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sending parent order to strategy  XML
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jhmyip


Joined: 29/07/2010 04:07:58
Messages: 6
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Hi,

I am thinking of making marketcetera strategies accept parent orders from external system. Strategies can then work on the parent orders to generate child splits..

Apparently, the sample strategies come with Marketcetera all generate parent orders inside the strategies themselves (either hardcode or config) instead of receiving from external system.

I can see the module org.marketcetera.strategy.java.Strategy does provide quite many methods like onCallback, onTrade, onCancelReject, onExecutionReport for accepting external events. But looks like there is no methods for handling parent order event.

I am wondering if anyone has done some work on that. Any suggestion or comment appreciated.
jhmyip


Joined: 29/07/2010 04:07:58
Messages: 6
Offline

Basically, the problem I am looking into is to send order to strategy module in StrategyAgent from Photon or other external systems.

Appreciate for any suggestion.



 
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