The Python was just because it was easy and I wanted to see if it even worked. Turns out it might. I saw some pretty high differentials throughout the day.

I've started work on C++ now and I've got quotes coming in. I'll see if I can get it into Zorro now. It's looking surprisingly achievable.

I really wish Zorro just gave me a damn callback for data though, this incessant polling is silly when I'm getting packets pushed to me over a network.