Having a little time on my hands (and sufficient naivety) I've decided to implement a Bitfinex brokerage. I'm taking this as a learning experience having been developing in C# for a long time but never being involved in trading systems. I have toyed with simple algorithms through LEAN in backtesting and paper trading with a simulated broker, so am in the process of integrating with the Bitfinex api as the next logical step. I'd guess at this stage I'm about halfway towards an end-to-end trade.

I'm open minded about how I go about this so would be interested in any advice. I'm also already aware that this whole effort is likely a fool's errand, so I don't mind hearing exactly how foolish it is and how unlikely it is that this will ever result in something that turns a profit.