbeera eno, ebitundu by’akakiiko bijja kusinziira ku bungi bw’okusuubula buli lunaku. Omuwendo gw’ebiggyibwako gujja kuba 0.017% -0.035% ku muwendo gw’okutunda.
3. Enteekateeka y’emisolo “Yangu” . Ebitundu by’akakiiko biri wakati wa 20-100% ku kakiiko k’okuwanyisiganya ssente. Omuwendo gw’ebiggyibwako gujja kusinziira ku nfuna y’okusuubula buli lunaku.
4. Enteekateeka y’emisolo “Ssente” . Akakiiko ka broker kagenda kuba 0.004% -0.013% ku ssente z’okutunda.
5. Enteekateeka y’emisolo “Ebintu” . Akakiiko ka broker kali mu bbanga lya 20% -100%. Okubala omuwendo gw’ebisaliddwako ku ndagaano ya swap, olina okukubisaamu 0.004% ku muwendo gw’ennaku wakati w’okutunda okusooka n’olunaku lw’okutunda okw’okubiri. Ku ndagaano ez’omu maaso, akakiiko kali 0.25% ku ssente z’okutunda.
6. Enteekateeka y’emisolo “OTC” . Omuwendo gw’obukadde obuggyibwako gujja kusinziira ku nkola y’emisolo: ekisanja ekitali ku kkawunta/ewoze/ekifo. Ebitundu by’akakiiko bigenda kuba 0.15 ku 0.2% ku ssente ezo.

Mu mbeera ng’omuwendo gw’eby’obugagga ebituufu ku nkomerero y’omwezi gusukka 50,000 rubles, tewali ssente zijja kusasulwa ku kukola saaviisi ku akawunti. Singa ekyetaagisa tekituukirira, omusuubuzi ajja kuba alina okusasula 300 rubles. okulabirira akawunti buli mwezi.

Empeereza ya SMARTgate eri bakasitoma abayungiddwa obutereevu

SMARTgate ye proxy server ey’enjawulo ekoma eteekebwa wakati w’omulyango gw’okuwanyisiganya n’okusuubula okuyungibwa obutereevu. Bots zilaba proxy server nga omulyango gwa bulijjo ogw’okuwanyisiganya. Tekyetaagisa kukola nkyukakyuka ndala mu pulogulaamu eyo. Nga bakozesa tekinologiya ow’enjawulo, abasuubuzi ba algo bafuna omukisa okusuubula nga bayita mu kuyungibwa obutereevu okuva ku akawunti emu ku butale bwonna obwa Moscow Exchange. Okwebaza kino, osobola okukekkereza bingi ng’osala-margining correlated instruments. Mu kifaananyi wansi, osobola okulaba ekifaananyi ky’okuyunga obutereevu SMARTgate.
Mu mbeera y’oluvannyuma lw’okusuubula, seva y’okuddukanya akabi ey’enkola y’okusuubula eddamu okubala ekkomo ku kusuubula kwa SMARTgate. Kino kikusobozesa okukendeeza ku budde bw’okukebera oda ya kasitoma mu butale bw’ensimbi/emigabo. Olw’enkola eno, kkampuni ekoma ku bakasitoma baayo okusuubula ng’eyita mu kuyungibwa obutereevu ku bukwakkulizo obw’enjawulo mu kiseera ekituufu. Ebika by’enkolagana ebiwagirwa SMARTgate ku butale bwa Moscow Exchange mulimu:

• TWIME/Plaza II/FIX ye nkola esaanira akatale k’ebintu ebiva mu bintu ebivaamu;
• FIX kika kya kuyungibwa ku butale bw’ensimbi n’emigabo.

Okuyunga SMARTgate, abakozesa balina okutuukirira ekitongole ekikola ku by’ekikugu. Okuwagira ennamba y’essimu – 8 (495) 933-32-32. Bw’oba ​​okuba essimu ng’osinziira mu kitundu ekyo, olina okukuba ennamba 8 (800) 200-32-35.

