Kugulitsa kwa algorithmic pamalo a ITI Capital: kupanga maloboti ogulitsa, ma API, nsanja

Kugulitsa kwa algorithmic pamalo a ITI Capital – kupanga maloboti, nsanja. ITI Capital imasamalira makasitomala ake ndipo imapereka ntchito zosiyanasiyana. Akatswiri amagwiritsa ntchito njira ya munthu aliyense wogulitsa. Kampani yomwe imagwiritsa ntchito matekinoloje apamwamba pazochita zake ndi yabwino kwa ogwiritsa ntchito omwe amakonda kugulitsa ma robot ndikulumikizana ndi kusinthanitsa mwachindunji. Amalonda a Algo atha kugwiritsa ntchito SMARTcom, yomwe ndi mawonekedwe otsegulira mapulogalamu (API), ndi SMARTx, yomwe imatengedwa kuti ndiyo yabwino kwambiri yogulitsira yomwe ili ndi mwayi wopanga ma aligorivimu anu amalonda, pazochita zawo. Othandizana nawo a ITI Capital ndi ogulitsa mapulogalamu abwino kwambiri omwe amapanga maloboti ogulitsa pazopempha zamakasitomala. Ngati ndi kotheka, ochita malonda a algorithmic angagwiritse ntchito ntchito zawo.

API ndi mapulogalamu a algorithmic traders

Amalonda a Algo omwe amaika maloboti ogulitsa amatha kugwiritsa ntchito SMARTcom, mawonekedwe otsegulira mapulogalamu (API) pogwiritsa ntchito chinthu chachigawo. Chifukwa chogwiritsa ntchito mawonekedwe a SMARTcom, amalonda paokha:

• dock machitidwe awo ogulitsa ndi seva yogulitsa;
• kupanga makina opangira;
• kukhazikitsa malo opangira malonda;
• pangani ma bots ogulitsa omwe amatha kulumikizana mwachindunji ndi seva yamalonda ya broker.

Ubwino waukulu ndi:

1. Kuthekera kwa kulumikizidwa mwachindunji kwa loboti ku maseva a ITI Capital kudutsa malo ochezera a kasitomala . Choncho, amalonda amalandira mwamsanga zambiri zokhudza momwe akauntiyo ilili komanso malonda. Roboti imatumiza madongosolo ogulitsa mwachindunji “kumsika” ndikuwongolera kuphedwa kwawo.
2. Kuwonetsetsa kukonzedwa mwachangu kwa maoda ndikugawa ma quotes kuchokera pakusinthana . Mwachitsanzo, taganizirani ogwiritsa ntchito omwe akulumikizana kuchokera ku Moscow. Maulendo apakati a pulogalamuyo adzakhala 55 ms. Nthawi yomweyo, mayankho ofanana alibe nthawi ngakhale 200 ms.
3. Kutha kutsata madongosolo onse ndi maudindo opangidwa ndi bot / m’malo ogulitsa akampani (SMARTweb / SMARTx / akaunti yamunthu). Ubwino uwu udzakhala wofunikira makamaka ngati kuli kofunikira kusokoneza robot.
4. Kulumikizana ndi ITI Capital ma seva ochita malonda a makina ogulitsa makina pamapulatifomu osiyanasiyana apulogalamu omwe amathandizira ukadaulo uwu, zomwe zimatheka chifukwa chogwiritsa ntchito gawo lachitsanzo. Mwachitsanzo, Java/C++/ Visual Basic/Visual Basic for Application, etc.

Pakakhala zovuta pakulumikiza SMARTcom, ndikofunikira kulumikizana ndi dipatimenti yothandizira makasitomala kuti muthandizidwe.

Zindikirani! Kuti akwaniritse ntchito yolondola ya pulogalamuyo, wogwiritsa ntchitoyo ayenera kusamalira kupanga malowedwe owonjezera a akaunti yamalonda.

