Hello Andrew,
I am very interested in using your plugin!
However, I want to make sure it will be suitable for what I am trying to do before spending time on it.
I want to use it for market making on the BitMEX exchange. So it would be placing passive limit orders using POST_ONLY orders (I believe the POST_ONLY flag can be set in the SC plugin).
This also needs to be low-latency. Can Zorro react with your plugin (place orders upon receiving new market data), say within 1ms?
Support at SC told me that their DTC server is suitable for low-latency trading.
Thanks