About

Summary: I need an experienced trading-systems engineer to convert an existing MT4/MT5 strategy into a standalone Java or Python bot with FIX API execution. Must understand netting accounts (no hedging) and correctly map SL→Stop, TP→Limit, and market entries→price-improved Limit per broker rules. You can build on QuickFIX/J (Java) or QuickFIX (Python SWIG) and should be comfortable wiring a minimal execution “platform” (session, OMS, risk, logging). Must-have experience: • Building live FIX trading apps (Logon/Heartbeat/Resend/Gap fill, persistent stores, reconnection). • Order routing on netting venues; replace/cancel logic, partial fills, IOC/FOK, TIF. • Mapping MT4 order semantics (SL/TP, magic numbers/IDs) to FIX (ClOrdID/OrigClOrdID). • Latency-aware code; robust error handling, idempotency. • Java with QuickFIX/J or Python with quickfix; Kafka/Redis a plus. Deliverables: • Strategy engine ported from EA to idiomatic Java/Python (clean, unit-tested). • FIX “adapter” with config for at least one broker (e.g., Finalto/FXCM/Darwinex-style FIX). • Order/position management for netting; SL as Stop, TP as Limit, entries via Limit. • Dry-run/sim mode + CSV trade logs + simple web dashboard (PnL, exposure, fills). • Dockerized service + runbook. Reply with: • 2–3 FIX trading apps you shipped (what, where, role). • Java or Python preference and why. • Which FIX store/log you use in prod and why. • How you’d map MT4 SL/TP/market to FIX on a netting venue (2–3 sentences). • Rough timeline & ballpark budget for MVP.