Ntchito zingapo zamalonda za ITI Capital zimagwirizana ndi SMARTcom API, zomwe ndi:

• StockSharp , yomwe ndi nsanja yaulere yogulitsira bots ndi automation ya kuzungulira kwathunthu kwa malonda a algorithmic;
• TSLab , yomwe imatengedwa ngati malo osinthira amakono okhala ndi malo ophatikizidwa ofunikira kuti pakhale chitukuko cha MTS (makina opangira malonda);
• QScalp ndi galimoto yoyendetsa malonda yomwe imapangidwira kusanthula kolondola kwambiri (ndikugulitsa kwakanthawi kochepa / kwanthawi yayitali pakusinthana, ntchito zothamanga kwambiri zimachitika);
• Volfix , yomwe ndi chida champhamvu chothandizira zosankha zamalonda, wopanga ma data waposachedwa, ntchito yowunikira yomwe ili ndi zosankha zodziwika bwino popereka / kukonza mawu;
• LiveTrade Scalping SMARTcom ndi malo oyenera amalonda omwe amakonda kuchita malonda (scalping).

Malo otchuka ogulitsa EasyScalp amagwirizananso ndi SMARTcom API, yomwe idzakhala njira yabwino kwambiri yopangira scalping ndi
malonda a intraday .

Kulumikizana mwachindunji (DMA) kwa amalonda a HFT

Amalonda a Algo ndi amalonda a HFT ali ndi mwayi wogwiritsa ntchito njira zambiri zothetsera mavuto omwe cholinga chake ndi kupereka mwachindunji msika wachuma.
Kufikira kumasamba amtundu wothamanga kwambiri kumatengedwa kuti ndi mwayi wolunjika. Ndi chithandizo chake, akatswiri ali ndi mwayi wochita nawo kuyitanitsa mu TS (dongosolo lamalonda) modutsa njira yamalonda ya broker. Izi zimachepetsa kwambiri nthawi yopereka malamulo kusinthanitsa. Nthawi yomweyo, wogwiritsa ntchito nthawi yomweyo amalandira chidziwitso chokhudza momwe pulogalamuyo ilili. Kufikira kwachindunji ndikofunikira kwa amalonda omwe amapanga ndalama zambiri patsiku. Njirayi imakhudzidwa ndi kuchedwa. Kufikira mwachangu kwachindunji kumaperekedwa kwa makasitomala a St. Petersburg / Moscow Exchange:

• msika wogulitsa, womwe ndi msika waukulu kwambiri wamalonda ku CIS/Eastern ndi Central Europe;
• msika wotengedwa, womwe umaganiziridwa kuti ndiwotsogola wotsatsa zida zandalama zochokera ku Eastern Europe ndi Russian Federation;
• msika wosinthira ndalama zakunja, womwe ndi gawo lofunikira kwambiri pamsika wazachuma wa Russian Federation.

Kuti agwirizane mwachindunji, wogwiritsa ntchitoyo adzafunika mphamvu ya hardware, yomwe idzakhala yokwanira kuti igwirizane ndi kusinthanitsa.

Zindikirani! Ngati mukufuna, mutha kuchita nawo ntchito yopanga mapulogalamu odziyimira pawokha kapena kugula mapulogalamu kuchokera kwa anzawo akampani.

Gome ili pansipa likuwonetsa ma protocol omwe amathandizidwa ndi Moscow Exchange.

Kugwiritsa ntchito FAST ndi FIX poyika maoda / kupeza tsiku la msika kumawonedwa ngati njira yachangu kwambiri pakugulitsa ndalama ndi misika yamasheya. Ngati wogwiritsa ntchito akufuna kugulitsa pamsika wotuluka, akatswiri amalangiza kugwiritsa ntchito ma protocol a TWIME + FAST. Njira ya FIX + FAST pankhaniyi igwira ntchito pang’onopang’ono. Plaza 2 ndiye njira yosunthika kwambiri, koma liwiro la protocol iyi ndilocheperako kuposa zomwe zidachitika kale. Dongosolo lamalonda la broker limagwirizanitsa madongosolo ndi maudindo omwe amapangidwa panthawi ya ntchito kudzera mu kulumikizana kwachindunji. Chifukwa cha izi, wamalonda azitha kuyang’anira ntchito zomwe zimachitika kudzera pa mafoni / akaunti yanu ndi SMARTx. Ngati wogwiritsa ntchito asankha kupanga pulogalamu yakeyake, ndiye kuti asanayambe kugwira ntchito ndi kusinthanitsa, m’pofunika kusamalira kupititsa satifiketi pa kusinthanitsa malinga ndi muyezo dongosolo. Mapulogalamu olembetsa ndi ovomerezeka. Palibe chiphaso chowonjezera chofunikira.

