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Specification
Preciso de código em C++ de uma api básica com um exemplo totalmente funcional para se comunicar com a B3 para ser usado em um servidor no co-location dela mesmo.
O sistema dela utiliza conexão tcp com Fix 4.4 para envio de ordens. O Market data é através de udp com Fix 5.0 com Fast 1.1.
O exemplo funcional que eu digo é um código em que há um loop recebendo cotações e histórico de operações e o sistema pode entrar com uma ordem de compra, por ex, quando o preço do ativo observado subir para certo valor.
Documentação, exemplo de código e templates para market data:
Envio de ordens:
Também há diversos projetos no Github como QuickFast, mFast, QuickFix e versão em java como OpenFast e Quickfixj (quickfixengine.org).
O ideal é que seja desenvolvido em C++ e para Linux.
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