Custom data provider

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globevestor

Custom data provider

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I would like to implement a custom data provider (to replace http://exchange.marketcetera.com)  that will  load  stock quotes in CSV file.   Should the data provider implements org.marketcetera.marketdata.AbstractMarketDataFeed?  I think this is not the whole story.  Which class accepts quote requests from clients?


Thanks
toli

Re: Custom data provider

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Hi,

That is essentially correct. You need to implement the
org.marketcetera.marketdata.MarketDataFeed interface, but you are
better off subclassing from AbstractMarketDataFeed.

The full story is that your market data feed needs to be a module to
fall into the StrategyAgent framework
(http://www.marketcetera.org/confluence/display/SA/Strategy+Agent ).
We are in the process for writing more detailed documentation for
that.

Starting with 1.0, market data and strategies live inside a "strategy
agent", that knows how to create and start "modules" (which are market
data adapters, strategies, CEP, CSV loading modules, ORS connectivity,
and sink (log)).  So everything that participates in the StrategyAgent
data flows needs to be a module.

You should use the Bogus feed (or marketcetera feed) as an example,
look in Javadoc at
http://repo.marketcetera.org/javadoc/1.0.0/platform/ for
org.marketcetera.marketdata.bogus package.
The xxModule and xxModuleFactory classes deal with creating the
module, along with the
src/main/resources/META-INF/services/org.marketcetera.module.ModuleFactory
(http://viewvc.marketcetera.org/cgi-bin/viewvc.cgi/code/root/trunk/source/modules/marketdata/bogus/src/main/resources/META-INF/services/org.marketcetera.module.ModuleFactory?revision=10127&view=markup
) .

The rest are needed to specify the market data interface.

You can then create and start the module in StrategyAgent, or if you
roll it into an Eclipse plugin (follow the same file layout and create
a META-INF/Manifest.MF file similar to bogus module's) you can drop it
into Photon/plugins directory and it will show up in Photon.

hope this helps. I'd be happy to give you more detailed directions as
you start developing this, and hopefully we can work this into the
documentation site as well.

On Tue, Dec 30, 2008 at 12:03 AM, globevestor <[hidden email]> wrote:

>
> I would like to implement a custom data provider (to replace
> http://exchange.marketcetera.com)  that will  load  stock quotes in CSV
> file.   Should the data provider implements
> org.marketcetera.marketdata.AbstractMarketDataFeed?  I think this is not the
> whole story.  Which class accepts quote requests from clients?
>
>
> Thanks
> --
> View this message in context: http://n2.nabble.com/Custom-data-provider-tp2091594p2091594.html
> Sent from the m-etc-users mailing list archive at Nabble.com.
>
>
> _______________________________________________
> m-etc-users mailing list
> [hidden email]
> http://lists.marketcetera.org/mailman/listinfo/m-etc-users_lists.marketcetera.org
>



--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

_______________________________________________
m-etc-users mailing list
[hidden email]
http://lists.marketcetera.org/mailman/listinfo/m-etc-users_lists.marketcetera.org
Yoram Talmor

Re: Custom data provider

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We also have a sample module that reads input from a CSV file and emits data
that other modules can receive and process. Java docs of that module is
here:

http://repo.marketcetera.org/javadoc/1.0.0/platform/org/marketcetera/modules
/csv/package-summary.html

Source code is in source/modules/misc.

Thanks,
Yoram

> -----Original Message-----
> From: [hidden email] [mailto:m-etc-users-
> [hidden email]] On Behalf Of Toli Kuznets
> Sent: Tuesday, December 30, 2008 12:30 AM
> To: globevestor
> Cc: [hidden email]
> Subject: Re: [m-etc-users] Custom data provider
>
> Hi,
>
> That is essentially correct. You need to implement the
> org.marketcetera.marketdata.MarketDataFeed interface, but you are
> better off subclassing from AbstractMarketDataFeed.
>
> The full story is that your market data feed needs to be a module to
> fall into the StrategyAgent framework
> (http://www.marketcetera.org/confluence/display/SA/Strategy+Agent ).
> We are in the process for writing more detailed documentation for
> that.
>
> Starting with 1.0, market data and strategies live inside a "strategy
> agent", that knows how to create and start "modules" (which are market
> data adapters, strategies, CEP, CSV loading modules, ORS connectivity,
> and sink (log)).  So everything that participates in the StrategyAgent
> data flows needs to be a module.
>
> You should use the Bogus feed (or marketcetera feed) as an example,
> look in Javadoc at
> http://repo.marketcetera.org/javadoc/1.0.0/platform/ for
> org.marketcetera.marketdata.bogus package.
> The xxModule and xxModuleFactory classes deal with creating the
> module, along with the
> src/main/resources/META-
> INF/services/org.marketcetera.module.ModuleFactory
> (http://viewvc.marketcetera.org/cgi-
> bin/viewvc.cgi/code/root/trunk/source/modules/marketdata/bogus/src/main
> /resources/META-
> INF/services/org.marketcetera.module.ModuleFactory?revision=10127&view=
> markup
> ) .
>
> The rest are needed to specify the market data interface.
>
> You can then create and start the module in StrategyAgent, or if you
> roll it into an Eclipse plugin (follow the same file layout and create
> a META-INF/Manifest.MF file similar to bogus module's) you can drop it
> into Photon/plugins directory and it will show up in Photon.
>
> hope this helps. I'd be happy to give you more detailed directions as
> you start developing this, and hopefully we can work this into the
> documentation site as well.
>
> On Tue, Dec 30, 2008 at 12:03 AM, globevestor <[hidden email]> wrote:
> >
> > I would like to implement a custom data provider (to replace
> > http://exchange.marketcetera.com)  that will  load  stock quotes in
> CSV
> > file.   Should the data provider implements
> > org.marketcetera.marketdata.AbstractMarketDataFeed?  I think this is
> not the
> > whole story.  Which class accepts quote requests from clients?
> >
> >
> > Thanks
> > --
> > View this message in context: http://n2.nabble.com/Custom-data-
> provider-tp2091594p2091594.html
> > Sent from the m-etc-users mailing list archive at Nabble.com.
> >
> >
> > _______________________________________________
> > m-etc-users mailing list
> > [hidden email]
> > http://lists.marketcetera.org/mailman/listinfo/m-etc-
> users_lists.marketcetera.org
> >
>
>
>
> --
> Toli Kuznets
> http://www.marketcetera.com: Open-Source Trading Platform
> download.run.trade.
>
> _______________________________________________
> m-etc-users mailing list
> [hidden email]
> http://lists.marketcetera.org/mailman/listinfo/m-etc-
> users_lists.marketcetera.org


_______________________________________________
m-etc-users mailing list
[hidden email]
http://lists.marketcetera.org/mailman/listinfo/m-etc-users_lists.marketcetera.org