Ubucuruzi bwa Algorithmic kubikoresho bya ITI Umurwa mukuru: kurema ama robo yubucuruzi, APIs, urubuga

Ubucuruzi bwa Algorithmic kubikoresho bya ITI Capital – kurema ama robo, urubuga. ITI Capital yita kubakiriya bayo kandi itanga serivisi zitandukanye. Inzobere zikoresha uburyo bwihariye kuri buri mucuruzi. Isosiyete ikoresha ikoranabuhanga rigezweho mubikorwa byayo iratunganye kubakoresha bakunda gucuruza bakoresheje robot kandi bagahuza muburyo butaziguye. Abacuruzi ba Algo barashobora gukoresha SMARTcom, ni porogaramu ifunguye porogaramu yo gutangiza porogaramu (API), na SMARTx, ifatwa nk’isoko ryiza ry’ubucuruzi rifite ibikoresho byo guhitamo algorithm yawe y’ubucuruzi, mu bikorwa byabo. Abafatanyabikorwa ba ITI Capital nabacuruzi ba software beza bakora robot zubucuruzi kubyo abakiriya basaba. Nibiba ngombwa, abacuruzi ba algorithmic barashobora gukoresha serivisi zabo.

API na software kubacuruzi ba algorithmic

Abacuruzi ba Algo bashiraho robot zo gucuruza barashobora gukoresha SMARTcom, porogaramu ifunguye porogaramu (API) ikoresheje icyitegererezo cyibintu. Ndashimira ikoreshwa rya interineti ya SMARTcom, abacuruzi bigenga:

• dock sisitemu zabo z’ubucuruzi hamwe na seriveri y’ubucuruzi;
• gukora sisitemu zikoresha;
• guteza imbere ubucuruzi;
• kora bots zubucuruzi zishobora kuvugana na seriveri yubucuruzi ya broker.

Ibyiza byingenzi birimo:

1. Birashoboka guhuza byimazeyo na robot na ITI Capital seriveri irenga abakiriya bayo . Rero, abadandaza bakira vuba amakuru yerekeye imiterere ya konti nubucuruzi. Imashini yohereza ibicuruzwa byubucuruzi “ku isoko” kandi igenzura imikorere yabyo.
2. Kugenzura uburyo bwihuse bwo gutumiza no gukwirakwiza amagambo yavuye mu kuvunja . Nkurugero, tekereza kubakoresha bahuza kuva Moscou. Impuzandengo yo kuzenguruka ya porogaramu izaba 55 ms. Mugihe kimwe, ibisubizo bisa ntabwo bigira umwanya no kuri 200 ms.
3. Ubushobozi bwo gukurikirana ibicuruzwa byose hamwe numwanya byakozwe na bot / mumasosiyete yubucuruzi yikigo (SMARTweb / SMARTx / konte yumuntu). Iyi nyungu izaba ifite akamaro cyane cyane niba ari ngombwa gukuramo robot.
4. Kwihuza na ITI Capital seriveri yubucuruzi ya sisitemu yubucuruzi bwubukanishi ku mbuga zitandukanye za software zishyigikira iri koranabuhanga, birashoboka bitewe no gukoresha icyitegererezo cyibintu. Kurugero, Java / C ++ / Visual Basic Basic / Visual Basic for Application, nibindi.

Mugihe hari ibibazo byo guhuza SMARTcom, birakwiye ko ubaza ishami rishinzwe serivisi kubakiriya kugirango bagufashe.

Icyitonderwa! Kugirango ugere kumikorere yukuri ya software, uyikoresha azakenera kwita kubikorwa byinyongera kuri konti yubucuruzi.

