Recent content by vincegata

1. Does your C application run on Linux? 2. Do you offer an IP (tcp or multicast, mitigated or not) where i could connect and get the quotes and trades? 3. Do you publish volume with your quotes and trades?

The vultures are already circling... Look through these links before switching to fxcm: https://www.google.com/search?q=FXCM+sued&oq=FXCM+sued&gs_l=serp.3...78171.80447.0.82217.4.4.0.0.0.0.116.398.2j2.4.0....0...1c.1.64.serp..0.1.104...0i30k1j0i8i30k1.FvKCOArZT3w

@hoppla I see about your approach. I have to lock my container and provide callbacks... Thank you for getting back.

If I want to keep an STL deque in the central broker (XPUB/XSUB), how can my strategy module can access it? Say, the deque contains the last 1000 prices of an instrument and I want to calculate the average?

Thx for links, Chronicle may work. Ignite will not work as I want to stay away from using servers since it may cause issues if I decide to put my system on a cloud.

@vicirek you are right about all of that. I am currently using my custom ThreadsafeQueue class that encapsulates std::queue<class Quote>, mutex, and condition variable. I write to it in one thread and read from it in another. Since it's locked every time I start writing or reading, the iterators...

Sure, it's the way to do it without sharing the data between processes. It'd have to lock it, like I currently do, o.w. I'd get Segmentation fault. I want to share though. Some data don't need to be shared, other data need to be shared.

Consumers do need all the quotes. e.g. if I want to calculate moving average and std. dev.

@botpro @vicirek I have a system that consists on four processes and runs on a single box. I am using C++ threading, and I am using 70-s style :) POSIX FIFO, sockets, and select(). Two of the processes write the data into FIFO on the main thread and listen to the incoming data on the child...

Hi botpro, my modules are processes on Linux so each one of them is an application on their own right. I am currently using C++ STL multithreading. e.g I have a class that is a wrap of STL map with a mutex where I accumulate the quotes. Such architecture is hard to scale.

Hi, I've developed an ats using mutlithreading and FIFO. Though it's working, it's very difficult to expand, e.g going from a single data access module to multiple. Hence, I've decided to switch to ZeroMQ. I am using C++ on Linux and I am processing every quote. What I would like to achieve is...

I know it's an old thread. Could the poster, or maybe someone else, tell me in which of those modules the quotes are being accumulated? The strategy module is certainly needs an access to the accumulated quotes to analyse them and to generate a buy/sell signal. If the quotes accumulation is...

Uh-ho, this is not your brainless, off the shelf Putin's troll. They evolve.

Oh, nooo, Putin's brainless trolls are now invading ET...