We was work more then year, with some cryptocurrency markets, and near half year with Bitmex, with investigating our strategies for cryptocurrency. And we have our own system which have all necessary for work with bitmex and some other cryptocurrencies markets. But its all mostly "technical part", usable only for testing, and no user friendly. And now, our customer, want to include and test all of this, on more user friendly system. and select ninjatrader as the best choice. But, ninja is not have interface (connector) for work with bitmex directly. The bitmex have it's own for ninja, but with very limited functionality, so we want to write our own connector, for make possible, to use all power of your system with bitmex, and then rewrite our code base, to use our strategies, as part of ninja traider (all investigation code was write in PHP with some extensions). Also, we want to add our own data from our data collection server to it, for use in strategies.
I was reading ninja script section of your manual, but all command in it, use the connector, which is exists in ninja, and do not find, how to create our own. As I see, it is possible, becouse the bitmex (not fully functional version from bitmex itself), which is use script functionality, is create new connector, so it is possible. Please, can you help with any information about how did it possible, and if you have, with any examples ? Thank you !
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