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LMAX API developers list

  #1 (permalink)

Durham, NC
Trading Experience: Advanced
Platform: HyperScalper Dukascopy LMAX
Broker/Data: Dukascopy LMAX
Favorite Futures: Forex
Posts: 5 since Jul 2010
Thanks: 0 given, 14 received

LMAX API developers list

I'd like to request that if you seriously develop to the LMAX API's (Java, .NET or even FIX) that you chime in and identify yourself on this thread. No, not a head-hunter looking to hire you, just want to get a few contacts I can query from time to time, developer to developer. Please indicate your level of experience.

I could say I'm a fairly advanced user myself, but my LMAX experience is recent, and currently restricted to the Java API, which is a thin layer over their XML protocol. I'm having trouble finding those with LMAX experience, as it's probably a "niche" exchange, offering little advantage to normal retail traders.

As for me, I am done migrating my complex multi-threaded multi-order scalping platform to LMAX using the Java API, as that's the best starting point, given that the core logic, originally from Dukascopy, is all written in Java. So I've emulated the Dukascopy IEngine functionality, etc., so that the core can run on LMAX for precision micro scalping. My objective is liquidity inside the spread, and so the jury is still out until we finish live testing, whether all of this work will pay off and yield significant wholesale pricing opportunity.

Although I do not have FIX experience, if we see enough liquidity on LMAX, I may move to FIX but I can't see a reason to do that right now. Having mostly figured out what the Java API can do, I'm content with it for the time being...

This is a request really only for coders, hackers, developers who have experience with real applications on LMAX.


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