HFT Fare Builder

Pansipa mutha kupeza mapulani amisonkho akampani yobwereketsa ITI Capital:

1. Mapulani a “Yesani” ndi njira yabwino kwa oyamba kumene pamalonda a algorithmic omwe ali ndi akaunti papulatifomu, koma sanapangepo chilichonse kwa miyezi 12. Malipiro oyambira ndi ma ruble 50,000. Kubwereketsa kwa malire kumafika 15% pachaka. Pazochitika zomwe kubweza kwa malonda sikudutsa ma ruble 20,000,000. pamwezi, ntchito yogulitsa malonda idzakhala 0.5-0.15% pazochitika zonse (malingana ndi msika).
2. Ndondomeko ya Tariff “Stock” . Pamenepa, chiwerengero cha commission chidzadalira kuchuluka kwa malonda a tsiku ndi tsiku. Kuchuluka kwa ndalamazo kudzakhala 0.017% -0.035% ya ndalama zomwe zimagwiritsidwa ntchito.
3. Ndondomeko ya Tariff “Mwachangu” . Maperesenti a Commission ali mumtundu wa 20-100% wa komiti yosinthira. Kuchuluka kwa kuchotsedwa kumatengera malonda a malonda patsiku.
4. Ndondomeko ya Tariff “Ndalama” . Komiti ya broker idzakhala 0.004% -0.013% ya ndalama zomwe zimagwiritsidwa ntchito.
5. Ndondomeko ya Tariff “Commodity” . Komiti ya broker ili mu 20% -100%. Kuti muwerenge kuchuluka kwa kuchotsera kwa mgwirizano wosinthitsa, muyenera kuchulukitsa 0.004% ndi kuchuluka kwa masiku pakati pa kugulitsa koyamba ndi tsiku lachiwiri. Kwa makontrakitala opititsa patsogolo, komishoni ndi 0.25% ya ndalama zomwe zachitika.
6. Ndondomeko ya Tariff “OTC” . Kuchuluka kwa kuchotsedwa kwa komiti kudzatengera phukusi la tariff: nthawi yobwereka / yobwereka / malo. Maperesenti a Commission adzakhala 0.15 mpaka 0.2% ya ndalamazo.

Zikadakhala kuti kuchuluka kwa zinthu zonse kumapeto kwa mwezi kumapitilira ma ruble 50,000, palibe chindapusa chomwe chidzaperekedwa pakubweza maakaunti. Ngati zofunikira sizikukwaniritsidwa, wogulitsa amayenera kulipira ma ruble 300. kukonza akaunti pamwezi.

Utumiki wa SMARTgate kwa makasitomala olumikizidwa mwachindunji

SMARTgate ndi seva yapadera yochepetsera zoletsa yomwe imayikidwa pakati pa njira yosinthira ndi loboti yolumikizirana mwachindunji. Maboti amawona seva ya proxy ngati njira wamba yosinthira. Palibe chifukwa chowonjezera zosintha pa pulogalamuyi. Pogwiritsa ntchito luso lapadera, amalonda a algo ali ndi mwayi wogulitsa malonda kudzera mu kugwirizana kwachindunji kuchokera ku akaunti imodzi pamisika yonse ya Moscow Exchange. Chifukwa cha izi, mutha kupulumutsa zambiri pogwiritsa ntchito zida zolumikizirana. Mu chithunzi pansipa, mukhoza kuona SMARTgate mwachindunji kugwirizana chithunzi.
Munjira yotsatsa malonda, seva yoyang’anira zoopsa zamakina ogulitsa imawerengeranso malire pamalonda a SMARTgate. Izi zimakuthandizani kuti muchepetse nthawi yoyang’ana dongosolo la kasitomala mumisika yandalama / masheya. Chifukwa cha njirayi, kampaniyo imaletsa makasitomala ake kugulitsa kudzera mu kulumikizana kwachindunji pazokonda munthawi yeniyeni. Mitundu yamalumikizidwe omwe amathandizidwa ndi SMARTgate pamisika ya Moscow Exchange ndi awa:

• TWIME/Plaza II/FIX ndi njira yabwino pamsika wotuluka;
• FIX ndi mtundu wa kulumikizana kwa ndalama ndi misika yamasheya.

