Algorithmic kutengeserana pazvivakwa zveITI Capital: kusikwa kwekutengesa marobhoti, APIs, mapuratifomu

Algorithmic kutengeserana pazvivakwa zveITI Capital – kusikwa kwemarobhoti, mapuratifomu. ITI Capital ine hanya nevatengi vayo uye inopa huwandu hwakasiyana hwesevhisi. Nyanzvi dzinoshandisa nzira yega kune mutengesi wega wega. Kambani inoshandisa matekinoroji epamberi mumabasa ayo yakanakira vashandisi vanosarudza kutengeserana vachishandisa marobhoti uye vabatane nekuchinjana zvakananga. Vatengesi veAlgo vanogona kushandisa SMARTcom, inova yakavhurika application programming interface (API), uye SMARTx, inoonekwa seyakanakisa yekutengesa terminal ine sarudzo yekugadzira yako wega yekutengesa algorithms, mumabasa avo. Vashandi veITI Capital ndivo vakanakisa software vatengesi vanogadzira marobhoti ekutengesa kune zvikumbiro zvevatengi. Kana zvichidikanwa, algorithmic vatengesi vanogona kushandisa masevhisi avo.

API uye software yealgorithmic vatengesi

Vatengesi veAlgo vanoisa marobhoti ekutengesa vanogona kushandisa SMARTcom, yakavhurika application programming interface (API) vachishandisa chikamu chechimwe chinhu modhi. Nekuda kwekushandiswa kweiyo SMARTcom interface, vatengesi vakazvimiririra:

• dock yavo yekutengeserana masisitimu ane server yekutengesa;
• kugadzira otomatiki masisitimu;
• gadzira zviteshi zvekutengesa;
• gadzira mabhoti ekutengesa anogona kutaurirana zvakananga nebroker’s trading server.

Izvo zvakakosha zvinosanganisira:

1. Kugona kwekubatana kwakananga kwerobhoti kune ITI Capital maseva nekupfuura macustomer interfaces . Saka, vatengesi vanokurumidza kugamuchira ruzivo nezve mamiriro eakaunti uye kutengeserana. Iyo robhoti inotumira maodha ekutengesa zvakananga “kumusika” uye inodzora kuurayiwa kwavo.
2. Kuve nechokwadi chekukurumidza kugadzirisa maodha uye kugovera makotesheni kubva mukutsinhana . Semuenzaniso, funga vashandisi vanobatana kubva kuMoscow. Avhareji yekudzoka kwechikumbiro ichave 55 ms. Panguva imwecheteyo, mhinduro dzakafanana hadzina nguva kunyange ye200 ms.
3. Iko kugona kuteedzera ese maodha uye zvinzvimbo zvinogadzirwa ne bot / mumateshi ekutengesa ekambani (SMARTweb / SMARTx / account account). Iyi mukana ichave yakakosha kana zvichidikanwa kugadzirisa robhoti.
4. Kubatana neITI Capital yekutengesa maseva emakanika ekutengesa masisitimu pane akasiyana software mapuratifomu anotsigira iyi tekinoroji, iyo inogoneka nekuda kwekushandiswa kwechikamu chechimwe chinhu modhi. Semuenzaniso, Java/C++/ Visual Basic/Visual Basic for Application, nezvimwe.

Muzviitiko apo pane matambudziko nekubatanidza SMARTcom, zvakakodzera kubata dhipatimendi rebasa revatengi kuti ubatsirwe.

Cherechedza! Kuti uwane kushanda kwakaringana kwesoftware, mushandisi anozofanirwa kuita hanya nekugadzira imwe yekupinda yeakaundi yekutengesa.

