I am interested in writing a small automatic trader for the forex market. I would like to chose my own tools (platform and programming language) and I just need to find a decent API to query the numbers and that accepts requests for trading actions. I guess the ideal would be some web service with a XML API, or similar.
Any ideas?
Check out the InteractiveBrokers API or the Cunningham T4 API. Both are really good, although I'm not exactly sure T4 allows forex trading.