Re: Commercialising AQ

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	Re: Commercialising AQ by Ulrich Staudinger-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Mike Kroutikov-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Ulrich Staudinger-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message The source of this is, that the quote source emits the current market price (that would otherwise get lost) as soon as the subscription to the quote source is activated. Remember, we had a discussion about that already ? /u On Sun, Oct 11, 2009 at 1:17 AM, Mike Kroutikov <pgmmpk@...> wrote: Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Ulrich Staudinger-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message As a direct response to why those two events are sent, in order to track performance and other aspects, the OrderSubmittedEvent and the OrderAcceptedEvent was introduced a while ago. Am not so sure if these two events are the reason why this shows up now, but maybe indeed, it is wise to move them to the broker base instead ... although that could collide with other implementations than paper broker. Fact is, these two events are needed, but maybe the place is not right for them. /u On Sun, Oct 11, 2009 at 1:28 AM, Ulrich Staudinger <ustaudinger@...> wrote: The source of this is, that the quote source emits the current market price (that would otherwise get lost) as soon as the subscription to the quote source is activated. Remember, we had a discussion about that already ? /u On Sun, Oct 11, 2009 at 1:17 AM, Mike Kroutikov <pgmmpk@...> wrote: Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Mike Kroutikov-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Arrgh, indeed. The subscription is the problem (not two events!). The place for subscribing is not very good... Looks like your solution is the right one... On Sat, Oct 10, 2009 at 7:31 PM, Ulrich Staudinger <ustaudinger@...> wrote: As a direct response to why those two events are sent, in order to track performance and other aspects, the OrderSubmittedEvent and the OrderAcceptedEvent was introduced a while ago. Am not so sure if these two events are the reason why this shows up now, but maybe indeed, it is wise to move them to the broker base instead ... although that could collide with other implementations than paper broker. Fact is, these two events are needed, but maybe the place is not right for them. /u On Sun, Oct 11, 2009 at 1:28 AM, Ulrich Staudinger <ustaudinger@...> wrote: The source of this is, that the quote source emits the current market price (that would otherwise get lost) as soon as the subscription to the quote source is activated. Remember, we had a discussion about that already ? /u On Sun, Oct 11, 2009 at 1:17 AM, Mike Kroutikov <pgmmpk@...> wrote: Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Ulrich Staudinger-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message On a side note, i think it might make sense to have some sort of a global wildcard event to subscribe to for execution events in the broker base. So it would be cleaner to plug loggers and trackers in, these could just subscribe at these wildcard events and log whatever they want. Better than the IAQLogger that is in there at the moment. /u On Sun, Oct 11, 2009 at 1:54 AM, Mike Kroutikov <pgmmpk@...> wrote: Arrgh, indeed. The subscription is the problem (not two events!). The place for subscribing is not very good... Looks like your solution is the right one... On Sat, Oct 10, 2009 at 7:31 PM, Ulrich Staudinger <ustaudinger@...> wrote: As a direct response to why those two events are sent, in order to track performance and other aspects, the OrderSubmittedEvent and the OrderAcceptedEvent was introduced a while ago. Am not so sure if these two events are the reason why this shows up now, but maybe indeed, it is wise to move them to the broker base instead ... although that could collide with other implementations than paper broker. Fact is, these two events are needed, but maybe the place is not right for them. /u On Sun, Oct 11, 2009 at 1:28 AM, Ulrich Staudinger <ustaudinger@...> wrote: The source of this is, that the quote source emits the current market price (that would otherwise get lost) as soon as the subscription to the quote source is activated. Remember, we had a discussion about that already ? /u On Sun, Oct 11, 2009 at 1:17 AM, Mike Kroutikov <pgmmpk@...> wrote: Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi

