We need a "broker connector" for the open source [url removed, login to view] package.
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A working connector from one of the other broker can be used and adapted for our proprietary software package, which communicates through a localhost web service. Full API documentation and two programming examples (one in VBA, one in Visual Studio) with source code are available.
Out of the eight functions of the broker connector, six are directed at our proprietary software (send order, status order, fill notify, positions request, cancel order, cancel response), and two at a third party data source, IQfeed (register for data symbol, tick change). There is already an IQfeed connector so that code should be easy to copy. In [url removed, login to view] an example is given how to separate data and execution.
Two required functions, fill notify and positions request, are not currently 'natively' supported by our API, as it's a "pull" service. As a result, we need to monitor events that are logged in real-time to a log file by our software. By matching order numbers to specific incoming data in the log file we can full-fill these two functions.