Umubare munini wubucuruzi bwabafatanyabikorwa ba ITI bashoramari bahujwe na SMARTcom API, aribyo:

• StockSharp , ni urubuga rwubusa rwo gucuruza bots no gutangiza ibyuzuye byubucuruzi bwa algorithmic;
• TSLab , ifatwa nkibikoresho bigezweho byo guhanahana amakuru hamwe nibidukikije byashizwemo bikenewe mu iterambere rya MTS (sisitemu yo gucuruza imashini);
• Q. _
• Volfix , nigikoresho gikomeye cyo gufata ibyemezo byubucuruzi, ibikoresho bishya byubaka, serivisi zisesengura hamwe namahitamo azwi yo gutanga / gutunganya amagambo;
• LiveTrade Scalping SMARTcom ni terminal ikwiranye nabacuruzi bakunda ubucuruzi bukora (scalping).

Ikirangantego cyubucuruzi kizwi cyane EasyScalp nayo irahujwe na SMARTcom API, izaba amahitamo meza yo gucana no
gucuruza iminsi .

Ihuza ritaziguye (DMA) kubacuruzi ba HFT

Abacuruzi ba Algo n’abacuruzi ba HFT bafite amahirwe yo gukoresha ibisubizo byinshi bigamije gutanga uburyo butaziguye ku isoko ryimari.
Kugera kumurongo wihuta wihuta bifatwa nkuburyo butaziguye. Nubufasha bwayo, abahanga bafite amahirwe yo kwishora mugutumiza muri TS (sisitemu yubucuruzi) kurenga sisitemu yubucuruzi. Ibi bigabanya cyane igihe cyo gutanga ibicuruzwa muguhana. Mugihe kimwe, uyikoresha ahita yakira amakuru ajyanye nimiterere ya porogaramu. Kwinjira bitaziguye birakenewe kubacuruzi bakora umubare munini wubucuruzi kumunsi. Izi ngamba zirumva gutinda. Umuvuduko wihuse uhabwa abakiriya ba St. Petersburg / Moscou:

• isoko ryimigabane, nisoko rinini ryimigabane muri CIS / Uburasirazuba nuburayi bwo hagati;
• isoko y’ibikomoka ku isoko, ifatwa nk’urubuga ruyoboye rwo gucuruza ibikoresho by’imari bikomoka mu Burayi bw’i Burasirazuba no mu Burusiya;
• isoko ry’ivunjisha, akaba aricyo gice cyingenzi cyisoko ryimari ryUburusiya.

Kugirango ukore ihuza ritaziguye, uyikoresha azakenera ubushobozi bwibikoresho, bizaba bihagije kugirango uhuze.

Icyitonderwa! Niba ubyifuza, urashobora kwishora mubikorwa byiterambere bya software cyangwa kugura software mubafatanyabikorwa.

Imbonerahamwe ikurikira irerekana protocole ishyigikiwe na Moscou.

Gukoresha FAST na FIX mugutanga ibicuruzwa / kubona itariki yisoko bifatwa nkuburyo bwihuse bwo gucuruza amafaranga nisoko ryimigabane. Niba umukoresha ateganya gucuruza kumasoko akomokaho, abahanga barasaba gukoresha protocole ya TWIME + FAST. Ihitamo rya FIX + FAST muriki kibazo rizakora buhoro buhoro. Plaza 2 nuburyo bwinshi butandukanye, ariko umuvuduko wiyi protocole uratinda cyane kuruta amahitamo yabanjirije. Sisitemu yubucuruzi ya broker ihuza ibyateganijwe hamwe nimyanya yashizweho mugihe cyakazi binyuze muburyo butaziguye. Turabikesha, umucuruzi azashobora kugenzura ibikorwa bikorwa binyuze muri porogaramu zigendanwa / konti bwite na SMARTx. Niba umukoresha yiyemeje guteza imbere software ye, noneho mbere yo gutangira gukorana no guhana, birakwiye kwita kubitsindira ibyemezo muguhana ukurikije gahunda isanzwe. Porogaramu yo kwiyandikisha yemewe. Nta cyemezo cy’inyongera gisabwa.

