IQS Financial is a London-based company trading in futures on exchanges around the world. They commissioned a bespoke trading program to act as a gateway between their own in-house trading software and the futures markets. The first version of this was called the Dragon Gateway and was written in C++. However, a company policy decision required this to be rewritten as a C# program using Microsoft’s .NET framework.
The IQS Patsystems Gateway program (shown above) is a C# program implemented using the techniques described in the Programming Philosophy section, using the .NET framework. It uses the PatSystems DLL interface to connect to the markets and can perform trading operations and show up-to-date prices. It has a programming interface accessed via network ports (sockets) so that other in-house programs can use it as a simplified gateway interface to the markets.