The open source thread

Discussion in 'Trading Software' started by bungrider, Mar 20, 2005.

  1. Have you tried a profiling of your java program ? I used to find that some very little thing in your program can slow it up in a way you would not have suspected.

    However, it's quite true that java garbage collector and memory management is really slow and unpredictable.
    #11     Oct 10, 2005
  2. Well.... if you have done this before then you should have no problem. However if you have never tackled this type of project then do not underestimate the amount of time it takes. The first project i did like this years ago took quite a bit of time due to the learning curve. Even today, having built several of these I still find that the testing and optimizing aspects take significant time and effort.
    #12     Oct 11, 2005
  3. HLB


    I had the exact dilemma. For the non-trading projects I usually use C++, but IB C++ API is MFC-based, and their Java API looks much more solid and stable. Also I need multithreading, since number cunching is done in separate thread, while the main thread continue to receive market data. Multithreading is also much easier in Java. But number crunching itself is done in C++ via JNI. It's also preffered not to use double's in Java, but hold prices as integers.

    #13     Oct 11, 2005
  4. HLB


    140MB / 800 / 180,000 ~ 1 B per bar

    How do you compact one bar into single byte? Bar is at least 4 (5 with volume) integers. 2 bits per price?
    #14     Oct 11, 2005
  5. Can't you just run the data feed on Linux through a Windows emulator? Then just convert the data so it works on your charting software on Linux.
    #15     Oct 11, 2005
  6. Probably with wine or vmware. But all such arrangements are to be avoided if possible. Simplicity should always be aimed for and adding extra software components for which there is no good architectural reason does not promote reliablity. It also complicates system monitoring and error recovery.
    #16     Oct 11, 2005
  7. #17     Nov 7, 2005
  8. Wow, that EclipseTrader is nice. Humai is pretty cool too.

    I see that both of them are open ended for datafeeds and both already have support for multiple feeds (realtime and EOD).

    Humai has a nice set of line tools and he's been expanding the studies adding a neat interactive volume profile thing.

    I also saw someone from asking the guy @ EclipseTrader to integrate his package to opentick feed.

    What would really be nice is for someone to hook one of these into the data feed that comes from IB's TWS.

    #18     Apr 14, 2006