Saxo Trader

1. Build a database of all available FX history for client backtesting.

2. Build a system to continuously update the price history suitable for live trading.

3. Build trading connectivity such that client target positions are traded etc.

Hosted on both dedicated and AWS EC2 linux platforms.

SFTP server dynamically serves data files and receives client targets.

Completely unattended operation.

Saxo OMS

Orders in the Saxo front-end.

FillForward Prices

Price bars are added in realtime.

Order Generation

From target positions.

Target Positions

with market state

OAuth2

Continuously refresh tokens.

Ubuntu Hosted

Command line driven processes.

Unit Tests

Code Style

LONDON DATA