How can I make socket calls from within NinjaScript ?

[billythekid72]

Hello,

I understand that NinjaScript can communicate with third party platforms via the Automated Trading DLL interface, but the interface implementation is insufficient to support our purpose. Hence, I would like to find out if we can implement regular SOCKET calls within NinjaScript (it is C# after all) and make connections with our servers that way? Is there any restriction or do you foresee any problem (for example port range to avoid) implementing socket calls within NinjaScript? Thanks in advanced.

Bill

[bltdavid]

if we can implement regular SOCKET calls within NinjaScript (it is C# after all) and make connections with our servers that way?

Of course, no issues.

Naturally, from NT support's point of view, this is unsupported C# code.

But "unsupported" only means "we don't answer questions on that" -- but you
can certainly achieve anything your skills allow.

Is there any restriction or do you foresee any problem (for example port range to avoid) implementing socket calls within NinjaScript?

Port ranges to use (or to avoid) will have very little to do with NinjaTrader, but
check the log files and you'll see server names followed by a slash followed
by (presumably) port numbers.

But you don't intend your socket code to be a server, do you?
I mean, as a client, there is little worry. IIRC, port numbers are dictated by the
server, so I presume you'll be connecting to your server using whatever port
numbers it has already defined.

You should think in terms of your code in your Indicator/Strategy plugin being the
client in the TCP/IP client-server model. However ...

If you're gonna be writing server side code, then probably best to use an Addon.
For ex, a network aware Trade Copier would mean the Master makes the trades
and notifies the Slaves, but the Slaves could be running on separate machines
inside an Addon that is effectively a TCP server, waiting for a socket connection
from the Master to be told what trades to take. In this case, the Master's Addon
is the client, connecting to each Slave Addon, which acts like a server. (In this
example, you'd probably want the Master client to establish a connection to each
Slave server, and cache/reuse those connections for as long as possible -- I mean,
repeatedly connecting to a Slave server for every order would create needless
delays on the Slave, so best to do that once and just keep reusing the same
connection over and over -- unless, perhaps, you make the Slave server use a
RESTful API.)

Probably wise to consider using a separate threads, and/or since NT8 has advanced
into .NET 4.5 and beyond, you should seriously consider asynchronous sockets,
see here and here for examples.

I recommend you study Wireshark, in fact, become an expert user.
Remember, from point of view of NinjaTrader, everything you're about to do is
undocumented, so you'll need a detective mindset and forensic tools to help you.

And, as always, Google is your friend.

Sounds fun.
Good luck!

[billythekid72]

Thank you, you have addressed my concerns. Thanks for answering on a Sunday afternoon, cheers!