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A new (open source?) trading platform
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A new (open source?) trading platform

  #71 (permalink)
Elite Member
Asia
 
Futures Experience: Beginner
Platform: NinjaTrader, TOS
 
Posts: 798 since Jun 2009
Thanks: 109 given, 786 received


NetTecture View Post
Just to give an update redaring Tradex (my framework).

* I installed the sync tools. WIll see I get them working sunday. This will then start moving source into codeplex. Live link - all checkins automatically get moved, including work items.
* I make good progress on the NxCore connector. This is a hell of a decent data feed api Also got permission to publish the NxCore connector code- but it will need access to the local API before compiling, sorry. i dont distribute other peoples code and dll's.
* And finally I just got the first smaaaaaalll class covered 100% by unit tests. Another one on the way - the really nice thing is that I find obscure bugs with this. Nice. I start moving the core asemblies under full unit testing now because basicall I finalyl got code coverage reporting working in TFS and - they are so central I really dont want any bugs in them.

I would expect some updates to happen january.

@NetTecture

Just a quick note to say I'd be happy to help. If your original intention to use .NET 4.0, SQL2008R2, Client/Server architecture, etc etc is still the case it will be an interesting project. FWIW you might consider making the server core Powershell-friendly. At the very least I can try to help with a Powershell add-in that can do things or check things (start stop services, enumerate client connections and subscriptions, basic connectivity checks, etc) so that no GUI is needed on the server.

I presume you would target WPF for any GUI requirements?

I might also be able to help with some SQL elements. I've got a SQL exam coming up so anything that is not related to the AdventureWorks db will be a welcome distraction . I presume the core db design is not something you want to open-source but some of the basic SQL connectivity might be?

I'm not a brilliant coder by any stretch, but feel free to call on me for whatever.

EDIT: Was playing around with the Ninja ATI via Powershell today...

Attached Thumbnails
A new (open source?) trading platform-ninjaati_via_powershell.jpg  

Last edited by MXASJ; January 8th, 2011 at 04:03 AM.
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  #72 (permalink)
Trading Apprentice
Miami Beach FL USA
 
Futures Experience: Advanced
Platform: tradelink
 
Posts: 21 since Dec 2010
Thanks: 4 given, 16 received

regarding zen fire connector, I was able to obtain the example code but there appears to be missing a zenfire dll or two (or zenfire.interop)....

if somebody can make this available we can probably make available a demo connector for people to test.

please feel free to post on the users list if you can help out with either of these things :

tradelink-users | Google Groups

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  #73 (permalink)
Elite Member
Asia
 
Futures Experience: Beginner
Platform: NinjaTrader, TOS
 
Posts: 798 since Jun 2009
Thanks: 109 given, 786 received


Pretty sure this is the latest .NET version. It's from the URLs I posted but not easy to find.


Last edited by sam028; January 9th, 2011 at 07:33 PM. Reason: .dll removed
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  #74 (permalink)
Elite Member
Asia
 
Futures Experience: Beginner
Platform: NinjaTrader, TOS
 
Posts: 798 since Jun 2009
Thanks: 109 given, 786 received

URL where the Zenfire DLL can be found is here:

ZenFire • View topic - Current Version: 1.0.13.0

I've asked the mods to delete the Zenfire DLLs attached to the post above in the interests of only allowing DLLs where the source code is provided to be posted on this site as per site policy.

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  #75 (permalink)
Elite Member
Asia
 
Futures Experience: Beginner
Platform: NinjaTrader, TOS
 
Posts: 798 since Jun 2009
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traderwerks View Post
I did something a few years ago. The core was a small CEP engine that ran on Linux, and the UI / Control user interfaces was in WxWidgets connected with zeromq so the UI and execution were separate.

@traderwerks... have you looked at zeromq since then? I've been poking around the .NET non-hardware messaging space for some enhanced messaging and pub-sub functionality and it looks like zeromq should be on the shortlist.

@tradelink... this is a very cheeky question to ask but if you were starting out from scratch today would you do anything different on the messaging front?

I've had one of those weekends where I'm looking for solutions to problems I don't have yet as part of my continuing education.

EDIT: Let me spread the education love through links.

pub sub : http://en.wikipedia.org/wiki/Publish/subscribe
Observer Pattern: http://en.wikipedia.org/wiki/Observer_pattern
Design Patterns: http://en.wikipedia.org/wiki/Design_pattern_(computer_science)
MOM... Message Oriented Middleware: http://en.wikipedia.org/wiki/Message-oriented_middleware


Last edited by MXASJ; January 16th, 2011 at 08:45 AM. Reason: Add links
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  #76 (permalink)
Elite Member
London
 
Futures Experience: Beginner
Platform: MultiCharts
 
Posts: 230 since Nov 2010
Thanks: 10 given, 20 received

eclipsetrader

I use also now this great open source project

EclipseTrader

this is great because works on windows,mac,linux both 32 and 64 bit.
Allow many many feuters.
I think that you could give your experience and contribute to it. Ir's all free.

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  #77 (permalink)
Elite Member
London
 
Futures Experience: None
Platform: MC & Ninja mainly
 
Posts: 130 since Jan 2010
Thanks: 3 given, 47 received


bomberone1 View Post
I use also now this great open source project

EclipseTrader

this is great because works on windows,mac,linux both 32 and 64 bit.
Allow many many feuters.
I think that you could give your experience and contribute to it. Ir's all free.

I see you have multicharts listed as your platform of choice. What made you change? How does elipse compare to MC?

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  #78 (permalink)
Elite Member
Neubrandenburg, Germany
 
Futures Experience: Advanced
Platform: R
Favorite Futures: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 297 given, 480 received

eclipsetrader looks nice:

what you need:

java api from your broker
a little bit java, xml knowledge

in the pfd you find a sample project with eclipsetrader

Causality is the relationship between an event (the cause) and a second event (the effect), where the second event is a consequence of the first.
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A new (open source?) trading platform-eclipsetrader-dow.pdf  
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  #79 (permalink)
Elite Member
London
 
Futures Experience: Beginner
Platform: MultiCharts
 
Posts: 230 since Nov 2010
Thanks: 10 given, 20 received

I am not a programmer, so I don't know how to connect eclipse to interactivebrokers or to zenfire to send order. Thaht is the reason i change platform. I think that more people in this forum could do many things with eclipsetradee if they know how to program.

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  #80 (permalink)
Elite Member
Neubrandenburg, Germany
 
Futures Experience: Advanced
Platform: R
Favorite Futures: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 297 given, 480 received


Software Design of a (algo) trading system

Causality is the relationship between an event (the cause) and a second event (the effect), where the second event is a consequence of the first.
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A new (open source?) trading platform-software-design.pdf  
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