Colocation n’okupangisa ebyuma

Okuyungibwa butereevu ku kuwaanyisiganya, omusuubuzi wa algorithmic tajja kwetaaga byuma byesigika byokka, naye n’okuyungibwa okulungi. Waliwo engeri eziwerako ez’okuyunga obutereevu. Wansi osobola okumanya ebisingawo ku buli emu ku zo.

Enkola nnamba 1

Mu mbeera eno, okuyungibwa ku mutimbagano gw’okuwanyisiganya kuteekebwawo nga kuyita mu VPN. Okuyita mu mulyango gwa VPN ogw’obukuumi ogwa ITI Capital, ogukola ku byuma bya Cisco eby’omulembe, bot y’omukozesa eyungibwa ku kuwaanyisiganya. Enkola eno ejja kusanyusa n’omuwendo ogukkirizibwa, naye ejja kutabula sipiidi. Kinajjukirwa nti mu kiseera kya siginiini eyita ku yintaneeti okuva ku musuubuzi wa algorithmic okutuuka mu data center y’okuwanyisiganya, wabaawo okulwawo okw’amaanyi mu sipiidi. Mu kitundu kya Moscow, ekiraga kino kiri mu bbanga lya 10-12 ms.

Enkola nnamba 2

Okukozesa ekyokubiri kizingiramu okupangisa virtual server mu exchange’s collocation zone. Omukozesa ajja kwetaaga okufaayo okupangisa ITI Capital virtual server. Olw’okuba nti ebyuma ebiteekebwako seeva zino bibeera mu kitundu ekigatta abantu, oda zijja kutuusibwa mu kifo awawanyisiganya ebintu mu bwangu nga bwe kisoboka. Enkola eno egumira ensobi. Ensengeka eno ejja kusiimibwa abasuubuzi aba algorithmic nga bakozesa Linux.

Enkola nnamba 3

Nga okozesa ekyokusatu okuyunga, olina okufaayo okuteeka seva mu free zone. Seva ejja kubeera mu data center y’okuwanyisiganya DataSpace, mu kisenge ekiddako okuva mu colocation zone. Enkola eno ejja kukuwonya bingi. Ebbaluwa! Ebbanga ly’okulwawo nga siginiini eyitira mu kitundu seeva we ziri tesussa 3 ms.

Enkola nnamba 4

Enkola esinga okuba ey’ebbeeyi etwalibwa okuba okuteeka seva y’omukozesa mu kitundu ky’okugatta. Enkola eno ekusobozesa okutuuka ku sipiidi esingako n’okwesigamizibwa. ITI Capital racks mu kitundu kya colocation ziyungibwa ku exchange nga bakozesa 10Gb/s optical channel. Mu kiseera kye kimu, switch za Cisco Nexus ez’omutindo ogwa waggulu ze zikozesebwa. Abasuubuzi ba Algo bafuna omukisa okukozesa:

• VPN ey’okuddukanya seva;
• obuyambi obw’ekikugu obw’abakugu abasinga obulungi mu ITI Capital;
• okuddukanya okuva ewala nga oyita ku mwalo gw’okuddukanya IP;
• omukutu okutuuka ku kuwaanyisiganya;
• obusobozi bw’okuyunga ku mukutu gw’amasannyalaze ogw’okutereka.

Kinajjukirwa nti waliwo ebyetaago bya seeva ezaateekebwa mu colocation zone. Wabeewo amasannyalaze waakiri 2. Models za network cards ezirina optical input zisaanira okukola. Ojja kwetaaga ne rack version ya server (yinsi 19).