Kuti mulumikizane ndi SMARTgate, ogwiritsa ntchito ayenera kulumikizana ndi dipatimenti yothandizira zaukadaulo. Nambala yafoni yothandizira – 8 (495) 933-32-32. Mukayimba kuchokera kuderali, muyenera kuyimba nambala 8 (800) 200-32-35.

Colocation ndi kubwereka zipangizo

Kuti mugwirizane mwachindunji ndi kusinthanitsa, wogulitsa algorithmic sadzafuna zipangizo zodalirika zokha, komanso kugwirizana kwabwino. Pali njira zingapo zolumikizirana mwachindunji. Pansipa mungaphunzire zambiri za aliyense wa iwo.

Njira nambala 1

Pankhaniyi, kulumikizana ndi netiweki yosinthira kumakhazikitsidwa kudzera pa VPN. Kudzera pachipata chotetezeka cha VPN ITI Capital, ikugwira ntchito pazida zamakono za Cisco, bot ya wosuta imalumikizana ndi kusinthanitsa. Njira iyi idzakondweretsa ndi mtengo wovomerezeka, koma idzasokoneza liwiro. Tiyenera kukumbukira kuti panthawi ya chizindikiro chodutsa pa intaneti kuchokera kwa algorithmic trader kupita ku data center of exchange, pali kuchedwa kwakukulu kwa liwiro. M’chigawo cha Moscow, chizindikiro ichi chili mumtundu wa 10-12 ms.

Njira nambala 2

Kugwiritsa ntchito njira yachiwiri kumaphatikizapo kubwereka seva yeniyeni m’malo ogawana nawo. Wogwiritsa ntchito ayenera kusamalira kubwereka seva ya ITI Capital. Chifukwa chakuti zida zomwe ma seva awa adayikidwapo zili m’malo ophatikizira, maoda adzaperekedwa kusinthanitsa mwachangu momwe angathere. Izi ndizololera zolakwika. Kukonzekera uku kudzayamikiridwa ndi ogulitsa algorithmic ogwiritsa ntchito Linux.

Njira nambala 3

Pogwiritsa ntchito njira yachitatu yolumikizira, muyenera kusamalira kuyika seva pamalo aulere. Seva idzakhala pakatikati pa data pa kusinthana kwa DataSpace, mu chipinda chotsatira kuchokera kumalo osungira. Izi zidzakupulumutsani zambiri. Zindikirani! Kutalika kwa nthawi yochedwa pamene chizindikiro chikudutsa kumalo omwe ma seva alipo sichidutsa 3 ms.

Njira nambala 4

Njira yokwera mtengo kwambiri imatengedwa kuti ndi kuyika kwa seva ya wogwiritsa ntchito m’dera logawa. Njirayi imakuthandizani kuti mukwaniritse kuthamanga kwambiri komanso kudalirika. ITI Capital racks m’dera la colocation amalumikizidwa ndi kusinthanitsa pogwiritsa ntchito 10Gb / s optical channel. Nthawi yomweyo, masiwichi apamwamba a Cisco Nexus amagwiritsidwa ntchito. Ogulitsa ku Algo amapeza mwayi wogwiritsa ntchito:

• VPN yoyang’anira seva;
• thandizo laukadaulo la akatswiri abwino kwambiri a ITI Capital;
• kasamalidwe kakutali kudzera pa doko loyang’anira IP;
• njira yopita ku kusinthana;
• kuthekera kolumikizana ndi njira yosungira mphamvu.

Ziyenera kukumbukiridwa kuti pali zofunikira za ma seva omwe adayikidwa m’dera la colocation. Payenera kukhala magetsi osachepera 2. Mitundu ya makadi a netiweki okhala ndi cholumikizira cha kuwala ndi oyenera kugwira ntchito. Mufunikanso mtundu wa rack wa seva (19 mainchesi).

