The cost of EDI integration has decreased, microsoft has got a good solution called BizTalk, there`s a wide range of EDI message shipped in the box in various format such as EDIFACT
You can do virtually all sort of flow
ORDERS -> Integrate orders from your customer into your system (which ERP system do you use)
DESADV -> Returned the picked shipped qty for the order
INVOICE -> Return the invoiced qty for an order
INVRPT -> if you have consigment stock
If you don`t have an inside EDI coordinator, I suggest you get a Biztalk consultant do all the setting up with someone at your company and train someone for setting up new EDI flow (ie: setting up a new customer for receiving orders)
From my recollection the cost of BizTalk is $25K for the licence + a server for running Biztalk + SQL Server + Consulting Services.
I guess that you could budget around $70K for this project, I suggest you contact Microsoft and ask them for certified BizTalk consultant in your area that could provide you with some quotes, ask for references, you really want someone who has already a few BizTalk & EDI integration under his belt ...