Luis,
No worries at all - happy to answer any questions.
On Mon, Jan 5, 2009 at 6:08 PM, Luis <
[hidden email]> wrote:
>
> Question 1) Is there a document out there that describes the platform's
> trade workflow? I am trying to figure out how to show trade status by
> reading the database. I do not see any indications that trade status is
> persisted. It looks like records get created in the trade table after the
> trade request has been consummated. I can see that photon knows what trades
> are filled and what trades are still pending (Open Orders). Is this only
> because photon is watching all messages to the ors and knows which fix
> messages have not been responded to?
This is a great request - I don't believe we currently have a diagram
showing the workflow of an order. We have a brief
architectural/workflow overview at
http://repo.marketcetera.org/images/diagrams/ and at
http://www.marketcetera.org/confluence/display/MPIC/Marketcetera+Architecture I'll work on putting one together, but here's what's happening so far:
Photon (or StrategyAgent) sends order out to ORS
ORS immediately sends back a PENDING_NEW ExecutionReport ack on the
ors-messages topic, echoing all the fields, and forward the initial
order to FIX destination
ORS persists the initial PENDING_NEW ack
ORS persists all the ExecutionReports coming from brokers and forwards
it on to the ors-messages topic (which Photon and StartegyAgent read),
and also posts a copy of any FILL/PARTIAL_FILL on to the
trade-recorder queue for Tradebase to pick up.
See the old 0.9 documentation of Traderecorder at
http://www.marketcetera.org/confluence/display/MPIC090/Tradebase+Trade+Recorder+Configurationand the architecture graphic at
http://repo.marketcetera.org/images/screenshots/ors-spring.pngWe'll need to update this to reflect the new web services data flow we
added (for Photon restart recovery, and strategy agent queries), but
it should give you an overview of the JMS traffic.
> Question 2) I have been trying to submit trades via tradebase. This creates
> records in the trade table but i do not see any messages flowing through the
> ors. Something configured wrong?
No, the Tradebase is not designed to send orders, only to view and
edit existing trades, and to capture out-of-band (ie phone) orders.
> Question 3) Is there any way to get photon to submit market orders? My
> broker's development connection will only auto process fix market orders
> where the price is left blank.
Absolutely - just use MKT for price instead of a number in the Stock
Order ticket. The ORS then sends an OrdType.MARKET order in that case.
http://www.marketcetera.org/confluence/display/PN/Photon+Guide#PhotonGuide-StockOrderTicketAlternatively, you can do "O B 100 IBM MKT auto day" from the command
line in Photon:
http://www.marketcetera.org/confluence/display/PN/Photon+Guide#PhotonGuide-CommandEntryArea--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.
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