Nhamba dzinoverengeka dzekutengesa zvikumbiro zveITI Capital vanodyidzana inoenderana neSMARTcom API, inoti:

• StockSharp , inova ipuratifomu yemahara yekutengesa bots uye otomatiki yeazere kutenderera kwealgorithmic yekutengesa;
• TSLab , iyo inoonekwa seyemazuva ano yekutsinhana terminal ine yakadzikwa nharaunda inodiwa pakuvandudza kweMTS (mechanicha yekutengesa masisitimu);
• QScalp idhiraivha yekutengesa iyo yakagadzirirwa kuongororwa kwekupedzisira-kwakajeka (nenguva pfupi-yenguva / yakakwirira-frequency kutengeserana pakutsinhana, kumhanyisa-kumhanya kunoitwa);
• Volfix , inova ine simba yekutengesa sarudzo yekutsigira chishandiso, yazvino data mugadziri, analytics sevhisi ine yakakurumbira sarudzo yekuendesa / kugadzirisa makotesheni;
• LiveTrade Scalping SMARTcom iterminal inokodzera vatengesi vanofarira kushambadzira inoshanda (scalping).

Iyo yakakurumbira yekutengesa terminal EasyScalp zvakare inoenderana neSMARTcom API, inova yakanakisa sarudzo ye scalping uye
intraday kutengeserana .

Yakananga kubatana (DMA) yevatengesi veHFT

Vatengesi veAlgo uye vatengesi veHFT vane mukana wekushandisa mhinduro dzakasiyana-siyana dzine chinangwa chekupa mukana wakananga kumusika wemari.
Kuwana nzvimbo dzemhando yepamusoro-soro kunoonekwa sekuwana kwakananga. Nerubatsiro rwayo, nyanzvi dzine mukana wekuita mukuisa maodha muTS (trading system) yakananga nekupfuura iyo broker yekutengesa system. Izvi zvinoderedza zvakanyanya nguva yekuendeswa kwemirairo kune kuchinjanisa. Panguva imwecheteyo, mushandisi anobva agamuchira ruzivo nezve mamiriro ekushandisa. Kuwana zvakananga kunodiwa kune vatengesi vanoita nhamba huru yekutengeserana pazuva. Iri zano rinonzwa nekunonoka. High-speed yakananga kuwana inopiwa kune vatengi veSt. Petersburg / Moscow Exchange:

• musika wemasheya, unova musika mukuru wemasheya muCIS/Eastern neCentral Europe;
• Derivatives musika, inoonekwa seyo inotungamira chikuva chekutengesa kubva pamari zviridzwa muEastern Europe neRussian Federation;
• musika wekutsinhanisa kune dzimwe nyika, inova chikamu chakakosha chemusika wemari weRussian Federation.

Kuti uite kuwirirana kwakananga, mushandisi achada hardware simba, iyo ichave yakakwana yekubatanidza kune kuchinjanisa.

Cherechedza! Kana uchida, iwe unogona kuita yakazvimiririra software yekuvandudza kana kutenga software kubva kune kambani vanobatana.

Tafura iri pazasi inoratidza maprotocol anotsigirwa neMoscow Exchange.

Market	Protocols
	Kuendeswa kwemirairo	Wana makotesheni	Kutumirwa kwemirairo uye kugamuchira makotesheni
Stock market	FIX	FAST	TEAP
Derivatives market	FIX, TWIME	FAST	Plaza 2
Mari yemusika	FIX	FAST	TEAP

Kushandisa FAST uye FIX yekuisa maodha / kuwana zuva remusika inoonekwa seyekukurumidza sarudzo yekutengesa mumari uye misika yemasheya. Kana mushandisi akaronga kutengeserana pamusika wezvinobuda, nyanzvi dzinokurudzira kushandisa TWIME + FAST protocol. Iyo FIX + FAST sarudzo mune iyi kesi ichashanda zvishoma zvishoma. Plaza 2 ndiyo inonyanya kuita sarudzo, asi kumhanya kweiyi protocol kunonoka pane zvakapfuura sarudzo. Iyo broker’s yekutengesa system inowiriranisa maodha uye zvinzvimbo zvinoumbwa mukati mebasa kuburikidza nekubatana kwakananga. Nekuda kweizvi, mutengesi achakwanisa kudzora mashandiro anoitwa kuburikidza nenharembozha application / account account uye SMARTx. Kana mushandisi afunga kugadzira software yake, saka asati atanga kushanda nekuchinjana, zvakakodzera kutarisira kupfuudza chitupa pane chekuchinjana zvinoenderana neyakajairwa chirongwa. Kunyoresa software kunosimbiswa. Hapana chekuwedzera chitupa chinodiwa.

