Re: [Quickfix-users] How to integrate QuickFIX into an existing system?

[<ma...@ma...>]

On Sat, May 07, 2011 at 03:30:17PM +0700, Phil wrote:
>
> What I'm trying to do is to have my strategy (which is running
> independently) send a command to my QuickFIX application then the
> QuickFIX application would figure out what it needs to do depending
> on the command. I realize I might be doing this the wrong way so I
> appreciate any advices.

You need to think about what commands and other information you're
going to exchange and then consider the simplest information exchange
mechanism that meets your information flow and latency requirements.

For example, for a trivial, non-low-latency day-trading strategy it
might be entirely appropriate to have the strategy write one file per
new order to a directory and extend the quickfix engine to poll that
directory for new orders.

> - Phil

Martin