I need a client application written in C# to connect, subscribe to pairs, receive quotes and trade against a FIX server. Initially LMAX but the application should be easily upgradeable to work with other FIX venues, by changing a dictionary for example, and minimum configurations.
Full source code must be provided and well documented.
Application should be developed using the latest .Net/C# concurrency technology and async methods.
I should be able to connect, open trades, close and modify open ones. Rejections, partial fills, reconnect with order state check and other situations have to be addressed. Different order types should be covered.
FIX Engine could be Quickfix, but I'm open to suggestions if you think others are better for some reason, or if you are more experienced with them.
Application must be able to handle secure connection to brokers.
Prior experience on FIX protocol is a must.
Please mention if you also have experience with LMAX FIX in the past, not just FIX protocol in general.
If you need more details, please feel free to send me a private message.
Thank you.