HFT Fare Builder

Pazasi iwe unogona kuwana zvirongwa zvemitero zvekambani yebrokerage ITI Capital:

1. Iyo “Edza” tariff chirongwa isarudzo yakanaka kune vanotanga mumunda wealgorithmic kutengeserana vane account pachikuva, asi vasina kuita chero kutengeserana pairi kwemwedzi gumi nemiviri. Mari yekutanga dhipoziti ndeye 50,000 rubles. Margin lending inosvika 15% pagore. Muzviitiko apo kutengesa kwekutengesa hakupfuuri 20,000,000 rubles. pamwedzi, komisheni yemabasa ekutengesa ichava 0.5-0.15% pakutengeserana (zvichienderana nemusika).
2. Tariff chirongwa “Stock” . Muchiitiko ichi, chikamu chekomisheni chinoenderana nehuwandu hwekutengesa zuva nezuva. Nhamba yekubviswa ichave 0.017% -0.035% yemari yekutengeserana.
3. Tariff chirongwa “Urgent” . Mari yekomisheni iri pakati pe20-100% yekomisheni yekutsinhana. Huwandu hwekubviswa hunoenderana nekutengesa kwekutengesa pazuva.
4. Tariff chirongwa “Currency” . Komisheni yebroker ichave 0.004% -0.013% yemari yekutengeserana.
5. Tariff chirongwa “Commodity” . Komisheni yebroker iri pakati pe20% -100%. Kuti uverenge huwandu hwekubviswa kwechibvumirano chekuchinjana, unofanirwa kuwedzera 0.004% nehuwandu hwemazuva pakati pekutanga kutengeserana uye zuva rekutengeserana kwechipiri. Kune zvibvumirano zvemberi, komisheni ndeye 0.25% yemari yekutengeserana.
6. Tariff chirongwa “OTC” . Huwandu hwekubviswa kwekomisheni hunoenderana nemutero wepakeji: pane-the-counter term / yakakweretwa / nzvimbo. Mari yekomisheni ichave 0.15 kusvika 0.2% yemari yacho.

Muzviitiko apo huwandu hwemambure emidziyo pakupera kwemwedzi hunodarika 50,000 rubles, hapana muripo unochajwa yesevhisi maakaundi. Kana izvo zvinodiwa zvikasasangana, mutengesi achafanira kubhadhara 300 rubles. mwedzi nemwedzi kugadzirisa account.

SMARTgate sevhisi yevatengi yakabatana yakabatana

SMARTgate ndeye yakakosha inomisa proxy server iyo yakaiswa pakati peiyo gedhi rekuchinjana uye yakananga yekubatanidza yekutengesa robhoti. Mabhoti anoona iyo proxy server seyakajairwa shanduko gedhi. Hapana chikonzero chekuita zvimwe zvigadziriso kuchirongwa. Kushandisa yakasarudzika tekinoroji, algo vatengesi vane mukana wekutengesa kuburikidza nekubatana kwakananga kubva kune imwechete account pamisika yese yeMoscow Exchange. Nekuda kweizvi, iwe unogona kuchengetedza yakawanda nekuyambuka-kumisikidza yakabatana zviridzwa. Mumufananidzo uri pazasi, unogona kuona iyo SMARTgate yakananga yekubatanidza dhizaini.
Mune iyo post-trade modhi, iyo njodzi manejimendi server yeiyo yekutengesa system inoverengera miganhu pakutengesa kweSMARTgate. Izvi zvinokutendera kuti uderedze nguva yekutarisa mutengi odha mumari / misika yemasheya. Nekuda kwemaitiro aya, kambani inodzikamisa vatengi vayo kutengesa kuburikidza nekubatana kwakananga pamashoko akasarudzika munguva chaiyo. Mhando dzekubatanidza dzinotsigirwa neSMARTgate pamisika yeMoscow Exchange dzinosanganisira:

• TWIME/Plaza II/FIX isarudzo yakakodzera yemusika wezvinobuda;
• FIX imhando yekubatanidza kune mari uye misika yemasheya.

