programmer with master's degree & tons of experience with IB

Discussion in 'Automated Trading' started by wdudziak, May 13, 2009.

  1. byteme

    byteme

    Interesting questions. Would like to know what you think are the *right* answers.

    For me:

    1) Prefer not to re-invent the wheel. Apache Mina (Java) is good enough for QuickFix/J so is good enough for me. Or preferably, the new JBoss Netty.

    2) Depends on the scale? Multi-node observers? I normally go with a cheap JMS provider. Even on one node I'd often use JMS publish/subscribe. Not exactly high-speed when you have IPC but scalable. For high speed I guess I'd implement an in-memory observer pattern using appropriate queue data structure taking threading into consideration...or C++ and Boost Signal/Slots??? Hmm, come to think of it, that would entail function pointers and the implied memory jumps. I guess the *fastest* is for observers to subscribe directly to the subject without an intermediary event bus. However, then you have an issue of "badly behaved" observers who might block....what's the right answer damnit?!!

    3) Turn it on? KISS.
     
    #21     May 15, 2009