Algorithmic trading engine for futures

The program I have in mind is going to receive current price data from the exchange(CME) or from the broker , perform a simple calculation and generate orders. Orders are sent to the broker using Tradebullet software and the broker forwards them to the exchange. As a result the exchange sends back the fills information. Based on the fills and current price, the program sends new orders. The important aspect is speed and accuracy. I have rules clearly written down, all I need is fast execution. The logic of the system is simple, there are very few rules.