HFT Kubaka Amafaranga

Hasi murashobora kubona gahunda yimisoro yisosiyete ikora ibijyanye na ITI Capital:

1. Gahunda y’ibiciro “Gerageza” nuburyo bwiza kubatangiye mubijyanye nubucuruzi bwa algorithmic bafite konte kurubuga, ariko amezi 12 ntacyo bakoze kuriyo. Amafaranga yatangiriye kubitsa ni 50.000. Gutanga inguzanyo bigera kuri 15% kumwaka. Mugihe aho ibicuruzwa bitarenze 20.000.000. ku kwezi, komisiyo ishinzwe ibikorwa byubucuruzi izaba 0.5-0.15% kuri buri gikorwa (bitewe nisoko).
2. Gahunda y’ibiciro “Ububiko” . Muri iki gihe, ijanisha rya komisiyo rizaterwa nubunini bwa buri munsi. Amafaranga yakuweho azaba 0.017% -0.035% yumubare wibyakozwe.
3. Gahunda y’ibiciro “Byihutirwa” . Ijanisha rya komisiyo riri hagati ya 20-100% ya komisiyo ishinzwe kuvunja. Umubare w’amafaranga yakuweho bizaterwa no gucuruza kumunsi.
4. Gahunda y’ibiciro “Ifaranga” . Komisiyo y’abunzi izaba 0.004% -0.013% y’amafaranga y’ibyakozwe.
5. Gahunda y’ibiciro “Ibicuruzwa” . Komisiyo y’abunzi iri hagati ya 20% -100%. Kugirango ubare umubare wamafaranga yagabanijwe kumasezerano ya swap, ugomba kugwiza 0.004% numubare wiminsi hagati yubucuruzi bwa mbere nitariki yubucuruzi bwa kabiri. Ku masezerano yohereza imbere, komisiyo ni 0.25% y’amafaranga y’ibicuruzwa.
6. Gahunda y’ibiciro “OTC” . Umubare w’amafaranga yagabanijwe kuri komisiyo uzaterwa na paje y’ibiciro: kurenza igihe-cyo kugereranya / kuguza / umwanya. Ijanisha rya komisiyo rizaba 0.15 kugeza 0.2% by’amafaranga.

Mugihe aho umubare wumutungo utimukanwa urangiye ukwezi kurenga 50.000, ntamafaranga azishyurwa kuri konti. Niba ibisabwa bitujujwe, umucuruzi agomba kwishyura amafaranga 300. kubungabunga konti ya buri kwezi.

Serivisi ya SMARTgate kubakiriya bahujwe

SMARTgate ni seriveri idasanzwe igabanya porokisi yashyizwe hagati yo guhanahana amakuru hamwe na robo yubucuruzi itaziguye. Bots ibona porokisi ya seriveri nk’irembo risanzwe ryo guhana. Ntibikenewe ko uhindura izindi gahunda. Ukoresheje ikoranabuhanga ridasanzwe, abacuruzi ba algo bafite amahirwe yo gucuruza binyuze mumihuza itaziguye kuva kuri konti imwe kumasoko yose yu Isoko rya Moscou. Urakoze kuri ibi, urashobora kuzigama byinshi ukoresheje guhuza ibikoresho. Ku ishusho hepfo, urashobora kubona igishushanyo mbonera cya SMARTgate.
Muburyo bwa nyuma yubucuruzi, seriveri yo gucunga ibyago ya sisitemu yubucuruzi ibara imipaka ku bucuruzi bwa SMARTgate. Ibi biragufasha kugabanya igihe cyo kugenzura ibicuruzwa byabakiriya mumasoko yimigabane. Bitewe nubu buryo, isosiyete igabanya abakiriya bayo gucuruza binyuze muburyo butaziguye kumagambo akenewe mugihe nyacyo. Ubwoko bwihuza bushyigikiwe na SMARTgate kumasoko yo kuvunja i Moscou harimo:

• TWIME / Plaza II / FIX nuburyo bukwiye ku isoko ikomoka;
• FIX ni ubwoko bwihuza kumafaranga nisoko ryimigabane.

