[Technical Report] Eliminate the compromises of ZeroMQ. The fastest direct-drive opening record with cTrader Open API
■ Introduction: Breaking away from the compromises hidden in versatility
Early in the morning, the process of building the automated trading system foundation at our Semura Lab resumed. In the previous phase, we purged the random order system (sample 007) lacking mathematical edge and extracted only a robust skeleton (sample 008) responsible for strict capital management and single-position management. In this paper, we discuss the piping design to connect the executable "brain" (entry logic) built in Python to this operational "limbs."
Until the day before, our approach unified diverse platforms—MT4, MT5, and cTrader—by using a common communication standard, ZeroMQ, to centralize control from Python in pursuit of versatility. However, with the approval of the Open API application for cTrader by Spotware, the system design premises were fundamentally overturned.
■ 1. The origin of process design: "The greatest risk is communication latency"
Here I sensed the engineering "compromise" hidden in the word versatility and requested one validation from the AI persona of auditing, the Chief Navigator. “What is the optimal solution to drive MT4, MT5, and cTrader from Python? The biggest problem is communication latency (lag), and the architecture that minimizes latency should be the ultimate advantage.”
Our project aims to precisely extract profits under the constraint of a 0.6-pip spread, setting a very tight profit margin and stop loss (risk-reward ratio 1:1) of 5–8 pips, with a winning rate of 55% and a monthly return of 10%. In this stringent execution environment, the few-millisecond "communication latency (slippage)" caused by TCP communication through something like ZeroMQ directly erodes a subtle edge and becomes a critical blow.
The Chief Navigator’s conclusions based on the calculated latency levels are as follows.
MT5:Official native API (nearly zero latency with direct memory access. Fastest)
cTrader:Open API (server-direct communication using Protobuf format. ultra-low latency)
MT4:Having to route through ZeroMQ and other intermediaries introduces unavoidable structural overhead (latency).
Upon receiving this report, I, as a process design engineer, made an immediate decision. The ZeroMQ route that guaranteed versatility would be completely frozen as a backup. To eliminate the system-wide bottleneck caused by communication latency, we narrowed the architecture to the dual pillars of zero-latency MT5 and ultra-low-latency cTrader.