Malangizo! Kuti mudziwe zambiri za kugwirizana kwachindunji, muyenera kulankhulana ndi akatswiri. Kuti muchite izi, imbani nambala 8 (495) 933-32-32.

https://articles.opexflow.com/brokers/iti-capital.htm

Kupanga maloboti ogulitsa

Gulu la ITI Capital lagwira ntchito bwino pakupanga pulogalamu yotseguka ya SMARTcom, yomwe imakupatsani mwayi wopanga ma bots anu kuti mugulitse pamsika. Kuphatikiza apo, SMARTcom imathandizira kuphatikizika kwamakina opangira makina okonzekera ndi seva yogulitsa. ITI Capital ili ndi othandizana nawo odalirika, omwe atha kulumikizana ndi wogulitsa aliyense kuti ayike dongosolo lopanga loboti yogulitsa. Ngati mukufuna, mutha kugula bot yopangidwa kale. Posankha kapena kuyitanitsa loboti, amalonda ayenera kuyang’ana kwambiri njira zawo zogulitsira. Komanso kuganiziridwa:

• liwiro lofunikira pakugulitsa;
• mtengo wa utumiki;
• njira yovomerezeka yolumikizirana.

Ogwiritsa ntchito ali ndi mwayi wogula zida zofunika ndikudzipangira okha malo ogulitsa mu SMARTcom system, osagwiritsa ntchito thandizo la akatswiri.

SmartCOM: mawonekedwe, kukhazikitsa ndi kasinthidwe

Mawonekedwe a kasitomala a SMARTcom 3.0 amagwira ntchito m’malo okhala ndi ulusi wambiri, kotero zochitika zamakasitomala (Add Trade/Add Porfolio, etc.) zitha kuyitanidwa kuchokera ku ulusi wosiyanasiyana. Palibe kusungitsa deta yowonjezera. Zochitika zitha kuyitanidwa mwachindunji data ikangolandiridwa. Pokonza zochitika izi, akatswiri amalimbikitsa kupewa kutsekereza kwanthawi yayitali. Njira iliyonse yolumikizirana ndi ulusi-yotetezedwa. Palibe chifukwa chogwiritsa ntchito kalunzanitsidwe wowonjezera. Njira zolumikizirana zitha kuyitanidwa mwachindunji kuchokera kwa oyang’anira zochitika. Madivelopa adasamalira kuwonjezera kuthekera kowongolera njira yolumikizira asynchronous / synchronous. Ziyenera kukumbukiridwa kuti pogwiritsa ntchito njira yolumikizira yolumikizana, wogulitsa ayenera kuyembekezera mpaka kulumikizana kukhazikitsidwa.

Zindikirani! Mtundu wosankhidwa wamalumikizidwe sukhudza ulendo wobwerera. Zosinthazo zidzangokhudza nthawi yokhayo yoyankhidwa yoyimba foni.

Kuti muyike mawonekedwe a SmartCOM, muyenera kutsitsa ndikuyendetsa wizard yoyika mapulogalamu (https://iticapital.ru/software/smartcom/). Pambuyo zoikamo zenera kuwonekera pa zenera, muyenera kuyamba kudzaza minda.
Mu mzere “Dzina la ogwiritsa” sonyezani dzina la akaunti ya wogulitsa mu dongosolo la ITInvest. Kenako, lowetsani kuphatikiza kwachinsinsi kwa ITInvest. Kuti zenera lolumikizana liwonetsedwe komanso mawu achinsinsi apulumutsidwe, nkhupakupa zimayikidwa kutsogolo kwa mizere yofananira. Posankha kugwiritsa ntchito seva yosunga zobwezeretsera, wogwiritsa ntchito amaonetsetsa kuti seva yayikulu ikalephera, seva yosunga zobwezeretsera imalumikizidwa. Mu mzere wa nthawi yolumikizananso, muyenera kulowa nthawiyo, pambuyo pake, ngati kugwirizana kwatayika, njira yokhazikitsa mgwirizano watsopano idzayamba. Mulingo wa zipika, kuchuluka kwa kudulidwa kwa zidziwitso kumasankhidwa, komwe kumatha kukhala wamba kapena mwatsatanetsatane. Kenaka, amasankha chikwatu cha zipika ndikuwonetsa nthawi yomwe kutumizidwa kwa mapulogalamu kudzatsekedwa pambuyo poti kugwirizana ndi wopereka deta kukhazikitsidwa. Poyambitsa kuwonekera kwa zochitika, wogwiritsa azitha kuwona zomwe amachita / maoda awo pa intaneti. Poyang’ana bokosi pafupi ndi mzere wa “Caches Settings”, amalonda amaika nthawi yomwe chidziwitso chokhudza zochitika / madongosolo (ochitidwa ndi kuthetsedwa) adzasungidwa. Pa gawo lomaliza, kuya kwa mbiri ya nkhupakupa kumayikidwa.

