has anyone got any experience of using a java .net bridge like jnbridge. I don't know if anyone has tried this. I'm thinking of linking JSystemTrader to a .net based NN program. I've been told that such links are not reliable and the latency can be a killer though this is from people who know of someone who tried it, not from anyone who actually tried it themselves. Paul.
I've used jintegra which generates java proxy for .net objects so that you can call it from java program. I didn't see there's any latency. There's small memory leak problem that caused us to have to restart our server every month or so but it shouldn't be a big problem if you want to use it for trading. http://www.intrinsyc.com/products/jintegra.asp
hi. thanks for your reply. as a matter of interest, are you using JSystemTrader? I was in the middle of developing a trading platform using JST but my attention has been grabed by OpenQuant. Its a c# product which i've never used before but to be honest the lack of documentation about JST's 'core' module and conversely the plentiful supply of the equivalent for OQ has made me rethink the whole thing. The price of the OQ is relatively low though I've never used it. It might be rubbish! Maybe you'd give me some advise. P.
Hi cassidpp, I've not used either JST or OQ. I've used jintegra in a non-trading related IT project. Most of my trading has been on TradeStation, however one day I may try OQ or JST out. I'd be interested if you have insights.
my insights would not be much help. I'm very much an novice. I didnt get a JSystemTrader compiled because I don't have a lot of time to work on my little AT project. I think that OQ has much more support and whilst its not Java (which is what i did work in when i was a programmer) it is well laid out and thats means I can concentrate on the strategy development.....well i hope (i haven't tried it out yet!!). Truth is though I don't know!
I have a .NET project compiled as a COM object, use it in Java through JACOB. Not the latest and greatest solution but it works .... JACOB is really easy .... using it in realtime, no slowdown from what I can tell. The biggest headache was that JACOB holds the object in a single Java thread, which blocks event based (multithreaded) execution in the COM object.
I have done SOAP integration plenty of times - expose your .NET NN as a web service and use Apache Axis or Codehaus XFire to access it from the Java side. The latency from serialization / deserialization and additional layers of code is small compared to the network latency. And the network latency is small if the two systems run on the same machine or on the same LAN.