Kuti ubatanidze SMARTgate, vashandisi vanofanirwa kubata dhipatimendi rekutsigira tekinoroji. Nhamba yefoni yekutsigira – 8 (495) 933-32-32. Kana iwe ukafona kubva mudunhu, unofanirwa kufonera nhamba 8 (800) 200-32-35.

Colocation uye midziyo yekurojesa

Kuti ubatanidze zvakananga kune shanduko, algorithmic mutengesi haazodi chete yakavimbika michina, asiwo yakanaka kubatana. Pane nzira dzakawanda dzekubatanidza dzakananga. Pazasi iwe unogona kudzidza zvakawanda nezvemumwe nemumwe wavo.

Sarudzo nhamba 1

Muchiitiko ichi, kubatana kune network network inotangwa kuburikidza neVPN. Kuburikidza neyakachengeteka yeVPN gedhi ITI Capital, inoshanda pane yemazuva ano Cisco midziyo, bot yemushandisi inobatana nekuchinjana. Iyi sarudzo ichafadza nemutengo unogamuchirwa, asi ichakanganisa kumhanya. Izvo zvinofanirwa kutakurwa mupfungwa kuti panguva yechiratidzo ichipfuura neInternet kubva kune algorithmic mutengesi kuenda kunzvimbo yedata yekutsinhana, pane kunonoka kukuru mukukurumidza. Munharaunda yeMoscow, chiratidzo ichi chiri muhuwandu hwe10-12 ms.

Sarudzo nhamba 2

Kushandisa iyo yechipiri sarudzo kunosanganisira kurenda sevha chaiyo munzvimbo yekutsinhana’s collocation. Mushandisi anozofanirwa kutarisira kuhaya ITI Capital virtual server. Nekuda kwekuti midziyo yakaisirwa maseva aya inowanikwa munzvimbo yekugovera, maodha anozoendeswa kune iyo shanduko nekukurumidza sezvinobvira. Iyi sarudzo inobvumira kukanganisa. Iyi gadziriso ichakosheswa nealgorithmic vatengesi vachishandisa Linux.

Sarudzo nhamba 3

Uchishandisa yechitatu sarudzo yekubatanidza, iwe unofanirwa kuve nehanya nekuisa sevha munzvimbo yemahara. Iyo sevha ichave iri munzvimbo yedata yeDataSpace exchange, mukamuri rinotevera kubva kunzvimbo yekugara. Iyi sarudzo ichakuchengetedza zvakanyanya. Cherechedza! Nguva yekunonoka kana chiratidzo chikapfuura kunzvimbo iyo maseva aripo haipfuuri 3 ms.

Sarudzo nhamba 4

Sarudzo inodhura zvakanyanya inoonekwa sekuiswa kweserver yemushandisi munzvimbo yekugovera. Iyi nzira inokubvumira kuti uwane kukurumidza kukurumidza uye kuvimbika. ITI Capital racks munzvimbo yecolocation yakabatana nekuchinjana uchishandisa 10Gb/s optical channel. Panguva imwecheteyo, zvemhando yepamusoro Cisco Nexus switches inoshandiswa. Vatengesi veAlgo vanowana mukana wekushandisa:

• VPN yekugadzirisa sevha;
• Tsigiro yehunyanzvi yeakanakisa nyanzvi dzeITI Capital;
• kure maneja kuburikidza neIP manejimendi port;
• chiteshi chekuchinjana;
• kugona kubatana kune backup simba chiteshi.

Izvo zvinofanirwa kutakurwa mupfungwa kuti pane zvinodiwa kune maseva akaiswa munzvimbo yecolocation. Panofanira kunge paine magetsi anokwana 2. Mienzaniso yemakadhi etiweki ane optical input akakodzera kushanda. Iwe zvakare uchada rack vhezheni yeseva (19 inches).