Zochita zamalonda mu dongosolo la MatriX

Makasitomala omwe amalumikizidwa ndi dongosolo la malonda la MatriX ali ndi mwayi woyika maoda, kulandira zochitika zokhudzana ndi maoda / mapangano / maudindo pamaakaunti apamwamba pazamalonda.
Mtundu wamaakaunti amtundu ukhala motere: BPNNNN-YY-NN. Pazolemba izi, CU iwonetsa kukhala papulatifomu yamalonda:

• MS ndi msika wogulitsa wa Moscow Exchange;
• RF – Moscow Exchange Derivatives Market;
• FX – Moscow Exchange (msika wa ndalama);
• LS – London Stock Exchange.

Zindikirani! Njira yolumikizira: SMARTcom API (mtundu 3.0 ndi apamwamba). Adilesi: Seva – mxr.ittrade.ru, port – 8443.

Ziyenera kuganiziridwa kuti maulamuliro a MARKET / LIMIT omwe amaperekedwa ku machitidwe osinthanitsa, zochitika zomwe zimaperekedwa pa malamulowa ndi maudindo omwe anatsegulidwa pazochitikazi zimagwirizanitsidwa panthawi ya malonda.

Zindikirani! Kulunzanitsa kwa malamulo okhazikika (STOP/STOP-LIMIT/ IQ orders/ trailing stop orders pa seva ya broker, etc.) pakati pa machitidwe azamalonda sikuchitika.

Kotero kuti malamulo ovomerezeka omwe adayikidwa ndikuyiwalika pa seva imodzi sagwira ntchito mosayembekezereka kwa wogulitsa, simuyenera kugwira nawo ntchito ngati pakhala kusintha kuchokera ku seva imodzi kupita ku ina. Ndikoyeneranso kukana kugwiritsa ntchito maoda a GTC popanda kufunikira. Pamapeto pa malonda, muyenera kusamalira kuyang’ana kukhalapo kwa malamulo otseguka m’machitidwe ogulitsa omwe amagwiritsidwa ntchito. Pambuyo pa mgwirizano wa mautumiki a brokerage, ndipo ntchitoyo yakhazikitsidwa, mukhoza kuyika maoda ogulitsa / kugula magawo. Wogulitsa ayenera kuyembekezera chitsimikiziro chodziwikiratu chomwe chimabwera pambuyo pa malondawo. Osapitilira 0.1-0.5 s kuchokera pomwe pulogalamuyo idatumizidwa mpaka uthenga utawonekera pazenera, kutengera mtundu wa kulumikizana.

Kuchotsa mawonekedwe a SmartCOM

Ngati pakufunika kuchotsa mawonekedwewo, wochita malonda adzafunika kudina Start, pitani kugawo la Control Panel ndikudina gawo la Onjezani / Chotsani Mapulogalamu. Kuchokera pamndandanda wamapulogalamu, sankhani SmartCOM ndikusindikiza kutsimikizira zochita.
Pogwiritsa ntchito mawonekedwe otseguka, amalonda amapeza mwayi osati kungopereka malamulo ku dongosolo la malonda, komanso kuti agwirizane ndi seva yamalonda ndikuphunzira zamakono zamakono zamakono.