Okuwabula! Okumanya ebisingawo ku kuyungibwa obutereevu, olina okutuukirira abakugu. Kino okukikola, okukuba ku nnamba 8 (495) 933-32-32.

https://ebiwandiiko.opexflow.com/abasuubuzi/iti-capital.htm

Okutondawo robots ezisuubula

Ttiimu ya ITI Capital ekoze bulungi ku kukola pulogulaamu ya SMARTcom open software package, ekusobozesa okukola bot zo okusuubula ku katale k’emigabo. Okugatta ku ekyo, SMARTcom eyamba okugatta enkola z’okusuubula ez’ebyuma eziwedde okukolebwa ne seva y’okusuubula. ITI Capital erina emikwano egyesigika, nga buli musuubuzi asobola okutuukirira okuteeka order y’okukola roboti esuubula. Bw’oba ​​oyagala osobola okugula bot eyeetegefu. Nga balondawo oba okulagira roboti, abasuubuzi balina okussa essira ku nkola yaabwe ey’okusuubula. Era nga kitunuuliddwa:

• sipiidi eyeetaagisa okusuubula;
• ssente z’obuweereza;
• engeri ekkirizibwa ey’okuyunga.

Abakozesa balina omukisa okugula ebikozesebwa ebyetaagisa era nga beetongodde okukola ebifo eby’okusuubula mu nkola ya SMARTcom ku lwabwe, awatali kuddukira mu buyambi bwa bakugu.

SmartCOM: ebikozesebwa, okuteeka n’okusengeka

Enkolagana ya kasitoma ya SMARTcom 3.0 ekola mu mbeera ey’emiguwa mingi, kale ebibaawo mu kasitoma (Add Trade/Add Porfolio, n’ebirala) bisobola okuyitibwa okuva mu miguwa egy’enjawulo. Tewali data buffering endala. Ebibaawo bisobola okuyitibwa butereevu amangu ddala nga data efunye. Nga bakola ku bintu bino, abakugu bawa amagezi okwewala okuziyiza okumala ebbanga eddene. Enkola yonna ku nkolagana ya thread-safe. Tekyetaagisa kukozesa kukwataganya kwongerako. Enkola z’enkolagana zisobola okuyitibwa butereevu okuva mu bakwasi b’ebibaddewo. Abakola bafaayo ku kwongerako obusobozi okufuga asynchronous / synchronous connection mode. Kinajjukirwa nti ng’okozesa enkola y’okuyunga ey’okukwatagana, omusuubuzi alina okulinda okutuusa ng’omukago guteekeddwawo.

Ebbaluwa! Ekika ky’engeri y’okuyunga ekirondeddwa tekikosa kudda ku tikiti. Enkyukakyuka zijja kukosa obudde bwokka obw’okuddamu obw’okuyita ekiragiro.

Okuteeka enkola ya SmartCOM, ojja kwetaaga okuwanula n’okuddukanya omugezi w’okuteeka pulogulaamu (https://iticapital.ru/software/smartcom/). Oluvannyuma lw’eddirisa ly’enteekateeka okulabika ku ssirini, olina okutandika okujjuza ennimiro.
Mu layini “Erinnya ly’omukozesa” laga erinnya lya akawunti y’omusuubuzi mu nkola ya ITinvest. Ekiddako, ssaamu omugatte ogw’ekyama ogw’okufuna ITinvest. Okusobola eddirisa ly’okuyunga okulagibwa n’okutereka ekigambo ky’okuyingira, obubonero buteekebwa mu maaso ga layini ezikwatagana. Nga asalawo okukozesa seva ya ‘backup’, omukozesa akakasa nti singa wabaawo okulemererwa kwa seva enkulu, seva ya ‘backup’ eyungiddwa. Mu layini y’okuggwaako kw’obudde bw’okuddamu okuyunga, olina okuyingiza ekiseera ekigere oluvannyuma lw’ekyo, singa omukago gubula, enkola y’okuteekawo omukago omupya ejja kutandika. Mu ddaala ly’ebiwandiiko, diguli y’okuwandiika amawulire elonda, eyinza okuba eya bulijjo oba ey’enjawulo. Ekiddako, balondawo ekitabo ky’ebiwandiiko era ne balaga ekiseera oluvannyuma lw’okuleeta okusaba okuziyizibwa oluvannyuma lw’okussaawo omukutu n’omuwa data. Nga okola okulabika kw’enkolagana, . omukozesa ajja kusobola okulaba ddiiru/oda ze nga tali ku mukutu. Nga bassaako akabonero ku kasanduuko akali okumpi ne layini ya “Caches settings”, abasuubuzi bateekawo ekiseera amawulire agakwata ku nkolagana / ebiragiro (ebikoleddwa n’okusazibwamu) mwe binaaterekebwa. Ku mutendera ogusembayo, obuziba bw’ebyafaayo bya tick buteekebwawo.

