At the start of each trading day, each machine is asked to calculate and emit its limit orders for the coming session. The orders are maintained in the TWB (top pane) and are continuously monitored during the day using price data from a real-time feed.
Each machine is likely to be monitoring upwards of 1000 symbols in real-time. If a price exceeds, say, 98% of the strategy order threshold the TWB submits the order to the online broker interface. Any fills are received back as they occur.
Currently, we make use of the Interactive Brokers direct access API.