Speaking of which, I have a similar problem with HK brokers. I'd like to start doing algo trading, but it seems that all of the local brokers use Sharppoint whose API is a windows blob, and none of them provide a clean REST API. The solution seems to be to write a REST wrapper around the blob and run it in a local virtual machine using VirtualBox and then connect to it via a network.
This is something that I will get around to doing eventually, and all of my algo trading scripts are open source and downloadable from github. If anyone has already done this or is interested in doing this, let me know. There are some standard option trading strategies in the HK market (see
http://www.practicaloption.com.hk/), and what I'm trying to do is to just script some of the standard strategies. I've got a ticker that gets data from yahoo and then pings my cell phone when something interesting happens. The next step will be to interface with HK brokers so that I can get data and then send up trades.
See
Also I agree with the statements on Java. Run away unless you are getting paid. I wasted a good six months trying to get a Java trading system to the "hello world" stage, before I gave up, and it took me a week to do it with python.