Guhuza SMARTgate, abakoresha bagomba kuvugana nishami rishinzwe tekinike. Shyigikira nimero ya terefone – 8 (495) 933-32-32. Niba uhamagaye mukarere, ugomba guhamagara numero 8 (800) 200-32-35.

Gukodesha ibikoresho hamwe no gukodesha ibikoresho

Kugirango uhuze muburyo bwo guhanahana amakuru, umucuruzi wa algorithmic ntabwo azakenera ibikoresho byizewe gusa, ahubwo azakenera no guhuza neza. Hano hari amahitamo menshi ataziguye. Hasi urashobora kwiga byinshi kuri buri kimwe muri byo.

Ihitamo nimero 1

Muri iki kibazo, ihuriro ryu guhanahana amakuru rishyirwaho binyuze kuri VPN. Binyuze mu irembo ryizewe rya VPN ITI Capital, ikorera ku bikoresho bigezweho bya Cisco, bot y’umukoresha ihuza no guhana. Ihitamo rizashimisha nigiciro cyemewe, ariko kizahagarika umuvuduko. Twakagombye kuzirikana ko mugihe ibimenyetso byanyuze kuri interineti kuva umucuruzi wa algorithmic kugera kuri data center yo guhanahana amakuru, habaho gutinda cyane kwihuta. Mu karere ka Moscou, iki kimenyetso kiri hagati ya ms 10-12.

Ihitamo nimero 2

Gukoresha uburyo bwa kabiri bikubiyemo gukodesha seriveri igaragara muri zone yo gukusanya. Umukoresha azakenera kwita kubukode bwa ITI Capital seriveri. Bitewe nuko ibikoresho izo seriveri zashyizwemo biherereye muri zone yegeranye, amabwiriza azashyikirizwa ivunjisha vuba bishoboka. Ihitamo ryihanganira amakosa. Iboneza bizashimwa nabacuruzi ba algorithmic bakoresheje Linux.

Ihitamo nimero 3

Ukoresheje uburyo bwa gatatu kugirango uhuze, ugomba kwitondera gushyira seriveri muri zone yubusa. Seriveri izaba iri muri data center yo guhanahana amakuru, mucyumba gikurikira uhereye kuri colocation zone. Ihitamo rizigama byinshi. Icyitonderwa! Igihe cyo gutinda iyo ikimenyetso kinyuze mukarere seriveri iherereye ntirenza ms 3.

Ihitamo nimero 4

Amahitamo ahenze cyane afatwa nkugushira seriveri yumukoresha muri zone yegeranye. Ubu buryo bugufasha kugera ku muvuduko ntarengwa no kwizerwa. ITI Umurwa mukuru wibice bya colocation uhujwe no guhanahana ukoresheje umuyoboro wa optique wa 10Gb / s. Mugihe kimwe, ubuziranenge bwa Cisco Nexus burakoreshwa. Abacuruzi ba Algo babona amahirwe yo gukoresha:

• VPN yo gucunga seriveri;
• inkunga ya tekinike yinzobere nziza za ITI Capital;
• imiyoborere ya kure ikoresheje icyambu cya IP;
• umuyoboro wo guhanahana amakuru;
• ubushobozi bwo guhuza umuyoboro winyuma.

Tugomba kuzirikana ko hari ibisabwa kuri seriveri zashyizwe muri zone colocation. Hagomba kubaho byibura ibikoresho 2 byamashanyarazi.Icyitegererezo cyamakarita yumuyoboro hamwe ninjiza optique irakwiriye gukora. Uzakenera kandi verisiyo ya seriveri (santimetero 19).

