I would like to implement an automated order routing for a FX-Strategy on multiple currencies. There is a short and good documentation called "Real Time Market Data and Trade Execution with R" (See RealTime.pdf) by Jeffrey Ryan from April 5, 2009. As you see, the proposed solutions is quite old and I am wondering if this is still the right/best way to do so - old but gold?
The problem is: I would like to run the strategy on Linux and Windows as well. So the IB API in .Net is not very suitable. Unfortunately I have no Java programming either to use the Java API. Of course it would be maybe best to use the IB Gateway and not the TWS connection.
§ Do you think it is better to use the old IBroker package in R or would you sugest learning Java?
§ Is there an alternative solution w/o foreign broker software?