Now, that we know how to connect Metatrader to our node.js application and after we learned some basics of how to build a LMAX FIX API client the logical next step is to merge those two modules and build an arbitrage trading system. It’s nearly as simple as it sounds.
Long story short: I have done it. It does not work. The slippage of the Metatrader side will destroy every detected opportunity. Even with a LD4 Crossconnect to LMAX and with nearly every possible combination of MT4 Brokers and their different datacenters (which from my point of view are proxies that suggest a low latency).
Write me an email if you have further questions or would like to discuss this post.