Messages posted by: fred.ac

There are two months elapsed since last code submission in the marketcetera trunk, the 1.6.0 has been tagged a long time ago but never "officially" released.
I'm a bit worried about this ...
Do you have a product roadmap for this new year ?
Thanks,
Best wishes for this new year to all marketcetera team and community.
Fred.

Hi,

Here is an update of my work done to connect a non FIX compliant broker with marketcetera ors and using groovy to develop strategy:
As previously explained I started to modify ors code to connect our trading software that uses a microsoft COM extension point.
It was working but I realized that It was not a so good idea, ors is not (yet) foreseen to use non fix brokers, I preferred add my connector code outside marketera code base.
To connect java with microsoft com I used j-interop framework but later I discovered j-integra software (commercial licence) that is much better, it generates java interfaces and proxy classes from a COM definition.
It allows to use COM in DCOM mode (remote) or native mode (local). Native mode is of course more performant and works better with our trading software.
For these reasons I decided to change my architecture. In quickfixj samples there is an example (Executor) that is a main class that implements a simple FIX server.
I started from this example to develop a FIX server that convert FIX messages to my COM interface in native mode. It was not difficult, I reused some marketcetera usefull libraries : message factory, tracing facilities, ....
With this, no need to modify ors code, ors runs not on the same machine as our trading software ... perfect !
Relating groovy strategy, I finally decided to use java scripting to develop my strategies due to the fact that there is now a support in photon to see/run java strategies.
I compared one of my startegy coded in groovy and the same one in java and there is not a lot if differences but there is a better support in my IDE to develop/debug in java than in groovy.

I hope it helps,

Fred.

Hi Yoram,

Thanks for you reply.
A plugin mechanism for ors will be nice but I don't want to wait, I'm very impatient to use markecetera to run the (groovy) strategy we made.
In the meantime we changed our connection stategy, we will use our bloomberg platfrom (java desktop api) to retreive marketdata and connect our (ms windows) trading softwares to place orders.
To facilate the connection, our trading softwares have only a microsoft COM API

(((
I took some time to find the best way to add a non fix compliant broker in marketcetera. As ors and related components like photon are thightly coupled with fix it was not easy but in my last iteration only few lines of ors code were changed keeping the good marketcetera architecure intact.
Basicaly I changed broker spring config to allow injection of a QuickFIXSender custom implemenation that perform the conversion from fix to com api.
<bean
id="rox_broker"
class="org.marketcetera.ors.brokers.SpringBroker">
...
<property name="FIXCompliant" value="false"/>
<property name="FIXSender">
<bean class="org.marketcetera.ors.ros.ROXSender"/>
</property>
</bean>
</beans>
In order to access com components I use j-interop open source library to access dcom services via tcp/ip.
I works very well, I see in photon my orders in fix format easier to analyse than a com interface :-;
I'm starting now the development of a marketdata adapter to connect our bloomberg.
It is very nice to use and develop with marketcetera, keep on the good work !

Thanks,

Fred.

Many many thanks, it works perfecly with your run configuration.
Fred.

I would like to use marketcetera platform to run a trading bot.
- As I'm a groovy language fan I made a "GroovyExecutor" class extending your AbstractExecutor class to allow groovy script execution.
(Just a question: as marketcetera needs java 1.6 why don't you use native java scripting support (javax.script.ScriptEngine) it is simpler and the dependency with bsf could be removed).
- I made a marketdata adapter to connect my tradebase (http://www.tick-ts.de/) software API . It works perfectly.
Currently my groovy strategy script obtains data from tradebase software and send orders to ORS configured with your broker simulator.
If I understand well ORS can only send orders to a FIX compliant broker ?
I would like to send order via my tradebase software API that is of course not FIX compliant.
I wondering why ORS only support FIX brokers. Do you forsee a plugin mechanism (as made for marketdata adapter) for ORS to allow sending order to non FIX compliant broker ?

Thanks

Fred.

I'm trying to build/run latest photon on mac os.
I created a marketcetera eclipse project (eclipse 3.5) as explained in "building photon" documentation ->no problem.
I know that with previous eclipse version (3.3/3.4) there were problems running proton due to 64 bits jvm. (workaround explained here http://www.marketcetera.org/confluence/display/MDN/MacOS+Eclipse+Setup).
Now that markecetra photon is build with eclipse 3.5 I thought this problem solved but when I run photon I still receive :

eclipse.buildId=unknown
java.version=1.6.0_13
java.vendor=Apple Inc.
BootLoader constants: OS=macosx, ARCH=x86, WS=cocoa, NL=fr_FR
Framework arguments: -product org.marketcetera.photon.Photon
Command-line arguments: -product org.marketcetera.photon.Photon -data /Users/fred/Documents/workspace/../runtime-photon.product -dev file:/Users/fred/Documents/workspace/.metadata/.plugins/org.eclipse.pde.core/photon.product/dev.properties -os macosx -ws cocoa -arch x86

!ENTRY org.eclipse.osgi 4 0 2009-08-02 11:48:49.505
!MESSAGE Application error
!STACK 1
java.lang.UnsatisfiedLinkError: Cannot load 32-bit SWT libraries on 64-bit JVM
at org.eclipse.swt.internal.Library.loadLibrary(Library.java:182)
at org.eclipse.swt.internal.Library.loadLibrary(Library.java:159)
at org.eclipse.swt.internal.C.<clinit>(C.java:21)

Is there something special to do to solve this problem ?

Thanks

Fred.

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