Mazano! Kuti uwane rumwe ruzivo rwakadzama nezve yakananga kubatana, iwe unofanirwa kubata nyanzvi. Kuti uite izvi, ingofona nhamba 8 (495) 933-32-32.

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

Kusikwa kwekutengesa marobhoti

Iyo ITI Capital timu yakashanda zvine muchero mukuvandudza kweSMARTcom yakavhurika software package, iyo inokutendera iwe kugadzira yako bots yekutengesa pane stock exchange. Uye zvakare, SMARTcom inofambisa kubatanidzwa kweakagadzirira-akagadzirwa mekiniki masisitimu ekutengesa neyekutengesa server. ITI Capital ine vadyidzani vanovimbika, vanogona kufonerwa nemutengesi wega wega kuti vaise odha yekugadzirwa kwerobhoti rekutengesa. Kana uchida, unogona kutenga yakagadzirira-yakagadzirwa bot. Pakusarudza kana kuodha robhoti, vatengesi vanofanirwa kutarisisa pane yavo yekutengeserana nzira. Zvakare kuverengerwa:

• kumhanya kunodiwa pakutengesa;
• mutengo webasa;
• nzira inobvumirwa yekubatanidza.

Vashandisi vane mukana wekutenga maturusi anodiwa uye vakazvimiririra kugadzira zviteshi zvekutengesa muSMARTcom system vari vega, pasina kushandisa rubatsiro rwenyanzvi.

SmartCOM: maficha, kuisirwa uye kumisikidzwa

Iyo SMARTcom 3.0 mutengi interface inoshanda munzvimbo ine tambo dzakawanda, saka zviitiko zvevatengi (Wedzera Trade / Wedzera Porfolio, nezvimwewo) zvinogona kudanwa kubva kune dzakasiyana tambo. Iko hakuna yekuwedzera data buffering. Zviitiko zvinogona kudanwa zvakananga nekukurumidza kana data yagamuchirwa. Paunenge uchigadzirisa zviitiko izvi, nyanzvi dzinokurudzira kudzivisa kuvhara kwenguva refu. Chero ipi zvayo nzira dzemashandisirwo ndeye thread-yakachengeteka. Hapana chikonzero chekushandisa kuwedzera kuwiriranisa. Interface nzira dzinogona kudanwa zvakananga kubva kune vanobata chiitiko. Vagadziri vakatarisira kuwedzera kugona kudzora iyo asynchronous / synchronous yekubatanidza maitiro. Izvo zvinofanirwa kutakurwa mupfungwa kuti uchishandisa iyo synchronous yekubatanidza mode, mutengesi anofanira kumirira kusvikira kubatanidzwa kwagadzirwa.

Cherechedza! Mhando yakasarudzwa yekubatanidza modhi haikanganisi rwendo rwetiketi. Shanduko idzi dzinokanganisa chete nguva yekupindura yekufona kwekuraira.

Kuti uise iyo SmartCOM interface, iwe uchafanirwa kudhawunirodha uye kumhanya iyo software yekuisa wizard (https://iticapital.ru/software/smartcom/). Mushure mekunge hwindo rezvirongwa richionekwa pachiratidziri, unofanirwa kutanga kuzadza minda.
Mumutsara we “Username” inoratidza zita reakaundi yemutengesi muITInvest system. Tevere, isa musanganiswa wakavanzika wekuwana ITInvest. Kuti hwindo rekubatanidza rionekwe uye password kuti iponeswe, matiki anoiswa pamberi pemitsara inoenderana. Paunenge uchisarudza kushandisa sevha yekuchengetedza, mushandisi anoita shuwa kuti kana paine kutadza kweiyo main server, iyo backup server yakabatana. Mumutsara wekubatanidza nguva yekupera, iwe unofanirwa kuisa nguva yenguva mushure mezvo, kana kubatana kwakarasika, nzira yekumisikidza kutsva kwekubatanidza ichatanga. Mune mwero wematanda, dhigirii rekutema ruzivo rinosarudzwa, iro rinogona kuve rakajairwa kana kutsanangurwa. Tevere, ivo vanosarudza dhairekitori rematanda uye vanoratidza nguva iyo mushure meiyo kuendesa kwezvikumbiro kuchavharwa mushure mekubatana nemupi wedata kwasimbiswa. Nekuita kuti kuonekwa kwekutengeserana, mushandisi achakwanisa kuona ega zvibvumirano / maodha pasina Indaneti. Nekutarisa bhokisi riri padivi pe “Caches marongero” mutsara, vatengesi vanoisa iyo nguva iyo iyo ruzivo nezve transaction / maodha (akaurayiwa uye akanzurwa) achachengetwa. Padanho rekupedzisira, kudzika kwenhoroondo yekikwe inoiswa.

