Henry,
Thanks for the kind words.
> 1. Is photon's automated trading strategy multi-threaded? For example, if we
> are trying to set up an automated strategy for monitoring and executing on
> 50 stocks simultaneously, is each stock assigned to a different thread? If
Nope, currently all the strategies run in one thread. You should be
able to use Ruby's threading if you'd like.
> this is not supported by Photon, can we program that within Ruby (which
> supports multi-threading) directly? We may trade anywhere form 50-100
> stocks simultaneously using the same strategy, and our strategy is
> computationally intensive. As such, we would love to be able to spread out
> strategy computation workload over our multiple-core servers.
We've meant for Photon to be a prototyping environment. What you want
is the "headless" strategy agent - this is something that's under
development right now, and will be in the 1.0 product that's coming
out at the end of this year. The Strategy Agent will allow you to have
the same APIs and access to market data/FIX messages as scripts inside
Photon, but you can run it in multiple separate processes, which I
believe will serve your needs better.
Alternatively, for now, you can run multiple Photons on separate machines.
> 2. Does marketcetera works on 64-bit windows XP or Vista? One of our legacy
> application resides on the Windows platform (unfortunately) and in the
> interim, we need to be based on Windows. However, we would like to use a
> 64-bit windows OS, so that marketcetera and our other applications will not
> be subjected to the 4MB Ram limitation for 32-bit windows XP. So does the
> marketcetera platform (and not just photon) works on 64-bit windows XP? or
> 64-bit windows Vista? When installed on a 64-bit windows platform, is your
> platform a 64-bit software or a 32-bit software (which limits the RAM that
> the platform can access)? And if we choose to install it on the 64-bit
> windows vista, are there any performance or reliability penalties compared
> to installing it on 64-bit windows XP?
If you are running a 64bit version of Java, then the Marketcetera
Platform should run in 64bit mode on Vista/XP as well.
Photon is slightly different - I don't think the binaries we build are
setup to be running in 64bit mode. Thanks for bringing this up -
that's something we can improve for the 1.0 release. On that note,
would you be willing to beta-test the 64-bit builds of Photon?
> 3. Lastly, I have been hearing that marketcetera is in the midst of
> incorporating the open-source CEP engine, esper, into the core platform.
> Again, kudos on this outstanding development! Any updates on when it will
> be formally incorporated? If so, from the programming perspective, how can
Esper integration is coming in the 1.0 in December. It's under
development right now, and the prototypes great and are fun to
experiment with.
> we tap on the functionalities of esper? Can we write CEP instructions in
> Ruby? Or is it going to be done in EPL (Esper's programming language based
> on SQL)? I'm just curious whether I need to start learning EPL.
We'll be exporting EPL directly - so you an use that if you want to
leverage the CEP functionality.
Hope this helps.
--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.
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