Re: [Quickfix-users] Order and Position management
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Re: [Quickfix-users] Order and Position management
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From: James P M. I. <jmi...@bl...> - 2007-10-16 21:16:34
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<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> <html> <head> <meta content="text/html;charset=ISO-8859-1" http-equiv="Content-Type"> </head> <body bgcolor="#ffffff" text="#000000"> We wrote our own. I will say that I was happy with the way the QuickFix design allowed us to tightly couple our OMS to the message engine.<br> <br> Ted Graham wrote: <blockquote cite="mid:008401c81037$c2f54a00$48dfde00$@com" type="cite"> <pre wrap="">QuickFIX Documentation: <a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a> QuickFIX Support: <a class="moz-txt-link-freetext" href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a> </pre> <br> <hr size="4" width="90%"><br> <meta http-equiv="Content-Type" content="text/html; "> <meta name="Generator" content="Microsoft Word 12 (filtered medium)"> <style> <!-- /* Font Definitions */ @font-face {font-family:"Cambria Math"; panose-1:2 4 5 3 5 4 6 3 2 4;} @font-face {font-family:Calibri; panose-1:2 15 5 2 2 2 4 3 2 4;} /* Style Definitions */ p.MsoNormal, li.MsoNormal, div.MsoNormal {margin:0in; margin-bottom:.0001pt; font-size:11.0pt; font-family:"Calibri","sans-serif";} a:link, span.MsoHyperlink {mso-style-priority:99; color:blue; text-decoration:underline;} a:visited, span.MsoHyperlinkFollowed {mso-style-priority:99; color:purple; text-decoration:underline;} span.EmailStyle17 {mso-style-type:personal-compose; font-family:"Calibri","sans-serif"; color:windowtext;} .MsoChpDefault {mso-style-type:export-only;} @page Section1 {size:8.5in 11.0in; margin:1.0in 1.0in 1.0in 1.0in;} div.Section1 {page:Section1;} --> </style> <!--[if gte mso 9]><xml> <o:shapedefaults v:ext="edit" spidmax="1026" /> </xml><![endif]--><!--[if gte mso 9]><xml> <o:shapelayout v:ext="edit"> <o:idmap v:ext="edit" data="1" /> </o:shapelayout></xml><![endif]--> <div class="Section1"> <p class="MsoNormal"><o:p> </o:p></p> <p class="MsoNormal">QuickFix is great for sending and receiving FIX messages, but it seems that order and position management is a bigger job. By this I mean:<o:p></o:p></p> <p class="MsoNormal">+ keeping track of orders, including their current state<o:p></o:p></p> <p class="MsoNormal">+ keeping track of your current position, based on fills that have come in for orders<o:p></o:p></p> <p class="MsoNormal"><o:p> </o:p></p> <p class="MsoNormal">I don’t see any support for this in QF. Am I missing it? If not, are there are tools or libraries to make this easier?<o:p></o:p></p> <p class="MsoNormal"><o:p> </o:p></p> <p class="MsoNormal">Thanks,<o:p></o:p></p> <p class="MsoNormal">Ted<o:p></o:p></p> </div> <pre wrap=""> <hr size="4" width="90%"> ------------------------------------------------------------------------- This SF.net email is sponsored by: Splunk Inc. Still grepping through log files to find problems? Stop. Now Search log events and configuration files using AJAX and a browser. Download your FREE copy of Splunk now >> <a class="moz-txt-link-freetext" href="http://get.splunk.com/">http://get.splunk.com/</a></pre> <pre wrap=""> <hr size="4" width="90%"> _______________________________________________ Quickfix-users mailing list <a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a> <a class="moz-txt-link-freetext" href="https://lists.sourceforge.net/lists/listinfo/quickfix-users">https://lists.sourceforge.net/lists/listinfo/quickfix-users</a> </pre> </blockquote> </body> </html> |
