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

[Phil M. <ph...@me...>]

This is good news, I coded something that does what your example does except I'm using Redis to do it.

The part where I'm still confused with is where in my QuickFIX application that I need to write the code to poll the commands. Any idea?

- Phil

On May 7, 2011, at 5:00 PM, ma...@ma... wrote:

> 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