Ebikwata ku kusuubula mu nkola ya MatriX

Bakasitoma abalina akakwate ku nkola y’okusuubula eya MatriX balina omukisa okuteeka oda, okufuna ebibaawo ebikwata ku biragiro/ddiiru/ebifo ku akawunti z’ekifo ku bifo eby’okusuubula.
Ekika kya akawunti z’ebifo kijja kuba bwe kiti: BPNNNN-YY-NN. Mu kuyingira kuno, CU ejja kulaga nti wa musingi gw’okusuubula:

• MS ye katale k’emigabo mu Moscow Exchange;
• RF – Akatale k’ebintu ebiva mu kuwaanyisiganya ssente mu Moscow;
• FX – Moscow Exchange (akatale k’ensimbi);
• LS – Ekifo ky’emigabo e London.

Ebbaluwa! Enkola y’okuyunga: SMARTcom API (enkyusa 3.0 n’okudda waggulu). Endagiriro: Seva – mxr.ittrade.ru, omwalo – 8443.

Kinaatunuulirwa nti ebiragiro bya MARKET/LIMIT ebiweerezeddwa mu nkola z’okuwanyisiganya ssente, okutunda okukolebwa ku biragiro bino n’ebifo ebyaggulwawo ku nkolagana zino bikwatagana mu biseera by’okusuubula.

Ebbaluwa! Okukwataganya ebiragiro ebirina obukwakkulizo (STOP/STOP-LIMIT/ IQ orders/ trailing stop orders ezikolebwa ku seva ya broker, n’ebirala) wakati w’enkola z’okusuubula tekukolebwa.

Oda ezirina obukwakkulizo ezaateekebwa ne zeerabirwa ku seva emu tezikola mu ngeri etasuubirwa eri omusuubuzi, tolina kukola nazo mu mbeera nga wabaddewo okukyusa okuva ku seva emu ey’okusuubula okudda ku ndala. Era kirungi okugaana okukozesa order za GTC nga tekyetaagisa. Ku nkomerero y’okusuubula, olina okufaayo okukebera okubeerawo kwa open conditional orders mu nkola z’okusuubula ezikozesebwa. Oluvannyuma lw’endagaano y’empeereza ya brokerage okuggwa, n’okuteekebwako enkola, osobola okuteeka orders z’okutunda / okugula emigabo. Omusuubuzi ajja kuba alina okulinda okukakasa okw’otoma okujja oluvannyuma lw’okutunda. Tezisukka s 0.1-0.5 eziyitawo okuva okusaba lwe kuweereddwa okutuusa obubaka lwe bulabika ku ssirini, okusinziira ku mutindo gw’okuyungibwa.

Okuggyawo enkola ya SmartCOM

Singa kifuuka kyetaagisa okuggyawo interface, omusuubuzi ajja kwetaaga okunyiga ku Start, genda mu kitundu kya Control Panel n’onyiga ku Add/Remove Software category. Okuva ku lukalala lw’enkola, londa SmartCOM onyige okukakasa ebikolwa.
Nga bakozesa enkola enzigule, abasuubuzi bafuna omukisa obutakoma ku kuwaayo biragiro ku nkola y’okusuubula, wabula n’okuyunga ku seva y’okusuubula n’okusoma amawulire agakwata ku katale ag’omulembe.