Real-time quotes (options chain) on a web page

Discussion in 'Programming' started by quatron, Oct 10, 2012.

  1. quatron

    quatron

    I'm going to build a web interface to my trading server written in Java. The idea is to have a web page with live options chain where prices/greeks/other stuff is shown for monitoring purposes.
    I think of embedding Jetty into my java server app and use jQuery to fetch data and show it on a html table.
    As my server will have only one client I don't have to worry about scaling up. But I would like to keep the bandwidth consumption low. Because there are a lot of data on the options chain it would make sense to update the table incrementally. The problem is that I could not find any example or anything about how to build similar system (except some simple share price tickers). I'm not a web developer so not really aware of the range of technologies to choose from or what's might be already implemented.
    I would appreciate if anyone has any idea/advice on how to implement this thing the best way.
    Thanks.
     
  2. 2rosy

    2rosy

  3. quatron

    quatron


    Thanks mate, interesting stuff. Reading up on websockets now.
    Where did you use python and rabbitmq in web interface?

    What's audubon technologies (the last link)? Is it your site?
     
  4. 2rosy

    2rosy

    I publish all messages over rabbitmq. You dont need it but it makes things easier as you scale up. python is used as parts of the webpage
     
  5. So you have some sort of extra module/executable where you send all messages from different parts of application (new orders, order confirmations, etc) then you use websockets to send those data to display on a webpage?
     
  6. quatron

    quatron

    I've done it with Jetty + jQuery for now, polling once a second. Works good enough. Will upgrade to websockets later.

    I reverse-engineered OptionsXpress page with live options chains to get some insight into how to do things. Their code is easy to read. I'd recommend looking there as a starting point if someone is not a good web programmer.