Messages posted by: ytalmor

The warning can be safely ignored. That is not the culprit. However, I don't know what is the problem. Based on the image you attached it seems like a few projects did build correctly. If you are using the versions we recommend (for maven, eclipse, java, etc), followed our build instructions and you did the project->clean and rebuilt all projects as I mentioned earlier (after getting those errors in Eclipse) and it still ends up with those errors than I really don't know what else can cause this.

Thanks,
Yoram

Hi Johan,

This is correct - if a strategy sends a sequence of orders to ORS, when ORS receives those orders it will process and send those out to the broker(s) in that order.

Thanks,
Yoram

Try to follow the instructions discussed in this thread.

Thanks,
Yoram

Try to follow the instructions in this thread - hopefully that will help you in getting your plugin to work in photon as well.

Thanks,
Yoram

Hi Fred,

Thanks for the update, the compliments and the feedback. Much Appreciated. We are all excited here that you got it to work for you. This is cool.

Thanks,
Yoram

I think the post is suitable for this forum - no need to move it.

Good to know it worked smoothly on Gentoo. We didn't try it in house but we do try to make it as generic as possible so community members like you can use it in their dev environment of choice.

Thanks,
Yoram

Hi Darren,

I noticed you mentioned you did mvn clean but did you try to just refresh all projects (F5/refresh in the package window) and then clean build them all from within Eclipse? I.e., refresh and do Project->Clean (and choose Clean all projects) and let Eclipse build all the projects again.

Thanks,
Yoram

Hi Levente,

Currently we don't support this use case (I.e., providing a path to a jar file that includes the .java source of your strategy class implementation).

You should file an RFE (Request For Enhancement) in our issue tracking system so we can track that and consider it for future versions.

Thanks,
Yoram

Hi Vid,

This topic is worth discussing indeed....

We have been approached by users and customers asking our guidance on how to setup hot stand by, cold stand by, recovery from failures, etc. The main challenge is the need to balance performance, failure/recovery and fail over guarantees. Other issues that come up are how quickly you can switch between primary server to cold or hot standby. Another set of issues is data reconcile process. ORS includes our persistence layer based on mysql. In those scenarios we get different set of requirements which lead to different trade offs between order delivery guarantee and performance. In cases where performance wins there still should be a way to reconcile the broker view of open orders and positions with that persisted in ORS. Assuming a reasonable trade-off which minimizes the probability of different data views - the reconciliation process should be simple and quick.

Our approach on this front is mostly bottom up right now - we are working with our customers and users to address their needs on a case by case basis (as requirements are different) - but features that are common between the different solutions will eventually make it into the platform over time as generic "out of the box" fail-over/recovery solutions.

Thanks,
Yoram

Can you please define the use case(s) for clustering you have in mind? Are you referring to strategyagent clustering? ORS clustering? Is this to create an HA solution or to scale/increase the throughput/performance of your deployment? Both? None? Other reasons?

Thanks,
Yoram

Consider using our client APIs:

http://repo.marketcetera.org/javadoc/1.5.0/platform/org/marketcetera/client/package-summary.html

You can add a listener to receive real time execution reports, which are sent by ORS for order receipt confirmation as well as any execution report sent by the broker. The API includes other functionality (such as synchronous call to get a list of all execution reports) that might be useful to you now or in the future. We would like to build it out as our official API - so if you have other ideas on what can/should be included in it - please let us know. You can always file issues, request for new features, etc in our issue tracking system.

Thanks,
Yoram

Our platform does include connectivity to real time market data providers. We don't offer this service directly - we provide market data adapters that allow you to access this real time market data using our platform. We partnered with market data providers such as ActivFinancial and NYSE to offer these services and with ActivFinancial we offer a 30 day free trial.

If you are interested and would like to get more details please send an email to info@marketcetera.com.

Thanks,
Yoram

We have done performance measurements (and we keep on doing those) to assess platform latency under load and improve it as we develop the platform. It is hard to discuss specific numbers without context as there are multiple dimensions and configurations that influence the results. For example, when you say realistic load - how do you define that? How many symbols? What type of requests (DOB Vs BBO, etc)? What HW configurations? What modules (functionality) are included in it? Is everything running on the same box? Do you include routing in this? Ofcourse, not to mention the fact that the strategy implementation itself will affect the result as well.

It is easier to discuss performance in the context of very specific components like Esper. Our platform has many more capabilities besides Esper/CEP. For that reason, our system latency and Esper latency are hard to compare. When discussing performance results the use cases must be clearly defined. That is the main reason we are careful when we approach this topic - obviously it is a very important and critical aspect of our platform.

As you mentioned in your post - it would be great to hear from our community members about their experience. If anyone measured system latency in their specific environment/use case (and can define what this includes) - we would love to hear your feedback.

Also, if you are interested in discussing our platform performance in specific use cases and/or interested in additional information regarding system performance please send us an email to info@marketcetera.com

Thanks,
Yoram

We do have an order book object that can be used by strategies. See this OrderBook Javadoc for additional info.

Thanks,
Yoram

Hi Fred,

You are correct - currently ORS supports only FIX connectivity to brokers.

We do get from time to time requests to extend ORS to support other protocols. It is quite possible that in the future ORS will support other protocols or as you suggest we might create a plugin mechanism where FIX is one plugin and we (or others) can add other types of broker protocol plugins.

Also, we plan on creating an area where people can share their platform extensions with the community. You might want to consider sharing your groovy extensions there. I will post here once that is ready.

Thanks,
Yoram

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