Inama! Kugirango umenye amakuru arambuye kubyerekeye guhuza bitaziguye, ugomba guhamagara abahanga. Kugirango ukore ibi, kanda gusa numero 8 (495) 933-32-32.

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

Kurema ama robo yubucuruzi

Itsinda rya ITI Capital ryakoze neza mugutezimbere porogaramu ya SMARTcom ifunguye software, igufasha gukora bots zawe zo gucuruza ku isoko ryimigabane. Mubyongeyeho, SMARTcom yoroshya guhuza sisitemu yubucuruzi bwateguwe hamwe na seriveri yubucuruzi. ITI Capital ifite abafatanyabikorwa bizewe, bashobora kuvugana na buri mucuruzi kugirango batange itegeko ryo gukora robot yubucuruzi. Niba ubishaka, urashobora kugura bote yiteguye. Muguhitamo cyangwa gutumiza robot, abacuruzi bagomba kwibanda kubikorwa byabo byubucuruzi. Harebwa kandi:

• umuvuduko ukenewe mu bucuruzi;
• igiciro cya serivisi;
• inzira yemewe yo guhuza.

Abakoresha bafite amahirwe yo kugura ibikoresho nkenerwa no kwigenga bakora ama terminal yubucuruzi muri sisitemu ya SMARTcom bonyine, bitabaye ngombwa ubufasha bwinzobere.

SmartCOM: ibiranga, kwishyiriraho no kuboneza

Imigaragarire ya SMARTcom 3.0 ikorera mubidukikije byinshi, bityo ibyabaye kubakiriya (Ongera Ubucuruzi / Ongeraho Porfolio, nibindi) birashobora guhamagarwa kuva kumutwe utandukanye. Nta yandi makuru yinyongera. Ibyabaye birashobora guhamagarwa mugihe amakuru yakiriwe. Mugihe cyo gutunganya ibyabaye, abahanga barasaba kwirinda guhagarika igihe kirekire. Uburyo ubwo aribwo bwose bwimikorere ni urudodo-rufite umutekano. Ntibikenewe ko ukoresha syncronisation yinyongera. Uburyo bwimbere bushobora guhamagarwa biturutse kubashinzwe ibyabaye. Abashinzwe iterambere bitaye ku kongerera ubushobozi bwo kugenzura uburyo bwo guhuza / guhuza. Bikwiye kuzirikanwa ko ukoresheje uburyo bwo guhuza uburyo, umucuruzi agomba gutegereza kugeza igihe ihuriro rishyiriye.

Icyitonderwa! Ubwoko bwatoranijwe bwo guhuza ntabwo bugira ingaruka kumatike. Impinduka zizagira ingaruka gusa kubisubizo byigihe cyo guhamagarwa.

Kugirango ushyireho interineti ya SmartCOM, uzakenera gukuramo no gukoresha wizard yo kwinjizamo software (https://iticapital.ru/software/smartcom/). Nyuma yo gushiraho idirishya rigaragara kuri ecran, ugomba gutangira kuzuza imirima.
Ku murongo “Izina ryukoresha” herekana izina rya konte yumucuruzi muri sisitemu ya ITInvest. Ibikurikira, andika ibanga ryihuriro ryo kugera kuri ITInvest. Kugirango idirishya ryihuza ryerekanwe hamwe nijambobanga ryabitswe, amatiku ashyirwa imbere yumurongo uhuye. Mugihe uhisemo gukoresha seriveri yububiko, uyikoresha yemeza neza ko mugihe habaye kunanirwa kwa seriveri nkuru, seriveri yanyuma ihujwe. Mumurongo wigihe cyo guhuza umurongo, ugomba kwinjiza igihe cyanyuma nyuma, niba ihuza ryatakaye, inzira yo gushiraho ihuza rishya izatangira. Murwego rwibiti, urwego rwo kwinjiza amakuru rwatoranijwe, rushobora kuba rusanzwe cyangwa birambuye. Ibikurikira, bahitamo ububiko bwibiti hanyuma berekane igihe nyuma yo gutanga ibyifuzo bizahagarikwa nyuma yo guhuza amakuru yatanzwe. Mugukora ibikorwa bigaragara mubikorwa, umukoresha azashobora kureba amasezerano yabo / gutumiza kumurongo. Mugenzura agasanduku kuruhande rwumurongo wa “Cashe igenamigambi”, abacuruzi bashiraho igihe aho amakuru yerekeye ibikorwa / ibicuruzwa (byakozwe kandi byahagaritswe) bizabikwa. Ku cyiciro cyanyuma, ubujyakuzimu bwamateka ya tick yashyizweho.

