About The Samples
This sample demonstrates using the Currenex ESP Trading Components handlers to connect to and perform operations at that venue.
Setup
The CurrenexInitialSubscriptions.txt
file is used to determine the
initial market data requests to be sent to the venue. Review this file
to see what requests will be made when running the samples.
Venue Emulation
This sample comes with a very basic FIX emulator for the venue. The emulator will simulate market data and execution with random prices. The market data and execution prices are linked so when performing orders you will see prices which are reflected by the quotes.
Running The Market Data Sample in StreamBase Studio
-
In the Package Explorer, double-click to open the
MarketData.sbapp
. Make sure the application is the currently active tab in the EventFlow Editor. -
Click the
Run button. This opens the SB Test/Debug perspective and starts the application.
-
In the Application Output view, observe tuples emitted on the
VenueStatus
stream which gives details about the connection. -
In the Application Output view, observe tuples emitted on the
TopOfBook
andDepthOfBook
output streams which is the market data being received. -
Select the tuple emitted from the
DepthOfBook
stream, then use the triangles next to the data fields displayed to analyse and understand their structure. -
A market data command
SUB_CMD_UNSUBSCRIBE
will automatically be sent to the venue after${MaxMessages}
TopOfBook
quotes are received which is defaulted to 10. -
Press F9 or click the
Stop Running Application button.
Running The Order Sample in StreamBase Studio
-
In the Package Explorer, double-click to open the
MarketOrder.sbapp
. Make sure the application is the currently active tab in the EventFlow Editor. -
Click the
Run button. This opens the SB Test/Debug perspective and starts the application.
-
In the Application Output view, observe tuples emitted on the
ExecVenueStatus
stream which gives details about the connection. -
In the Application Output view, observe tuples emitted on the
SentOrders
stream which will show the orders being sent to the venue. -
Select the tuple emitted from the
ExecutionReport
stream, then use the triangles next to the data fields displayed to analyse and understand their structure. -
Press F9 or click the
Stop Running Application button.
Running The Limit Order Status Then Cancel Sample in StreamBase Studio
-
In the Package Explorer, double-click to open the
LimitOrderStatusThenCancel.sbapp
. Make sure the application is the currently active tab in the EventFlow Editor. -
Click the
Run button. This opens the SB Test/Debug perspective and starts the application.
-
In the Application Output view, observe tuples emitted on the
VenueStatus
ExecVenueStatus
streams which gives details about the connection. -
In the Application Output view, observe tuples emitted on the
SentOrders
stream which will show the orders being sent to the venue. -
Select the tuple emitted from the
ExecutionReport
stream, then use the triangles next to the data fields displayed to analyse and understand their structure. -
Press F9 or click the
Stop Running Application button.