Well about two months ago i have started my journey with bitcoin HFT trading...
I have come up with (what i thought to be) an awesome trading strategy which (in theory) would make me a millioner in a couple of weeks, and decided to dive in and develop my own trading bot to make my dream a reality.

i'd like to share some of my insights/frustrations so far - hoping it might help one of you in the future:

xchange java library -
while being the most active github project dealing with market data and trading tools for the bitcoin market, i would rule it is not a good enough tool for automatic trading projects.
yes, there is support for almost every bitcoin exchange api out there, but:
- lack of support for FIX api's (on most exchanges)
- almost no error handling features (you must deal with it yourslef)
- (in my opinion) connection losts are not handled properly
- poorly documented

btcchina -
CONS:
horrible websocket and FIX servers.
- data latency is intolerable
- getting a socket connection to last more than 30 minutes without having to restart it is almost impossible
the result is lack of data consistency and having about 50% of the time - outdated data.
PROS:
- the api supports a "quantity oriented" market buy orders (meaning you can send an order to buy X BTC at marketprice without having to calculate market price yourself).
- no trading fees
- supports BTC/LTC, BTC/CNY, LTC/CNY
- well documented API's including github project with code examples

okcoin.cn-
CONS:
- unlike btcchina, market buy orders are "ammount oriented" meaning you have to specify the CNY ammount of the buy order - and if your market data is not updated it would result in buying more/less BTC than you intended
- does not support BTC/LTC trades
PROS:
- excellent service on socket, FIX and REST servers. data streaming is superb and orders can be executed in a near-realtime latency.
- sockets connections can last forever.
- no trading fees
- well documented API's including github project with code examples

huobi-
CONS:
- "ammount oriented" market buy orders
- the api is poorly documented, it took me ages to understand what's going on under the hood, and so far i haven't managed to get a reliable market-depth data with the web socket service. the FIX api is even more difficult to understand and use - there is one jave project on github (by SUTRA)  for huobi but i wasn't able to succesfuly execute trades or get a reliable market-depth data.
- does not support BTC/LTC trades

PROS:
- no trading fees

hi everyone,
i've finally finished setting up my hft bot for micro-transactions on the bitcoin market, currently doing some small scale trading on huobi and okcoin.

trying to figure out what is the best way to perform an exact market buy order (for example "buy 0.1 BTC on market price")
i'm using buy price from the exchange ticker to detremine my order price and so far about 1 out of 5 of my orders only bus me 0.099 btc...
any insights or best practices to make a perefectly round purchase of bitcoins?

Some pre-sale questions :
Is haasbot suitable for hft? In a sense of:
Being able to perform at least 20 orders every minute?
Being able to respond in close to real time latency to market data? (Can you specify average latency for each exchange?)
Does orders sent through rest API / Sockets?

Can haasbot calculate indicators based on multiple exchanges datasets (for example - if huobi buy price is larger then okcoin sell price - make a trade on btc china?)

What would be the recommended license type and setup for such requirments?

Best regards - Yair

Btcchina, okcoin, huobi - offers a fix api also.

I am also intrested in the benchmark (FIX vs websocket latency) would appreciate any further thoughts on this subject

I am looking for a skilled developer with hands on experience building automatic trading applications in the bitcoin world.

The desired product is a simple interface (no gui needed) to run my own trading algorithm.

Requirments:
Get realtime data from btcchina and okcoin exchanges.
Create buy&sell procedures with error handling.
Create a log file for every session of trading.
Wrap it all in threads that can function simultaneously.
*** interface with exchanges using their FIX API
Create an empty client (for me) that will allow me to get the real time market data, do my own calculations, and perform my trades with minimum latency.

You can do the project yourself or guide me through it - both are acceptable.

For details pleasse contact me at supraniti.inbox@gmail.com
best regards,
Yair

I am looking for a skilled developer with hands on experience building automatic trading applications in the bitcoin world.

The desired product is a simple interface (no gui needed) to run my own trading algorithm.

Requirments:
Get realtime data from btcchina and okcoin exchanges.
Create buy&sell procedures with error handling.
Create a log file for every session of trading.
Wrap it all in threads that can function simultaneously.
*** interface with exchanges using their FIX API
Create an empty client (for me) that will allow me to get the real time market data, do my own calculations, and perform my trades with minimum latency.

You can do the project yourself or guide me through it - both are acceptable.

לפרטים ניתן ליצור קשר במייל
supraniti.inbox@gmail.com