karhw / fat2020-preprints

How many pennies should you pinch

IMPORTANT

This is an old project and hasn't been actively maintained since 2015 and we're not providing any paid support for it.

Forexware-Connector

This project contains a connector of Forexware for TradeSharp (a C# based Algorithmic Trading Platform).

Find more about TradeSharp here.

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Getting Started

Tools

• Microsoft Visual Studio 2012 or higher
• .NET Framework 4.5.1

Prerequisites

• Working TradeSharp Application
• Demo Account for Forexware

Setting up The Connector

1. Download the connector zip file or clone the repository.

2. Add FIX dictionary to TradeSharp.MarketDataProvider.Forexware and TradeSharp.OrderExecutionProvider.Forexware projects.

3. Right click on the added FIX dictionary. Click properties. Select Copy Always for parameter Copy to Output Directory.

4. Update ForexwareFIXSettings.txt files in Config folders in TradeSharp.MarketDataProvider.Forexware and TradeSharp.OrderExecutionProvider.Forexware projects. Update values for all parameters with comment #####To Be Updated.

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Installing Stunnel

Secure Sockets Layer (SSL) is required to connect to a FIX Gateway through a public Internet. Follow the steps below to install and configure Stunnel.

Step # 1: Installing Stunnel

1. Download installer from here.
2. Install Stunnel.
3. Fill the small form for certificate regarding (Country, Province/State, City etc)

Step # 2: Editing stunnel.conf

1. Open stunnel.conf file with text editor located at C:\Program Files (x86)\stunnel\stunnel.conf
2. Set output for log file like output = stunnel.log
3. Set certificate like cert = stunnel_demo.pem
4. SSL server mode service

Sample Stunnel.conf file Forexware

; Sample stunnel configuration file for Win32 by Michal Trojnara 2002-2012
; Some options used here may be inadequate for your particular configuration
; This sample file does *not* represent stunnel.conf defaults
; Please consult the manual for detailed description of available options

; **************************************************************************
; * Global options                                                         *
; **************************************************************************

; Debugging stuff (may useful for troubleshooting)
debug = 7
output = stunnel.log

; Disable FIPS mode to allow non-approved protocols and algorithms
fips = no

; **************************************************************************
; * Service defaults may also be specified in individual service sections  *
; **************************************************************************

; Certificate/key is needed in server mode and optional in client mode
cert = stunnel_demo.pem
;key = stunnel.pem

; Disable support for insecure SSLv2 protocol
options = NO_SSLv2
; Workaround for Eudora bug
;options = DONT_INSERT_EMPTY_FRAGMENTS

; These options provide additional security at some performance degradation
;options = SINGLE_ECDH_USE
;options = SINGLE_DH_USE

; **************************************************************************
; * Service definitions (at least one service has to be defined)           *
; **************************************************************************

; Example SSL server mode services

[FIXCLIENT]
client=yes
accept=127.0.0.1:8882
connect=74.217.226.197:19905

Step # 3: Starting Stunnel

1. Search for Stunnel GUI Start program and start it.

OR

To start the service

1. Search for Stunnel Service Install and execute it (Needs Administrative Privileges).
2. Search for Stunnel Service Start and execute it (Needs Administrative Privileges).

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Compiling Code

Clean and Build the code from Visual Studio.

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Bugs

Please report bugs here