<!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>
|