Ibiranga ubucuruzi muri sisitemu ya MatriX

Abakiriya bahujwe na sisitemu yubucuruzi ya MatriX bafite amahirwe yo gutanga ibicuruzwa, kwakira ibyabaye kubyerekeye ibicuruzwa / amasezerano / imyanya kuri konti yumwanya ku igorofa.
Ubwoko bwa konti zumwanya zizaba zikurikira: BPNNNN-YY-NN. Muri iyi nyandiko, CU izerekana iy’ubucuruzi:

• MS ni isoko ryimigabane rya Moscou;
• RF – Isoko rikomoka ku isoko rya Moscou;
• FX – Ivunjisha rya Moscou (isoko ry’ifaranga);
• LS – Isoko ryimigabane rya London.

Icyitonderwa! Uburyo bwo guhuza: SMARTcom API (verisiyo 3.0 na hejuru). Aderesi: Seriveri – mxr.ittrade.ru, icyambu – 8443.

Twakagombye kuzirikana ko amabwiriza ya MARKET / LIMIT yoherejwe muri sisitemu yo kuvunja, ibikorwa byakozwe kuri aya mabwiriza hamwe n imyanya yafunguwe kuri ibyo bicuruzwa bihuzwa mugihe cyubucuruzi.

Icyitonderwa! Guhuza ibicuruzwa byateganijwe (STOP / STOP-LIMIT / IQ ordre / gukurikira guhagarika ibicuruzwa byakorewe kuri seriveri ya broker, nibindi) hagati ya sisitemu yubucuruzi ntabwo bikorwa.

Ibyo rero byateganijwe byashyizwe kandi byibagiranye kuri seriveri imwe ntibikora muburyo butunguranye kubucuruzi, ntugomba gukorana nabo mugihe habaye ihinduka kuva seriveri imwe yubucuruzi ikajya mubindi. Birakwiye kandi kwanga gukoresha ibicuruzwa bya GTC bitabaye ngombwa. Kurangiza ubucuruzi, ugomba kwitondera kugenzura niba hari ibicuruzwa byafunguwe byemewe muri sisitemu yubucuruzi yakoreshejwe. Nyuma yamasezerano ya serivise yubucuruzi arangiye, kandi porogaramu yashyizweho, urashobora gutanga amabwiriza yo kugurisha / kugura imigabane. Umucuruzi agomba gutegereza ibyemezo byikora biza nyuma yubucuruzi. Ntabwo birenze 0.1-0.5 s bishize uhereye igihe porogaramu yatanzwe kugeza ubutumwa bugaragaye kuri ecran, bitewe nubwiza bwihuza.

Kuraho interineti ya SmartCOM

Nibiba ngombwa gukuraho interineti, umucuruzi azakenera gukanda kuri Tangira, jya kumurongo wigenzura hanyuma ukande ahanditse Add / Remove software. Kuva kurutonde rwa porogaramu, hitamo SmartCOM hanyuma ukande kwemeza ibikorwa.
Ukoresheje interineti ifunguye, abacuruzi babona amahirwe yo gutanga amabwiriza kuri sisitemu yubucuruzi gusa, ariko no guhuza seriveri yubucuruzi no kwiga amakuru agezweho ku isoko.