	Re: Commercialising AQ by Ulrich Staudinger-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Mike Kroutikov-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Ulrich Staudinger-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message The source of this is, that the quote source emits the current market price (that would otherwise get lost) as soon as the subscription to the quote source is activated. Remember, we had a discussion about that already ? /u On Sun, Oct 11, 2009 at 1:17 AM, Mike Kroutikov <pgmmpk@...> wrote: Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Ulrich Staudinger-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message As a direct response to why those two events are sent, in order to track performance and other aspects, the OrderSubmittedEvent and the OrderAcceptedEvent was introduced a while ago. Am not so sure if these two events are the reason why this shows up now, but maybe indeed, it is wise to move them to the broker base instead ... although that could collide with other implementations than paper broker. Fact is, these two events are needed, but maybe the place is not right for them. /u On Sun, Oct 11, 2009 at 1:28 AM, Ulrich Staudinger <ustaudinger@...> wrote: The source of this is, that the quote source emits the current market price (that would otherwise get lost) as soon as the subscription to the quote source is activated. Remember, we had a discussion about that already ? /u On Sun, Oct 11, 2009 at 1:17 AM, Mike Kroutikov <pgmmpk@...> wrote: Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Mike Kroutikov-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message Arrgh, indeed. The subscription is the problem (not two events!). The place for subscribing is not very good... Looks like your solution is the right one... On Sat, Oct 10, 2009 at 7:31 PM, Ulrich Staudinger <ustaudinger@...> wrote: As a direct response to why those two events are sent, in order to track performance and other aspects, the OrderSubmittedEvent and the OrderAcceptedEvent was introduced a while ago. Am not so sure if these two events are the reason why this shows up now, but maybe indeed, it is wise to move them to the broker base instead ... although that could collide with other implementations than paper broker. Fact is, these two events are needed, but maybe the place is not right for them. /u On Sun, Oct 11, 2009 at 1:28 AM, Ulrich Staudinger <ustaudinger@...> wrote: The source of this is, that the quote source emits the current market price (that would otherwise get lost) as soon as the subscription to the quote source is activated. Remember, we had a discussion about that already ? /u On Sun, Oct 11, 2009 at 1:17 AM, Mike Kroutikov <pgmmpk@...> wrote: Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi
	Re: Commercialising AQ by Ulrich Staudinger-2 :: Rate this Message: Reply to Author \| View Threaded \| Show Only this Message On a side note, i think it might make sense to have some sort of a global wildcard event to subscribe to for execution events in the broker base. So it would be cleaner to plug loggers and trackers in, these could just subscribe at these wildcard events and log whatever they want. Better than the IAQLogger that is in there at the moment. /u On Sun, Oct 11, 2009 at 1:54 AM, Mike Kroutikov <pgmmpk@...> wrote: Arrgh, indeed. The subscription is the problem (not two events!). The place for subscribing is not very good... Looks like your solution is the right one... On Sat, Oct 10, 2009 at 7:31 PM, Ulrich Staudinger <ustaudinger@...> wrote: As a direct response to why those two events are sent, in order to track performance and other aspects, the OrderSubmittedEvent and the OrderAcceptedEvent was introduced a while ago. Am not so sure if these two events are the reason why this shows up now, but maybe indeed, it is wise to move them to the broker base instead ... although that could collide with other implementations than paper broker. Fact is, these two events are needed, but maybe the place is not right for them. /u On Sun, Oct 11, 2009 at 1:28 AM, Ulrich Staudinger <ustaudinger@...> wrote: The source of this is, that the quote source emits the current market price (that would otherwise get lost) as soon as the subscription to the quote source is activated. Remember, we had a discussion about that already ? /u On Sun, Oct 11, 2009 at 1:17 AM, Mike Kroutikov <pgmmpk@...> wrote: Looks like it caused by two events that you fire before handleSubmit() in PaperBroker returns. What is the point of firing these events? Calling "submit" IS sending event (as a method call). Who is the consumer of these events? Maybe firing can be postponed until submit finishes? -Mike On Sat, Oct 10, 2009 at 6:16 PM, Ulrich Staudinger <ustaudinger@...> wrote: Guys, i had to make the brokerAssignedId protected (in broker base) and assign it in paper broker before doing anything else, as the submit will subscribe to quotes before the id is assigned. As the quotes will flow in, in some cases, before the method returns, a fill occurs with broker assigned id being null. Am not that happy with that at the moment. Cheers, Ulrich -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi -- Ulrich B. Staudinger _______________________________________________ ccapi mailing list ccapi@... http://activestocks.de/cgi-bin/mailman/listinfo/ccapi