I need to update my trading software (attached) to use a websocket ticker and FIX API rather than REST API to speed things up.
Broadly speaking I need the functionality of clsGDAX in the attached with the exception of the ticker function which should be a with-events component.
I have found that most REST API calls take around .3 to 1 + seconds to take effect which is just too slow.
I don't know how channels work with FIX, perhaps I need to do much as now where I create a few instances of the activex exe and use in rotation....
Advice as well as code would be useful:)
I have Access & VB6 and would prefer in VB (if possible).