Zvimiro zvekutengesa muMatriX system

Vatengi vanobatana neMatriX yekutengesa system vane mukana wekuisa maodha, kugamuchira zviitiko nezve maodha / zvibvumirano / zvinzvimbo pamaakaundi ezvinzvimbo pakutengesa pasi.
Rudzi rweakaunzi enzvimbo ichave seizvi: BPNNNN-YY-NN. Mune ino yekupinda, iyo CU icharatidza ndeyeyenzvimbo yekutengesa:

• MS ndiyo musika wemasheya weMoscow Exchange;
• RF – Moscow Exchange Derivatives Market;
• FX – Moscow Exchange (mari yemusika);
• LS – London Stock Exchange.

Cherechedza! Nzira yekubatanidza: SMARTcom API (vhezheni 3.0 uye yepamusoro). Kero: Server – mxr.ittrade.ru, port – 8443.

Izvo zvinofanirwa kuverengerwa kuti iyo MARKET/LIMIT mirairo inotumirwa kune masisitimu ekutsinhana, kutengeserana kwakaitwa pamirairo iyi uye zvinzvimbo zvakavhurwa pane izvi zvekutengesa zvinowiriraniswa panguva dzekutengesa.

Cherechedza! Kuwiriranisa kwezvimiro zvemirairo (STOP/STOP-LIMIT/ IQ mirairo/kutevera yekumisa mirairo inotevedzwa pane server yebroker, nezvimwewo) pakati pekutengesa masisitimu haiitwe.

Saka kuti mirairo yemamiriro ezvinhu akaiswa uye akakanganwa pane imwe sevha haishande zvisingatarisirwi kune mutengesi, haufanirwe kushanda navo mumamiriro ezvinhu apo kwave nekuchinja kubva kune imwe yekutengesa server kune imwe. Izvo zvakakodzerawo kuramba kushandisa GTC mirairo pasina kudiwa. Pakupera kwekutengesa, iwe unofanirwa kuve nehanya nekutarisa kuvepo kweakavhurika mamiriro emirairo mune zvekutengesa masisitimu anoshandiswa. Mushure mekunge kontrakiti yebrokerage masevhisi yapedzwa, uye application yaiswa, unogona kuisa maodha ekutengesa / kutenga mashare. Mutengesi anozofanira kumirira iyo otomatiki simbiso inouya mushure mekutengesa. Hapana kupfuura 0.1-0.5 s inopera kubva panguva iyo application yatumirwa kudzamara meseji yaonekwa pachiratidziri, zvichienderana nemhando yekubatanidza.

Kubvisa iyo SmartCOM interface

Kana zvikave zvakakosha kubvisa iyo interface, mutengesi anozofanirwa kudzvanya paKutanga, enda kuchikamu cheKudzora Panel uye tinya pane Wedzera / Bvisa Software chikamu. Kubva pane rondedzero yezvishandiso, sarudza SmartCOM uye dzvanya kusimbisa kwezviito.
Uchishandisa yakavhurika interface, vatengesi vanowana mukana kwete chete kuendesa mirairo kune yekutengesa system, asiwo yekubatanidza kune yekutengesa server uye kudzidza-kusvika-zuva ruzivo rwemusika.