SmartQuant Discussion

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 Post subject: Support to LMAX in OQ.
PostPosted: Wed Jan 18, 2012 3:40 pm 
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Joined: Thu Sep 20, 2007 6:43 pm
Posts: 122
Location: Poland
Hi :)

Please consider add support to LMAX in OpenQuant: http://www.lmax.com/

Regards
MaRCHeW

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"Your worst day with OpenQuant is better than your best day with most of the other stuff."


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PostPosted: Wed Jan 18, 2012 11:38 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6812
Hi,

they have a very nice concurrent programming framework called Disruptor, http://code.google.com/p/disruptor/ , that they use in their matching engine. We want to utilize it in SmartQuant framework ;)

Cheers,
Anton


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PostPosted: Thu Jan 19, 2012 1:11 pm 
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Joined: Thu Sep 20, 2007 6:43 pm
Posts: 122
Location: Poland
Hi :)

Dr. Anton Fokin wrote:
We want to utilize it in SmartQuant framework ;)

Cheers,
Anton


Great Anton! Thx :)

Regards
MaRCHeW

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"Your worst day with OpenQuant is better than your best day with most of the other stuff."


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PostPosted: Thu Jan 19, 2012 1:18 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
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Yes, it would be nice to have our internal event bus based on this approach.

But we don't have a short term plans to develop an interface to LMAX (unless someone is ready to sponsor this development).

Regards,
Anton


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PostPosted: Sun Feb 19, 2012 9:13 pm 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
LMAX might interesting at some moment. If there's further momentum, please keep me in mind.

BR,
Eelofi


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